add loader for daily/hourly/minutely kraken prices

Author: psaris

.gitignore

@@ -49,4 +49,5 @@ xgboost
 /optdigits.tes
 /optdigits.tra
 /Bitfinex_*
-/gemini_*
+/gemini_*
+/Kraken_*

kraken.q

@@ -0,0 +1,19 @@
+kraken.p:string `daily`hourly`minutely!`d`1h`minute
+kraken.c:string `BTCUSD`ETHUSD`LTCUSD`XRPUSD`LINKUSD`BCHUSD
+kraken.c,:string `DOTUSD`EOSUSD`ADAUSD`XMRUSD`DASHUSD`ETCUSD
+kraken.c,:string `ZECUSD`XTZUSD`TRXUSD`PAXGUSD`COMPUSD
+kraken.c,:string `BTCEUR`ETHEUR`LTCEUR`XRPEUR`LINKEUR`BCHEUR
+kraken.c,:string `DOTEUR`EOSEUR`ADAEUR`XMREUR`DASHEUR`ETCEUR
+kraken.c,:string `ZECEUR`XTZEUR`TRXEUR`PAXGEUR`COMPEUR
+kraken.c,:string `ETHBTC`LTCBTC
+kraken.f:kraken.p {"_" sv ("Kraken";y;x,".csv")}/:\: asc kraken.c
+kraken.b:"http://www.cryptodatadownload.com/cdd/"
+-1"[down]loading kraken data set";
+.ut.download[kraken.b;;"";""] each raze kraken.f;
+.kraken.load:{[f]
+ if[not count t:("P *FFFFFF I";1#",") 0: 1_read0 f;:()];
+ t:`time`sym`open`high`low`close`vwap`qty`n xcol t;
+ t:update sym:`$sym except\: "/" from t;
+ t:`sym xcols 0!select by time from t; / remove duplicates
+ t}
+kraken,:({update `p#sym from x} raze .kraken.load peach::)'[`$kraken.f]