From 9e6bceb834a3a3ce79c12e4c2c8556b93c9c5e01 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Sat, 8 Mar 2025 11:38:08 +1100 Subject: [PATCH 1/2] :arrow_up: Bump dawidd6/action-download-artifact from 8 to 9 (#575) Bumps [dawidd6/action-download-artifact](https://github.com/dawidd6/action-download-artifact) from 8 to 9. - [Release notes](https://github.com/dawidd6/action-download-artifact/releases) - [Commits](https://github.com/dawidd6/action-download-artifact/compare/v8...v9) --- updated-dependencies: - dependency-name: dawidd6/action-download-artifact dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- .github/workflows/ci.yml | 2 +- .github/workflows/collab.yml | 2 +- .github/workflows/linkcheck.yml | 2 +- .github/workflows/publish.yml | 2 +- 4 files changed, 4 insertions(+), 4 deletions(-) diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 2ab95026..bc6539c3 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -38,7 +38,7 @@ jobs: shell: bash -l {0} run: pip list - name: Download "build" folder (cache) - uses: dawidd6/action-download-artifact@v8 + uses: dawidd6/action-download-artifact@v9 with: workflow: cache.yml branch: main diff --git a/.github/workflows/collab.yml b/.github/workflows/collab.yml index 5060c30b..152c1af9 100644 --- a/.github/workflows/collab.yml +++ b/.github/workflows/collab.yml @@ -20,7 +20,7 @@ jobs: shell: bash -l {0} run: pip list - name: Download "build" folder (cache) - uses: dawidd6/action-download-artifact@v8 + uses: dawidd6/action-download-artifact@v9 with: workflow: cache.yml branch: main diff --git a/.github/workflows/linkcheck.yml b/.github/workflows/linkcheck.yml index 226685c1..e5151f0a 100644 --- a/.github/workflows/linkcheck.yml +++ b/.github/workflows/linkcheck.yml @@ -27,7 +27,7 @@ jobs: environment-file: environment.yml activate-environment: quantecon - name: Download "build" folder (cache) - uses: dawidd6/action-download-artifact@v8 + uses: dawidd6/action-download-artifact@v9 with: workflow: cache.yml branch: main diff --git a/.github/workflows/publish.yml b/.github/workflows/publish.yml index 2054c6f2..8992d84c 100644 --- a/.github/workflows/publish.yml +++ b/.github/workflows/publish.yml @@ -39,7 +39,7 @@ jobs: shell: bash -l {0} run: pip list - name: Download "build" folder (cache) - uses: dawidd6/action-download-artifact@v8 + uses: dawidd6/action-download-artifact@v9 with: workflow: cache.yml branch: main From 05f96887990a235c6565af98920d8cfa5abdc0df Mon Sep 17 00:00:00 2001 From: Jiarui Zhang Date: Thu, 13 Mar 2025 01:27:58 +1100 Subject: [PATCH 2/2] [heavy_tail] Retrieve data from yahoo finance --- RetrieveData.ipynb | 60 + lectures/datasets/Amazon_data.csv | 1890 +++++++++++++++++++ lectures/datasets/Bitcoin_data.csv | 2741 ++++++++++++++++++++++++++++ lectures/heavy_tails.md | 29 +- 4 files changed, 4703 insertions(+), 17 deletions(-) create mode 100644 RetrieveData.ipynb create mode 100644 lectures/datasets/Amazon_data.csv create mode 100644 lectures/datasets/Bitcoin_data.csv diff --git a/RetrieveData.ipynb b/RetrieveData.ipynb new file mode 100644 index 00000000..fc29a484 --- /dev/null +++ b/RetrieveData.ipynb @@ -0,0 +1,60 @@ +{ + "cells": [ + { + "cell_type": "markdown", + "id": "5a8b8795-232a-4839-aced-5dbdc7965fc4", + "metadata": {}, + "source": [ + "The Following retrieves data needed for [heavy_tails]" + ] + }, + { + "cell_type": "code", + "execution_count": 