|
6118 | 6118 | "fig"
|
6119 | 6119 | ]
|
6120 | 6120 | },
|
6121 |
| - { |
6122 |
| - "cell_type": "code", |
6123 |
| - "execution_count": 51, |
6124 |
| - "metadata": {}, |
6125 |
| - "outputs": [ |
6126 |
| - { |
6127 |
| - "data": { |
6128 |
| - "text/html": [ |
6129 |
| - "<div>\n", |
6130 |
| - "<style scoped>\n", |
6131 |
| - " .dataframe tbody tr th:only-of-type {\n", |
6132 |
| - " vertical-align: middle;\n", |
6133 |
| - " }\n", |
6134 |
| - "\n", |
6135 |
| - " .dataframe tbody tr th {\n", |
6136 |
| - " vertical-align: top;\n", |
6137 |
| - " }\n", |
6138 |
| - "\n", |
6139 |
| - " .dataframe thead th {\n", |
6140 |
| - " text-align: right;\n", |
6141 |
| - " }\n", |
6142 |
| - "</style>\n", |
6143 |
| - "<table border=\"1\" class=\"dataframe\">\n", |
6144 |
| - " <thead>\n", |
6145 |
| - " <tr style=\"text-align: right;\">\n", |
6146 |
| - " <th></th>\n", |
6147 |
| - " <th>Instrument</th>\n", |
6148 |
| - " <th>TR.PRICEPCTCHG1M/100</th>\n", |
6149 |
| - " <th>TR.PRICEPCTCHG3M/100</th>\n", |
6150 |
| - " <th>TR.PRICEPCTCHG6M/100</th>\n", |
6151 |
| - " <th>TR.PRICEPCTCHG1Y/100</th>\n", |
6152 |
| - " </tr>\n", |
6153 |
| - " </thead>\n", |
6154 |
| - " <tbody>\n", |
6155 |
| - " <tr>\n", |
6156 |
| - " <th>0</th>\n", |
6157 |
| - " <td>IBM.N</td>\n", |
6158 |
| - " <td>-0.031369</td>\n", |
6159 |
| - " <td>0.053331</td>\n", |
6160 |
| - " <td>0.019288</td>\n", |
6161 |
| - " <td>0.300914</td>\n", |
6162 |
| - " </tr>\n", |
6163 |
| - " </tbody>\n", |
6164 |
| - "</table>\n", |
6165 |
| - "</div>" |
6166 |
| - ], |
6167 |
| - "text/plain": [ |
6168 |
| - " Instrument TR.PRICEPCTCHG1M/100 TR.PRICEPCTCHG3M/100 \\\n", |
6169 |
| - "0 IBM.N -0.031369 0.053331 \n", |
6170 |
| - "\n", |
6171 |
| - " TR.PRICEPCTCHG6M/100 TR.PRICEPCTCHG1Y/100 \n", |
6172 |
| - "0 0.019288 0.300914 " |
6173 |
| - ] |
6174 |
| - }, |
6175 |
| - "execution_count": 51, |
6176 |
| - "metadata": {}, |
6177 |
| - "output_type": "execute_result" |
6178 |
| - } |
6179 |
| - ], |
6180 |
| - "source": [ |
6181 |
| - "dfPriceActions = ld.get_data(RIC, 'TR.PricePctChg1M/100;TR.PricePctChg3M/100;TR.PricePctChg6M/100;TR.PricePctChg1Y/100')\n", |
6182 |
| - "dfPriceActions" |
6183 |
| - ] |
6184 |
| - }, |
6185 |
| - { |
6186 |
| - "cell_type": "code", |
6187 |
| - "execution_count": 52, |
6188 |
| - "metadata": {}, |
6189 |
| - "outputs": [ |
6190 |
| - { |
6191 |
| - "data": { |
6192 |
| - "text/html": [ |
6193 |
| - "<div>\n", |
6194 |
| - "<style scoped>\n", |
6195 |
| - " .dataframe tbody tr th:only-of-type {\n", |
6196 |
| - " vertical-align: middle;\n", |
6197 |
| - " }\n", |
6198 |
| - "\n", |
6199 |
| - " .dataframe tbody tr th {\n", |
6200 |
| - " vertical-align: top;\n", |
6201 |
| - " }\n", |
6202 |
| - "\n", |
6203 |
| - " .dataframe thead th {\n", |
6204 |
| - " text-align: right;\n", |
6205 |
| - " }\n", |
6206 |
| - "</style>\n", |
6207 |
| - "<table border=\"1\" class=\"dataframe\">\n", |
6208 |
| - " <thead>\n", |
6209 |
| - " <tr style=\"text-align: right;\">\n", |
6210 |
| - " <th></th>\n", |
6211 |
| - " <th>Instrument</th>\n", |
6212 |
| - " <th>Calc Date</th>\n", |
6213 |
| - " <th>Price Close</th>\n", |
6214 |
| - " </tr>\n", |
6215 |
| - " </thead>\n", |
6216 |
| - " <tbody>\n", |
6217 |
| - " <tr>\n", |
6218 |
| - " <th>0</th>\n", |
6219 |
| - " <td>IBM.N</td>\n", |
