812 lines
24 KiB
Plaintext
812 lines
24 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"___\n",
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"\n",
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"<a href='http://www.pieriandata.com'> <img src='../Pierian_Data_Logo.png' /></a>\n",
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"___\n",
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"<center>*Copyright Pierian Data 2017*</center>\n",
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"<center>*For more information, visit us at www.pieriandata.com*</center>"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"# Time Shifting\n",
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"\n",
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"Sometimes you may need to shift all your data up or down along the time series index, in fact, a lot of pandas built-in methods do this under the hood. This isn't something we won't do often in the course, but its definitely good to know about this anyways!"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 1,
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"metadata": {
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"collapsed": true
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},
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"outputs": [],
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"source": [
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"import pandas as pd\n",
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"\n",
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"import matplotlib.pyplot as plt\n",
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"%matplotlib inline"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 20,
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"metadata": {
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"collapsed": false
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},
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"outputs": [],
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"source": [
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"df = pd.read_csv('time_data/walmart_stock.csv',index_col='Date')\n",
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"df.index = pd.to_datetime(df.index)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 21,
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"metadata": {
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"collapsed": false
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div>\n",
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"<table border=\"1\" class=\"dataframe\">\n",
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" <thead>\n",
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" <tr style=\"text-align: right;\">\n",
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" <th></th>\n",
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" <th>Open</th>\n",
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" <th>High</th>\n",
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" <th>Low</th>\n",
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" <th>Close</th>\n",
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" <th>Volume</th>\n",
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" <th>Adj Close</th>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>Date</th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" </tr>\n",
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" </thead>\n",
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" <tbody>\n",
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" <tr>\n",
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" <th>2012-01-03</th>\n",
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" <td>59.970001</td>\n",
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" <td>61.060001</td>\n",
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" <td>59.869999</td>\n",
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" <td>60.330002</td>\n",
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" <td>12668800</td>\n",
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" <td>52.619235</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2012-01-04</th>\n",
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" <td>60.209999</td>\n",
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" <td>60.349998</td>\n",
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" <td>59.470001</td>\n",
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" <td>59.709999</td>\n",
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" <td>9593300</td>\n",
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" <td>52.078475</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2012-01-05</th>\n",
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" <td>59.349998</td>\n",
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" <td>59.619999</td>\n",
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" <td>58.369999</td>\n",
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" <td>59.419998</td>\n",
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" <td>12768200</td>\n",
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" <td>51.825539</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2012-01-06</th>\n",
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" <td>59.419998</td>\n",
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" <td>59.450001</td>\n",
