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eldritchideen/gist:556bf5ea2091d59923ff

Created August 15, 2014 00:03
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Some Pandas Share price stuff
Raw
gistfile1.py
from pandas import *
import pandas.io.data as web
import datetime
start = datetime.datetime(2010, 1, 1)
end = datetime.datetime(2014, 8, 15)
# Get daily price data
ctx = web.DataReader('ctx.ax', 'yahoo', start, end)
wkly = ctx['Adj Close'].resample('W-FRI', how='ohlc')
wkly_vol = ctx['Volume'].resample('W-FRI', how='mean')
df = DataFrame(wkly)
df['Avg Vol'] = wkly_vol
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