篩選資料

Intermediate Python for Finance

Kennedy Behrman

Data Engineer, Author, Founder

資料介紹

prices.head()
Intermediate Python for Finance

資料介紹

prices.head()
Date Symbol High
0 2020-04-03 AAPL 245.70
1 2020-04-02 AAPL 245.15
2 2020-04-01 AAPL 248.72
3 2020-03-31 AAPL 262.49
4 2020-03-30 AAPL 255.52
Intermediate Python for Finance

資料介紹

prices.describe()
Intermediate Python for Finance

資料介紹

prices.describe()
High
count 378.000000
mean 881.593138
std 720.771922
min 227.490000
max 2185.950000
Intermediate Python for Finance

資料介紹

prices.describe(include='object')
Symbol
count 378
unique 3
top AMZN
freq 126
Intermediate Python for Finance

比較運算子

< <= > >= == !=

Intermediate Python for Finance

欄位比較

prices.High > 2160
Intermediate Python for Finance

欄位比較

prices.High > 2160
0      False
1      False
2      False
3      False
4      False
       ...  
374    False
375    False
376    False
377    False
Intermediate Python for Finance

欄位比較

prices.Symbol == 'AAPL'
Intermediate Python for Finance

欄位比較

prices.Symbol == 'AAPL'
0       True
1       True
2       True
3       True
4       True
       ...  
374    False
375    False
376    False
377    False
Intermediate Python for Finance

以代號建立遮罩

mask_symbol = prices.Symbol == 'AAPL'
aapl = prices.loc[mask_symbol]
Intermediate Python for Finance

以代號建立遮罩

mask_symbol = prices.Symbol == 'AAPL'
aapl = prices.loc[mask_symbol]
aapl.describe(include='object')
Symbol
count 126
unique 1
top AAPL
freq 126
Intermediate Python for Finance

以價格建立遮罩

mask_high = prices.High > 2160
big_price = prices.loc[mask_high]
Intermediate Python for Finance

以價格建立遮罩

big_price.describe()
High
count 6.000000
mean 2177.406567
std 7.999334
min 2166.070000
max 2185.95000
Intermediate Python for Finance

Pandas 布林運算子

  • And &
  • Or|
  • Not ~
Intermediate Python for Finance

組合條件

mask_prices = prices['Symbol'] != 'AMZN'
mask_date = historical_highs['Date'] > datetime(2020, 4, 1)
mask_amzn = mask_prices & mask_date
prices.loc[mask_amzn]
Intermediate Python for Finance

組合條件

Date Symbol High
0 2020-04-03 AAPL 245.7000
1 2020-04-02 AAPL 245.1500
252 2020-04-03 TSLA 515.4900
253 2020-04-02 TSLA 494.2599
Intermediate Python for Finance

一起來練習吧!

Intermediate Python for Finance

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