andres31416/pen-usd-trading-model
Time Series Forecasting • Updated • 1
Datasets:
date stringdate 2001-05-31 00:00:00 2026-07-25 00:00:00 | time stringclasses 753
values | datetime_utc stringdate 2001-05-31 00:00:00 2026-07-25 00:00:00 | open float64 2.48 4.09 | high float64 2.48 4.14 | low float64 0.78 4.06 | close float64 0.78 4.14 | volume int64 0 0 |
|---|---|---|---|---|---|---|---|
2001-05-31 | 00:00:00 | 2001-05-31 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-01 | 00:00:00 | 2001-06-01 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-04 | 00:00:00 | 2001-06-04 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-05 | 00:00:00 | 2001-06-05 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-06 | 00:00:00 | 2001-06-06 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-07 | 00:00:00 | 2001-06-07 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-08 | 00:00:00 | 2001-06-08 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-11 | 00:00:00 | 2001-06-11 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-12 | 00:00:00 | 2001-06-12 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-13 | 00:00:00 | 2001-06-13 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-14 | 00:00:00 | 2001-06-14 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-15 | 00:00:00 | 2001-06-15 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-18 | 00:00:00 | 2001-06-18 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-19 | 00:00:00 | 2001-06-19 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-20 | 00:00:00 | 2001-06-20 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-21 | 00:00:00 | 2001-06-21 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-22 | 00:00:00 | 2001-06-22 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-25 | 00:00:00 | 2001-06-25 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-26 | 00:00:00 | 2001-06-26 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-27 | 00:00:00 | 2001-06-27 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-28 | 00:00:00 | 2001-06-28 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-06-29 | 00:00:00 | 2001-06-29 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-07-02 | 00:00:00 | 2001-07-02 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-07-03 | 00:00:00 | 2001-07-03 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-07-04 | 00:00:00 | 2001-07-04 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-07-05 | 00:00:00 | 2001-07-05 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-07-06 | 00:00:00 | 2001-07-06 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-07-09 | 00:00:00 | 2001-07-09 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-07-10 | 00:00:00 | 2001-07-10 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-07-11 | 00:00:00 | 2001-07-11 00:00:00+00:00 | 3.623 | 3.623 | 3.623 | 3.623 | 0 |
2001-07-12 | 00:00:00 | 2001-07-12 00:00:00+00:00 | 3.5175 | 3.5175 | 3.516 | 3.516 | 0 |
2001-07-13 | 00:00:00 | 2001-07-13 00:00:00+00:00 | 3.511 | 3.511 | 3.508 | 3.5095 | 0 |
2001-07-16 | 00:00:00 | 2001-07-16 00:00:00+00:00 | 3.507 | 3.507 | 3.504 | 3.5055 | 0 |
