Source code for pyFTS.data.SP500

from pyFTS.data import common
import pandas as pd
import numpy as np



[docs]def get_data():
    """
    Get the univariate time series data.

    :return: numpy array
    """
    dat = get_dataframe()
    return np.array(dat["Avg"])




[docs]def get_dataframe():
    """
    Get the complete multivariate time series data.

    :return: Pandas DataFrame
    """
    dat = common.get_dataframe('SP500.csv.bz2',
                               'https://github.com/petroniocandido/pyFTS/raw/8f20f3634aa6a8f58083bdcd1bbf93795e6ed767/pyFTS/data/SP500.csv.bz2',
                               sep=",", compression='bz2')
    return dat