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" <td>58.869999</td>\n",
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" <td>59.000000</td>\n",
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" <td>8069400</td>\n",
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" <td>51.459220</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2012-01-09</th>\n",
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" <td>59.029999</td>\n",
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" <td>59.549999</td>\n",
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" <td>58.919998</td>\n",
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" <td>59.180000</td>\n",
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" <td>6679300</td>\n",
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" <td>51.616215</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"</div>"
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],
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"text/plain": [
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" Open High Low Close Volume Adj Close\n",
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"Date \n",
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"2012-01-03 59.970001 61.060001 59.869999 60.330002 12668800 52.619235\n",
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"2012-01-04 60.209999 60.349998 59.470001 59.709999 9593300 52.078475\n",
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"2012-01-05 59.349998 59.619999 58.369999 59.419998 12768200 51.825539\n",
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"2012-01-06 59.419998 59.450001 58.869999 59.000000 8069400 51.459220\n",
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"2012-01-09 59.029999 59.549999 58.919998 59.180000 6679300 51.616215"
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]
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},
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"execution_count": 21,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"df.head()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 22,
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"metadata": {
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"collapsed": false
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div>\n",
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"<table border=\"1\" class=\"dataframe\">\n",
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" <thead>\n",
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" <tr style=\"text-align: right;\">\n",
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" <th></th>\n",
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" <th>Open</th>\n",
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" <th>High</th>\n",
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" <th>Low</th>\n",
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" <th>Close</th>\n",
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" <th>Volume</th>\n",
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" <th>Adj Close</th>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>Date</th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" </tr>\n",
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" </thead>\n",
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" <tbody>\n",
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" <tr>\n",
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" <th>2016-12-23</th>\n",
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" <td>69.430000</td>\n",
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" <td>69.750000</td>\n",
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" <td>69.360001</td>\n",
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" <td>69.540001</td>\n",
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" <td>4803900</td>\n",
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" <td>69.032411</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2016-12-27</th>\n",
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" <td>69.300003</td>\n",
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" <td>69.820000</td>\n",
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" <td>69.250000</td>\n",
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" <td>69.699997</td>\n",
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" <td>4435700</td>\n",
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" <td>69.191240</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2016-12-28</th>\n",
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" <td>69.940002</td>\n",
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" <td>70.000000</td>\n",
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" <td>69.260002</td>\n",
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" <td>69.309998</td>\n",
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" <td>4875700</td>\n",
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" <td>68.804087</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2016-12-29</th>\n",
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" <td>69.209999</td>\n",
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" <td>69.519997</td>\n",
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" <td>69.120003</td>\n",
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" <td>69.260002</td>\n",
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" <td>4298400</td>\n",
