我想在现有的DataFrame
附加一个定义的例程的输出,该例程返回一个import matplotlib.pyplot as plt
import numpy as np
import csv
import pandas
sqrt_annual = 255**(1/2)
path = 'data_prices.csv'
data = pandas.read_csv(path, sep=';', encoding='utf-8-sig')
data['DATE'] = pandas.to_datetime(data['DATE'], format='%Y%m%d')
data = data.sort_values(by=['TICKER', 'DATE'], ascending=[True, True])
def vol(ticker, date, date_prev, date_next):
data_filtered = data[(data.TICKER==ticker) & (data.DATE > date_prev) & (data.DATE < date_next)]
data_filtered['pct_change'] = data_filtered.PRICE.pct_change()
data_filtered['log_ret'] = np.log(data_filtered.PRICE) - np.log(data_filtered.PRICE.shift(1))
data_filtered['rolling_vola_40'] = sqrt_annual * data_filtered.shift(1).log_ret.rolling(center=False,window=40).std()
data_filtered['rolling_vola_80'] = sqrt_annual * data_filtered.shift(1).log_ret.rolling(center=False,window=80).std()
data_filtered['f_rolling_vola_40'] = sqrt_annual * data_filtered.shift(-40).log_ret.rolling(center=False,window=40).std()
data_filtered['f_rolling_vola_80'] = sqrt_annual * data_filtered.shift(-80).log_ret.rolling(center=False,window=80).std()
data_filtered['rolling_vola_prev_annum'] = sqrt_annual * data_filtered[(data.DATE < date)].log_ret.std()
data_filtered['rolling_vola_post_annum'] = sqrt_annual * data_filtered[(data.DATE > date)].log_ret.std()
prev_x = len(data_filtered[(data_filtered.DATE <= date)])-1
post_x = len(data_filtered[(data_filtered.DATE >= date)])-1
if prev_x > 235 and post_x > 235:
return(data_filtered[(data_filtered.DATE == date)])
。我想取13个列中的6个并附加现有的数据帧。这是我从定义的例程创建输出的代码:
print(vol('A UN Equity','2014-11-17','2013-11-14','2015-11-16'))
例如, DATE TICKER PRICE pct_change log_ret rolling_vola_40 \
279 2014-11-17 A UN Equity 41.24 -0.007938 -0.00797 0.253339
rolling_vola_80 f_rolling_vola_40 f_rolling_vola_80 \
279 0.212863 0.247969 0.241233
rolling_vola_prev_annum rolling_vola_post_annum
279 0.217963 0.225887
的输出为:
DataFrame
然后我想要附加path_static = 'data_static.csv'
data_static = pandas.read_csv(path_static, sep=';', encoding='utf-8-sig')
data_static = data_static[(data_static.DATE_PREV != 0) & (data_static.DATE_NEXT != 0)]
data_static['DATE'] = pandas.to_datetime(data_static['DATE'], format='%Y%m%d')
data_static['DATE_PREV'] = pandas.to_datetime(data_static['DATE_PREV'], format='%Y%m%d')
data_static['DATE_NEXT'] = pandas.to_datetime(data_static['DATE_NEXT'], format='%Y%m%d')
:
DataFrame
我现在想要取最后六列并追加我当前的vol(data_static['TICKER'], data_static['DATE'], data_static['DATE_PREV'], data_static['DATE_NEXT'])
。该功能的输入如下:
data_static.csv
任何人都暗示如何完成这项工作?
