Python foundation with FinTech (ECON)_<python-input-6>", line 1-CSDN博客

本文链接：https://blog.csdn.net/2301_81084742/article/details/145309184

catalogue

Chapter 1: Python Fundamental

#ZERO. Data Type( Data Structure)

1. List

(1) def

(2) initialize a empty list

3. round: 四舍五入(use upper bound)的小数位数

III. Operator

IV. Condiction Statement

Chapter 2: Data acquisition for FinTech

I. pip

II. API

1. API with python library

2. API without python library

Chapter 1: Python Fundamental

#ZERO. Data Type( Data Structure)

# i think "data type" should be essential to learn fundamental python, so i put the data type at the beginning.

1. List

(1) def

#1:there can be any data type in the list

messy_list = [1, 7.6, "()", True]

#2: list inside list

eg. there are 4 items in the list

item1: 0

item2: 1

item3: 2

item4: ["a", "b", "c"]

list_of_list = [0, 1, 2, ["a", "b", "c"]]

index: start at 0 ## when use the index, it can be index[0-n]

value

ticker = ["aapl", "msft", "nvda"]

>>> ticker = ["aapl", "msft", "nvda"]
>>> 
>>> ticker[0]
'aapl'
>>> ticker[1]
'msft'
>>> ticker[2]
'nvda'
>>> ticker[-2]
'msft'
>>> ticker[-4]
Traceback (most recent call last):
  File "<python-input-6>", line 1, in <module>
    ticker[-4]
    ~~~~~~^^^^
IndexError: list index out of range
>>> ticker[-3]
'aapl'
>>> ticker[-1]
'nvda'
>>> ticker[3]
Traceback (most recent call last):
  File "<python-input-9>", line 1, in <module>
    ticker[3]
    ~~~~~~^^^
IndexError: list index out of range

(2) initialize a empty list

empty_list = []

emptylist=[]
>>> type(emptylist)
<class 'list'>

(3) method

catalogue：

No.	methon	link
a	append()
b	remove()
c	extend()
d	check if the item in the list
e	length: len(<list>)
f	combine two list: lst1 + lst2
g	sort: 2 methods

a. append()

ticker = ["aapl", "msft", "nvda"]

ticker.append("TSLA")

output:

>>> ticker = ["aapl", "msft", "nvda"]
>>> 
>>> ticker.append("TSLA")
>>> 
>>> ticker
['aapl', 'msft', 'nvda', 'TSLA']
>>>

b. remove()

ticker = ["aapl", "msft", "nvda"]

ticker.remove("nvda")

output:

>>> ticker = ["aapl", "msft", "nvda"]
>>> 
>>> ticker.remove("nvda")
>>> 
>>> ticker
['aapl', 'msft']

c. extend()

ticker = ["aapl", "msft", "nvda"]

ticker.extend(["ma", "v", "ms"])

d. check if the item in the list

ticker = ["aapl", "msft", "nvda"]

"ms" in ticker

ticker.extend(["ma", "v", "ms"])

"ms" in ticker

output:

>>> ticker
['aapl', 'msft']
>>> ticker = ["aapl", "msft", "nvda"]
>>> 
>>> "ms" in ticker
False
>>> 
>>> ticker.extend(["ma", "v", "ms"])
>>> 
>>> "ms" in ticker
True
>>>

e. length: len(<list>)

# 3. find the number of items of the list
def find_length(lst):
    return len(lst) # replace this with correct logic

f. combine two list

# 4. return sorted union of two lists, i.e. a list that contains all elements of both lists
#    and sort the result in ascending order, keeping duplicate values
def union_list(lst1, lst2):
    union_lst = lst1 + lst2
    union_lst.sort()
    return union_lst

g. sort() & sorted()

>>g1. sort(): in this way, the target list have been sorted

a method to modify the list, but its return value = void

--> lst.sort() returns/output none

correct coding:

# 2. sort the list in accending order
def sort_list(lst):
    lst.sort()
    return lst # replace this with correct logic

false coding:

watch the return value = none

def sort_list(lst):
    lst.sort()
    return lst.sort()

>>g2. sorted() : in this way, the target list doesn't change, remain original value/data

the function will return a sorted list, but it do not modify the initial list.

def sort_list(lst):
    return sorted(lst) # replace this with correct logic

>>> lst = [5,3,1]
>>> ret = []
>>> ret = sorted(lst)
>>> ret
[1, 3, 5]
>>> lst
[5, 3, 1]

If you used to experience javascript, you will be familiar with.