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" <td>68.754456</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2016-12-30</th>\n",
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" <td>69.120003</td>\n",
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" <td>69.430000</td>\n",
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" <td>68.830002</td>\n",
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" <td>69.120003</td>\n",
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" <td>6889500</td>\n",
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" <td>68.615479</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"</div>"
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],
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"text/plain": [
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" Open High Low Close Volume Adj Close\n",
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"Date \n",
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"2016-12-23 69.430000 69.750000 69.360001 69.540001 4803900 69.032411\n",
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"2016-12-27 69.300003 69.820000 69.250000 69.699997 4435700 69.191240\n",
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"2016-12-28 69.940002 70.000000 69.260002 69.309998 4875700 68.804087\n",
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"2016-12-29 69.209999 69.519997 69.120003 69.260002 4298400 68.754456\n",
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"2016-12-30 69.120003 69.430000 68.830002 69.120003 6889500 68.615479"
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]
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},
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"execution_count": 22,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"df.tail()"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## .shift() forward"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 23,
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"metadata": {
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"collapsed": false
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},
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"outputs": [
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{
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"data": {
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"text/html": [
|
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"<div>\n",
|
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"<table border=\"1\" class=\"dataframe\">\n",
|
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" <thead>\n",
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" <tr style=\"text-align: right;\">\n",
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" <th></th>\n",
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" <th>Open</th>\n",
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" <th>High</th>\n",
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" <th>Low</th>\n",
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" <th>Close</th>\n",
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" <th>Volume</th>\n",
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" <th>Adj Close</th>\n",
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" </tr>\n",
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" <tr>\n",
|
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" <th>Date</th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
|
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" </tr>\n",
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" </thead>\n",
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" <tbody>\n",
|
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" <tr>\n",
|
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" <th>2012-01-03</th>\n",
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" <td>NaN</td>\n",
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" <td>NaN</td>\n",
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" <td>NaN</td>\n",
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" <td>NaN</td>\n",
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" <td>NaN</td>\n",
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" <td>NaN</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2012-01-04</th>\n",
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" <td>59.970001</td>\n",
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" <td>61.060001</td>\n",
|
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" <td>59.869999</td>\n",
|
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" <td>60.330002</td>\n",
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" <td>12668800.0</td>\n",
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" <td>52.619235</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2012-01-05</th>\n",
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" <td>60.209999</td>\n",
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" <td>60.349998</td>\n",
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" <td>59.470001</td>\n",
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" <td>59.709999</td>\n",
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" <td>9593300.0</td>\n",
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" <td>52.078475</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2012-01-06</th>\n",
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" <td>59.349998</td>\n",
