MichaelWS’s gists

MichaelWS / terms traceback

Created December 18, 2013 03:02

pytables traceback

	File "/usr/anaconda/lib/python2.7/site-packages/pandas/io/pytables.py", line 637, in select
	auto_close=auto_close).get_values()
	File "/usr/anaconda/lib/python2.7/site-packages/pandas/io/pytables.py", line 1311, in get_values
	results = self.func(self.start, self.stop)
	File "/usr/anaconda/lib/python2.7/site-packages/pandas/io/pytables.py", line 626, in func
	columns=columns, **kwargs)
	File "/usr/anaconda/lib/python2.7/site-packages/pandas/io/pytables.py", line 3749, in read
	if not self.read_axes(where=where, **kwargs):
	File "/usr/anaconda/lib/python2.7/site-packages/pandas/io/pytables.py", line 3020, in read_axes
	self.selection = Selection(self, where=where, **kwargs)

MichaelWS / data

Created December 17, 2013 01:24

heads of each df

	close country currency high id low open volume unadj_open unadj_close unadj_high unadj_low unadj_volume liq adj_factor dividend
	date
	1994-08-01 0.869021 AR ARS 0.878840 CD6N07-S-AR 0.849382 0 1344112.549706 0 1.7700 1.7900 1.7300 659922 NaN 0.490972 NaN
	1994-08-01 2.279286 AR ARS 2.301203 D56641-S-AR 2.264676 0 1003886.791989 0 3.1200 3.1500 3.1000 733380 NaN 0.730541 NaN
	1994-08-01 0.527021 AR ARS 0.527021 FBJJ92-S-AR 0.522788 0 1190121.444286 0 0.1245 0.1245 0.1235 5037900 NaN 4.233097 NaN
	1994-08-01 38.766332 AR ARS 38.877729 J1DBW2-S-AR 38.543537 0 18402.566557

MichaelWS / ptdump_of_panel

Created December 16, 2013 23:46

ptdump of panels

	/ (RootGroup) ''
	/._v_attrs (AttributeSet), 5 attributes:
	[CLASS := 'GROUP',
	FILTERS := Filters(complevel=9, complib='blosc', shuffle=True, fletcher32=False),
	PYTABLES_FORMAT_VERSION := '2.1',
	TITLE := '',
	VERSION := '1.0']
	/AR (Group) ''
	/AR._v_attrs (AttributeSet), 15 attributes:
	[CLASS := 'GROUP',

MichaelWS / pandas indexing issue

Last active December 31, 2015 13:19

	in 0.12
	ex_date Unnamed: 0 asset_type cusip name shares value form_type accepted period company_name cik sec_id end_date
	0 2002-11-08 00:00:00 0 COM 281020107 EDISON INTERNATI 2792500 27925000 13F-HR 2002-11-08 00:00:00 2002-09-30 00:00:00 APPALOOSA MANAGEMENT LP 0001006438 N03TRC-S-US 2002-11-08 00:00:00
	4 2002-11-08 00:00:00 4 COM 453235103 INAMED CORPCOM 3669359 84395000 13F-HR 2002-11-08 00:00:00 2002-09-30 00:00:00 APPALOOSA MANAGEMENT LP 0001006438 M89FLH-S-US 2002-11-08 00:00:00
	5 2002-11-08 00:00:00 5 COM 494580103 KINDRED HEALTHCA 2475427 91665000 13F-HR 2002-11-08 00:00:00 2002-09-30 00:00:00 APPALOOSA MANAGEMENT LP 0001006438 P7KT40-S-US 2002-11-08 00:00:00
	6 2002-11-08 00:00:00 6 042006 494580111 KINDRED HEALTHCA 720398 5064000 13F-HR 2002-11-08 00:00:00 2002-09-30 00:00:00 APPALOOSA MANAGEME

MichaelWS / gist:7981451

Created December 16, 2013 02:14

dataframe

	In [7]: us_df.head(10)
	Out[7]:
	date close country currency high id \
	0 1993-01-04 00:00:00 5.382715 US USD 5.432099 B00CQC-S-US
	1 1993-01-04 00:00:00 10.708334 US USD 10.833334 B01573-S-US
	2 1993-01-04 00:00:00 NaN US USD NaN B07H91-S-US
	3 1993-01-04 00:00:00 912.500000 US USD 912.500000 B15R2H-S-US
	4 1993-01-04 00:00:00 6.442701 US USD 6.735551 B28D82-S-US
	5 1993-01-04 00:00:00 28.091904 US USD 28.210185 B2DTQ7-S-US
	6 1993-01-04 00:00:00 12.049219 US USD 12.172170 B2F13F-S-US

MichaelWS / ptdump

Created December 16, 2013 01:02

ptdump for table

	/ (RootGroup) ''
	/._v_attrs (AttributeSet), 5 attributes:
	[CLASS := 'GROUP',
	FILTERS := Filters(complevel=9, complib='blosc', shuffle=True, fletcher32=False),
	PYTABLES_FORMAT_VERSION := '2.1',
	TITLE := '',
	VERSION := '1.0']
	/AR (Group) ''
	/AR._v_attrs (AttributeSet), 15 attributes:
	[CLASS := 'GROUP',

MichaelWS / dataSourcecsv.py

Created June 28, 2013 18:41

example datasource of zipline

	"""
	leverage work of briancappello and quantopian team
	(especcially twiecki, eddie, and fawce)
	"""
	import pandas as pd
	from zipline.gens.utils import hash_args
	from zipline.sources.data_source import DataSource
	import datetime
	import csv
	import numpy as np