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DataLoader to read the historical data from the specified files in the folder (where rows represent dates and columns represent various stocks)

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manishchalana/financial-dataloader

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financial-dataloader

A folder containing the historical data corresponding to various attributes

e.g. let's assume the folder has open (fopen.csv), high (fhigh.csv), low (flow.csv), close (fclose.csv) historical data on futures.

The data in each file is stored in the following format. Let's say below is the close price for a few tickers.

Dates RANBAXY VIJAYABANK BAJAJHIND MPHASIS
1/2/2007 402.3 47.75 183.77 305.65
1/3/2007 414.15 48.45 184.06 317.55
1/4/2007 414.45 49.3 182.46 312.1
1/5/2007 414.95 48.5 173.13 304.25

The dataloader object will read all the data in the above format and produce a dataloader (a generator object) which can yield the data by stock or by specific number of datapoints.

e.g. the function can yield stream of datapoints like below

1st yield

Dates RANBAXY VIJAYABANK BAJAJHIND MPHASIS
1/2/2007 402.3 47.75 183.77 305.65
1/3/2007 414.15 48.45 184.06 317.55

2nd yield

Dates RANBAXY VIJAYABANK BAJAJHIND MPHASIS
1/3/2007 414.15 48.45 184.06 317.55
1/4/2007 414.45 49.3 182.46 312.1

3rd yield

Dates RANBAXY VIJAYABANK BAJAJHIND MPHASIS
1/4/2007 414.15 48.45 184.06 317.55
1/5/2007 414.95 48.5 173.13 304.25

etc

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DataLoader to read the historical data from the specified files in the folder (where rows represent dates and columns represent various stocks)

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