我正在编写一个从Quandl检索数据的脚本,它在保存之前对数据进行处理。我只停留在一个步骤上,即使用pandas(如df = df[['Code','Date','Open','High','Low','Close','Volume']])或更简单地说,用代码交换日期来重新排列我的列
我以为这是因为系统自动将日期设置为索引,但是回溯显示['Date'] not in index
我注意到,当df.index = df.index.strftime('%Y%m%d'),print2输出时,日期标签从数据框中消失。如果我把这行注释掉,错误代码仍然存在。在
我试着插入df.set_index('Code'),看看改变索引是否有帮助,但没有帮助。在
有人知道这是什么问题吗?在
编码myArr = ['CHRIS/CME_AD1']
cDate=int(time.strftime("%Y%m%d"))
# get quandl data, edit dataframe & save to csv
for qCode in myArr:
data = qdl.get(qCode, start_date=StartDate)
df = pd.DataFrame(data)
# df.to_dict()
qID=(str(qCode[qCode.find('/')+1:]))
print(df)
# format data & save
df.insert(loc=0, column='Code', value=qID)
df=df.drop(columns=['Change','Settle','Previous Day Open Interest'])
df.rename(columns={'Last':'Close'}, inplace=True)
df.index = df.index.strftime('%Y%m%d')
print(df)
df = df[['Code','Date','Open','High','Low','Close','Volume']] #reorder columns
df.to_csv(path + qID + '_' + str(cDate) + '.txt', sep=',', index=True, header=1)
print('Quandl Download Complete')
回溯
^{pr2}$
打印1-来自QuandlOpen ... Previous Day Open Interest
Date ...
2018-05-10 0.7460 ... 159970.0
2018-05-11 0.7534 ... 164459.0
2018-05-14 0.7543 ... 167173.0
2018-05-15 0.7526 ... 169622.0
2018-05-16 0.7473 ... 170863.0
2018-05-17 0.7516 ... 164165.0
2018-05-18 0.7513 ... 164628.0
2018-05-21 0.7529 ... 161673.0
2018-05-22 0.7586 ... 147136.0
2018-05-23 0.7575 ... 147454.0
2018-05-24 0.7568 ... 153308.0
2018-05-25 0.7578 ... 151199.0
[12 rows x 8 columns]
打印2-后处理Code Open High Low Close Volume
20180510 CME_AD1 0.7460 0.7540 0.7455 0.7534 125257.0
20180511 CME_AD1 0.7534 0.7567 0.7522 0.7538 93512.0
20180514 CME_AD1 0.7543 0.7565 0.7525 0.7529 72806.0
20180515 CME_AD1 0.7526 0.7538 0.7449 0.7471 129077.0
20180516 CME_AD1 0.7473 0.7524 0.7448 0.7514 125867.0
20180517 CME_AD1 0.7516 0.7548 0.7498 0.7509 108841.0
20180518 CME_AD1 0.7513 0.7529 0.7489 0.7511 87656.0
20180521 CME_AD1 0.7529 0.7588 0.7504 0.7583 118843.0
20180522 CME_AD1 0.7586 0.7607 0.7567 0.7576 104227.0
20180523 CME_AD1 0.7575 0.7584 0.7523 0.7558 149203.0
20180524 CME_AD1 0.7568 0.7584 0.7543 0.7579 102328.0
20180525 CME_AD1 0.7578 0.7591 0.7543 0.7549 85082.0