This is for reading and writing stock data
Data storage
-path
--files
filename_20180102.csv
filename_20180103.csv
.
.
.
filename_20181231.csv
This new version package (still under construction) would also support data stored like below
-path
--files
filename_A.csv
filename_B.csv
.
.
.
Read csv with different structures
example1
ticker1,value1
ticker2,value2
ticker3,value3
ticker4,value4
to read this type of csv file, use
read_df(path='path',file_pattern='filename')
example2
stkid,open,high,low,close
ticker1,o1,h1,l1,c1
ticker2,o2,h2,l2,c2
ticker3,o3,h3,l3,c3
to read open, use
Open=read_df(path='path',file_pattern='filename',dat_col='open')
to read open and close, use
Open,Close=read_df(path='path',file_pattern='filename',dat_col=['open','close'])
to return a multi index dataframe, use
Price=read_mdf(path='path',file_pattern='filename',dat_col=['open','close'])
Write
dataframe example
ticker1 ticker2 ticker3
20180101 10.32 20.22 12.35
20180102 NaN 20.10 13.31
20180105 NaN 20.10 12.12
use write_df to write data of each date to one csv file
dictionary example
each value in the dictionary should be a dataframe and be like the example showed above
write_factors(path='path',file_pattern='filename',**dictionary)
Notice
Default reading trading calendar is Chinese market trading calendar, to change the calendar use dt_range option to input all dates.
Metadata
Release files for RNWS 0.2.1
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | Provenance | |
|---|---|---|---|---|
| RNWS-0.2.1.tar.gz | 16.9 kB | Without provenance | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| RNWS-0.2.1-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 34.8 kB
Release files / RNWS-0.2.1.tar.gz
| Download URL | RNWS-0.2.1.tar.gz |
|---|---|
| Size | 16.9 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
c25268a8d004dc67f636a5c0f2c495b0ed6f0b88b421b45396998aa1800ae4c3
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twine/1.11.0 pkginfo/1.4.2 requests/2.14.2 setuptools/40.2.0 requests-toolbelt/0.8.0 tqdm/4.23.4 CPython/3.5.5
|
Release files / RNWS-0.2.1-py3-none-any.whl
| Download URL | RNWS-0.2.1-py3-none-any.whl |
|---|---|
| Size | 17.9 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
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twine/1.11.0 pkginfo/1.4.2 requests/2.14.2 setuptools/40.2.0 requests-toolbelt/0.8.0 tqdm/4.23.4 CPython/3.5.5
|
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