从 CSV 读取、检查与清洗数据

在 Python 中导入与管理金融数据

Stefan Jansen

Instructor

导入并清洗数据

确保 pd.DataFrame() 与 CSV 源文件一致
证券交易所上市数据：amex-listings.csv

AmEx 数据

pandas 如何存储数据

每列都有自己的数据类型（dtype）
dtype 会影响计算与可视化

`pandas` `dtype`	列特性
`object`	文本，或文本与数值混合
`int64`	数值：整数 - 64 位（$\le 2^{64}$）
`float64`	数值：小数，或含缺失值的整数
`datetime64`	日期和时间信息

导入与检查

import pandas as pd

amex = pd.read_csv('amex-listings.csv')

amex.info() # 查看表结构与数据类型

RangeIndex: 360 entries, 0 to 359
Data columns (total 8 columns):
 #   Column                 Non-Null Count  Dtype  
 --  ------                 --------------  -----  
 0   Stock Symbol           360 non-null    object 
 1   Company Name           360 non-null    object 
 2   Last Sale              346 non-null    float64
 3   Market Capitalization  360 non-null    float64
 4   IPO Year               105 non-null    float64
 5   Sector                 238 non-null    object 
 6   Industry               238 non-null    object 
 7   Last Update            360 non-null    object 
dtypes: float64(3), object(5)

处理缺失值

# 将 'n/a' 替换为 np.nan
amex = pd.read_csv('amex-listings.csv', na_values='n/a')

amex.info()

RangeIndex: 360 entries, 0 to 359
Data columns (total 8 columns):
 #   Column                 Non-Null Count  Dtype  
 --  ------                 --------------  -----  
 0   Stock Symbol           360 non-null    object 
 1   Company Name           360 non-null    object 
 2   Last Sale              346 non-null    float64
 3   Market Capitalization  360 non-null    float64
 4   IPO Year               105 non-null    float64
 5   Sector                 238 non-null    object 
 6   Industry               238 non-null    object 
 7   Last Update            360 non-null    object 
dtypes: float64(3), object(5)

正确解析日期

amex = pd.read_csv('amex-listings.csv',
                   na_values='n/a',
                   parse_dates=['Last Update'])

amex.info()

RangeIndex: 360 entries, 0 to 359
Data columns (total 8 columns):
 #   Column                 Non-Null Count  Dtype         
 --  ------                 --------------  -----  
 0   Stock Symbol           360 non-null    object        
 1   Company Name           360 non-null    object        
 2   Last Sale              346 non-null    float64       
 3   Market Capitalization  360 non-null    float64       
 4   IPO Year               105 non-null    float64       
 5   Sector                 238 non-null    object        
 6   Industry               238 non-null    object        
 7   Last Update            360 non-null    datetime64[ns]
dtypes: datetime64[ns](1), float64(3), object(4)

展示结果

amex.head(2) # 显示前 n 行（默认 5）

  Stock Symbol   Company Name  
0         XXII   22nd Century Group, Inc   
1          FAX   Aberdeen Asia-Pacific Income Fund Inc   

   Last Sale  Market Capitalization  IPO Year  
0     1.3300           1.206285e+08       NaN  
1     5.0000           1.266333e+09    1986.0  

   Sector        Industry              Last Update  
0  Non-Durables  Farming/Seeds/Milling  2017-04-26  
1  NaN           NaN                    2017-04-25

¡Vamos a practicar!

在 Python 中导入与管理金融数据