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/python/pandas_ex.py

https://bitbucket.org/jaredlander/lab
Python | 37 lines | 22 code | 15 blank | 0 comment | 1 complexity | 8146b5aa42181dca4081f5ffcf46184e MD5 | raw file
    

  1. import numpy as np
    2. 

  2. import pandas.io.data as web
    3. 

  3. 

  4. def pct_change(x):
    5. 

  5.     return x / x.shift(1) - 1
    6. 

  6. 

  7. 

  8. stocks = ['AAPL', 'FB', 'GOOG']
    9. 

  9. 

  10. st = '2012-1-1'
    11. 

  11. ed = '2012-9-29'
    12. 

  12. 

  13. dd = {}
    14. 

  14. 

  15. for s in stocks:
    16. 

  16.     dd[s] = web.get_data_yahoo(s, st, ed)['Adj Close']
    17. 

  17. 

  18. from pandas import DataFrame
    19. 

  19. 

  20. df = DataFrame(dd)
    21. 

  21. df
    22. 

  22. returns = df.pct_change()
    23. 

  23. returns = returns.dropna(how='all').sort_indx(ascending=False)
    24. 

  24. 

  25. type(returns)
    26. 

  26. 

  27. fb = return_arr[:, 1]
    28. 

  28. fb.std()
    29. 

  29. 

  30. fb[::-1]
    31. 

  31. fb[::2]
    32. 

  32. 

  33. fb_asc = fb[::-1]
    34. 

  34. fb_asc = aapl
    35. 

  35. 

  36. 

  37. 

  38.