Simply the first step to prepare the data for the following notebooks



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import Quandl
import pandas as pd
import numpy as np
import blaze as bz

Data source is http://www.quandl.com. We use blaze to store data.



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with open('../.quandl_api_key.txt', 'r') as f:
    api_key = f.read()



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db = Quandl.get("EOD/DB", authtoken=api_key)
bz.odo(db['Rate'].reset_index(), '../data/db.bcolz')



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fx = Quandl.get("CURRFX/EURUSD", authtoken=api_key)
bz.odo(fx['Rate'].reset_index(), '../data/eurusd.bcolz')



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bz.odo('../data/db.bcolz', 'sqlite:///osqf.db::db')



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%load_ext sql



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%%sql sqlite:///osqf.db
select * from db



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d = bz.Data('../data/db.bcolz')
d.Close.max()