[codex] Bundle cookbook example data and remove yfinance

pypfopt/data/__init__.py

@@ -0,0 +1,36 @@
+from importlib.resources import files
+import json
+
+import pandas as pd
+
+__all__ = [
+    "load_cookbook_prices",
+    "load_example_market_caps",
+    "load_example_prices",
+    "load_spy_prices",
+]
+
+
+def _load_csv(filename: str) -> pd.DataFrame:
+    resource = files(__package__).joinpath(filename)
+    with resource.open("rb") as handle:
+        return pd.read_csv(handle, parse_dates=["date"], index_col="date")
+
+
+def load_example_prices() -> pd.DataFrame:
+    return _load_csv("stock_prices.csv")
+
+
+def load_cookbook_prices() -> pd.DataFrame:
+    return _load_csv("yfinance_stock_prices.csv")
+
+
+def load_spy_prices() -> pd.DataFrame:
+    return _load_csv("spy_prices.csv")
+
+
+def load_example_market_caps() -> dict[str, int]:
+    resource = files(__package__).joinpath("example_market_caps.json")
+    with resource.open("r", encoding="utf-8") as handle:
+        market_caps = json.load(handle)
+    return {ticker: int(value) for ticker, value in market_caps.items()}

pypfopt/data/example_market_caps.json

@@ -0,0 +1,12 @@
+{
+  "AMZN": 2662932938752,
+  "BAC": 391632846848,
+  "COST": 405003698176,
+  "DIS": 206492696576,
+  "DPZ": 13826333696,
+  "KO": 308038205440,
+  "MCD": 218510311424,
+  "MSFT": 3780701847552,
+  "NAT": 768654912,
+  "SBUX": 98250891264
+}