forked from Australes/Machine-Learning-For-Trading
-
Notifications
You must be signed in to change notification settings - Fork 0
/
10_row_and_column_slicing.py
47 lines (38 loc) · 1.25 KB
/
10_row_and_column_slicing.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
import os
import pandas as pd
def symbol_to_path(symbol, base_dir = 'data'):
return os.path.join(base_dir, "{}.csv".format(str(symbol)))
def dates_creator():
start_date = '2013-01-01'
end_date = '2013-12-31'
dates = pd.date_range(start_date, end_date)
return dates
def get_data(symbols, dates):
df = pd.DataFrame(index = dates)
if 'SPY' not in symbols: # adding SPY as the main reference
symbols.insert(0, 'SPY')
for symbol in symbols:
df_temp = pd.read_csv(symbol_to_path(symbol),
index_col = 'Date',
parse_dates = True,
usecols = ['Date', 'Adj Close'],
na_values = ['nan'])
df_temp = df_temp.rename(columns = {'Adj Close': symbol})
df = df.join(df_temp)
if symbol == 'SPY':
df = df.dropna(subset = ['SPY'])
#print(df)
return df
symbols = ['AAPL', 'SPY' , 'IBM', 'GOOG', 'TSLA']
if __name__ == "__main__":
dates = dates_creator()
df = get_data(symbols, dates)
# Row Slicing
print('Data for January 2013')
print(df.ix['2013-01-01':'2013-01-31'])
# Column slicing
print('Data for TESLA and IBM for 2013')
print(df[['TSLA', 'IBM']])
# Robust slicing of both rows and columns
print('Data for TESLA and IBM for January 2013')
print(df.ix['2013-01-01':'2013-01-31', ['TSLA', 'IBM']])