并行化数据框和列表操作

时间:2019-10-30 11:26:33

标签: pandas list multiprocessing

我正在尝试根据一些历史数据对我的策略进行回测。但是,自2008年以来,我每天都在遍历50个符号。 For循环迭代将永远存在。

symbols = ['AAPL','GOOG',.......]
#df is a dataframe with all the 1 minute data of all the stocks from 2008 to #2019

returnsdf = []
for i in symbols['Symbol']:
    df2 = df[df['Symbol']==i]

    for i in list(set(df2.index.date)):
        try:
            returnsdf.append(strategy(df2[str(i)]))
        except:
            continue
def strategy(df):
    do some operations on df
    returns [timeOfTRade,entryPrice,exitPrice]

0 个答案:

没有答案