python - 按一月第一天过滤 pandas 股票行情数据框

标签 python pandas group-by ticker quandl

抱歉,我对 Python 很陌生。

我有当前的代码:

# Put data into a dataframe
df = pd.DataFrame(ZACKSP_raw_data)

""" Reformat dataframe data """    
# Change exchange from NSDQ to NASDAQ
df['exchange'] = df['exchange'].str.replace('NSDQ','NASDAQ')

# Change date format to DD/MM/YYYY
df['date'] = df['date'].dt.strftime('%d/%m/%Y')

# Round closing share price to 2 digits
df['close'] = df['close'].round(2)

# Filter data for Jan 
ZACKSP_data_StartOfJanYearMinus1 = df[df['date'] == '05/01/%s' % CurrentYearMinus1]

# Test
print(ZACKSP_data_StartOfJanYearMinus1.head())

返回以下格式的数据: enter image description here

现在我希望数组仅保留 1 月份第一次记录的收盘价和 12 月最后一次记录的收盘价(对于每个股票)。我想过尝试使用当天的通配符,然后使用 head() 或 tail() 之类的东西来实现这一目标,但我正在努力。有什么想法吗?

最佳答案

如果所有日期时间都已排序,则解决方案:

我认为你需要concatdrop_duplicates每个代码的第一行和最后一行。

还需要为year添加新列,以获取带有代码的每年的第一个和最后一个值。

df['year'] = pd.to_datetime(df['date']).dt.year

df1 = pd.concat([df.drop_duplicates(['ticker', 'year']), 
                 df.drop_duplicates(['ticker', 'year'], keep='last')])  

使用未排序的日期时间的更通用的解决方案:

c = ['ticker','exchange','date','close']
df = pd.DataFrame({'date':pd.to_datetime(['2017-01-04','2017-01-12',
                                          '2017-01-05',
                           '2018-01-02','2018-12-27','2017-12-27',
                           '2018-01-05','2018-01-12','2017-01-05',
                           '2017-01-12','2018-12-22','2017-12-22']),
                   'close':[4.56,5.45,4.32,5.67,5.23,4.78,7.43,8.67,
                            9.32,4.73,2.42,3.45],
                   'ticker':['BA','BA','BA','BA','BA','BA',
                             'AAPL','AAPL','AAPL','AAPL','AAPL','AAPL'],
                    'exchange':['NYSE'] * 6 + ['NSDQ'] * 6}, columns=c)

print (df)
   ticker exchange       date  close
0      BA     NYSE 2017-01-04   4.56
1      BA     NYSE 2017-01-12   5.45
2      BA     NYSE 2017-01-05   4.32
3      BA     NYSE 2018-01-02   5.67
4      BA     NYSE 2018-12-27   5.23
5      BA     NYSE 2017-12-27   4.78
6    AAPL     NSDQ 2018-01-05   7.43
7    AAPL     NSDQ 2018-01-12   8.67
8    AAPL     NSDQ 2017-01-05   9.32
9    AAPL     NSDQ 2017-01-12   4.73
10   AAPL     NSDQ 2018-12-22   2.42
11   AAPL     NSDQ 2017-12-22   3.45
<小时/>
""" Reformat dataframe data """    
# Change exchange from NSDQ to NASDAQ
df['exchange'] = df['exchange'].str.replace('NSDQ','NASDAQ')

# Round closing share price to 2 digits
df['close'] = df['close'].round(2)

#sorting dates for first date per ticker is first day in Jan and last day in Dec
df = df.sort_values('date')

#extract years from dates
df['year'] = pd.to_datetime(df['date']).dt.year

#get first rows per tickers and year
df1 = df.drop_duplicates(['ticker', 'year'])
print (df1)
  ticker exchange       date  close  year
0     BA     NYSE 2017-01-04   4.56  2017
8   AAPL   NASDAQ 2017-01-05   9.32  2017
3     BA     NYSE 2018-01-02   5.67  2018
6   AAPL   NASDAQ 2018-01-05   7.43  2018

#get last row per year and ticker
df2 = df.drop_duplicates(['ticker', 'year'], keep='last')
print (df2)
   ticker exchange       date  close  year
11   AAPL   NASDAQ 2017-12-22   3.45  2017
5      BA     NYSE 2017-12-27   4.78  2017
10   AAPL   NASDAQ 2018-12-22   2.42  2018
4      BA     NYSE 2018-12-27   5.23  2018
<小时/>
#join DataFrames together and sorting if necessary
df = pd.concat([df1, df2]).sort_values(['ticker','date'])
print (df)
   ticker exchange       date  close  year
8    AAPL   NASDAQ 2017-01-05   9.32  2017
11   AAPL   NASDAQ 2017-12-22   3.45  2017
6    AAPL   NASDAQ 2018-01-05   7.43  2018
10   AAPL   NASDAQ 2018-12-22   2.42  2018
0      BA     NYSE 2017-01-04   4.56  2017
5      BA     NYSE 2017-12-27   4.78  2017
3      BA     NYSE 2018-01-02   5.67  2018
4      BA     NYSE 2018-12-27   5.23  2018

另一种解决方案,通过聚合 firstlast 来输出不同的数据:

""" Reformat dataframe data """    
# Change exchange from NSDQ to NASDAQ
df['exchange'] = df['exchange'].str.replace('NSDQ','NASDAQ')

# Round closing share price to 2 digits
df['close'] = df['close'].round(2)

#sorting dates for first date per ticker is first day in Jan and last day in Dec
df = df.sort_values('date')

#extract years from dates
df['year'] = pd.to_datetime(df['date']).dt.year

df = (df.groupby(['ticker','year'])['close']
       .agg(['first','last'])
       .reset_index())
print (df)
  ticker  year  first  last
0   AAPL  2017   9.32  3.45
1   AAPL  2018   7.43  2.42
2     BA  2017   4.56  4.78
3     BA  2018   5.67  5.23

关于python - 按一月第一天过滤 pandas 股票行情数据框,我们在Stack Overflow上找到一个类似的问题: https://stackoverflow.com/questions/48489731/

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