CONCAT大熊猫据帧

我有两个相当大的（片段提供）大熊猫DateFrame s的不平等日期为指标，我想Concat的到一个：CONCAT大熊猫据帧

  NAB.AX         CBA.AX 
      Close Volume       Close Volume 
Date         Date 
2009-06-05 36.51 4962900    2009-06-08 21.95   0 
2009-06-04 36.79 5528800    2009-06-05 21.95 8917000 
2009-06-03 36.80 5116500    2009-06-04 22.21 18723600 
2009-06-02 36.33 5303700    2009-06-03 23.11 11643800 
2009-06-01 36.16 5625500    2009-06-02 22.80 14249900 
2009-05-29 35.14 13038600 --AND-- 2009-06-01 22.52 11687200 
2009-05-28 33.95 7917600    2009-05-29 22.02 22350700 
2009-05-27 35.13 4701100    2009-05-28 21.63 9679800 
2009-05-26 35.45 4572700    2009-05-27 21.74 9338200 
2009-05-25 34.80 3652500    2009-05-26 21.64 8502900

问题是，如果我运行此：

keys = ['CBA.AX','NAB.AX'] 
mv = pandas.concat([data['CBA.AX'][650:660],data['NAB.AX'][650:660]], axis=1, keys=stocks,)

以下DateFrame产生：

        CBA.AX   NAB.AX   
           Close Volume Close Volume 
Date              
2200-08-16 04:24:21.460041  NaN  NaN  NaN  NaN 
2203-05-13 04:24:21.460041  NaN  NaN  NaN  NaN 
2206-02-06 04:24:21.460041  NaN  NaN  NaN  NaN 
2208-11-02 04:24:21.460041  NaN  NaN  NaN  NaN 
2211-07-30 04:24:21.460041  NaN  NaN  NaN  NaN 
2219-10-16 04:24:21.460041  NaN  NaN  NaN  NaN 
2222-07-12 04:24:21.460041  NaN  NaN  NaN  NaN 
2225-04-07 04:24:21.460041  NaN  NaN  NaN  NaN 
2228-01-02 04:24:21.460041  NaN  NaN  NaN  NaN 
2230-09-28 04:24:21.460041  NaN  NaN  NaN  NaN 
2238-12-15 04:24:21.460041  NaN  NaN  NaN  NaN

是否有人有什么想法，为什么这可能是这样的？

另一点：是否有任何围绕yahoo提取数据并对其进行规范化的python库？

干杯。

编辑：参考：

data = { 
'CBA.AX': <class 'pandas.core.frame.DataFrame'> 
    DatetimeIndex: 2313 entries, 2011-12-29 00:00:00 to 2003-01-01 00:00:00 
    Data columns: 
     Close  2313 non-null values 
     Volume 2313 non-null values 
    dtypes: float64(1), int64(1), 

'NAB.AX': <class 'pandas.core.frame.DataFrame'> 
    DatetimeIndex: 2329 entries, 2011-12-29 00:00:00 to 2003-01-01 00:00:00 
    Data columns: 
     Close  2329 non-null values 
     Volume 2329 non-null values 
    dtypes: float64(1), int64(1) 
}

来源

2012-07-30 Matthew Brown

什么是你的大熊猫版本？这看起来像是一个修复了0.8.1的bug。 – 2012-07-30 02:32:10

是的，我也有这个想法。当我第一次遇到这个问题时，我运行的是0.8.0，但现在运行的是0.8.1，结果相同... – 2012-07-30 02:45:09

您可以通过电子邮件向我发送这些DataFrame（wesmckinn AT gmail）的腌制版本吗？我无法在这里重现此问题。在6/5/2012之后检查您是否使用NumPy 1.6.1或开发版本。可能最好把这个讨论转到GitHub – 2012-07-30 02:57:24

它可以读取与大熊猫的数据，并以连接它。

首先导入数据

In [449]: import pandas.io.data as web 

In [450]: nab = web.get_data_yahoo('NAB.AX', start='2009-05-25', 
            end='2009-06-05')[['Close', 'Volume']] 

In [451]: cba = web.get_data_yahoo('CBA.AX', start='2009-05-26', 
            end='2009-06-08')[['Close', 'Volume']] 

In [453]: nab 
Out[453]: 
      Close Volume 
Date      
2009-05-25 21.15 9685100 
2009-05-26 21.64 8541900 
2009-05-27 21.74 9042900 
2009-05-28 21.63 9701000 
2009-05-29 22.02 14665700 
2009-06-01 22.52 6782000 
2009-06-02 22.80 10473400 
2009-06-03 23.11 9931400 
2009-06-04 22.21 17869000 
2009-06-05 21.95 8214300 

In [454]: cba 
Out[454]: 
      Close Volume 
Date      
2009-05-26 35.45 4529600 
2009-05-27 35.13 4521500 
2009-05-28 33.95 7945400 
2009-05-29 35.14 12548500 
2009-06-01 36.16 4509400 
2009-06-02 36.33 4304900 
2009-06-03 36.80 4845400 
2009-06-04 36.79 4592300 
2009-06-05 36.51 4417500 
2009-06-08 36.51   0

比串连它：

In [455]: keys = ['CBA.AX','NAB.AX'] 

In [456]: pd.concat([cba, nab], axis=1, keys=keys) 
Out[456]: 
      CBA.AX   NAB.AX   
      Close Volume Close Volume 
Date           
2009-05-25  NaN  NaN 21.15 9685100 
2009-05-26 35.45 4529600 21.64 8541900 
2009-05-27 35.13 4521500 21.74 9042900 
2009-05-28 33.95 7945400 21.63 9701000 
2009-05-29 35.14 12548500 22.02 14665700 
2009-06-01 36.16 4509400 22.52 6782000 
2009-06-02 36.33 4304900 22.80 10473400 
2009-06-03 36.80 4845400 23.11 9931400 
2009-06-04 36.79 4592300 22.21 17869000 
2009-06-05 36.51 4417500 21.95 8214300 
2009-06-08 36.51   0  NaN  NaN

来源

2012-11-27 21:57:44 bmu

尝试加入在外。

当我在处理多个股票时，通常会有一个标题为“开高，低，关闭等”的框，并将其作为代码。如果你想要一个数据结构，我会为此使用面板。

雅虎的数据，你可以用熊猫：

import pandas.io.data as data 
spy = data.DataReader("SPY","yahoo","1991/1/1")

来源

2012-08-09 23:59:21

CONCAT大熊猫据帧

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