2, + "id": "2822e5f8-d817-4e7b-8568-080571fcdb08", + "metadata": {}, + "outputs": [ + { + "name": "stderr", + "output_type": "stream", + "text": [ + "[*********************100%***********************] 1 of 1 completed\n", + "[*********************100%***********************] 1 of 1 completed\n" + ] + } + ], + "source": [ + "# Might need to run `pip install --upgrade yfinance` first\n", + "import yfinance as yf\n", + "\n", + "# Download the data for AMZN\n", + "Amazon_data = yf.download('AMZN', start='2015-01-01', end='2022-07-01')\n", + "Bitcoin_data = yf.download('BTC-USD', '2015-1-1', '2022-7-1')\n", + "\n", + "Amazon_data.to_csv('lectures/datasets/Amazon_data.csv')\n", + "Bitcoin_data.to_csv('lectures/datasets/Bitcoin_data.csv')" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3 (ipykernel)", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.11.7" + } + }, + "nbformat": 4, + "nbformat_minor": 5 +} diff --git a/lectures/datasets/Amazon_data.csv b/lectures/datasets/Amazon_data.csv new file mode 100644 index 00000000..0ce5c99e --- /dev/null +++ b/lectures/datasets/Amazon_data.csv @@ -0,0 +1,1890 @@ +Price,Close,High,Low,Open,Volume +Ticker,AMZN,AMZN,AMZN,AMZN,AMZN +Date,,,,, +2015-01-02,15.425999641418457,15.737500190734863,15.347999572753906,15.628999710083008,55664000 +2015-01-05,15.10949993133545,15.418999671936035,15.042499542236328,15.350500106811523,55484000 +2015-01-06,14.76449966430664,15.149999618530273,14.619000434875488,15.112000465393066,70380000 +2015-01-07,14.920999526977539,15.064000129699707,14.766500473022461,14.875,52806000 +2015-01-08,15.02299976348877,15.156999588012695,14.805500030517578,15.015999794006348,61768000 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use the following imports. +This lecture will use the following imports ```{code-cell} ipython3 import matplotlib.pyplot as plt import numpy as np -import yfinance as yf import pandas as pd import statsmodels.api as sm @@ -182,12 +173,13 @@ the period from 1st January 2015 to 1st July 2022. This equates to daily returns if we set dividends aside. -The code below produces the desired plot using Yahoo financial data via the `yfinance` library. - ```{code-cell} ipython3 :tags: [hide-output] -data = yf.download('AMZN', '2015-1-1', '2022-7-1') +Amazon_data = pd.read_csv("datasets/Amazon_data.csv") +# Convert columns to numeric +for col in ['Price', 'Close', 'High', 'Low', 'Open', 'Volume']: + Amazon_data[col] = pd.to_numeric(Amazon_data[col], errors='coerce') ``` ```{code-cell} ipython3 @@ -197,7 +189,7 @@ mystnb: caption: Daily Amazon returns name: dailyreturns-amzn --- -s = data['Close'] +s = Amazon_data['Close'] r = s.pct_change() fig, ax = plt.subplots() @@ -219,7 +211,10 @@ We get a similar picture if we look at other assets, such as Bitcoin ```{code-cell} ipython3 :tags: [hide-output] -data = yf.download('BTC-USD', '2015-1-1', '2022-7-1') +Bitcoin_data = pd.read_csv("datasets/Bitcoin_data.csv") +# Convert columns to numeric +for col in ['Price', 'Close', 'High', 'Low', 'Open', 'Volume']: + Bitcoin_data[col] = pd.to_numeric(Amazon_data[col], errors='coerce') ``` ```{code-cell} ipython3 @@ -229,8 +224,8 @@ mystnb: caption: Daily Bitcoin returns name: dailyreturns-btc --- -s = data['Close'] -r = s.pct_change() +s = Bitcoin_data['Close'] +r = s.pct_change(fill_method=None) fig, ax = plt.subplots()