jpxlab

The data analysis sandbox for JPX

• Free software: MIT license

Features

• Convert the historical data of FLEX Historical

Usage: download

• Prerequisites: You have to contact with JPX's account manager and get FTP account

$ cd tools/fetcher
$ vim fetch.sh

# edit `FTP_USER` and `FTP_PASS`

$ ./build.sh
$ ./fetch.sh 20191008

• The file is downloaded into <repos root>/downloads
• You can also specify wiledcard to dowonload multiple files in batch (e.g. ./fetch.sh '201909??')
• It fetches from under /archives/ so most recent files are out of scope

Usage: convert from raw zip files to h5

$ python cli.py convert --help
Usage: cli.py convert [OPTIONS] [FILES]...

  convert raw zip files to h5

Options:
  --help  Show this message and exit.

Usage: resample h5 files into aggregated dataframe

$ python cli.py resample --help
Usage: cli.py resample [OPTIONS] [FILES]...

  resample the h5 file into aggregated dataframe

Options:
  -f, --freq TEXT  frequency of resampling (e.g. '1H' for hourly aggregation)
  --help           Show this message and exit.

Usage: launch the jupyter notebook (locally)

$ make notebook

Usage: launch the jupyter notebook (in docker)

$ make notebook_docker

Credits

This package was created with Cookiecutter and the audreyr/cookiecutter-pypackage project template.