编辑: 这是一些虚拟数据。
YEAR;DATE;TICKER;LONG_COMP_NAME;ISSUER_INDUSTRY;INDUSTRY_SECTOR;COUNTRY;ACCOUNTING_STANDARD;ACCOUNTING_STANDARD_OVERRIDE;EQY_FUND_CRNCY;INDEX;DATE_PREV;DATE_NEXT
2015;20151116;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20141117;0
2014;20141117;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20131114;20151116
2013;20131114;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20121119;20141117
2012;20121119;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20111115;20131114
2011;20111115;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20101112;20121119
2010;20101112;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20091113;20111115
2009;20091113;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20081114;20101112
2008;20081114;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20071115;20091113
2007;20071115;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20061114;20081114
2006;20061114;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20051114;20071115
2005;20051114;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;0;20061114
2015;20160111;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20150112;0
2014;20150112;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20140109;20160111
2013;20140109;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20130108;20150112
2012;20130108;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20120109;20140109
2011;20120109;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20110110;20130108
2010;20110110;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20100111;20120109
2009;20100111;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20090112;20110110
2008;20090112;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20080109;20100111
2007;20080109;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20070109;20090112
2006;20070109;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20060109;20080109
2005;20060109;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;0;20070109
(包括标题):
data_prices.csv
DATE;TICKER;PRICE
20151231;A UN Equity;41.81
20151230;A UN Equity;42.17
20151229;A UN Equity;42.36
20151228;A UN Equity;41.78
20151224;A UN Equity;42.14
20151223;A UN Equity;41.77
20151222;A UN Equity;41.22
20151221;A UN Equity;40.83
20151218;A UN Equity;40.1
20151217;A UN Equity;40.78
20151216;A UN Equity;41.43
20151215;A UN Equity;40.81
20151214;A UN Equity;40.25
20151211;A UN Equity;40.19
20151210;A UN Equity;41.25
20151209;A UN Equity;40.98
20151208;A UN Equity;41.17
20151207;A UN Equity;40.7
20151204;A UN Equity;41.1
20151203;A UN Equity;40.15
20151202;A UN Equity;40.42
20151201;A UN Equity;41.06
20151130;A UN Equity;41.82
20151127;A UN Equity;41.97
20151125;A UN Equity;41.34
20151124;A UN Equity;40.67
20151123;A UN Equity;40.03
20151120;A UN Equity;39.28
20151119;A UN Equity;38.5
20151118;A UN Equity;39.34
20151117;A UN Equity;38.38
20151116;A UN Equity;37.33
20151113;A UN Equity;36.77
20151112;A UN Equity;37.49
20151111;A UN Equity;37.66
20151110;A UN Equity;37.98
20151109;A UN Equity;37.92
20151106;A UN Equity;38.14
