Format and cleanup

src/opensignals/data/common.py

@@ -168,7 +168,7 @@ 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 +195,7 @@ 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 +218,7 @@ 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

@@ -9,7 +9,6 @@
 from .common import get_data as get_data_generic
 from dateutil.relativedelta import relativedelta, FR
 
-
 FMP_API_KEY = os.environ.get('FMP_API_KEY')
 
 
@@ -59,11 +58,12 @@ 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

@@ -6,7 +6,7 @@
 import random
 
 from .common import download_data as download_data_generic
-from .common import  get_data as get_data_generic
+from .common import get_data as get_data_generic
 from dateutil.relativedelta import relativedelta, FR
 from opensignals import utils
 
@@ -83,9 +83,9 @@ 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,