2001-07-17 | 00:00:00 | 2001-07-17 00:00:00+00:00 | 3.507 | 3.507 | 3.505 | 3.506 | 0 |
2001-07-18 | 00:00:00 | 2001-07-18 00:00:00+00:00 | 3.498 | 3.498 | 3.494 | 3.496 | 0 |
2001-07-19 | 00:00:00 | 2001-07-19 00:00:00+00:00 | 3.4965 | 3.4965 | 3.4945 | 3.4955 | 0 |
2001-07-20 | 00:00:00 | 2001-07-20 00:00:00+00:00 | 3.493 | 3.493 | 3.491 | 3.492 | 0 |
2001-07-23 | 00:00:00 | 2001-07-23 00:00:00+00:00 | 3.492 | 3.492 | 3.49 | 3.491 | 0 |
2001-07-24 | 00:00:00 | 2001-07-24 00:00:00+00:00 | 3.4977 | 3.4977 | 3.4948 | 3.49625 | 0 |
2001-07-25 | 00:00:00 | 2001-07-25 00:00:00+00:00 | 3.496 | 3.496 | 3.4945 | 3.49525 | 0 |
2001-07-26 | 00:00:00 | 2001-07-26 00:00:00+00:00 | 3.4895 | 3.4895 | 3.487 | 3.48825 | 0 |
2001-07-27 | 00:00:00 | 2001-07-27 00:00:00+00:00 | 3.485 | 3.485 | 3.483 | 3.484 | 0 |
2001-07-30 | 00:00:00 | 2001-07-30 00:00:00+00:00 | 3.4895 | 3.4895 | 3.489 | 3.489 | 0 |
2001-07-31 | 00:00:00 | 2001-07-31 00:00:00+00:00 | 3.487 | 3.487 | 3.486 | 3.4865 | 0 |
2001-08-01 | 00:00:00 | 2001-08-01 00:00:00+00:00 | 3.493 | 3.493 | 3.49 | 3.4915 | 0 |
2001-08-02 | 00:00:00 | 2001-08-02 00:00:00+00:00 | 3.501 | 3.501 | 3.499 | 3.5 | 0 |
2001-08-03 | 00:00:00 | 2001-08-03 00:00:00+00:00 | 3.497 | 3.497 | 3.4955 | 3.49625 | 0 |
2001-08-06 | 00:00:00 | 2001-08-06 00:00:00+00:00 | 3.501 | 3.501 | 3.499 | 3.5 | 0 |
2001-08-07 | 00:00:00 | 2001-08-07 00:00:00+00:00 | 3.5035 | 3.5035 | 3.503 | 3.50325 | 0 |
2001-08-08 | 00:00:00 | 2001-08-08 00:00:00+00:00 | 3.497 | 3.497 | 3.495 | 3.496 | 0 |
2001-08-09 | 00:00:00 | 2001-08-09 00:00:00+00:00 | 3.492 | 3.492 | 3.49 | 3.491 | 0 |
2001-08-10 | 00:00:00 | 2001-08-10 00:00:00+00:00 | 3.492 | 3.492 | 3.491 | 3.4915 | 0 |
2001-08-13 | 00:00:00 | 2001-08-13 00:00:00+00:00 | 3.491 | 3.491 | 3.489 | 3.49 | 0 |
2001-08-14 | 00:00:00 | 2001-08-14 00:00:00+00:00 | 3.492 | 3.492 | 3.491 | 3.4915 | 0 |
2001-08-15 | 00:00:00 | 2001-08-15 00:00:00+00:00 | 3.4905 | 3.4905 | 3.4895 | 3.49 | 0 |
2001-08-16 | 00:00:00 | 2001-08-16 00:00:00+00:00 | 3.491 | 3.491 | 3.4895 | 3.49025 | 0 |
2001-08-17 | 00:00:00 | 2001-08-17 00:00:00+00:00 | 3.4915 | 3.4915 | 3.49 | 3.49075 | 0 |
2001-08-20 | 00:00:00 | 2001-08-20 00:00:00+00:00 | 3.496 | 3.496 | 3.495 | 3.4955 | 0 |
2001-08-21 | 00:00:00 | 2001-08-21 00:00:00+00:00 | 3.498 | 3.498 | 3.496 | 3.497 | 0 |
2001-08-22 | 00:00:00 | 2001-08-22 00:00:00+00:00 | 3.492 | 3.492 | 3.489 | 3.4905 | 0 |
2001-08-23 | 00:00:00 | 2001-08-23 00:00:00+00:00 | 3.4915 | 3.4915 | 3.49 | 3.49075 | 0 |
2001-08-24 | 00:00:00 | 2001-08-24 00:00:00+00:00 | 3.4895 | 3.4895 | 3.489 | 3.48925 | 0 |
2001-08-27 | 00:00:00 | 2001-08-27 00:00:00+00:00 | 3.4895 | 3.4895 | 3.489 | 3.48925 | 0 |
2001-08-28 | 00:00:00 | 2001-08-28 00:00:00+00:00 | 3.489 | 3.489 | 3.4875 | 3.48825 | 0 |
2001-08-29 | 00:00:00 | 2001-08-29 00:00:00+00:00 | 3.4835 | 3.4835 | 3.4825 | 3.483 | 0 |
2001-08-30 | 00:00:00 | 2001-08-30 00:00:00+00:00 | 3.485 | 3.485 | 3.48 | 3.4825 | 0 |
2001-08-31 | 00:00:00 | 2001-08-31 00:00:00+00:00 | 3.4835 | 3.4835 | 3.4825 | 3.483 | 0 |
2001-09-03 | 00:00:00 | 2001-09-03 00:00:00+00:00 | 3.4795 | 3.4795 | 3.478 | 3.47875 | 0 |
