5_series_temporales/5_3_offsets_shift.ipynb

{
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  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "<center>\n",
    "<img src=\"imgs/shift_tuto.jpeg\"  alt=\"drawing\" width=\"30%\"/>\n",
    "</center>\n",
    "<br>\n",
    "<br>\n",
    "\n",
    "Basado en https://towardsdatascience.com/all-the-pandas-shift-you-should-know-for-data-analysis-791c1692b5e\n",
    "<hr>"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "import yfinance as yf\n",
    "import datetime"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Creamos un dataframe"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [],
   "source": [
    "df = pd.DataFrame({\n",
    "    \"A\": [1, 2, 3, 4, 5],\n",
    "    \"B\": [10, 20, 30, 40, 50]\n",
    "})"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Desplazar una fila hacia abajo:\n",
    "\n",
    "<left>\n",
    "<img src=\"imgs/pd_shift_1.png\"  style=\"margin: 0px 50px 0px 0px;\" alt=\"drawing\" width=\"30%\"/>\n",
    "<img src=\"imgs/pd_shift_1_fill.png\"  alt=\"drawing\" width=\"28%\"/>\n",
    "</left>\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>A</th>\n",
       "      <th>B</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1.0</td>\n",
       "      <td>10.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2.0</td>\n",
       "      <td>20.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>3.0</td>\n",
       "      <td>30.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>4.0</td>\n",
       "      <td>40.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "     A     B\n",
       "0  NaN   NaN\n",
       "1  1.0  10.0\n",
       "2  2.0  20.0\n",
       "3  3.0  30.0\n",
       "4  4.0  40.0"
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.shift(periods=1)\n",
    "# You can do below instead\n",
    "df.shift(1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>A</th>\n",
       "      <th>B</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>10</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2</td>\n",
       "      <td>20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>3</td>\n",
       "      <td>30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>4</td>\n",
       "      <td>40</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   A   B\n",
       "0  0   0\n",
       "1  1  10\n",
       "2  2  20\n",
       "3  3  30\n",
       "4  4  40"
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.shift(1, fill_value = 0)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Podemos desplazar hacia arriba\n",
    "\n",
    "<left>\n",
    "<img src=\"imgs/pd_shift_-1.png\"  alt=\"drawing\" width=\"28%\"/>\n",
    "</left>"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "\n",
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>A</th>\n",
       "      <th>B</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2.0</td>\n",
       "      <td>20.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>3.0</td>\n",
       "      <td>30.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>4.0</td>\n",
       "      <td>40.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>5.0</td>\n",
       "      <td>50.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "     A     B\n",
       "0  2.0  20.0\n",
       "1  3.0  30.0\n",
       "2  4.0  40.0\n",
       "3  5.0  50.0\n",
       "4  NaN   NaN"
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.shift(-1)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Desplazamiento de las columnas\n",
    "\n",
    "<left>\n",
    "<img src=\"imgs/pd_shift_ax.png\"  alt=\"drawing\" width=\"28%\"/>\n",
    "</left>"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<div>\n",
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       "\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>A</th>\n",
       "      <th>B</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>NaN</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>NaN</td>\n",
       "      <td>2</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>NaN</td>\n",
       "      <td>3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>NaN</td>\n",
       "      <td>4</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>NaN</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    A  B\n",
       "0 NaN  1\n",
       "1 NaN  2\n",
       "2 NaN  3\n",
       "3 NaN  4\n",
       "4 NaN  5"
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.shift(1, axis=1)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Ahora con series temporales"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
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       "\n",
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       "\n",
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       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>A</th>\n",
       "      <th>B</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2020-01-01</th>\n",
       "      <td>1</td>\n",
       "      <td>10</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-02</th>\n",
       "      <td>2</td>\n",
       "      <td>20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-03</th>\n",
       "      <td>3</td>\n",
       "      <td>30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-04</th>\n",
       "      <td>4</td>\n",
       "      <td>40</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-05</th>\n",
       "      <td>5</td>\n",
       "      <td>50</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            A   B\n",
       "2020-01-01  1  10\n",
       "2020-01-02  2  20\n",
       "2020-01-03  3  30\n",
       "2020-01-04  4  40\n",
       "2020-01-05  5  50"
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df = pd.DataFrame({\n",
    "        \"A\": [1, 2, 3, 4, 5],\n",
    "        \"B\": [10, 20, 30, 40, 50]\n",
    "    },  \n",
    "    index=pd.date_range(\"2020-01-01\", freq='D', periods=5)\n",
    ")\n",
    "df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Desplazar los valores 10 días. El valor del día 2020-02-02 pasará a 2021-01-11:"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\n",
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       "\n",
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>A</th>\n",
       "      <th>B</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2020-01-11</th>\n",
       "      <td>1</td>\n",
       "      <td>10</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-12</th>\n",
       "      <td>2</td>\n",
       "      <td>20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-13</th>\n",
       "      <td>3</td>\n",
       "      <td>30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-14</th>\n",
       "      <td>4</td>\n",
       "      <td>40</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-15</th>\n",
       "      <td>5</td>\n",
       "      <td>50</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            A   B\n",
       "2020-01-11  1  10\n",
       "2020-01-12  2  20\n",
       "2020-01-13  3  30\n",
       "2020-01-14  4  40\n",
       "2020-01-15  5  50"
      ]
     },
     "execution_count": 29,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.shift(freq='10D')\n",
    "# The equivalent\n",
    "df.shift(periods=10, freq='D')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "__OJO__ ¿qué pasa si no ongo el parámetro freq?"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>A</th>\n",
       "      <th>B</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2020-01-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-02</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-03</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-04</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-05</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "             A   B\n",
       "2020-01-01 NaN NaN\n",
       "2020-01-02 NaN NaN\n",
       "2020-01-03 NaN NaN\n",
       "2020-01-04 NaN NaN\n",
       "2020-01-05 NaN NaN"
      ]
     },
     "execution_count": 30,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.shift(periods=10)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Ejercicios:"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Bájate los datos de precio de cierre desde 2020-01-01 hasta hoy de la empresa Cisco y guárdalo en un DataFrames usando la librería __yfinance__ https://pypi.org/project/yfinance/"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "msft = yf.Ticker(\"MSFT\")\n",
    "csco = yf.Ticker(\"CSCO\")\n",
    "\n",
    "# get historical market data\n",
    "masft_day = msft.history(period=\"max\")\n",
    "csco_day = csco.history(period=\"max\")\n",
    "\n",
    "\n",
    "# OJO queremos que csco_day siga siendo un dataframe\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Calcula la diferencia entre el precio de cierre de un día y el precio de hace 7 días"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Calcula los retornos diarios"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Calcula los retornos diarios logarítmicos"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Calcula los retornos mensuales"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Crea dos nuevas columnas. La primera con los datos de cierre desplazados 90 días hacia delante y la segunda con los datos deplazados 90 días hacia detrás y haz una gráfica con las tres series."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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