-1
我制作了这个代码,最后列出了2个数据帧的列表和一个内容错误的数据帧。将2个数据帧的列表合并到一个具有2列的df中
的DF创建看起来像这样:
DATE DEXDNUS DEXUSEU
2016-01-20 DEXDNUS nan
2016-01-21 DEXDNUS nan
2016-01-22 DEXDNUS nan
2014-12-04 nan DEXUSEU
2014-12-05 nan DEXUSEU
2014-12-08 nan DEXUSEU
但我需要的是实际的日常exrates,而不是仅仅为货币符号...
像这样的事情
DATE DEXDNUS DEXUSEU
2014-12-04 6.78 1.24
2014-12-05 6.86 1.23
2014-12-08 6.81 1.27
我该怎么做?
import pandas as pd
import pandas.io.data as web
import datetime
xratelist = ['DEXDNUS', 'DEXUSEU']
xrts = []
def xRateList_pd(xratelist, modus='trading',start=datetime.datetime(2000,1,1),end=pd.Timestamp.utcnow()):
years = 1.2
days = int(252 * years) # ant. arb. dage pr år = 252
if modus == 'trading':
end = pd.Timestamp.utcnow()
start = end - days * pd.tseries.offsets.BDay()
print('Fetching xratelist from Fred: ', xratelist)
for xrt in xratelist:
r = web.DataReader(xrt, 'fred',
start = start, end = end)
# add a symbol column
r[xrt] = xrt
xrts.append(r)
# concatenate all the dfs into one
df_xrates = pd.concat(xrts)
return df_xrates
if __name__ == '__main__':
df_xrates = xRateList_pd(xratelist, modus='trading')