本文整理汇总了Python中pandas.io.data.DataReader.transpose方法的典型用法代码示例。如果您正苦于以下问题：Python DataReader.transpose方法的具体用法？Python DataReader.transpose怎么用？Python DataReader.transpose使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类pandas.io.data.DataReader的用法示例。
在下文中一共展示了DataReader.transpose方法的1个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: load
# 需要导入模块: from pandas.io.data import DataReader [as 别名]
# 或者: from pandas.io.data.DataReader import transpose [as 别名]
def load(tickers, start=datetime.now()-timedelta(days=255),
end=datetime.now()):
"""load data from yahoo finance and do technique analysis
Args:
tickers (list) : list of valid stock tickers
start (datetime) : historical data start date
end (datetime) : historical data end date
Returns:
panel (pandas.panel) : a 3-dimensional data structure
Item axis : including Open, Close, High, Volume and
MACD, etc. TA indicators.
Major axis: historical datetime index
minor axis: tickers
"""
panel = DataReader(tickers, "yahoo", start, end)
panelCopy = panel.transpose(2, 1, 0, copy=True)
smaDf = pd.DataFrame(index=panel.major_axis)
BBUDf = pd.DataFrame(index=panel.major_axis)
BBDDf = pd.DataFrame(index=panel.major_axis)
BBMDf = pd.DataFrame(index=panel.major_axis)
CCIDf = pd.DataFrame(index=panel.major_axis)
MACDDf = pd.DataFrame(index=panel.major_axis)
MACDSDf = pd.DataFrame(index=panel.major_axis)
MACDHDf = pd.DataFrame(index=panel.major_axis)
MFIDf = pd.DataFrame(index=panel.major_axis)
MOMDf = pd.DataFrame(index=panel.major_axis)
RSIDf = pd.DataFrame(index=panel.major_axis)
StochSlowDf = pd.DataFrame(index=panel.major_axis)
RSIDf = pd.DataFrame(index=panel.major_axis)
WillDf = pd.DataFrame(index=panel.major_axis)
HilbertPeriodDf = pd.DataFrame(index=panel.major_axis)
HilbertPhaseDf = pd.DataFrame(index=panel.major_axis)
for (t, df) in panelCopy.iteritems():
smaDf[t] = talib.SMA(df.Close.values)
BBUDf[t], BBMDf[t], BBDDf[t] = talib.BBANDS(df.Close.values)
CCIDf[t] = talib.CCI(df.High.values, df.Low.values, df.Close.values)
MACDDf[t], MACDSDf[t], MACDHDf[t] = talib.MACD(df.Close.values)
MFIDf[t] = talib.MFI(df.High.values, df.Low.values, df.Close.values, df.Volume.values)
MOMDf[t] = talib.MOM(df.Close.values)
RSIDf[t] = talib.RSI(df.Close.values)
WillDf[t] = talib.WILLR(df.High.values, df.Low.values, df.Close.values)
HilbertPeriodDf[t] = talib.HT_DCPERIOD(df.Close.values)
HilbertPhaseDf[t] = talib.HT_DCPHASE(df.Close.values)
panel['SMA'] = smaDf
panel['BB_upper'] = BBUDf
panel['BB_center'] = BBMDf
panel['BB_lower'] = BBDDf
panel['BB_per'] = (panel.Close - panel.BB_lower) / (
panel.BB_upper - panel.BB_lower)
panel['BB_width'] = (panel.BB_upper - panel.BB_lower) / panel.BB_center
panel['CCI'] = CCIDf
panel['MACD'] = MACDDf
panel['MACD_signal'] = MACDSDf
panel['MACD_hist']= MACDHDf
panel['MFI'] = MFIDf
panel['MOM'] = MOMDf
panel['RSI'] = RSIDf
panel['Will'] = WillDf
panel['DCPeriod'] = HilbertPeriodDf
panel['DCPhase'] = HilbertPhaseDf
return panel.transpose(2, 1, 0)