{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "___\n",
    "\n",
    "<a href='http://www.pieriandata.com'> <img src='../Pierian_Data_Logo.png' /></a>\n",
    "___\n",
    "<center>*Copyright Pierian Data 2017*</center>\n",
    "<center>*For more information, visit us at www.pieriandata.com*</center>"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Introduction to Time Series with Pandas\n",
    "\n",
    "A lot of our financial data will have a datatime index, so let's learn how to deal with this sort of data with pandas!"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "import matplotlib.pyplot as plt"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "from datetime import datetime"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "# To illustrate the order of arguments\n",
    "my_year = 2017\n",
    "my_month = 1\n",
    "my_day = 2\n",
    "my_hour = 13\n",
    "my_minute = 30\n",
    "my_second = 15"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "# January 2nd, 2017\n",
    "my_date = datetime(my_year,my_month,my_day)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "datetime.datetime(2017, 1, 2, 0, 0)"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Defaults to 0:00\n",
    "my_date "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "# January 2nd, 2017 at 13:30:15\n",
    "my_date_time = datetime(my_year,my_month,my_day,my_hour,my_minute,my_second)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "datetime.datetime(2017, 1, 2, 13, 30, 15)"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "my_date_time"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "You can grab any part of the datetime object you want"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "2"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "my_date.day"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "13"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "my_date_time.hour"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Pandas with Datetime Index\n",
    "\n",
    "You'll usually deal with time series as an index when working with pandas dataframes obtained from some sort of financial API. Fortunately pandas has a lot of functions and methods to work with time series!"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "[datetime.datetime(2016, 1, 1, 0, 0), datetime.datetime(2016, 1, 2, 0, 0)]"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Create an example datetime list/array\n",
    "first_two = [datetime(2016, 1, 1), datetime(2016, 1, 2)]\n",
    "first_two"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "DatetimeIndex(['2016-01-01', '2016-01-02'], dtype='datetime64[ns]', freq=None)"
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Converted to an index\n",
    "dt_ind = pd.DatetimeIndex(first_two)\n",
    "dt_ind"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[[-1.58270607  0.47766839]\n",
      " [ 0.34171008  0.5889566 ]]\n"
     ]
    }
   ],
   "source": [
    "# Attached to some random data\n",
    "data = np.random.randn(2,2)\n",
    "print(data)\n",
    "cols = ['A','B']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "df = pd.DataFrame(data,dt_ind,cols)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>A</th>\n",
       "      <th>B</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2016-01-01</th>\n",
       "      <td>0.165224</td>\n",
       "      <td>-0.767629</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-01-02</th>\n",
       "      <td>-0.482305</td>\n",
       "      <td>0.307934</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                   A         B\n",
       "2016-01-01  0.165224 -0.767629\n",
       "2016-01-02 -0.482305  0.307934"
      ]
     },
     "execution_count": 30,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "DatetimeIndex(['2016-01-01', '2016-01-02'], dtype='datetime64[ns]', freq=None)"
      ]
     },
     "execution_count": 31,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.index"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "1"
      ]
     },
     "execution_count": 34,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Latest Date Location\n",
    "df.index.argmax()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timestamp('2016-01-02 00:00:00')"
      ]
     },
     "execution_count": 35,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.index.max()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0"
      ]
     },
     "execution_count": 37,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Earliest Date Index Location\n",
    "df.index.argmin()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timestamp('2016-01-01 00:00:00')"
      ]
     },
     "execution_count": 38,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.index.min()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Great, let's move on!"
   ]
  }
 ],
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