2017-02-24 167 views
1

我正在尝试创建一个包含大量股票的数据框,我将最终发送到MySQL数据库。我需要采取所有的个人数据框,并将它们连接在一起,保持它们的名称和日期独特我目前遇到的问题是代码的连接部分引发错误,我尝试了合并,而不是这样做,失去了每个数据帧的名称值,因此不适合我的需要。我也研究过使用面板代替,但我读到.to_sql函数仅适用于数据帧。任何帮助,将不胜感激。加入熊猫数据框时出错

exchList =['A','AA','AAL','AAP','AAPL','ABBV','ABC','ABT','ACN','ADBE','ADI','ADM','ADP','ADS','ADSK','AEE','AEP'] 
main_df = pd.DataFrame() 
start = datetime.datetime(2000,1,1) 
end = datetime.date.today() 



for ticker in exchList: 
    df = web.DataReader(ticker, "yahoo",start, end) 
    df.reset_index(level=df.index.names, inplace=True) 
    if main_df.empty: 
     main_df = df 
    else: 
     main_df = main_df.join(df) 

错误如下。

ValueError: columns overlap but no suffix specified: Index(['Date', 'Open', 'High', 'Low', 'Close', 'Volume', 'Adj Close'], dtype='object') 
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A [Minimal,Complete,and Verifiable](http://stackoverflow.com/help/mcve)示例使我们更容易帮助您。 –

回答

2

有更优雅一点办法做到这一点 - 在一个步骤Pandas.Panel阅读所有行情数据,然后flattenPanelDataFrame

In [126]: p = web.DataReader(exchList, "yahoo",start, end) 

In [129]: p.to_frame() 
Out[129]: 
         Open  High   Low  Close  Volume Adj Close 
Date  minor 
2000-01-03 A  78.749999 78.937500 67.374999 72.000003 4674300.0 46.106304 
      AAPL 104.874997 112.499998 101.687501 111.937502 133949200.0 3.625643 
      ABC  15.500000 15.750000 15.250000 15.562500 2784800.0 3.297376 
      ABT  35.249948 35.999945 34.749947 34.999948 10635000.0 9.517434 
      ADBE 67.250000 67.500000 64.250000 65.562500 7384400.0 16.274673 
      ADI  93.500000 93.875000 88.000000 90.187500 3655600.0 32.584012 
      ADM  11.999999 12.062499 11.875000 11.999999  984600.0 7.798824 
      ADP  53.499906 53.937406 51.937409 51.999911 2698800.0 28.858381 
      ADSK 34.000000 34.625000 32.125000 33.375000 2845600.0 8.052905 
      AEE  32.562500 32.625000 31.562500 32.312500  700800.0 13.102718 
...      ...   ...   ...   ...   ...   ... 
2017-02-23 ABT  45.029999 45.509998 44.849998 45.400002 9389100.0 45.400002 
      ACN 122.589996 122.709999 121.730003 122.480003 1428000.0 122.480003 
      ADBE 120.099998 120.150002 118.029999 118.830002 2381700.0 118.830002 
      ADI  82.150002 82.160004 81.029999 81.610001 2277500.0 81.610001 
      ADM  44.799999 45.270000 44.490002 45.090000 3256200.0 45.090000 
      ADP 100.790001 101.779999 100.489998 101.639999 1459300.0 101.639999 
      ADS 240.589996 243.520004 239.279999 242.419998  650800.0 242.419998 
      ADSK 86.690002 87.370003 85.919998 87.099998 1368000.0 87.099998 
      AEE  54.230000 54.270000 53.689999 54.070000 1438100.0 54.070000 
      AEP  65.550003 66.089996 65.309998 66.010002 2272900.0 66.010002 

[63153 rows x 6 columns] 

您可能还需要重置多指标:

In [130]: p.to_frame().reset_index() 
Out[130]: 
      Date minor  Open  High   Low  Close  Volume Adj Close 
0  2000-01-03  A 78.749999 78.937500 67.374999 72.000003 4674300.0 46.106304 
1  2000-01-03 AAPL 104.874997 112.499998 101.687501 111.937502 133949200.0 3.625643 
2  2000-01-03 ABC 15.500000 15.750000 15.250000 15.562500 2784800.0 3.297376 
3  2000-01-03 ABT 35.249948 35.999945 34.749947 34.999948 10635000.0 9.517434 
4  2000-01-03 ADBE 67.250000 67.500000 64.250000 65.562500 7384400.0 16.274673 
5  2000-01-03 ADI 93.500000 93.875000 88.000000 90.187500 3655600.0 32.584012 
6  2000-01-03 ADM 11.999999 12.062499 11.875000 11.999999  984600.0 7.798824 
7  2000-01-03 ADP 53.499906 53.937406 51.937409 51.999911 2698800.0 28.858381 
8  2000-01-03 ADSK 34.000000 34.625000 32.125000 33.375000 2845600.0 8.052905 
9  2000-01-03 AEE 32.562500 32.625000 31.562500 32.312500  700800.0 13.102718 
...   ... ...   ...   ...   ...   ...   ...   ... 
63143 2017-02-23 ABT 45.029999 45.509998 44.849998 45.400002 9389100.0 45.400002 
63144 2017-02-23 ACN 122.589996 122.709999 121.730003 122.480003 1428000.0 122.480003 
63145 2017-02-23 ADBE 120.099998 120.150002 118.029999 118.830002 2381700.0 118.830002 
63146 2017-02-23 ADI 82.150002 82.160004 81.029999 81.610001 2277500.0 81.610001 
63147 2017-02-23 ADM 44.799999 45.270000 44.490002 45.090000 3256200.0 45.090000 
63148 2017-02-23 ADP 100.790001 101.779999 100.489998 101.639999 1459300.0 101.639999 
63149 2017-02-23 ADS 240.589996 243.520004 239.279999 242.419998  650800.0 242.419998 
63150 2017-02-23 ADSK 86.690002 87.370003 85.919998 87.099998 1368000.0 87.099998 
63151 2017-02-23 AEE 54.230000 54.270000 53.689999 54.070000 1438100.0 54.070000 
63152 2017-02-23 AEP 65.550003 66.089996 65.309998 66.010002 2272900.0 66.010002 

[63153 rows x 8 columns] 
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谢谢,这正是我一直在寻找的! – user3170242

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@ user3170242,很高兴我可以帮助:-)感谢您接受答案! – MaxU

0

此错误表示您尝试加入的两个数据框的通用列名称ñ。为了正确连接这两个,你需要指定完整的连接方法DataFrame.join(other, on=None, how='left', lsuffix='', rsuffix='', sort=False)

所以你需要指定一个左后缀或一个右后缀。例如,对于

df1.columns = ['A','B'] 
df2.columns = ['B','C'] 

当你加入两个在一起,如果你不是在“B”的加盟,那么你需要指定一个后缀,以便增加要么dataframes'列名不具有所加入的数据帧

See here for the join method documentation

0

我想你想的表一起串联重复列名,不加入他们的行列。为此,请将代码更改为以下内容。

if main_df.empty: 
     main_df = df 
    else: 
     main_df = pd.concate([main_df,df]) 

一个更好的方法是将所有的框架列表,然后在最后连接它们。

import pandas as pd 
l_dfs = list() 
for ticker in exchList: 
    df = web.DataReader(ticker, "yahoo",start, end) 
    df.reset_index(level=df.index.names, inplace=True) 
    l_dfs.append(df) 
df = pd.concate(l_dfs)