Using Pandas,Numpy calculate
stock statics and HPY
WI258@NAVER.COM
First need to know concept
Python concept and code
Pandas (data refinement package)
Numpy (data array and statics package)
statistics and HPY formula
statistics and HPY formula
mean : HPY(HPR) :
variance :
standard deviation:
Import stock data and refinement
First download stock
file on yahoo. And
then refine Date,
Open , Close Data,
Print it
In second one
have loc function .
Loc function
refine line data
mean , standard deviation , variance
Using Numpy statistic
function calculate statistics
value.
Numpy statistics function
함수
np.sum Calculate data sum
np.mean Calculate data mean
np.std Calculate data standard deviation
np.var Calculate data variance
np.min , np.max Calculate data minium and maxium
np.argmin, np.argmax Calculate data aggregate minium and maxium
np.cumsum Calculate every data cumulative sum(from 0
increasing)
np.cumprod Calculate every data cumulative multiply(from
1 multiplying)
Calculate HPY
First enter HPY formula
and then print function.
But in data no Date, so
need to refine Date data
Finally, will combine two date. For combining two
data, will use DataFrame function. Because
DataFrame use for two-dimentional matrix. If just
have just one data, it is first two-dimentional
matrix.
Finally ,print Apple HPY value
Thank you !
If have problem, please send to me email

Python Finance

  • 1.
    Using Pandas,Numpy calculate stockstatics and HPY WI258@NAVER.COM
  • 2.
    First need toknow concept Python concept and code Pandas (data refinement package) Numpy (data array and statics package) statistics and HPY formula
  • 3.
    statistics and HPYformula mean : HPY(HPR) : variance : standard deviation:
  • 4.
    Import stock dataand refinement First download stock file on yahoo. And then refine Date, Open , Close Data, Print it In second one have loc function . Loc function refine line data
  • 5.
    mean , standarddeviation , variance Using Numpy statistic function calculate statistics value.
  • 6.
    Numpy statistics function 함수 np.sumCalculate data sum np.mean Calculate data mean np.std Calculate data standard deviation np.var Calculate data variance np.min , np.max Calculate data minium and maxium np.argmin, np.argmax Calculate data aggregate minium and maxium np.cumsum Calculate every data cumulative sum(from 0 increasing) np.cumprod Calculate every data cumulative multiply(from 1 multiplying)
  • 7.
    Calculate HPY First enterHPY formula and then print function. But in data no Date, so need to refine Date data
  • 8.
    Finally, will combinetwo date. For combining two data, will use DataFrame function. Because DataFrame use for two-dimentional matrix. If just have just one data, it is first two-dimentional matrix.
  • 9.
  • 10.
    Thank you ! Ifhave problem, please send to me email