(4）comprehension

a. first ticker: the item append to the [ ]

b. for ticker in tickers: do the loop

c. if ticker not in excluded: condiction

def exclude_tickers(tickers):
    # do something here
    excluded = ['MSFT', 'AAPL', 'GOOGL']
    return [ticker for ticker in tickers if ticker not in excluded]

without comprehension

def exclude_tickers(tickers):
    # do something here
    ret = []
    for i in tickers:
        #if(i not in ['MSFT', 'AAPL', 'GOOGL']):
        if(i != 'MSFT' and i !='AAPL' and i !='GOOGL'):
            ret.append(i)

    return ret# replace this line with your code

(5) pointer 指针

if you just use "another = numbers", then the two lists will call the same index

>>> numbers = [1, 2, 3, 4, 5]
>>> another = numbers
>>> another
[1, 2, 3, 4, 5]
>>> numbers
[1, 2, 3, 4, 5]
>>> numbers.append(6)
>>> numbers
[1, 2, 3, 4, 5, 6]
>>> another
[1, 2, 3, 4, 5, 6]

solution: using copy()

>>> cloned_list = numbers.copy()
>>> cloned_list
[1, 2, 3, 4, 5, 6]
>>> numbers.append(7)
>>> numbers
[1, 2, 3, 4, 5, 6, 7]
>>> cloned_list
[1, 2, 3, 4, 5, 6]

I. Data Type

1.check data type

type(100)
>>> <class 'int'>

type(100.0)
>>> <class 'float'>

type('c')
>>> <class 'str'>

type('hello')
>>> <class 'str'>

type(False)
>>> <class 'bool'>

2. case-sensitive

distinguish lowercase and uppercase

3. Identifiers (Variable Names)

• An identifier （标识符，变量名） consists of a letter or underscore （下划线） followed by any sequence of letters, digits or underscores

– E.g.,

identifiers

_Is, This_Is, A12, a23 are valid

X = Y, J - 20, # 007 are invalid identifiers

• Names are case-sensitive!

The following are unique identifiers:

– Hello, hello,

– whoami, whoAMI, WhoAmI

4. error message

a. TyperError

10 + '10'

>>> Traceback (most recent call last):
  File "<input>", line 1, in <module>
TypeError: unsupported operand type(s) for +: 'int' and 'str'

b. NameError

op


>>> Traceback (most recent call last):
  File "<input>", line 1, in <module>
NameError: name 'op' is not defined

II. Function

1. print

(1) in this way, if you want to put a varible in the print statement, a type change should be used:

print("hello" + str(a_variable))

a = 100
print(a)

print('hello world')

100
hello world

(2) seperate the input by comma","

-- 每个输出之间会自动空格

print("hello", 'world', '!!!!')

hello world !!!!

(3) print in two way: use "+" ; use "{}", can avoid "space" (not like(2))

>>> op = "a"
>>> hello="b"
>>> world="c"
>>> print(f"{op}{hello}{world}")
abc

#1
print('this year is ' + str(year) + ". Next tear is " + str(year+1)) 
this year is 2025. Next tear is 2026

#2
print(f'this year is {year}. Next tear is {year+1}') 
this year is 2025. Next tear is 2026

(4) use {}

def generate_random_numbers(n):
    # do something here
    lst = []
    for i in range(n):
        lst.append(random.randint(1, 100))
    return lst# replace this line with correct logic

def main():
    print("{}".format(generate_random_numbers(3)))

2. function and reuse

(a) define a function

key word: def

def bmi_calculator_menu():

indentation "tab"

inside code should have the indentation

def bmi_calculator_menu():
    print('BMI Calculator')
    print('Welcome to the tool')
    print('Hello Bonnie')
    print('====================')
    print('Menu')
    print('1. - Calculator')
    print('2. - Help')

(b) input value of a function

def bmi_calculator_menu(name):
    print('BMI Calculator')
    print('Welcome to the tool')
    print(f'Hello {name}')
    print('Hello ' + name)
    print('====================')
    print('Menu')
    print('1. - Calculator')
    print('2. - Help')
    #heigth = input("")

bmi_calculator_menu('bonnie')

def area_square(length):
    return length * length

def area_rectangle(length, height):
    return length * height

2. input

(1) a return value of input is a string

try:

height = input("input height in cm")/100

error occur:

solution:

should transmit the data type to <int>

height = int(input("input height in cm"))/100

example:

#height = input("input height in cm")/100
height = int(input("input height in cm"))/100
weight = int(input("input weight om kg"))
user_bmi = weight/height**2
print("your bmi is " + str(user_bmi))
print(f"Your BMI is {user_bmi}")

3. round: 四舍五入(use upper bound)的小数位数

The round() function in Python is used to round a number to a specified number of decimal places.

syntax:

round(number, ndigits)

number: The number to be rounded.
ndigits (optional): The number of decimal places to round to. If omitted, it defaults to 0, meaning the number will be rounded to the nearest integer.

