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Python for Finance. - Second Edition

You're reading from  Python for Finance. - Second Edition

Product type Book
Published in Jun 2017
Publisher
ISBN-13 9781787125698
Pages 586 pages
Edition 2nd Edition
Languages

Table of Contents (23) Chapters

Python for Finance Second Edition
Credits
About the Author
About the Reviewers
www.PacktPub.com
Customer Feedback
Preface
1. Python Basics 2. Introduction to Python Modules 3. Time Value of Money 4. Sources of Data 5. Bond and Stock Valuation 6. Capital Asset Pricing Model 7. Multifactor Models and Performance Measures 8. Time-Series Analysis 9. Portfolio Theory 10. Options and Futures 11. Value at Risk 12. Monte Carlo Simulation 13. Credit Risk Analysis 14. Exotic Options 15. Volatility, Implied Volatility, ARCH, and GARCH Index

Extracting output data


In this section, we'll be discussing different ways to extract our output data to different file formats.

Outputting data to text files

The following code will download the daily price data for Microsoft and save it to a text file:

import pandas_datareader.data as getData
import re
ticker='msft'
f=open("c:/temp/msft.txt","w")
p = getData.DataReader(ticker, "google")
f.write(str(p))
f.close()

The first several saved observations are shown in the following screenshot:

Saving our data to a .csv file

The following program first retrieves IBM price data, and then saves it as a .csv file under c:/temp:

from matplotlib.finance import quotes_historical_yahoo_ochl as getData
import csv
f=open("c:/temp/c.csv","w")

ticker='c'
begdate=(2016,1,1)
enddate=(2017,1,9)
p = getData(ticker, begdate, enddate,asobject=True,adjusted=True)

writer = csv.writer(f)
writer.writerows(p)
f.close()

In the preceding code, we rename the quotes_historical_yahoo_ochl() function as getData for convenience...

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