pandasで株式分割・併合に伴う株価調整

adjust_splits.py

import pandas as pd

dfs = pd.read_html('https://srbrnote.work/archives/2338')
df_splits = dfs[0]  # 株式分割・併合データ
df_stocks = dfs[2]  # 株価データ

df_splits['分割日'] = pd.to_datetime(df_splits['分割日'])
df_splits['係数'] = df_splits['分割前'] / df_splits['分割後']

df_stocks['日付'] = pd.to_datetime(df_stocks['日付'])

# 日付ごとの係数を計算
def coefficient(date, split):
    if date < split['分割日']:
        return split['係数']
    else:
        return 1

df_coefficients = pd.DataFrame(df_stocks['日付'])
df_coefficients['係数'] = 1

for _, split in df_splits.iterrows():
    df_coefficients['係数'] *=  df_coefficients.apply(lambda c: coefficient(c['日付'], split), axis=1)

# 株価に係数を適用
df_stocks['始値'] = df_stocks['始値'] * df_coefficients['係数']
df_stocks['高値'] = df_stocks['高値'] * df_coefficients['係数']
df_stocks['安値'] = df_stocks['安値'] * df_coefficients['係数']
df_stocks['終値'] = df_stocks['終値'] * df_coefficients['係数']

print(df_stocks)