20151105;A UN Equity;38.3
20151104;A UN Equity;38.34
20151103;A UN Equity;38.27
20151102;A UN Equity;38.59
20151030;A UN Equity;37.76
20151029;A UN Equity;37.7
20151028;A UN Equity;37.52
20151027;A UN Equity;37.05
20151026;A UN Equity;36.83
20151023;A UN Equity;37.11
20151022;A UN Equity;36.09
20151021;A UN Equity;35.9
20151020;A UN Equity;36.32
20151019;A UN Equity;36.23
20151016;A UN Equity;35.78
20151015;A UN Equity;35.58
20151014;A UN Equity;35.05
20151013;A UN Equity;35.63
20151012;A UN Equity;35.99
20151009;A UN Equity;36.23
20151008;A UN Equity;36.01
20151007;A UN Equity;35.54
20151006;A UN Equity;34.9
20151005;A UN Equity;35.34
20151002;A UN Equity;34.67
20151001;A UN Equity;33.74
20150930;A UN Equity;34.33
20150929;A UN Equity;33.74
20150928;A UN Equity;33.37
20150925;A UN Equity;34.45
20150924;A UN Equity;34.55
20150923;A UN Equity;34.95
20150922;A UN Equity;35.05
20150921;A UN Equity;35.69
20150918;A UN Equity;35.74
20150917;A UN Equity;36.4
20150916;A UN Equity;36.52
20150915;A UN Equity;36.15
20150914;A UN Equity;35.55
20150911;A UN Equity;35.96
20150910;A UN Equity;35.86
20150909;A UN Equity;35.54
20150908;A UN Equity;36.21
20150904;A UN Equity;35.06
20150903;A UN Equity;35.75
20150902;A UN Equity;35.53
20150901;A UN Equity;34.75
20150831;A UN Equity;36.31
20150828;A UN Equity;36.51
20150827;A UN Equity;36.64
20150826;A UN Equity;35.62
20150825;A UN Equity;34.36
20150824;A UN Equity;34.68
20150821;A UN Equity;36.23
20150820;A UN Equity;37.51
20150819;A UN Equity;38.4
20150818;A UN Equity;39.02
20150817;A UN Equity;38.82
20150814;A UN Equity;38.65
20150813;A UN Equity;38.56
20150812;A UN Equity;38.89
20150811;A UN Equity;39.42
20150810;A UN Equity;40.47
20150807;A UN Equity;39.99
20150806;A UN Equity;40.12
20150805;A UN Equity;40.72
20150804;A UN Equity;40.62
20150803;A UN Equity;41
20150731;A UN Equity;40.95
20150730;A UN Equity;40.97
20150729;A UN Equity;40.4
20150728;A UN Equity;40.45
20150727;A UN Equity;39.61
20150724;A UN Equity;39.31
20150723;A UN Equity;40.25
20150722;A UN Equity;40.33
20150721;A UN Equity;39.57
20150720;A UN Equity;40.06
20150717;A UN Equity;39.95
20150716;A UN Equity;40.34
20150715;A UN Equity;40.13
20150714;A UN Equity;40.49
20150713;A UN Equity;39.96
20150710;A UN Equity;39.4
20150709;A UN Equity;38.92
20150708;A UN Equity;38.75
20150707;A UN Equity;39.79
20150706;A UN Equity;39.36
20150702;A UN Equity;39.58
20150701;A UN Equity;39.26
20150630;A UN Equity;38.58
20150629;A UN Equity;38.74
20150626;A UN Equity;40.02
20150625;A UN Equity;40.05
20150624;A UN Equity;40.19
20150623;A UN Equity;39.6
20150622;A UN Equity;39.81
20150619;A UN Equity;39.49
20150618;A UN Equity;39.9
20150617;A UN Equity;39.6
20150616;A UN Equity;39.79
20150615;A UN Equity;39.52
20150612;A UN Equity;39.84
20150611;A UN Equity;40.53
20150610;A UN Equity;40.52
20150609;A UN Equity;40.12
20150608;A UN Equity;39.95
20150605;A UN Equity;40.31
20150604;A UN Equity;40.54
20150603;A UN Equity;41.1
20150602;A UN Equity;41.11
20150601;A UN Equity;40.92
20150529;A UN Equity;41.19
20150528;A UN Equity;41.75
20150527;A UN Equity;42.61
