python数据分析（1）：stock小练习

1，读入数据

names = ['date',
         'time',
         'opening_price',
         'ceiling_price',
         'floor_price',
         'closing_price',
         'volume',
         'amount']
raw = pd.read_csv('SH600690.csv', names = names, header = None, index_col='date', parse_dates=True)

    打印前几行

             time  opening_price  ceiling_price  floor_price  closing_price  \
date                                                                          
2008-01-02  09:35          22.50          22.63        22.50          22.51   
2008-01-02  09:40          22.51          22.51        22.29          22.37   
2008-01-02  09:45          22.39          22.62        22.38          22.62   
2008-01-02  09:50          22.60          23.00        22.60          22.95   
2008-01-02  09:55          22.98          23.20        22.89          23.20   

              volume      amount  
date                              
2008-01-02   2042.50   4604723.0  
2008-01-02   1545.17   3460503.0  
2008-01-02   1744.76   3921443.0  
2008-01-02   5339.00  12225939.0  
2008-01-02  12577.73  28947824.0  

2，根据涨跌幅判断数据是否有效

def _valid_price(prices):
    return (((prices.max() - prices.min()) / prices.min()) < 0.223).all()

3，按日期分组

days = raw.groupby(level = 0).agg(
        {'opening_price':lambda prices: _valid_price(prices) and prices[0] or 0,
         'ceiling_price':lambda prices: _valid_price(prices) and np.max(prices) or 0,
         'floor_price':lambda prices: _valid_price(prices) and np.min(prices) or 0,
         'closing_price':lambda prices: _valid_price(prices) and prices[-1] or 0,
         'volume':'sum',
         'amount':'sum'})