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" <td>59.619999</td>\n",
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" <td>58.369999</td>\n",
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" <td>59.419998</td>\n",
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" <td>12768200.0</td>\n",
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" <td>51.825539</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2012-01-09</th>\n",
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" <td>59.419998</td>\n",
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" <td>59.450001</td>\n",
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" <td>58.869999</td>\n",
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" <td>59.000000</td>\n",
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" <td>8069400.0</td>\n",
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" <td>51.459220</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"</div>"
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],
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"text/plain": [
|
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" Open High Low Close Volume Adj Close\n",
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"Date \n",
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"2012-01-03 NaN NaN NaN NaN NaN NaN\n",
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"2012-01-04 59.970001 61.060001 59.869999 60.330002 12668800.0 52.619235\n",
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"2012-01-05 60.209999 60.349998 59.470001 59.709999 9593300.0 52.078475\n",
|
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"2012-01-06 59.349998 59.619999 58.369999 59.419998 12768200.0 51.825539\n",
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"2012-01-09 59.419998 59.450001 58.869999 59.000000 8069400.0 51.459220"
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]
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},
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"execution_count": 23,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
|
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"df.shift(1).head()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 24,
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"metadata": {
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"collapsed": false
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},
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"outputs": [
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{
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"data": {
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"text/html": [
|
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"<div>\n",
|
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"<table border=\"1\" class=\"dataframe\">\n",
|
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" <thead>\n",
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" <tr style=\"text-align: right;\">\n",
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" <th></th>\n",
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" <th>Open</th>\n",
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" <th>High</th>\n",
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" <th>Low</th>\n",
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" <th>Close</th>\n",
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" <th>Volume</th>\n",
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" <th>Adj Close</th>\n",
|
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" </tr>\n",
|
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" <tr>\n",
|
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" <th>Date</th>\n",
|
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
|
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" <th></th>\n",
|
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" <th></th>\n",
|
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" </tr>\n",
|
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" </thead>\n",
|
|
" <tbody>\n",
|
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" <tr>\n",
|
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" <th>2016-12-23</th>\n",
|
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" <td>71.239998</td>\n",
|
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" <td>71.239998</td>\n",
|
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" <td>69.209999</td>\n",
|
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" <td>69.589996</td>\n",
|
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" <td>12106800.0</td>\n",
|
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" <td>69.082042</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
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" <th>2016-12-27</th>\n",
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" <td>69.430000</td>\n",
|
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" <td>69.750000</td>\n",
|
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" <td>69.360001</td>\n",
|
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" <td>69.540001</td>\n",
|
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" <td>4803900.0</td>\n",
|
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" <td>69.032411</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
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" <th>2016-12-28</th>\n",
|
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" <td>69.300003</td>\n",
