[英]Python error when trying to loop through stock price closes
我正在尝试遍历股票价格 csvs 以添加投资组合权重等列,以便在一个数据框中构建投资组合进行分析。 但是,在循环时,我收到一个我不明白的错误:
gsk_df = web.DataReader("GSK.L", 'yahoo', start=start, end=end)
ocdo_df = web.DataReader("OCDO.L", 'yahoo', start=start, end=end)
rbs_df = web.DataReader("RBS.L", 'yahoo', start=start, end=end)
svt_df = web.DataReader("SVT.L", 'yahoo', start=start, end=end)
iii_df = pd.read_csv("iii (1).csv", parse_dates=['Date'])
#close of each stock
bp_close = bp_df["Adj Close"]
gsk_close = gsk_df["Adj Close"]
ocdo_close = ocdo_df["Adj Close"]
rbs_close = rbs_df["Adj Close"]
svt_close = svt_df["Adj Close"]
iii_close = iii_df["Adj Close"]
#adding normalised returns for portfolio
for stock_df in (bp_close, gsk_close, ocdo_close, rbs_close, svt_close, iii_close):
stock_df['Norm return'] = stock_df['Adj Close']/stock_df.iloc[0]['Adj Close']
#adding portfolio weights
for stock_df, allocation in zip((bp_close, gsk_close, ocdo_close, rbs_close, svt_close, iii_close),[.0881,.233,.160,.0776,.304,.137]):
stock_df['Allocation']=stock_df['Norm return']*allocation
#portfolio position value column
for stock_df in (bp_close, gsk_close, ocdo_close, rbs_close, svt_close, iii_close):
stock_df['Position'] = stock_df['Allocation']*6503800000
print(bp_close.head())
这是错误:
runfile('C:/Users/Joe Shiafa Pierce/.spyder-py3/portfolio.py', wdir='C:/Users/Joe Shiafa Pierce/.spyder-py3')
Traceback (most recent call last):
File "<ipython-input-82-6a3db40a9a10>", line 1, in <module>
runfile('C:/Users/Joe Shiafa Pierce/.spyder-py3/portfolio.py', wdir='C:/Users/Joe Shiafa Pierce/.spyder-py3')
File "C:\Users\Joe Shiafa Pierce\Anaconda3\lib\site-packages\spyder_kernels\customize\spydercustomize.py", line 786, in runfile
execfile(filename, namespace)
File "C:\Users\Joe Shiafa Pierce\Anaconda3\lib\site-packages\spyder_kernels\customize\spydercustomize.py", line 110, in execfile
exec(compile(f.read(), filename, 'exec'), namespace)
File "C:/Users/Joe Shiafa Pierce/.spyder-py3/portfolio.py", line 34, in <module>
stock_df['Norm return'] = stock_df['Adj Close']/stock_df.iloc[0]['Adj Close']
File "C:\Users\Joe Shiafa Pierce\Anaconda3\lib\site-packages\pandas\core\series.py", line 868, in __getitem__
result = self.index.get_value(self, key)
File "C:\Users\Joe Shiafa Pierce\Anaconda3\lib\site-packages\pandas\core\indexes\datetimes.py", line 958, in get_value
raise KeyError(key)
KeyError: 'Adj Close'
我不得不将 iii csv 中的“Adjusted_close”标题更改为“Adj close”,因为它来自另一个数据集,并且 for 循环无法在不同的列标题下运行。 谢谢您的帮助。
假设这些系列以股票作为其列名,您可以通过将它们连接到一个数据帧并避免KeyError
来避免循环
stocks = ['GSK.L', 'OCDO.L', 'RBS.L', 'SVT.L']
df = web.DataReader(stocks, 'yahoo',start,end).reset_index(drop=True)
iii_df = pd.read_csv("iii (1).csv", parse_dates=['Date']) # reset_index if needed
stock_df = pd.concat([df, iii_close], axis=1, ignore_index=True)
stock_df['Norm return'] = stock_df / stock_df.loc[0]
stock_df['Allocation'] = stock_df['Norm return'] * [.0881,.233,.160,.0776,.304,.137]
stock_df['Position'] = stock_df['Allocation'] * 6503800000
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