crypto_google_data: Weekly cryptocurrencies price data and relative weekly Google...

In deanfantazzini/bitcoinFinance: Quantitative Finance with Cryptocurrencies

Weekly cryptocurrencies price data and relative weekly Google trends data based on ticker searches

Description

A dataset containing weekly price data of 5 cryptocurrencies (bitcoin,litecoin,ripple,ethereum,monero) and relative weekly Google trends data based on ticker searches (BTC,ETH,LTC,XMR,XRP)

Usage

data(crypto_google_data)

Format

A dataframe of 145 rows and 11 columns

Source

CryptoCurrency Market Capitalizations .

Examples

data(crypto_google_data)

#The dataset was formed using the following code:
## Not run: 
dates<-seq(as.Date("2015/08/09"), by = "week", length.out = 145)
dates <- as.numeric( gsub("-", "", dates) )
cryptoname <-c("bitcoin", "litecoin", "ripple", "ethereum", "monero")
coins_all=NULL
for (nn in cryptoname) {
   print(nn)
   pcoin<-download_coinmarketcap_weekly(dates, nn)
   coins_all=cbind(coins_all,pcoin)
}
coins_all=cbind(dates, coins_all)
colnames(coins_all)=c("dates",cryptoname)

library(tidyr)
tickers<-c("BTC", "LTC", "XRP", "ETH", "XMR")
res <- gtrends(keyword = tickers, time = paste(ymd(first(dates)), ymd(last(dates))) )
all_gt <- res$interest_over_time[,1:3]
# make the data clean
all_gt<- tidyr::spread(all_gt, keyword, hits)
# avoid zero searches
all_gt[all_gt < 1] <- 0.1
# Transform to numbers
all_gt=apply(all_gt[2:6],2,as.numeric)
crypto_google_data=as.data.frame(cbind(coins_all, all_gt))

## End(Not run)

deanfantazzini/bitcoinFinance documentation built on June 12, 2024, 4:10 p.m.