Using python3, I wrote code to calculate the data. The code is as follows:
import pandas as pd
import matplotlib.pyplot as plt
import numpy as np
def data(symbols):
dates = pd.date_range('2016/01/01','2016/12/23')
df=pd.DataFrame(index=dates)
for symbol in symbols:
df_temp=pd.read_csv("/home/furqan/Desktop/Data/{}.csv".format(symbol),
index_col='Date',parse_dates=True,usecols=['Date',"Close"],
na_values = ['nan'])
df_temp=df_temp.rename(columns={'Close':symbol})
df=df.join(df_temp)
df=df.fillna(method='ffill')
df=df.fillna(method='bfill')
df=(df/df.ix[0,: ])
return df
symbols = ['FABL','HINOON']
df=data(symbols)
print(df)
p_value=(np.zeros((2,2),dtype="float"))
p_value[0,0]=0.5
p_value[1,1]=0.5
print(df.shape[1])
print(p_value.shape[0])
df=np.dot(df,p_value)
print(df.shape[1])
print(df.shape[0])
print(df)
When I print dfa second time, the index disappears. I think the problem is related to matrix multiplication. How to return indexing and column headers in df?
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