Format and cleanup

Author: jaapterwoerds

src/opensignals/__main__.py

@@ -25,7 +25,6 @@
 
 from opensignals import __version__
 from opensignals.data import yahoo
-from opensignals.features import RSI
 
 
 def main(argv: Optional[List[str]] = None) -> None:

src/opensignals/data/common.py

@@ -1,17 +1,11 @@
-import random
-import shutil
+from concurrent import futures
 from datetime import datetime, date, time
 import logging
-import time as _time
-from concurrent import futures
+import shutil
 
-import numpy as np
+from dateutil.relativedelta import relativedelta, FR
 import pandas as pd
-import requests
 from tqdm import tqdm
-from dateutil.relativedelta import relativedelta, FR
-
-from opensignals import utils
 
 logger = logging.getLogger(__name__)
 
@@ -168,7 +162,7 @@ def get_data(
     return train_data, test_data, live_data, feature_names
 
 
-def download_tickers(tickers, start):
+def download_tickers(tickers, start, download_ticker):
     start_epoch = int(datetime.strptime(start, '%Y-%m-%d').timestamp())
     end_epoch = int(datetime.combine(date.today(), time()).timestamp())
 
@@ -195,7 +189,7 @@ def download_tickers(tickers, start):
     return pd.concat(dfs)
 
 
-def download_data(db_dir, recreate=False):
+def download_data(db_dir, download_ticker, recreate=False):
     if recreate:
         logging.warning(f'Removing dataset {db_dir} to recreate it')
         shutil.rmtree(db_dir, ignore_errors=True)
@@ -218,7 +212,7 @@ def download_data(db_dir, recreate=False):
     )
     concat_dfs = []
     for start_date, tickers in ticker_missing_grouped.iteritems():
-        temp_df = download_tickers(tickers.split(' '), start=start_date)
+        temp_df = download_tickers(tickers.split(' '), start_date, download_ticker)
 
         # Yahoo Finance returning previous day in some situations
         # (e.g. Friday in TelAviv markets)

src/opensignals/data/fmp.py

@@ -1,13 +1,14 @@
 import datetime as dt
+import os
+import time as _time
+
+from dateutil.relativedelta import relativedelta, FR
 import numpy as np
 import pandas as pd
-import time as _time
 import requests
-import os
 
 from .common import download_data as download_data_generic
 from .common import get_data as get_data_generic
-from dateutil.relativedelta import relativedelta, FR
 
 
 FMP_API_KEY = os.environ.get('FMP_API_KEY')
@@ -49,7 +50,7 @@ def empty_df():
             df.rename(columns={"adjClose": "adj_close"}, inplace=True)
             return ticker, df.drop_duplicates().dropna()
 
-        except Exception as e:
+        except Exception:
             _time.sleep(backoff)
             backoff = min(backoff * 2, 30)
 
@@ -59,11 +60,12 @@ def empty_df():
 def download_data(db_dir, recreate=False):
     return download_data_generic(db_dir, download_ticker, recreate)
 
+
 def get_data(
         db_dir,
-        features_generators = [],
+        features_generators=None,
         last_friday=dt.datetime.today() - relativedelta(weekday=FR(-1)),
-        target='target'
+        target='target_20d'
 ): return get_data_generic(
     db_dir,
     features_generators=features_generators,

src/opensignals/data/yahoo.py

@@ -5,11 +5,12 @@
 import requests
 import random
 
-from .common import download_data as download_data_generic
-from .common import  get_data as get_data_generic
 from dateutil.relativedelta import relativedelta, FR
 from opensignals import utils
 
+from .common import download_data as download_data_generic
+from .common import get_data as get_data_generic
+
 
 def download_ticker(ticker, start_epoch, end_epoch):
     """dowload data for a given ticker"""
@@ -83,9 +84,9 @@ def download_data(db_dir, recreate=False):
 
 def get_data(
         db_dir,
-        features_generators = [],
+        features_generators=None,
         last_friday=dt.datetime.today() - relativedelta(weekday=FR(-1)),
-        target='target'
+        target='target_20d'
 ): return get_data_generic(
     db_dir,
     features_generators=features_generators,