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moddata

Flake8 Lint Check CI codecov

Provides data for use in modeling.

1. Installation

To install this package run:

pip install git+https://github.com/wegar-2/moddata.git@main

2. API

Interface contains functions:

  • load_data - loads predefined datasets
  • make_milisec_data - allows for generating 1 day of data on prices with predefined quotes arrival intensity

2.1. load_data

a single parameter - name of the dataset to load.

List of currently available datasets:

  1. bankchurn - this Kaggle dataset
  2. btc - bitcoin price data in USD for years 2017-2021, based on this Kaggle dataset
  3. pl_banking_stocks - daily prices of stocks of select Polish banks for period 2005-01-01 through 2024-12-31 (data source: stooq.com)
  4. sunspots - daily total sunspot number data as per SILSO
  5. geomagnetic_activity - data on geomagnetic activity as per GFZ Centre for Geosciences
  6. world_bank_oil_gold_monthly_prices.parquet - data on oil prices (average, Brent, Dubai) and gold price from World Bank's Commodity Markets

2.2. make_milisec_data

3. Linting and Running Unit Tests

Run unit tests from the main package directory with:

pytest

Run ruff check with:

uv run ruff check

Check tests coverage with:

pytest --cov=moddata tests/