Machine Learning for Trading--1-1 Reading and Plotting Data

Pandas是一个建立在 Python 之上的一个高效的，简单易用的数据结构和分析工具。 Pandas 的核心就是一个高效易用的数据类型：DataFrame。这个数据类型有点类似 R 语言的数据框 (Data Frame)，也有点类似于 Excel 表格，但是比这两种更加适合在 Python 的语言环境内操作数据。在这个数据结构之下，我们可以轻松的对数据进行清洗，整理，归纳总结，合并，转换，计算等等。

• 从CSV文件中读取并输出数据 – Reading in a CSV File
• 选择特定行的数据–Select data in specific rows
• 输出某列数据的最大值、平均值–Find maximum\mean closing value for stock
• 配合matplotlib将数据绘制成折线图–Plotting

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从CSV文件中读取并输出数据 – Reading in a CSV File

• 读取数据–pd.read_csv(“data.csv”)
• 输出整个dataframe–print(df)
• 输出前五行数据—-print(df.head())
• 输出最后五行数据–print(df.tail())

Example:

import pandas as pd

def test _run():
    """Function called by Test Run."""
    df = pd.read_csv("./data/AAPL.csv")
    # Quiz: Print last 5 rows of the data frame
    # print df				# prints entire data set (dataframe)
    print (df.head())		# prints first five records
    print (df.tail())			# prints last five records

if __name__ = "__main__":
	test_run()

选择特定行的数据–Select data in specific rows

• 输出第10行到第20行之间的所有数据–print(df[10:21])

Example:

import pandas as pd

def test_run():
    """Function called by Test Run."""
    df = pd.read_csv("data/AAPL.csv")
    print (df[10:21])		# print rows between index 10 and 20 inclusive
	
if __name__ == "__main__":
    test_run()

输出某列数据的最大值、平均值–Find maximum\mean closing value for stock

• 输出Close列的最大值–df[‘Close’].max()
• 输出Close列的平均–df[‘Close’].mean()

Example:

import pandas as pd

def get_max_close(symbol):
	"""Return the maximum closing value for stock indicated by symbol.

	Note: Data for a stock is stored in file: data/<symbol>.csv
	"""
	df = pd.read_csv("data/{}.csv".format(symbol)) #read in data
	return df['close'].max() #compute and return max

def test _run():
	"""Function called by Test Run."""
	for symbol in ['APPL', 'IBM']:
		print "Max close"
		print symbol, get_max_close(symbol)

if __name__ = "__main__":
	test_run()

配合matplotlib将数据绘制成折线图–Plotting

• 绘图–df.plot() 以及 plt.show()

Example 1–输出单列数据:

import pandas as pd
import matplotlib.pyplot as plt

def test_run():
	"""Plot a single column."""
	df = pd.read_csv("data/AAPL.csv")
	print df['Ajf Close']
	df['Adf Close'].plot()
	plt.show()

if __name__ = "__main__":
	test_run()

Example 2 – 输出两列数据:

import pandas as pd
import matplotlib.pyplot as plt
		
def test_run():
    df = pd.read_csv("data/IBM.csv")
    df[['Close', 'Adj Close']].plot()
    plt.show()  # must be called to show plots
	
if __name__ == "__main__":
    test_run()