尝试创建关联表,但希望删除所有变量的前缀“ adj_close”。
我尝试过:
corr_df.head().reset_index()
后跟
del corr_df.index.name
这似乎不起作用。这是完整的代码,除了 API_KEY:
import quandl
import pandas as pd
import numpy as np
#1. Get adjusted closing prices
quandl.ApiConfig.api_key = "API KEY"
selected = ['AMZN', 'AAPL', 'NOC', 'GE', 'TSLA']
data = quandl.get_table('WIKI/PRICES', ticker = selected,
qopts = { 'columns': ['date', 'ticker', 'adj_close'] },
date = { 'gte': '2014-1-1', 'lte': '2018-12-31' }, paginate=True)
data.head()
#2. Sort adjusted closing prices by tickers
# Set date as index with
# columns of tickers and their corresponding adjusted prices
clean = data.set_index('date')
table = clean.pivot(columns='ticker')
table.head()
#3. Check if assets are correlated
# Use pivot to rearrange symbols into columns:
df_pivot = data.pivot('date','ticker').reset_index()
df_pivot.head()
corr_df = df_pivot.corr(method='pearson')
corr_df.head(10)
# Reset symbol as index
corr_df.head().reset_index()
del corr_df.index.name # will not delete the prefix 'adj_close' ???
corr_df.head(10)
但“ adj_close”显示在以下列表结果中:
adj_close
ticker AAPL AMZN GE NOC TSLA
ticker
adj_close AAPL 1.000000 0.828788 -0.333861 0.863279 0.813706
AMZN 0.828788 1.000000 -0.186319 0.974629 0.687924
GE -0.333861 -0.186319 1.000000 -0.135942 -0.349703
NOC 0.863279 0.974629 -0.135942 1.000000 0.682713
TSLA 0.813706 0.687924 -0.349703 0.682713 1.000000