Pandas Fillna() documentation
http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.fillna.html
DataFrame.fillna(value=None, method=None, axis=None, inplace=False, limit=None, downcast=None, **kwargs)
fillna(method='ffill')
"""Plot a histogram"""
import pandas as pd
import matplotlib.pyplot as plt
from util import get_data, plot_data
def compute_daily_returns(df):
daily_returns = df.copy()
daily_returns[1:] = (df[1:] / df[:-1].values) - 1
daily_returns.ix[0, :] = 0
return daily_returns
def test_run():
dates = pd.date_range('2009-01-01','2012-12-31')
symbols = ['SPY']
df = get_data(symbols, dates)
plot_data(df)
daily_returns - compute_daily_returns(df)
plot_data(daily_returns, title="Daily returns", ylabel="Daily returns")
if __name__ == "__main__":
test_run()
scatterplots in python
"""Scatterplot."""
import pandas as pd
import matplotlib.pyplot as plt
from util import get_data, plot_data
def compute_daily_returns(df):
daily_returns = df.copy()
daily_returns[1:] = (df[1:] / df[:-1].values) - 1
daily_returns.ix[0, :] = 0
return daily_returns
def test_run():
dates = pd.date_range('2009-01-01', '2012-12-31')
symbols = ['SPY', 'XOM', 'GLD']
df = get_data(symbols, dates)
daily_returns = compute_daily_returns(df)
daily_returns.plot(kind='scatter',x='SPY',y='XOM')
plt.show()
if __name__ == "__main__":
test_run()