|
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" <td>69.820000</td>\n",
|
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" <td>69.250000</td>\n",
|
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" <td>69.699997</td>\n",
|
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" <td>4435700.0</td>\n",
|
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" <td>69.191240</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
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" <th>2016-12-29</th>\n",
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" <td>69.940002</td>\n",
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" <td>70.000000</td>\n",
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" <td>69.260002</td>\n",
|
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" <td>69.309998</td>\n",
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" <td>4875700.0</td>\n",
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" <td>68.804087</td>\n",
|
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" </tr>\n",
|
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" <tr>\n",
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" <th>2016-12-30</th>\n",
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" <td>69.209999</td>\n",
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" <td>69.519997</td>\n",
|
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" <td>69.120003</td>\n",
|
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" <td>69.260002</td>\n",
|
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" <td>4298400.0</td>\n",
|
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" <td>68.754456</td>\n",
|
|
" </tr>\n",
|
|
" </tbody>\n",
|
|
"</table>\n",
|
|
"</div>"
|
|
],
|
|
"text/plain": [
|
|
" Open High Low Close Volume Adj Close\n",
|
|
"Date \n",
|
|
"2016-12-23 71.239998 71.239998 69.209999 69.589996 12106800.0 69.082042\n",
|
|
"2016-12-27 69.430000 69.750000 69.360001 69.540001 4803900.0 69.032411\n",
|
|
"2016-12-28 69.300003 69.820000 69.250000 69.699997 4435700.0 69.191240\n",
|
|
"2016-12-29 69.940002 70.000000 69.260002 69.309998 4875700.0 68.804087\n",
|
|
"2016-12-30 69.209999 69.519997 69.120003 69.260002 4298400.0 68.754456"
|
|
]
|
|
},
|
|
"execution_count": 24,
|
|
"metadata": {},
|
|
"output_type": "execute_result"
|
|
}
|
|
],
|
|
"source": [
|
|
"# You will lose that last piece of data that no longer has an index!\n",
|
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"df.shift(1).tail()"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"## shift() backwards"
|
|
]
|
|
},
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{
|
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"cell_type": "code",
|
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"execution_count": 25,
|
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"metadata": {
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"collapsed": false
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div>\n",
|
|
"<table border=\"1\" class=\"dataframe\">\n",
|
|
" <thead>\n",
|
|
" <tr style=\"text-align: right;\">\n",
|
|
" <th></th>\n",
|
|
" <th>Open</th>\n",
|
|
" <th>High</th>\n",
|
|
" <th>Low</th>\n",
|
|
" <th>Close</th>\n",
|
|
" <th>Volume</th>\n",
|
|
" <th>Adj Close</th>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>Date</th>\n",
|
|
" <th></th>\n",
|
|
" <th></th>\n",
|
|
" <th></th>\n",
|
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" <th></th>\n",
|
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" <th></th>\n",
|
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" <th></th>\n",
|
|
" </tr>\n",
|
|
" </thead>\n",
|
|
" <tbody>\n",
|
|
" <tr>\n",
|
|
" <th>2012-01-03</th>\n",
|
|
" <td>60.209999</td>\n",
|
|
" <td>60.349998</td>\n",
|
|
" <td>59.470001</td>\n",
|
|
" <td>59.709999</td>\n",
|
|
" <td>9593300.0</td>\n",
|
|
" <td>52.078475</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2012-01-04</th>\n",
|
|
" <td>59.349998</td>\n",
|
|
" <td>59.619999</td>\n",
|
|
" <td>58.369999</td>\n",
|
|
" <td>59.419998</td>\n",
|
|
" <td>12768200.0</td>\n",
|
|
" <td>51.825539</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2012-01-05</th>\n",
|
|
" <td>59.419998</td>\n",
|
|
" <td>59.450001</td>\n",
|
|
" <td>58.869999</td>\n",
|
|
" <td>59.000000</td>\n",
|
|
" <td>8069400.0</td>\n",
|
|
" <td>51.459220</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2012-01-06</th>\n",
|
|
" <td>59.029999</td>\n",
|
|
" <td>59.549999</td>\n",
|
|
" <td>58.919998</td>\n",
|
|
" <td>59.180000</td>\n",
|
|
" <td>6679300.0</td>\n",
|
|
" <td>51.616215</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2012-01-09</th>\n",
|
|
" <td>59.430000</td>\n",
|
|
" <td>59.709999</td>\n",
|
|
" <td>58.980000</td>\n",
|
|
" <td>59.040001</td>\n",
|
|
" <td>6907300.0</td>\n",
|
|
" <td>51.494109</td>\n",
|
|
" </tr>\n",
|
|
" </tbody>\n",
|
|
"</table>\n",
|
|
"</div>"
|
|
],
|
|
"text/plain": [
|
|
" Open High Low Close Volume Adj Close\n",
|
|
"Date \n",
|
|
"2012-01-03 60.209999 60.349998 59.470001 59.709999 9593300.0 52.078475\n",
|
|
"2012-01-04 59.349998 59.619999 58.369999 59.419998 12768200.0 51.825539\n",
|
|
"2012-01-05 59.419998 59.450001 58.869999 59.000000 8069400.0 51.459220\n",
|
|
"2012-01-06 59.029999 59.549999 58.919998 59.180000 6679300.0 51.616215\n",
|
|
"2012-01-09 59.430000 59.709999 58.980000 59.040001 6907300.0 51.494109"
|
|
]
|
|
},
|
|
"execution_count": 25,
|
|
"metadata": {},
|
|
"output_type": "execute_result"