20150526;A UN Equity;42.06
20150522;A UN Equity;42.5
20150521;A UN Equity;42.32
20150520;A UN Equity;42.61
20150519;A UN Equity;42.37
20150518;A UN Equity;42.63
20150515;A UN Equity;42.04
20150514;A UN Equity;42.05
20150513;A UN Equity;41.81
20150512;A UN Equity;41.91
20150511;A UN Equity;42.62
20150508;A UN Equity;42.5
20150507;A UN Equity;41.8
20150506;A UN Equity;41.59
20150505;A UN Equity;41.59
20150504;A UN Equity;41.94
20150430;A UN Equity;41.37
20150429;A UN Equity;41.96
20150428;A UN Equity;42.18
20150427;A UN Equity;41.98
20150424;A UN Equity;42.49
20150423;A UN Equity;42.62
20150422;A UN Equity;42.71
20150421;A UN Equity;42.89
20150420;A UN Equity;43.19
20150417;A UN Equity;42.98
20150416;A UN Equity;43.13
20150415;A UN Equity;43.38
20150414;A UN Equity;43.07
20150413;A UN Equity;43.04
20150410;A UN Equity;43.55
20150409;A UN Equity;42.49
20150408;A UN Equity;42.26
20150407;A UN Equity;42.44
20150402;A UN Equity;42.05
20150401;A UN Equity;41.39
20150331;A UN Equity;41.55
20150330;A UN Equity;41.72
20150327;A UN Equity;41.11
20150326;A UN Equity;40.7
20150325;A UN Equity;40.81
20150324;A UN Equity;41.09
20150323;A UN Equity;42.2
20150320;A UN Equity;42.21
20150319;A UN Equity;42.21
20150318;A UN Equity;42.12
20150317;A UN Equity;41.58
20150316;A UN Equity;41.81
20150313;A UN Equity;40.87
20150312;A UN Equity;41.1
20150311;A UN Equity;40.85
20150310;A UN Equity;40.63
20150309;A UN Equity;41.74
20150306;A UN Equity;41.53
20150305;A UN Equity;42.22
20150304;A UN Equity;42
20150303;A UN Equity;42.26
20150302;A UN Equity;42.7
20150227;A UN Equity;42.21
20150226;A UN Equity;42.36
20150225;A UN Equity;42.2
20150224;A UN Equity;42.06
20150223;A UN Equity;41.73
20150220;A UN Equity;41.95
20150219;A UN Equity;41.15
20150218;A UN Equity;41.54
20150217;A UN Equity;40.52
20150213;A UN Equity;40.15
20150212;A UN Equity;40.02
20150211;A UN Equity;39.33
20150210;A UN Equity;39.67
20150209;A UN Equity;39.04
20150206;A UN Equity;39.34
20150205;A UN Equity;39.53
20150204;A UN Equity;39.11
20150203;A UN Equity;39.62
20150202;A UN Equity;38.69
20150130;A UN Equity;37.77
20150129;A UN Equity;38.46
20150128;A UN Equity;38
20150127;A UN Equity;38.75
20150126;A UN Equity;39.15
20150123;A UN Equity;38.81
20150122;A UN Equity;39.65
20150121;A UN Equity;38.16
20150120;A UN Equity;37.93
20150116;A UN Equity;38.25
20150115;A UN Equity;38.01
20150114;A UN Equity;39.06
20150113;A UN Equity;39.55
20150112;A UN Equity;40.11
20150109;A UN Equity;40.59
20150108;A UN Equity;40.89
20150107;A UN Equity;39.7
20150106;A UN Equity;39.18
20150105;A UN Equity;39.8
20150102;A UN Equity;40.56
20141231;A UN Equity;40.94
20141230;A UN Equity;41.37
20141229;A UN Equity;41.33
20141224;A UN Equity;41.13
20141223;A UN Equity;41.37
20141222;A UN Equity;41.88
20141219;A UN Equity;41.38
20141218;A UN Equity;40.7
20141217;A UN Equity;39.76
20141216;A UN Equity;38.47
20141215;A UN Equity;38.68
20141212;A UN Equity;39.72
20141211;A UN Equity;40.62
20141210;A UN Equity;40.34
20141209;A UN Equity;41.4
20141208;A UN Equity;41.51
20141205;A UN Equity;42.3
20141204;A UN Equity;42.27