Examples:

(1) Rounding to the nearest integer

print(round(4.567))  # Output: 5

(2) Rounding to a specified number of decimal places:

print(round(4.567, 2))  # Output: 4.57

(3) Rounding negative numbers:

print(round(-4.567, 2))  # Output: -4.57

III. Operator

math operator	in python	example
^	**	`def square_area(length): return length ** 2` `def square_area(length): # Formula: area = length^2 # Sample input: 5 → Output: 25 return length * length ##length ** 2`
\land	and	`weight < 45 and weight > 90`
\lor	or	`weight < 45 or weight > 90`
\neg	not	`not weight < 45`

IV. Condiction Statement

A. IF-ELSE

1. IF

bmi = 15
if bmi < 16:
    print("you are underweight")

2. IF-ELSE

bmi = 22
if bmi < 16:
    print("oh")
    print("you are underweight")
else:
    print("you are not severe thinnese")

3. Else-If

## in python, the keyword should be " elif "

bmi = 19
if bmi < 16:
    print("oh")
    print("you are underweight")
elif bmi < 17:
    print("you are moderate thinnese")
elif bmi < 18.5:
    print("you are mild thinnese")
else:
    print("you are not severe thinnese")

4. condiction statement in a function

def evalultate_bmi(bmi):
    if bmi < 16:
        print("oh")
        print("you are underweight")
    elif bmi < 17:
        print("you are moderate thinnese")
    elif bmi < 18.5:
        print("you are mild thinnese")
    else:
        print("you are not severe thinnese")

5. more detailed with indentation

(1) code outside the function

def evalultate_bmi(bmi):
    if bmi < 16:
        print("oh")
        print("you are underweight")
    elif bmi < 17:
        print("you are moderate thinnese")
    elif bmi < 18.5:
        print("you are mild thinnese")
    else:
        print("you are not severe thinnese")

print("OPOP")

evalultate_bmi(19)

(2) code inside function but outside if-else

def evalultate_bmi(bmi):
    if bmi < 16:
        print("oh")
        print("you are underweight")
    elif bmi < 17:
        print("you are moderate thinnese")
    elif bmi < 18.5:
        print("you are mild thinnese")
    else:
        print("you are not severe thinnese")
    print("opop")

evalultate_bmi(19)

(3) code inside function and if-else

def evalultate_bmi(bmi):
    if bmi < 16:
        print("oh")
        print("you are underweight")
    elif bmi < 17:
        print("you are moderate thinnese")
    elif bmi < 18.5:
        print("you are mild thinnese")
    else:
        print("you are not severe thinnese")
        print("OPOP")

evalultate_bmi(19)

B. Comparison

math operator	in python	example
\land	and	`weight < 45 and weight > 90`
\lor	or	`weight < 45 or weight > 90`
\neg	not	`not weight < 45`

2. tips:

(1) 45 < weight < 90

45 < weight < 90

V. Library Import

VI. Random

1. library

import random

give a abbreviation

import pandas

import pandas as pd

2.funtion

（1）random.random(): random floating number between 0.0 and up to but not including 1.0 | [ 0, 1 ).

import random
for i in range(10):
    x=random.random()
    print(x)

(2) random.uniform(a,b): return a random floating number over [a,b)

for i in range(10):
...         x = random.uniform(0,10)
...         print(x)

(3) random.randint(a,b): The function randint takes the parameters low and high, and returns an integer between low and high(including both)

for i in range(10):
...         x = random.randint(0,10)
...         print(x)

(4) random.choice(): to choose an element from a sequence at random, you can use choice

#string, list, tuple all can be chosen, they all are sequence type( not a special data type)

string: choose a char

list: choose a value

tuple: choose a value

import random
print(random.choice('python'))   
print(random.choice(['aaa', 'bbb', 'ccc', 'ddd', 'eee']))   
print(random.choice(('aaa', 'bbb', 'ccc')))

VII. Loop

[1] for

1. loop in list

fruits = ['apple', 'banana', 'orange']

for fruit in fruits:
    if(fruit != 'banana'):
        print('i like ' + fruit)
    else:
        print('i hate '+ fruit)

numbers = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
    for n in numbers:
        if n%2:
            print(f'{n} is odd')
        else:
            print(f"{n} is even")

2. iteration

(1) range(i, j) :

produces i, i+1, i+2, ..., j-1

#notice the period is [ i , j -1] / [ i , j -1)

for n in range(1, 10):
        if n%2:
            print(f'{n} is odd')
        else:
            print(f"{n} is even")

(2) range(n)

produce n numbers, but it start from 0

0, 1, 2, 3, ..., n-1

start defaults to 0, and stop is omitted! range(4) produces 0, 1, 2, 3.
These are exactly the valid indices for a list of 4 elements.
When step is given, it specifies the increment (or decrement).

for n in range(10):
        if n%2:
            print(f'{n} is odd')
        else:
            print(f"{n} is even")

3. stop a loop

(1) return : it will also stop the whole function, so it is not preferable.

