fear_and_greed_index.ipynb

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    "# Crypto Fear & Greed Index\n",
    "\n",
    "Source: https://alternative.me/crypto/fear-and-greed-index/\n",
    "\n",
    "This code allows you to download the Crypto Fear & Greed Index for Bitcoin into a CSV file, which can be then used as a side input for your trading strategy."
   ]
  },
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   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "import urllib.request, json\n",
    "\n",
    "fear_and_greed_index_data = {\n",
    "    'timestamp_sec': [],\n",
    "    'value': [],\n",
    "}\n",
    "\n",
    "with urllib.request.urlopen(\n",
    "        'https://api.alternative.me/fng/?limit=10000') as url:\n",
    "    fear_and_greed_index_json = json.loads(url.read().decode())\n",
    "    for data in fear_and_greed_index_json['data']:\n",
    "        fear_and_greed_index_data['timestamp_sec'].append(int(data['timestamp']))\n",
    "        fear_and_greed_index_data['value'].append(float(data['value']))\n",
    "\n",
    "fear_and_greed_frame = pd.DataFrame(fear_and_greed_index_data).sort_values(\n",
    "    by='timestamp_sec').reset_index(drop=True)[['timestamp_sec', 'value']]\n",
    "\n",
    "fear_and_greed_frame.to_csv('data/fear_and_greed_index.csv',\n",
    "                            index=False,\n",
    "                            header=None)\n",
    "\n",
    "fear_and_greed_frame[:5]"
   ]
  }
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