2001-09-04 | 00:00:00 | 2001-09-04 00:00:00+00:00 | 3.479 | 3.479 | 3.4765 | 3.47775 | 0 |
2001-09-05 | 00:00:00 | 2001-09-05 00:00:00+00:00 | 3.4845 | 3.4845 | 3.4825 | 3.4835 | 0 |
2001-09-06 | 00:00:00 | 2001-09-06 00:00:00+00:00 | 3.4835 | 3.4835 | 3.482 | 3.48275 | 0 |
2001-09-07 | 00:00:00 | 2001-09-07 00:00:00+00:00 | 3.4835 | 3.4835 | 3.4825 | 3.483 | 0 |
2001-09-10 | 00:00:00 | 2001-09-10 00:00:00+00:00 | 3.483 | 3.483 | 3.483 | 3.483 | 0 |
2001-09-11 | 00:00:00 | 2001-09-11 00:00:00+00:00 | 3.497 | 3.497 | 3.494 | 3.4955 | 0 |
2001-09-12 | 00:00:00 | 2001-09-12 00:00:00+00:00 | 3.4935 | 3.4935 | 3.492 | 3.49275 | 0 |
2001-09-13 | 00:00:00 | 2001-09-13 00:00:00+00:00 | 3.49275 | 3.49275 | 3.49275 | 3.49275 | 0 |
2001-09-14 | 00:00:00 | 2001-09-14 00:00:00+00:00 | 3.498 | 3.498 | 3.4965 | 3.49725 | 0 |
2001-09-17 | 00:00:00 | 2001-09-17 00:00:00+00:00 | 3.507 | 3.507 | 3.505 | 3.506 | 0 |
2001-09-18 | 00:00:00 | 2001-09-18 00:00:00+00:00 | 3.499 | 3.499 | 3.498 | 3.4985 | 0 |
2001-09-19 | 00:00:00 | 2001-09-19 00:00:00+00:00 | 3.4985 | 3.4985 | 3.4985 | 3.4985 | 0 |
2001-09-20 | 00:00:00 | 2001-09-20 00:00:00+00:00 | 3.502 | 3.502 | 3.5015 | 3.50175 | 0 |
2001-09-21 | 00:00:00 | 2001-09-21 00:00:00+00:00 | 3.502 | 3.502 | 3.501 | 3.5015 | 0 |
2001-09-24 | 00:00:00 | 2001-09-24 00:00:00+00:00 | 3.495 | 3.495 | 3.4925 | 3.49375 | 0 |
2001-09-25 | 00:00:00 | 2001-09-25 00:00:00+00:00 | 3.4885 | 3.4885 | 3.4865 | 3.4875 | 0 |
2001-09-26 | 00:00:00 | 2001-09-26 00:00:00+00:00 | 3.483 | 3.483 | 3.482 | 3.4825 | 0 |
2001-09-27 | 00:00:00 | 2001-09-27 00:00:00+00:00 | 3.484 | 3.484 | 3.483 | 3.4835 | 0 |
2001-09-28 | 00:00:00 | 2001-09-28 00:00:00+00:00 | 3.482 | 3.482 | 3.481 | 3.4815 | 0 |
2001-10-01 | 00:00:00 | 2001-10-01 00:00:00+00:00 | 3.482 | 3.482 | 3.48 | 3.481 | 0 |
2001-10-02 | 00:00:00 | 2001-10-02 00:00:00+00:00 | 3.4805 | 3.4805 | 3.48 | 3.48025 | 0 |
2001-10-03 | 00:00:00 | 2001-10-03 00:00:00+00:00 | 3.481 | 3.481 | 3.48 | 3.4805 | 0 |
2001-10-04 | 00:00:00 | 2001-10-04 00:00:00+00:00 | 3.477 | 3.477 | 3.475 | 3.476 | 0 |
2001-10-05 | 00:00:00 | 2001-10-05 00:00:00+00:00 | 3.477 | 3.477 | 3.476 | 3.4765 | 0 |
2001-10-08 | 00:00:00 | 2001-10-08 00:00:00+00:00 | 3.4765 | 3.4765 | 3.4755 | 3.476 | 0 |
2001-10-09 | 00:00:00 | 2001-10-09 00:00:00+00:00 | 3.4785 | 3.4785 | 3.4755 | 3.477 | 0 |
2001-10-10 | 00:00:00 | 2001-10-10 00:00:00+00:00 | 3.474 | 3.474 | 3.473 | 3.4735 | 0 |
2001-10-11 | 00:00:00 | 2001-10-11 00:00:00+00:00 | 3.469 | 3.469 | 3.467 | 3.468 | 0 |
2001-10-12 | 00:00:00 | 2001-10-12 00:00:00+00:00 | 3.464 | 3.464 | 3.4635 | 3.46375 | 0 |
2001-10-15 | 00:00:00 | 2001-10-15 00:00:00+00:00 | 3.461 | 3.461 | 3.4595 | 3.46025 | 0 |
2001-10-16 | 00:00:00 | 2001-10-16 00:00:00+00:00 | 3.445 | 3.445 | 3.443 | 3.444 | 0 |
2001-10-17 | 00:00:00 | 2001-10-17 00:00:00+00:00 | 3.452 | 3.452 | 3.451 | 3.4515 | 0 |
End of preview. Expand in Data Studio
PEN/USD Trading Dataset
Historico del tipo de cambio Sol Peruano (PEN) / Dolar Americano (USD),
obtenido desde Yahoo Finance (ticker PEN=X), en tres temporalidades distintas.