(2) break

[2] while

1. example

>>> cnt =0
>>> while cnt<5:
...     print(cnt)
...     cnt +=1

2. condiction

cnt<5

# should remenber to increase the cnt --> 死循环

3. advantage:

do not need to calculate the numbers/bound

numbers = [90, 6, 7, 5, 3, 4]
first_2_odd = []
i = 0

while i < len(numbers) and len(first_2_odd) < 2:
    if numbers[i] % 2 == 1:
        first_2_odd.append(numbers[i])
    i += 1

VIII. Dictionary

1. definition

a. key

b. value

c. not allow duplicated key, but allow duplicated values

like a class/struct

phonebook = {"Henry": 111, "Amy":222, "Phoebe": 333}

explanation:

item = key: value

key: "Henry", "Amy", "Pheobe"

value: 111, 222, 333

2. add a new item

just give a new key and value to the dictionary

phonebook["Michael"]=99999999

3. empty dictionary

empty_dict = {}

4. check key and value

(1) chek if is a key to dictionary

#only can check key

(2) check if is a value in the dictionary

(3) look for all the key in the dictionary

(4) look for all the value in the dictionary

5. append new value into recent key index

# 创建一个包含列表的字典
my_dict = {'key1': ['value1', 'value2'], 'key2': ['value3']}

# 添加一个新的值到键 'key1' 的列表
my_dict['key1'].append('new_value1')

# 打印字典
print(my_dict)

# 输出: {'key1': ['value1', 'value2', 'new_value1'], 'key2': ['value3']}

6. the value of a key can also be a dictionary

IX. Error Handling

1. introduction

An error may damage the whole program.

If we want to continue the program, we should handle the error.

2. simple syntax

try:
    x = int(input("Enter a number: "))
    result = 10 / x
except ZeroDivisionError:
    print("Cannot divide by zero!")
except ValueError:
    print("Invalid input! Please enter a valid number.")
else:
    print(f"Result is {result}")
finally:
    print("Execution complete.")

3. Exception Class ( Error Class)

try:
    # 可能引发任何异常的代码
    x = 1 / 0  # 这会引发一个 ZeroDivisionError
except Exception as e:
    print(f"Caught an error: {e}")

Chapter 2: Data acquisition for FinTech

I. pip

1. yfinance

https://yfinance-python.org/

2. nasdaq

INSTALLATION & AUTHENTICATION

II. API

1. API with python library

1) api key

import nasdaqdatalink
nasdaqdatalink.ApiConfig.api_key = ()#input your api key, which is a string

2) sample code

nasdaqdatalink.get_table('QDL/ODA', date = '2022-12-31', indicator = 'HKG_LE')
nasdaqdatalink.get_table('QDL/ODA', date = {'gte': '2015-01-01', 'lte': '2025-12-31'}, indicator = 'HKG_LE')
nasdaqdatalink.get_table('QDL/ODA', date = {'gte': '2015-01-01', 'lte': '2025-12-31'}, indicator = 'USA_GGXWDG_NGDP')

3) sample

a. yfinance

1. Install yfinance library using pip

2. Create a function get_price_lastweek(ticker) that get the price of a US stock ticker for last week (Monday to Friday)

3. Call the function to get the prices of AAPL, MSFT, NVDA, TSLA, MS, GS for  last week .

4. Find which one has the highest return (i.e. Friday close price over Monday open price) during last week.

#1. Install yfinance library using pip

pip install yfinance

#2. Import yfinance

import yfinance as yf

#3. first to consider how to generate the stock history/information

a. function: Ticker()

