I use a quandl into download a stock prices. I have a list of names of companies and I download all informations. After that, I convert it into data frame. When I do it for only one company all works well but when I try do it for all in the same time something goes wrong. The first column with data convert into index with the value from 0 to 3 insted of data
My code looks like below:
import quandl
import pandas as pd
names_of_company = [11BIT, ABCDATA, ALCHEMIA]
for names in names_of_company:
x = quandl.get('WSE/%s' %names, start_date='2018-11-29',
end_date='2018-11-29',
paginate=True)
x['company'] = names
results = results.append(x).reset_index(drop=True)
Actual results looks like below:
Index Open High Low Close %Change Volume # of Trades Turnover (1000) company
0 204.5 208.5 204.5 206.0 0.73 3461.0 105.0 717.31 11BIT
1 205.0 215.0 202.5 214.0 3.88 10812.0 392.0 2254.83 ABCDATA
2 215.0 215.0 203.5 213.0 -0.47 12651.0 401.0 2656.15 ALCHEMIA
But I expected:
Data Open High Low Close %Change Volume # of Trades Turnover (1000) company
2018-11-29 204.5 208.5 204.5 206.0 0.73 3461.0 105.0 717.31 11BIT
2018-11-29 205.0 215.0 202.5 214.0 3.88 10812.0 392.0 2254.83 ABCDATA
2018-11-29 215.0 215.0 203.5 213.0 -0.47 12651.0 401.0 2656.15 ALCHEMIA
So as you can see, there is an issue with data beacues it can't convert into a correct way. But as I said if I do it for only one company, it works. Below is code:
x = quandl.get('WSE/11BIT', start_date='2019-01-01', end_date='2019-01-03')
df = pd.DataFrame(x)
I will be very grateful for any help ! Thanks All
When you store it to a dataframe, the date is your index. You lose it because when you use .reset_index()
, you over write the old index (the date), and instead of the date being added as a column, you tell it to drop it with .reset_index(drop=True)
So I'd append, but then once the whole results dataframe is populated, I'd then reset the index, but NOT drop by either doing results = results.reset_index(drop=False)
or results = results.reset_index()
since the default is false.
import quandl
import pandas as pd
names_of_company = ['11BIT', 'ABCDATA', 'ALCHEMIA']
results = pd.DataFrame()
for names in names_of_company:
x = quandl.get('WSE/%s' %names, start_date='2018-11-29',
end_date='2018-11-29',
paginate=True)
x['company'] = names
results = results.append(x)
results = results.reset_index(drop=False)
Output:
print (results)
Date Open High ... # of Trades Turnover (1000) company
0 2018-11-29 269.50 271.00 ... 280.0 1822.02 11BIT
1 2018-11-29 0.82 0.92 ... 309.0 1027.14 ABCDATA
2 2018-11-29 4.55 4.55 ... 1.0 0.11 ALCHEMIA
[3 rows x 10 columns]