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#!/usr/bin/env python3
# Copyright (C) 2008-2024 Vicent Mas. All rights reserved
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
#
# Author: Vicent Mas - vmas@vitables.org
"""Storing time series created with Pandas in PyTables. Example 2.
"""
import datetime
import os
import pandas as pd
import pandas_datareader.data as web
start = datetime.date(2002, 1, 5)
end = datetime.date(2003, 12, 1)
# Retrieve inflation data from FRED
inflation = web.DataReader(['CPIAUCSL', 'CPILFESL'], 'fred', start, end)
# Create an empty HDFStore
output_dir = '../timeseries'
hdf5_name = 'pandas_test2.hdf5'
filepath_hdf5 = os.path.join(output_dir, hdf5_name)
try:
os.mkdir(output_dir)
except OSError:
pass
finally:
store = pd.HDFStore(filepath_hdf5)
# Store the extracted data as a PyTables Table under the group fred_inflation
store.append('fred_inflation', inflation)
store.close()
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