过去二十年节假日前十天的历史股价

Question

尽管我还是菜鸟，但我已经热情地学习 Python 一段时间了，这是我正在从事的一个项目。我需要收集过去二十年美国 public 假期前十天的历史股价，这是我所做的：（我在这里使用 pandas_datareader 和假期）

start=datetime.datetime(1995,1,1)
end=datetime.datetime(2015,12,31)
history_price=web.get_data_yahoo('SPY', start, end)
us_holidays=holidays.UnitedStates()
test=[]
for i in dates:
    if i in us_holidays:
        test.append((history_price['Adj Close'].ix[pd.date_range(end=i, periods=11, freq='B')]))
test

结果是这样的：

Freq: B, Name: Adj Close, dtype: float64, 1995-02-06    32.707565
 1995-02-07    32.749946
 1995-02-08    32.749946
 1995-02-09    32.749946
 1995-02-10    32.792328
 1995-02-13    32.802975
 1995-02-14    32.845356
 1995-02-15    33.025457
 1995-02-16    32.983076
 1995-02-17    32.855933
 1995-02-20          NaN

列表的长度"test"是233。我的问题是：如何将这个列表转换成字典，其中假期是键，股票价格是每个键下的值。

提前感谢您的指导。

Answer 1

这使用字典和列表理解生成一组十个 U.S。每个假期前的工作日。然后将那些日子的股票价格作为价格列表存储在字典中（在假期输入），最近的在前 (h-1)，最旧的在后 (h-10)。

from pandas.tseries.holiday import USFederalHolidayCalendar
from pandas.tseries.offsets import CustomBusinessDay

holidays = USFederalHolidayCalendar().holidays(start='1995-1-1', end='2015-12-31')
bday_us = CustomBusinessDay(calendar=USFederalHolidayCalendar())

start = '1995-01-01'
end = '2015-12-31'
days = 10

dates = {holiday: [holiday - bday_us * n for n in range(1, days + 1)]  
         for holiday in USFederalHolidayCalendar().holidays(start=start, end=end)}

>>> dates
{...
Timestamp('2015-12-25 00:00:00'): [
    Timestamp('2015-12-24 00:00:00'),
    Timestamp('2015-12-23 00:00:00'),
    Timestamp('2015-12-22 00:00:00'),
    Timestamp('2015-12-21 00:00:00'),
    Timestamp('2015-12-18 00:00:00'),
    Timestamp('2015-12-17 00:00:00'),
    Timestamp('2015-12-16 00:00:00'),
    Timestamp('2015-12-15 00:00:00'),
    Timestamp('2015-12-14 00:00:00'),
    Timestamp('2015-12-11 00:00:00')]}

result = {holiday: history_price.ix[dates[holiday]].values for holiday in dates}

>>> result
{...
 Timestamp('2015-12-25 00:00:00'): 
   array([ 203.56598 ,  203.902497,  201.408393,  199.597201,  197.964166,
           201.55487 ,  204.673725,  201.722125,  199.626485,  198.622952])}

过去二十年节假日前十天的历史股价

historical stock price ten days before holidays for the past twenty years

python

dictionary

yahoo-finance