20141203;A UN Equity;42.23
20141202;A UN Equity;41.98
20141201;A UN Equity;41.59
20141128;A UN Equity;42.74
20141126;A UN Equity;42.74
20141125;A UN Equity;42.71
20141124;A UN Equity;42.25
20141121;A UN Equity;42.25
20141120;A UN Equity;41.26
20141119;A UN Equity;40.8
20141118;A UN Equity;40.8
20141117;A UN Equity;41.24
20141114;A UN Equity;41.57
20141113;A UN Equity;41.45
20141112;A UN Equity;41.45
20141111;A UN Equity;41.66
20141110;A UN Equity;41.53
20141107;A UN Equity;40.93
20141106;A UN Equity;41.37
20141105;A UN Equity;40.13
20141104;A UN Equity;40.18
20141103;A UN Equity;40.84
20141031;A UN Equity;39.53
20141030;A UN Equity;38.8435
20141029;A UN Equity;38.9722
20141028;A UN Equity;39.0866
20141027;A UN Equity;38.6075
20141024;A UN Equity;38.6504
20141023;A UN Equity;38.4073
20141022;A UN Equity;37.9354
20141021;A UN Equity;38.6147
20141020;A UN Equity;37.4348
20141017;A UN Equity;37.3776
20141016;A UN Equity;36.9771
20141015;A UN Equity;37.0343
20141014;A UN Equity;37.0343
20141013;A UN Equity;37.7494
20141010;A UN Equity;38.3573
20141009;A UN Equity;39.3512
20141008;A UN Equity;40.3738
20141007;A UN Equity;39.3298
20141006;A UN Equity;40.4525
20141003;A UN Equity;40.6956
20141002;A UN Equity;39.9233
20141001;A UN Equity;40.1879
20140930;A UN Equity;40.7456
20140929;A UN Equity;40.8672
20140926;A UN Equity;40.4024
20140925;A UN Equity;40.6813
20140924;A UN Equity;41.4464
20140923;A UN Equity;40.7456
20140922;A UN Equity;41.1532
20140919;A UN Equity;41.6538
20140918;A UN Equity;41.7611
20140917;A UN Equity;42.1115
20140916;A UN Equity;41.4107
20140915;A UN Equity;41.4178
20140912;A UN Equity;41.9041
20140911;A UN Equity;41.1818
20140910;A UN Equity;41.2534
20140909;A UN Equity;41.0817
20140908;A UN Equity;41.2248
20140905;A UN Equity;41.4178
20140904;A UN Equity;41.2534
20140903;A UN Equity;41.5179
20140902;A UN Equity;41.5251
20140829;A UN Equity;40.8744
20140828;A UN Equity;40.8672
20140827;A UN Equity;41.0317
20140826;A UN Equity;41.3678
20140825;A UN Equity;41.2891
20140822;A UN Equity;41.2176
20140821;A UN Equity;41.4679
20140820;A UN Equity;41.711
20140819;A UN Equity;41.8755
20140818;A UN Equity;41.8469
20140815;A UN Equity;41.1747
20140814;A UN Equity;39.7731
20140813;A UN Equity;39.1725
20140812;A UN Equity;38.8578
20140811;A UN Equity;39.4728
20140808;A UN Equity;39.5014
20140807;A UN Equity;39.3655
20140806;A UN Equity;39.7517
20140805;A UN Equity;39.5014
20140804;A UN Equity;40.2308
20140801;A UN Equity;40.0949
20140731;A UN Equity;40.1092
20140730;A UN Equity;40.6026
20140729;A UN Equity;40.0663
20140728;A UN Equity;40.2522
20140725;A UN Equity;40.4239
20140724;A UN Equity;40.6455
20140723;A UN Equity;41.096
20140722;A UN Equity;41.2748
20140721;A UN Equity;40.5526
20140718;A UN Equity;40.1521
20140717;A UN Equity;39.437
20140716;A UN Equity;40.7313
20140715;A UN Equity;40.5168
20140714;A UN Equity;40.6312
20140711;A UN Equity;40.4739
20140710;A UN Equity;40.3953
20140709;A UN Equity;40.6884
20140708;A UN Equity;40.8672
20140707;A UN Equity;41.5608
20140703;A UN Equity;41.804
20140702;A UN Equity;41.5108
20140701;A UN Equity;41.6538
