I am trying to calculate the diff_chg of S&P sectors for 4 different dates (given in start_return) :
start_return = [-30,-91,-182,-365]
for date in start_return:
diff_chg = closingprices[-1].divide(closingprices[date])
for i in sectors: #Sectors is XLK, XLY , etc
diff_chg[i] = diff_chg[sectordict[i]].mean() #finds the % chg of all sectors
diff_df = diff_chg.to_frame
My expected output is to have 4 columns in the df, each one with the returns of each sector for the given period (-30,-91, -182,-365.) .
As of now when I run this code, it returns the sum of the returns of all 4 periods in the diff_df. I would like it to create a new column in the df for each period.
my code returns:
XLK 1.859907
XLI 1.477272
XLF 1.603589
XLE 1.415377
XLB 1.526237
but I want it to return:
1mo (-30) 3mo (-61) 6mo (-182) 1yr (-365
XLK 1.086547 values here etc etc
XLI 1.0334
XLF 1.07342
XLE .97829
XLB 1.0281
Try something like this:
start_return = [-30,-91,-182,-365]
diff_chg = pd.DataFrame()
for date in start_return:
diff_chg[date] = closingprices[-1].divide(closingprices[date])
What this does is to add columns for each date in start_return
to a single DataFrame
created at the beginning.