问题
I'm my previous question, I have asked how to iterate over multiple csv files (like 100 different files of stocks symbols) and calculate their daily returns at once. I would like to know how to call max/min values for these returns for each file and print a report.
Here is the creation of dictionaries as per Mr. Trenton McKinney:
import pandas as pd
from pathlib import Path
# create the path to the files
p = Path('c:/Users/<<user_name>>/Documents/stock_files')
# get all the files
files = p.glob('*.csv')
# created the dict of dataframes
df_dict = {f.stem: pd.read_csv(f, parse_dates=['Date'], index_col='Date')
for f in files}
# apply calculations to each dataframe and update the dataframe
# since the stock data is in column 0 of each dataframe, use .iloc
for k, df in df_dict.items():
df_dict[k]['Return %'] = df.iloc[:, 0].pct_change(-1)*100
Regards and thanks for help!
回答1:
data_dict = dict() # create an empty dict here
for k, df in df_dict.items():
df_dict[k]['Return %'] = df.iloc[:, 0].pct_change(-1)*100
# aggregate the max and min of Return
mm = df_dict[k]['Return %'].agg(['max', 'min'])
# add it to the dict, with ticker as the key
data_dict[k] = {'max': mm.max(), 'min': mm.min()}
# convert to a dataframe if you want
mm_df = pd.DataFrame.from_dict(data_dict, orient='index')
# display(mm_df)
max min
aapl 8.70284 -4.90070
msft 6.60377 -4.08443
# save
mm_df.to_csv('max_min_return.csv', index=True)
来源:https://stackoverflow.com/questions/63892673/call-a-report-from-a-dictionary-of-dataframes