awt_quant.data_fetch.yf_fetch

Yahoo Finance Data Fetching

This module provides a function to fetch historical stock price data from Yahoo Finance. It preprocesses the data for use in stochastic differential equation models.

Functions:

  • download_data(ticker, start_date, end_date, train_test_split): Fetches and splits stock price data.

Usage:

train_data, test_data, meta_data = download_data(“AAPL”, “2022-01-01”, “2023-01-01”, train_test_split=0.8)

Module Contents

awt_quant.data_fetch.yf_fetch.download_data(ticker, start_date, end_date, train_test_split)[source]

Downloads stock price data from Yahoo Finance and processes it for training/testing.

Parameters:

  • ticker (str) – Stock ticker symbol.

  • start_date (str) – Start date in ‘YYYY-MM-DD’ format.

  • end_date (str) – End date in ‘YYYY-MM-DD’ format.

  • train_test_split (float) – Fraction of data to use for training (e.g., 0.8 for 80% training data).

Returns:

(train_data, test_data, meta_data)

  • train_data (pd.DataFrame): Training set containing stock close prices.

  • test_data (pd.DataFrame): Testing set containing stock close prices.

  • meta_data (dict): Dictionary with additional information (dates, S0, T, N).

Return type:

tuple