尝试遍历股票价格收盘时出现 Python 错误

Question

我正在尝试遍历股票价格 csvs，以添加诸如投资组合权重等列，以便构建一个投资组合以在一个数据框中进行分析。然而，当循环时，我得到一个我不明白的错误：

gsk_df = web.DataReader("GSK.L", 'yahoo', start=start, end=end)
ocdo_df = web.DataReader("OCDO.L", 'yahoo', start=start, end=end)
rbs_df = web.DataReader("RBS.L", 'yahoo', start=start, end=end)
svt_df = web.DataReader("SVT.L", 'yahoo', start=start, end=end)
iii_df = pd.read_csv("iii (1).csv", parse_dates=['Date'])

#close of each stock

bp_close = bp_df["Adj Close"]
gsk_close = gsk_df["Adj Close"]
ocdo_close = ocdo_df["Adj Close"]
rbs_close = rbs_df["Adj Close"]
svt_close = svt_df["Adj Close"]
iii_close = iii_df["Adj Close"]


#adding normalised returns for portfolio
for stock_df in (bp_close, gsk_close, ocdo_close, rbs_close, svt_close, iii_close):
    stock_df['Norm return'] = stock_df['Adj Close']/stock_df.iloc[0]['Adj Close']

#adding portfolio weights

for stock_df, allocation in zip((bp_close, gsk_close, ocdo_close, rbs_close, svt_close, iii_close),[.0881,.233,.160,.0776,.304,.137]):
    stock_df['Allocation']=stock_df['Norm return']*allocation

#portfolio position value column
for stock_df in (bp_close, gsk_close, ocdo_close, rbs_close, svt_close, iii_close):
    stock_df['Position'] = stock_df['Allocation']*6503800000

print(bp_close.head())

这是错误：

runfile('C:/Users/Joe Shiafa Pierce/.spyder-py3/portfolio.py', wdir='C:/Users/Joe Shiafa Pierce/.spyder-py3')
Traceback (most recent call last):

  File "<ipython-input-82-6a3db40a9a10>", line 1, in <module>
    runfile('C:/Users/Joe Shiafa Pierce/.spyder-py3/portfolio.py', wdir='C:/Users/Joe Shiafa Pierce/.spyder-py3')

  File "C:\Users\Joe Shiafa Pierce\Anaconda3\lib\site-packages\spyder_kernels\customize\spydercustomize.py", line 786, in runfile
    execfile(filename, namespace)

  File "C:\Users\Joe Shiafa Pierce\Anaconda3\lib\site-packages\spyder_kernels\customize\spydercustomize.py", line 110, in execfile
    exec(compile(f.read(), filename, 'exec'), namespace)

  File "C:/Users/Joe Shiafa Pierce/.spyder-py3/portfolio.py", line 34, in <module>
    stock_df['Norm return'] = stock_df['Adj Close']/stock_df.iloc[0]['Adj Close']

  File "C:\Users\Joe Shiafa Pierce\Anaconda3\lib\site-packages\pandas\core\series.py", line 868, in __getitem__
    result = self.index.get_value(self, key)

  File "C:\Users\Joe Shiafa Pierce\Anaconda3\lib\site-packages\pandas\core\indexes\datetimes.py", line 958, in get_value
    raise KeyError(key)

KeyError: 'Adj Close'

我不得不将 iii csv 中的“Adjusted_close”标题更改为“Adj close”，因为它来自另一个数据集，并且 for 循环无法使用不同的列标题。感谢您的帮助。

Answer 1

假设这些系列将股票作为列名，您可以避免循环 通过将它们连接成一个数据框并避免KeyError

stocks = ['GSK.L', 'OCDO.L', 'RBS.L', 'SVT.L']
df = web.DataReader(stocks, 'yahoo',start,end).reset_index(drop=True)
iii_df = pd.read_csv("iii (1).csv", parse_dates=['Date']) # reset_index if needed

stock_df = pd.concat([df, iii_close], axis=1, ignore_index=True)
stock_df['Norm return'] = stock_df / stock_df.loc[0]
stock_df['Allocation'] = stock_df['Norm return'] * [.0881,.233,.160,.0776,.304,.137]
stock_df['Position'] = stock_df['Allocation'] * 6503800000