20140630;A UN Equity;41.0746
20140627;A UN Equity;41.1175
20140626;A UN Equity;41.3463
20140625;A UN Equity;41.4536
20140624;A UN Equity;41.2248
20140623;A UN Equity;41.5537
20140620;A UN Equity;42.0257
20140619;A UN Equity;41.9184
20140618;A UN Equity;42.3832
20140617;A UN Equity;42.0972
20140616;A UN Equity;41.7039
20140613;A UN Equity;41.8326
20140612;A UN Equity;41.7611
20140611;A UN Equity;42.1258
20140610;A UN Equity;42.1115
20140609;A UN Equity;42.3903
20140606;A UN Equity;42.1973
20140605;A UN Equity;41.9041
20140604;A UN Equity;41.0817
20140603;A UN Equity;40.9173
20140602;A UN Equity;40.6813
20140530;A UN Equity;40.717
20140529;A UN Equity;40.7313
20140528;A UN Equity;40.8386
20140527;A UN Equity;40.2451
20140523;A UN Equity;40.1736
20140522;A UN Equity;39.7159
20140521;A UN Equity;39.3226
20140520;A UN Equity;38.8364
20140519;A UN Equity;39.3083
20140516;A UN Equity;39.3512
20140515;A UN Equity;38.9651
20140514;A UN Equity;39.9376
20140513;A UN Equity;40.6384
20140512;A UN Equity;40.338
20140509;A UN Equity;39.6087
20140508;A UN Equity;39.5443
20140507;A UN Equity;39.3512
20140506;A UN Equity;39.3369
20140505;A UN Equity;39.5658
20140502;A UN Equity;39.0008
20140430;A UN Equity;38.6433
20140429;A UN Equity;38.1141
20140428;A UN Equity;38.4216
20140425;A UN Equity;38.8936
20140424;A UN Equity;39.53
20140423;A UN Equity;39.3369
20140422;A UN Equity;39.3083
20140417;A UN Equity;39.0795
20140416;A UN Equity;38.3859
20140415;A UN Equity;37.9783
20140414;A UN Equity;37.6493
20140411;A UN Equity;37.7351
20140410;A UN Equity;38.6504
20140409;A UN Equity;39.7374
20140408;A UN Equity;39.0866
20140407;A UN Equity;38.865
20140404;A UN Equity;39.7374
20140403;A UN Equity;40.4739
20140402;A UN Equity;40.524
20140401;A UN Equity;40.3023
20140331;A UN Equity;39.9877
20140328;A UN Equity;39.1081
20140327;A UN Equity;39.1081
20140326;A UN Equity;39.4513
20140325;A UN Equity;39.4442
20140324;A UN Equity;39.5157
20140321;A UN Equity;40.1092
20140320;A UN Equity;40.5454
20140319;A UN Equity;40.4954
20140318;A UN Equity;40.6098
20140317;A UN Equity;39.9018
20140314;A UN Equity;39.6444
20140313;A UN Equity;39.9376
20140312;A UN Equity;40.8029
20140311;A UN Equity;40.6598
20140310;A UN Equity;41.5823
20140307;A UN Equity;41.7754
20140306;A UN Equity;42.0257
20140305;A UN Equity;41.332
20140304;A UN Equity;41.3177
20140303;A UN Equity;40.5526
20140228;A UN Equity;40.7099
20140227;A UN Equity;40.3023
20140226;A UN Equity;40.8315
20140225;A UN Equity;40.6813
20140224;A UN Equity;40.5812
20140221;A UN Equity;40.288
20140220;A UN Equity;40.9673
20140219;A UN Equity;40.002
20140218;A UN Equity;39.437
20140214;A UN Equity;39.5085
20140213;A UN Equity;42.9624
20140212;A UN Equity;42.8265
20140211;A UN Equity;42.7121
20140210;A UN Equity;42.1973
20140207;A UN Equity;42.4905
20140206;A UN Equity;41.6824
20140205;A UN Equity;41.0674
20140204;A UN Equity;41.3392
20140203;A UN Equity;40.1521
20140131;A UN Equity;41.5823
20140130;A UN Equity;42.5548
20140129;A UN Equity;41.2248
20140128;A UN Equity;41.5465
20140127;A UN Equity;41.6896