|
|
}
|
|
],
|
|
"source": [
|
|
"df.shift(-1).head()"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 26,
|
|
"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>Open</th>\n",
|
|
" <th>High</th>\n",
|
|
" <th>Low</th>\n",
|
|
" <th>Close</th>\n",
|
|
" <th>Volume</th>\n",
|
|
" <th>Adj Close</th>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>Date</th>\n",
|
|
" <th></th>\n",
|
|
" <th></th>\n",
|
|
" <th></th>\n",
|
|
" <th></th>\n",
|
|
" <th></th>\n",
|
|
" <th></th>\n",
|
|
" </tr>\n",
|
|
" </thead>\n",
|
|
" <tbody>\n",
|
|
" <tr>\n",
|
|
" <th>2016-12-23</th>\n",
|
|
" <td>69.300003</td>\n",
|
|
" <td>69.820000</td>\n",
|
|
" <td>69.250000</td>\n",
|
|
" <td>69.699997</td>\n",
|
|
" <td>4435700.0</td>\n",
|
|
" <td>69.191240</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2016-12-27</th>\n",
|
|
" <td>69.940002</td>\n",
|
|
" <td>70.000000</td>\n",
|
|
" <td>69.260002</td>\n",
|
|
" <td>69.309998</td>\n",
|
|
" <td>4875700.0</td>\n",
|
|
" <td>68.804087</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2016-12-28</th>\n",
|
|
" <td>69.209999</td>\n",
|
|
" <td>69.519997</td>\n",
|
|
" <td>69.120003</td>\n",
|
|
" <td>69.260002</td>\n",
|
|
" <td>4298400.0</td>\n",
|
|
" <td>68.754456</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2016-12-29</th>\n",
|
|
" <td>69.120003</td>\n",
|
|
" <td>69.430000</td>\n",
|
|
" <td>68.830002</td>\n",
|
|
" <td>69.120003</td>\n",
|
|
" <td>6889500.0</td>\n",
|
|
" <td>68.615479</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2016-12-30</th>\n",
|
|
" <td>NaN</td>\n",
|
|
" <td>NaN</td>\n",
|
|
" <td>NaN</td>\n",
|
|
" <td>NaN</td>\n",
|
|
" <td>NaN</td>\n",
|
|
" <td>NaN</td>\n",
|
|
" </tr>\n",
|
|
" </tbody>\n",
|
|
"</table>\n",
|
|
"</div>"
|
|
],
|
|
"text/plain": [
|
|
" Open High Low Close Volume Adj Close\n",
|
|
"Date \n",
|
|
"2016-12-23 69.300003 69.820000 69.250000 69.699997 4435700.0 69.191240\n",
|
|
"2016-12-27 69.940002 70.000000 69.260002 69.309998 4875700.0 68.804087\n",
|
|
"2016-12-28 69.209999 69.519997 69.120003 69.260002 4298400.0 68.754456\n",
|
|
"2016-12-29 69.120003 69.430000 68.830002 69.120003 6889500.0 68.615479\n",
|
|
"2016-12-30 NaN NaN NaN NaN NaN NaN"
|
|
]
|
|
},
|
|
"execution_count": 26,
|
|
"metadata": {},
|
|
"output_type": "execute_result"
|
|
}
|
|
],
|
|
"source": [
|
|
"df.shift(-1).tail()"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"## Shifting based off Time String Code \n",
|
|
"### Using tshift()"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 28,
|
|
"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>Open</th>\n",
|
|
" <th>High</th>\n",
|
|
" <th>Low</th>\n",
|
|
" <th>Close</th>\n",
|
|
" <th>Volume</th>\n",
|
|
" <th>Adj Close</th>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>Date</th>\n",
|
|
" <th></th>\n",
|
|
" <th></th>\n",
|
|
" <th></th>\n",
|
|
" <th></th>\n",
|
|
" <th></th>\n",
|
|
" <th></th>\n",
|
|
" </tr>\n",
|
|
" </thead>\n",
|
|
" <tbody>\n",
|
|
" <tr>\n",
|
|
" <th>2012-01-31</th>\n",
|
|
" <td>59.970001</td>\n",
|
|
" <td>61.060001</td>\n",
|
|
" <td>59.869999</td>\n",
|
|
" <td>60.330002</td>\n",
|
|
" <td>12668800</td>\n",
|
|
" <td>52.619235</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2012-01-31</th>\n",
|
|
" <td>60.209999</td>\n",
|
|
" <td>60.349998</td>\n",
|
|
" <td>59.470001</td>\n",
|
|
" <td>59.709999</td>\n",
|
|
" <td>9593300</td>\n",
|
|
" <td>52.078475</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2012-01-31</th>\n",
|
|
" <td>59.349998</td>\n",
|
|
" <td>59.619999</td>\n",
|
|
" <td>58.369999</td>\n",
|
|
" <td>59.419998</td>\n",
|
|
" <td>12768200</td>\n",
|
|
" <td>51.825539</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2012-01-31</th>\n",
|
|
" <td>59.419998</td>\n",
|
|
" <td>59.450001</td>\n",
|
|
" <td>58.869999</td>\n",
|
|
" <td>59.000000</td>\n",
|
|
" <td>8069400</td>\n",
|
|
" <td>51.459220</td>\n",
|
|
" </tr>\n",
|
|
" <tr>\n",
|
|
" <th>2012-01-31</th>\n",
|
|
" <td>59.029999</td>\n",
|
|
" <td>59.549999</td>\n",
|
|
" <td>58.919998</td>\n",
|
|
" <td>59.180000</td>\n",
|
|
" <td>6679300</td>\n",
|
|
" <td>51.616215</td>\n",
|
|
" </tr>\n",
|
|
" </tbody>\n",
|
|
"</table>\n",
|
|
"</div>"
|
|
],
|
|
"text/plain": [
|
|
" Open High Low Close Volume Adj Close\n",
|
|
"Date \n",
|
|
"2012-01-31 59.970001 61.060001 59.869999 60.330002 12668800 52.619235\n",
|
|
"2012-01-31 60.209999 60.349998 59.470001 59.709999 9593300 52.078475\n",
|
|
"2012-01-31 59.349998 59.619999 58.369999 59.419998 12768200 51.825539\n",
|
|
"2012-01-31 59.419998 59.450001 58.869999 59.000000 8069400 51.459220\n",
|
|
"2012-01-31 59.029999 59.549999 58.919998 59.180000 6679300 51.616215"
|
|
]
|
|
},
|
|
"execution_count": 28,
|
|
"metadata": {},
|
|
"output_type": "execute_result"
|
|
}
|
|
],
|
|
"source": [
|
|
"# Shift everything forward one month\n",
|
|
"df.tshift(periods=1,freq='M').head()"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"That is it for now!"
|
|
]
|
|
}
|
|
],
|
|
"metadata": {
|
|
"anaconda-cloud": {},
|
|
"kernelspec": {
|
|
"display_name": "Python [conda root]",
|
|
"language": "python",
|
|
"name": "conda-root-py"
|
|
},
|
|
"language_info": {
|
|
"codemirror_mode": {
|
|
"name": "ipython",
|
|
"version": 3
|
|
},
|
|
"file_extension": ".py",
|
|
"mimetype": "text/x-python",
|
|
"name": "python",
|
|
"nbconvert_exporter": "python",
|
|
"pygments_lexer": "ipython3",
|
|
"version": "3.5.3"
|
|
}
|
|
},
|
|
"nbformat": 4,
|
|
"nbformat_minor": 0
|
|
}
|