6220 |
| - " <td>2020-04-22</td>\n", |
6221 |
| - " <td>113.960617</td>\n", |
6222 |
| - " </tr>\n", |
6223 |
| - " <tr>\n", |
6224 |
| - " <th>1</th>\n", |
6225 |
| - " <td>IBM.N</td>\n", |
6226 |
| - " <td>2020-04-23</td>\n", |
6227 |
| - " <td>115.909151</td>\n", |
6228 |
| - " </tr>\n", |
6229 |
| - " <tr>\n", |
6230 |
| - " <th>2</th>\n", |
6231 |
| - " <td>IBM.N</td>\n", |
6232 |
| - " <td>2020-04-24</td>\n", |
6233 |
| - " <td>119.128054</td>\n", |
6234 |
| - " </tr>\n", |
6235 |
| - " <tr>\n", |
6236 |
| - " <th>3</th>\n", |
6237 |
| - " <td>IBM.N</td>\n", |
6238 |
| - " <td>2020-04-27</td>\n", |
6239 |
| - " <td>120.274251</td>\n", |
6240 |
| - " </tr>\n", |
6241 |
| - " <tr>\n", |
6242 |
| - " <th>4</th>\n", |
6243 |
| - " <td>IBM.N</td>\n", |
6244 |
| - " <td>2020-04-28</td>\n", |
6245 |
| - " <td>120.608558</td>\n", |
6246 |
| - " </tr>\n", |
6247 |
| - " <tr>\n", |
6248 |
| - " <th>...</th>\n", |
6249 |
| - " <td>...</td>\n", |
6250 |
| - " <td>...</td>\n", |
6251 |
| - " <td>...</td>\n", |
6252 |
| - " </tr>\n", |
6253 |
| - " <tr>\n", |
6254 |
| - " <th>1251</th>\n", |
6255 |
| - " <td>IBM.N</td>\n", |
6256 |
| - " <td>2025-04-14</td>\n", |
6257 |
| - " <td>239.06</td>\n", |
6258 |
| - " </tr>\n", |
6259 |
| - " <tr>\n", |
6260 |
| - " <th>1252</th>\n", |
6261 |
| - " <td>IBM.N</td>\n", |
6262 |
| - " <td>2025-04-15</td>\n", |
6263 |
| - " <td>240.7</td>\n", |
6264 |
| - " </tr>\n", |
6265 |
| - " <tr>\n", |
6266 |
| - " <th>1253</th>\n", |
6267 |
| - " <td>IBM.N</td>\n", |
6268 |
| - " <td>2025-04-16</td>\n", |
6269 |
| - " <td>238.57</td>\n", |
6270 |
| - " </tr>\n", |
6271 |
| - " <tr>\n", |
6272 |
| - " <th>1254</th>\n", |
6273 |
| - " <td>IBM.N</td>\n", |
6274 |
| - " <td>2025-04-17</td>\n", |
6275 |
| - " <td>238.81</td>\n", |
6276 |
| - " </tr>\n", |
6277 |
| - " <tr>\n", |
6278 |
| - " <th>1255</th>\n", |
6279 |
| - " <td>IBM.N</td>\n", |
6280 |
| - " <td>2025-04-21</td>\n", |
6281 |
| - " <td>236.22</td>\n", |
6282 |
| - " </tr>\n", |
6283 |
| - " </tbody>\n", |
6284 |
| - "</table>\n", |
6285 |
| - "<p>1256 rows × 3 columns</p>\n", |
6286 |
| - "</div>" |
6287 |
| - ], |
6288 |
| - "text/plain": [ |
6289 |
| - " Instrument Calc Date Price Close\n", |
6290 |
| - "0 IBM.N 2020-04-22 113.960617\n", |
6291 |
| - "1 IBM.N 2020-04-23 115.909151\n", |
6292 |
| - "2 IBM.N 2020-04-24 119.128054\n", |
6293 |
| - "3 IBM.N 2020-04-27 120.274251\n", |
6294 |
| - "4 IBM.N 2020-04-28 120.608558\n", |
6295 |
| - "... ... ... ...\n", |
6296 |
| - "1251 IBM.N 2025-04-14 239.06\n", |
6297 |
| - "1252 IBM.N 2025-04-15 240.7\n", |
6298 |
| - "1253 IBM.N 2025-04-16 238.57\n", |
6299 |
| - "1254 IBM.N 2025-04-17 238.81\n", |
6300 |
| - "1255 IBM.N 2025-04-21 236.22\n", |
6301 |
| - "\n", |
6302 |
| - "[1256 rows x 3 columns]" |
6303 |
| - ] |
6304 |
| - }, |
6305 |
| - "execution_count": 52, |
6306 |
| - "metadata": {}, |
6307 |
| - "output_type": "execute_result" |
6308 |
| - } |
6309 |
| - ], |
6310 |
| - "source": [ |
6311 |
| - "dfPricingIntermediate1 = ld.get_data(RIC, 'TR.PriceClose.calcdate;TR.PriceClose',{'sdate':'-5AY','edate':'0d','frq':'D'})\n", |
6312 |
| - "dfPricingIntermediate1" |
6313 |
| - ] |
6314 |
| - }, |
6315 | 6121 | {
|
6316 | 6122 | "cell_type": "code",
|
6317 | 6123 | "execution_count": null,
|
|
0 commit comments