The data we will summarize will be for a whole business week from Monday to Friday. During the period covered by the data, there was one holiday on February 21st, President's Day. This happened to be a Monday and the US stock exchanges were closed on this day. As a consequence, there is no entry for this day, in the sample. The first day in the sample is a Friday, which is inconvenient. Use the following instructions to summarize data:
To simplify, we will just have a look at the first three weeks in the sample—you can later have a go at improving this.
close = close[:16] dates = dates[:16]
We will build on the code from the Time for action – dealing with dates tutorial.
Commencing, we will find the first Monday in our sample data. Recall that Mondays have the code 0 in Python. This is what we will put in the condition of a
wherefunction. Then, we will need to extract the first element that has index 0. The result would be a multidimensional array. Flatten...