[codex] Bundle cookbook example data and remove yfinance

pypfopt/data/__init__.py

@@ -0,0 +1,31 @@
+import json
+from importlib.resources import files
+
+import pandas as pd
+
+__all__ = [
+    "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_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 @@
+{
+  "AAPL": 3000000000000,
+  "AMZN": 2000000000000,
+  "BAC": 300000000000,
+  "GOOG": 2200000000000,
+  "JPM": 700000000000,
+  "MA": 500000000000,
+  "META": 1500000000000,
+  "PFE": 150000000000,
+  "SBUX": 110000000000,
+  "WMT": 750000000000
+}