Pensado como base para entrenar modelos de forecasting y asistentes de
trading (compra/venta) sobre este par de divisas.
Fuente de datos
Los datos provienen de Yahoo Finance, que agrega cotizaciones de mercado
(no es la tasa interna de un banco comercial especifico como BCP, sino el
precio de mercado del par PEN/USD). Se descargan con la libreria yfinance
mediante el script scripts/build_dataset.py.
Nota: para aproximar la tasa que cobra un banco comercial especifico (ej. BCP), se recomienda aplicar un multiplicador/spread configurable sobre estos datos de mercado en la capa de despliegue de la aplicacion, en lugar de contaminar el dataset de entrenamiento con el margen comercial de un banco en particular.
Archivos y temporalidades
| Archivo | Intervalo | Rango historico | Limite de la fuente |
|---|---|---|---|
data/daily.csv |
1 dia | Historico completo disponible (anios) | Sin limite practico |
data/hourly.csv |
1 hora | Ultimos ~730 dias (2 anios aprox.) | Limite impuesto por Yahoo Finance |
data/minute.csv |
1 minuto | Ultimos 7 dias | Limite impuesto por Yahoo Finance |
Estos limites de hourly y minute no son una limitacion del script,
son restricciones que Yahoo Finance impone sobre cuanto historico intradia
entrega de forma gratuita. Para mantener el dataset actualizado en esas dos
temporalidades, el script debe re-ejecutarse periodicamente (ver seccion
"Mantenimiento" mas abajo).
Columnas
Todos los CSVs comparten la misma estructura:
date: fecha en formatoYYYY-MM-DDtime: hora en formatoHH:MM:SS(UTC)datetime_utc: timestamp completo con zona horaria UTCopen: precio de apertura del periodohigh: precio maximo del periodolow: precio minimo del periodoclose: precio de cierre del periodovolume: volumen reportado (en forex suele ser 0 o no significativo, ya que no existe un volumen centralizado como en acciones)
Como se genero
Se recomienda usar un entorno virtual (venv) para no instalar las
dependencias directamente en el Python del sistema.
1. Crear y activar el entorno virtual
En Linux / WSL2 / macOS:
python3 -m venv venv
source venv/bin/activate
En Windows (PowerShell, si no usas WSL2):
python -m venv venv
venv\Scripts\Activate.ps1
Cuando el entorno esta activo, tu terminal muestra un prefijo (venv) al
inicio de la linea.
2. Instalar dependencias
Con el venv activado, no se necesita --break-system-packages
(esa bandera solo aplica cuando se instala fuera de un entorno virtual,
directo sobre el Python del sistema):
pip install -r scripts/requirements.txt
Si por alguna razon pip no encuentra el modulo tras instalar, verifica
que python3 y pip apunten al mismo entorno:
which python3
which pip
Ambos deben apuntar a una ruta dentro de venv/ (ej. .../venv/bin/python3).
Si no coinciden, usa:
python3 -m pip install -r scripts/requirements.txt
3. Ejecutar el script
python3 scripts/build_dataset.py
Esto genera data/daily.csv, data/hourly.csv y data/minute.csv.
4. Desactivar el entorno virtual (al terminar)
deactivate
Notas rapidas
- El
venvno debe subirse al repositorio (ya esta excluido en.gitignore). - Si clonas este repo en otra maquina, solo repite los pasos 1 y 2 para
recrear el entorno; no necesitas copiar la carpeta
venv/.
El script:
- Descarga las 3 temporalidades desde Yahoo Finance.
- Limpia duplicados, valores nulos y normaliza columnas.
- Distribuye cada temporalidad en su CSV correspondiente dentro de
data/. - Imprime un resumen con la cantidad de filas y el rango de fechas de cada archivo.
Mantenimiento (mantener el dataset actualizado)
Como hourly.csv y minute.csv tienen ventanas historicas limitadas por la
fuente, se recomienda:
- Ejecutar
build_dataset.pyperiodicamente (ej. una vez al dia via cron/task scheduler) y acumular los datos nuevos en lugar de sobreescribir, para ir construyendo un historico intradia propio con el tiempo. daily.csvno necesita este cuidado especial, ya que Yahoo siempre entrega el historico completo disponible en cada ejecucion.
Licencia
MIT. Los datos subyacentes provienen de Yahoo Finance y estan sujetos a sus propios terminos de uso para datos de mercado.
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Models trained or fine-tuned on andres31416/pen-usd-trading-dataset