20140124;A UN Equity;41.3821
20140123;A UN Equity;42.5262
20140122;A UN Equity;43.5702
20140121;A UN Equity;43.513
20140117;A UN Equity;43.4129
20140116;A UN Equity;43.2628
20140115;A UN Equity;43.1483
20140114;A UN Equity;42.8194
20140113;A UN Equity;42.1401
20140110;A UN Equity;42.1401
20140109;A UN Equity;41.7682
20140108;A UN Equity;41.7539
20140107;A UN Equity;41.0817
20140106;A UN Equity;40.5025
20140103;A UN Equity;40.7027
20140102;A UN Equity;40.195
20131231;A UN Equity;40.8958
20131230;A UN Equity;40.9888
20131227;A UN Equity;40.8815
20131224;A UN Equity;40.9244
20131223;A UN Equity;41.1461
20131220;A UN Equity;40.7313
20131219;A UN Equity;41.0317
20131218;A UN Equity;41.3964
20131217;A UN Equity;40.3094
20131216;A UN Equity;39.5014
20131213;A UN Equity;39.4442
20131212;A UN Equity;39.5157
20131211;A UN Equity;39.2154
20131210;A UN Equity;39.5729
20131209;A UN Equity;39.3727
20131206;A UN Equity;39.2082
20131205;A UN Equity;38.2571
20131204;A UN Equity;38.3144
20131203;A UN Equity;37.8495
20131202;A UN Equity;38.0498
20131129;A UN Equity;38.3072
20131127;A UN Equity;38.4788
20131126;A UN Equity;38.3644
20131125;A UN Equity;37.9783
20131122;A UN Equity;38.5074
20131121;A UN Equity;38.6862
20131120;A UN Equity;38.2786
20131119;A UN Equity;38.486
20131118;A UN Equity;38.6504
20131115;A UN Equity;39.2797
20131114;A UN Equity;36.1405
20131113;A UN Equity;36.6124
20131112;A UN Equity;36.6124
20131111;A UN Equity;36.684
20131108;A UN Equity;36.3121
20131107;A UN Equity;35.7901
20131106;A UN Equity;36.498
20131105;A UN Equity;36.6196
20131104;A UN Equity;36.6196
20131101;A UN Equity;36.5409
20131031;A UN Equity;36.2978
20131030;A UN Equity;36.5767
20131029;A UN Equity;36.97
20131028;A UN Equity;36.8198
20131025;A UN Equity;37.0916
20131024;A UN Equity;36.5552
20131023;A UN Equity;36.2191
20131022;A UN Equity;36.4837
20131021;A UN Equity;37.1774
20131018;A UN Equity;37.8924
20131017;A UN Equity;37.6493
20131016;A UN Equity;36.8699
20131015;A UN Equity;36.3836
20131014;A UN Equity;36.7269
20131011;A UN Equity;36.7984
20131010;A UN Equity;36.4623
20131009;A UN Equity;35.7186
20131008;A UN Equity;35.8473
20131007;A UN Equity;36.5624
20131004;A UN Equity;37.0272
(包括标题,请注意很长时间):
REPLACE
答案 0 :(得分:0)
我能够通过以下方式获得解决方案:
data_store = pandas.DataFrame(columns=('TICKER', 'DATE', 'rolling_vola_40', 'rolling_vola_80', 'f_rolling_vola_40', 'f_rolling_vola_80', 'rolling_vola_prev_annum', 'rolling_vola_post_annum'))
for index, row in data_static.iterrows():
data_output = vol(row['TICKER'], row['DATE'], row['DATE_PREV'], row['DATE_NEXT'])
if type(data_output) != type(None):
data_store = data_store.append(data_output[['TICKER', 'DATE', 'rolling_vola_40', 'rolling_vola_80', 'f_rolling_vola_40', 'f_rolling_vola_80', 'rolling_vola_prev_annum', 'rolling_vola_post_annum']])
data_static = pandas.merge(data_static, data_store[['TICKER', 'DATE', 'rolling_vola_40', 'rolling_vola_80', 'f_rolling_vola_40', 'f_rolling_vola_80', 'rolling_vola_prev_annum', 'rolling_vola_post_annum']], how='left', on=['TICKER', 'DATE'])
data_static.to_csv('test.csv', sep=';', encoding='utf-8')