added skeleton for price history and join method

src/data.py

@@ -1,3 +1,4 @@
+import pandas as pd
 import yfinance as yf
 from src.utils import Utils
 
@@ -7,14 +8,42 @@ class Data:
     def __init__(self):
         self.utils = Utils()
 
-    def get_news(self, ticker: str) -> list:
+    def get_news(self, ticker: str) -> pd.DataFrame:
         """
 
         :param ticker:
         :return:
         """
 
         ticker = yf.Ticker(ticker)
-        return [(x['title'],
-                self.utils.convert_datetime(x['providerPublishTime']))
-                for x in ticker.news]
+        return pd.DataFrame([(x['title'],
+                              *self.utils.convert_datetime(x['providerPublishTime']))
+                             for x in ticker.news],
+                            columns=['news', 'original_date', 'effective_date'])
+
+    def get_price_history(self, ticker: str, period: str = '1mo') -> pd.DataFrame:
+        ticker = yf.Ticker(ticker)
+        historical_price: pd.DataFrame = ticker.history(period=period).reset_index()
+
+        # remove timestamp
+        historical_price['Date'] = (
+            historical_price['Date'].astype(str).apply(lambda x: x.split(' ')[0]))
+
+        return historical_price
+
+    def join_price_and_news(self, price: pd.DataFrame, news: pd.DataFrame):
+        # TODO: handle multiple peices of news in one day
+        df = price.merge(news, left_on='Date', right_on='effective_date')
+        return df
+
+    def main(self, ticker: str):
+        news_data: pd.DataFrame = self.get_news(ticker=ticker)
+        price_data: pd.DataFrame = self.get_price_history(ticker=ticker)
+
+        data = self.join_price_and_news(price=price_data, news=news_data)
+        self.feature_extraction(data=data)
+
+    def feature_extraction(self, data):
+        # TODO: extract features for model
+        pass
+