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| import re, pandas as pd | |
| from dateutil import parser | |
| lines = []; | |
| with open('ssr.csv','r') as f: | |
| while 1: | |
| myline = f.readline() | |
| if re.search('[A-Z]+,',myline) is not None: # A line containing stock information | |
| lines.append( [re.search('[A-Z]+',myline).group(0),\ | |
| parser.parse( re.search('[0-9]{1,2}/[0-9]{1,2}/[0-9]+ [0-9]{1,2}:[0-9]{2}:[0-9]{2}\s[A-P]M',myline).group(0) ) ] ) | |
| if len(myline)==0: | |
| break # END while loop | |
| ssr_database = pd.DataFrame( lines, columns=['Ticker','Datetime'] ) | |
| ssr_database = ssr_database.astype({'Ticker':'string'}) | |
| # Only include tickers with four characters or less | |
| ssr_database = ssr_database[ ssr_database.Ticker.apply(len)<5 ]; |
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