util.py

"""MLT: Utility code.

Copyright 2017, Georgia Tech Research Corporation
Atlanta, Georgia 30332-0415
All Rights Reserved
"""

import os
import pandas as pd

def symbol_to_path(symbol, base_dir=None):
    """Return CSV file path given ticker symbol."""
    if base_dir is None:
        base_dir = os.environ.get("MARKET_DATA_DIR", '../data/')
    return os.path.join(base_dir, "{}.csv".format(str(symbol)))

def get_data(symbols, dates, addSPY=True, colname = 'Adj Close'):
    """Read stock data (adjusted close) for given symbols from CSV files."""
    df = pd.DataFrame(index=dates)
    
    if addSPY and 'SPY' not in symbols:  # add SPY for reference, if absent
        symbols = ['SPY'] + symbols

    for symbol in symbols:
        df_temp = pd.read_csv(symbol_to_path(symbol), index_col='Date',
                parse_dates=True, usecols=['Date', colname], na_values=['nan'])
        df_temp = df_temp.rename(columns={colname: symbol}) 
        
        df = df.join(df_temp)
        if symbol == 'SPY':  # drop dates SPY did not trade
            df = df.dropna(subset=["SPY"])
    return df

def plot_data(df, title="Stock prices", xlabel="Date", ylabel="Price"):
    import matplotlib.pyplot as plt
    """Plot stock prices with a custom title and meaningful axis labels."""
    ax = df.plot(title=title, fontsize=12)
    ax.set_xlabel(xlabel)
    ax.set_ylabel(ylabel)
    plt.show()

def get_orders_data_file(basefilename):
    return open(os.path.join(os.environ.get("ORDERS_DATA_DIR",'orders/'),basefilename))

def get_learner_data_file(basefilename):
    return open(os.path.join(os.environ.get("LEARNER_DATA_DIR",'Data/'),basefilename),'r')

def get_robot_world_file(basefilename):
    return open(os.path.join(os.environ.get("ROBOT_WORLDS_DIR",'testworlds/'),basefilename))