I am downloading foreign exchange rates for five currency using FRED, see code below.
How do I get end of quarter (year, half-year) values?
import pandas as pd
pd.core.common.is_list_like = pd.api.types.is_list_like
import pandas_datareader.data as pdr
from datetime import datetime
start = datetime(2012, 1, 1)
end = datetime(2018, 6, 30)
# NOK DKK Swed GBP Euro
fx = pdr.get_data_fred(['DEXNOUS', 'DEXDNUS', 'DEXSDUS' , 'DEXUSUK', 'DEXUSEU'], start=start, end=end)
fx.columns = ['NOK', 'DKK', 'SEK', 'GBP', 'EUR']
fx.dropna(inplace=True)
I tried resample('A-DEC').mean() for the 4th quarter, but I then cannot match the values with the daily values from FRED.
The problem is your are taking the mean and not using the quarter resampling.
First create a mock series:
periods = 10000
my_index = pd.date_range('2016-07-01', periods=periods, freq='D')
data = np.random.randint(100,1000,periods)
orig_ts = pd.Series(data=data, index=my_index, name='daily rates')
Resample it so that it gets the data from last business day of the month. Use resample('Q') for just the last day.
ts=orig_ts.resample('BQ').backfill()
print(ts.head())
2016-09-30 173.0
2016-12-30 243.0
2017-03-31 209.0
2017-06-30 124.0
2017-09-29 817.0
Freq: BQ-DEC, Name: daily rates, dtype: float64
Check the accuracy:
print(orig_ts.get_value('2016-09-30'))
Output: 173