'AAPL' is the ticker's name

apple is the variable

apple = yf.Ticker('AAPL')

b. function: ticker.history()

apple.history(start = '2025-02-24' , end = '2025-03-01')

output:

c. get prices

>>> prices = apple.history(start = '2025-02-24' , end = '2025-03-01')
>>> prices['Open']
Date
2025-02-24 00:00:00-05:00    244.929993
2025-02-25 00:00:00-05:00    248.000000
2025-02-26 00:00:00-05:00    244.330002
2025-02-27 00:00:00-05:00    239.410004
2025-02-28 00:00:00-05:00    236.949997
Name: Open, dtype: float64
>>> prices.iloc[0]['Open']
np.float64(244.92999267578125)

d. to get the Mon-Open and Fri-Close

prices.iloc[-1]['Close'] / prices.iloc[0]['Open']
np.float64(0.9873841651480351)

#sample code (including generate csv & txt)

# console(cmd): pip install yfinance
import yfinance as yf

from datetime import datetime, timedelta
#import pytz 
#eastern = pytz.timezone('US/Eastern')

import os
print(os.getcwd())

import pandas as pd
pd.set_option('display.max_colwidth', None)  
pd.set_option('display.max_rows', None) 
pd.set_option('display.max_columns', None)  


def get_price_lastweek(ticker):
    stock = yf.Ticker(ticker)

    #last week (Monday to Friday)
    #today = datetime.now(eastern)
    today = datetime.today()
    last_monday = today - timedelta(days=today.weekday() + 7) # Last Monday
    last_friday = last_monday + timedelta(days=4) 
    #test
    #print(f'test: last_monday: {last_monday} & last_friday: {last_friday}')
    dat = stock.history(start=last_monday.strftime('%Y-%m-%d'), end=(last_friday + timedelta(days=1)).strftime('%Y-%m-%d'))#including the data of the whole friday
    
    return dat

def calculate_return(t):
    data = get_price_lastweek(t)
    #ensure the data is avilable
    if (len(data)) >= 1:
        #print('test')
        # get monday open price and frinday close price 
        monday_open = data.iloc[0]['Open']
        friday_close = data.iloc[-1]['Close']
        return_value = (friday_close / monday_open) - 1
        return return_value
    else:
        return None  # Not enough data

#save the data
def writeData(t):
    #get dataFrame
    dat = get_price_lastweek(t)
    # Set the file path dynamically based on the ticker
    # Get the directory of the current Python file
    current_dir = os.path.dirname(os.path.abspath(__file__))
    #save to csv
    function_file_path_csv = os.path.join(current_dir, f'data_{t}.csv')
    dat.to_csv(function_file_path_csv)
    #save to txt
    function_file_path_txt = os.path.join(current_dir, f'data_{t}.txt')
    with open(function_file_path_txt, 'w+') as file:
        file.write(str(dat))
    return function_file_path_txt

# List of tickers to analyze
tickers = ['AAPL', 'MSFT', 'NVDA', 'TSLA', 'MS', 'GS']

# Store returns for each stock
returns = {}

#call the function
#get the prices of AAPL, MSFT, NVDA, TSLA, MS, GS for  last week
for t in tickers:
    #3. calculate return
    stock_return = calculate_return(t)
    if stock_return is not None:
        returns[t] = stock_return
    else:
        print(f"Not enough data for {t}")
    
    #2. get the prices
    print(get_price_lastweek(t))
    file_name = writeData(t)
    print(f'File saved: {file_name}')

#highest return
if(returns):
    max_return_stock = max(returns, key=returns.get)
    max_return_value = returns[max_return_stock]
    # Print the result
    print(f"The stock with the highest return during last week is {max_return_stock} with a return of {max_return_value * 100:.2f}%")
else:
    print('The data of last week is empty')

2. API without python library

(1) Rapid API

Rapid API Marketplace & Management Tools: Rapid API Marketplace & Management Tools

(2) example:

Live Metal Prices: https://rapidapi.com/not-null-solutions1-not-null-solutions-default/api/live-metal-prices/playground

link website: https://goldprice.org/

endpoind = api's function

import requests

url = "https://live-metal-prices.p.rapidapi.com/v1/latest"

headers = {
    'x-rapidapi-key': "(put your own apikey)",
    'x-rapidapi-host': "live-metal-prices.p.rapidapi.com"
}

response = requests.get(url, headers=headers)

print(response.json())

III. Web Scraping

eg. URL: https://www.28hse.com/en/

1. extract the title of a house "property info" from a website

# html

(1) use url to get back to html using "import requests"

import requests
import bs4

#1. use the url
url = "https://www.28hse.com/en/rent/residential/property-3363466"
response = requests.get(url)
text = response.text
print(text)

(2) import bs4

convert the text to html

html = bs4.BeautifulSoup(text, 'html.parser')
html.find("div", class_ = "header")
html.find_all("div", class_ = "header")
html.find_all("div", class_ = "header")[0]