Book Image

Python for Finance

By : Yuxing Yan
Book Image

Python for Finance

By: Yuxing Yan

Overview of this book

Table of Contents (20 chapters)
Python for Finance
Credits
About the Author
Acknowledgments
About the Reviewers
www.PacktPub.com
Preface
Index

Looping through an array/DataFrame


The following program shows how to print all values in an array:

import numpy as np
x = np.arange(10).reshape(2,5)
for y in np.nditer(x):
    print y

For another example of going through all tickers, we download a dataset called yanMonthly.pickle from http://canisius.edu/~yany/yanMonthly.pickle. Assume again that the downloaded dataset is saved under C:\temp\. We could use the following program to retrieve the dataset and run a loop to print a dozen tickets:

x=load('c:/temp/yanMonthly.pickle')
stocks=x.index.unique()
for item in stocks[:10]:
  print item
  # add your codes here

The output of the previous code is shown as follows:

000001.SS
A
AA
AAPL
BC
BCF
C
CNC
COH
CPI

The previous program has no real meaning since we could simply type the following codes to see those tickers. However, we could add our own related codes as follows:

>>>stocks[0:10]
array(['000001.SS', 'A', 'AA', 'AAPL', 'BC', 'BCF', 'C', 'CNC', 'COH',
       'CPI'], dtype=object...