Sometimes we want to change the ordering of a DataFrame's columns. Maybe you are saving your data and require the columns to be in a certain order, or you may have a large number of columns and want a few of them to be visible whenever viewing your DataFrame in an interactive session, so you … Continue reading Basic Pandas: Moving a DataFrame column
Category: Python
Basic Pandas: Renaming a DataFrame column
A very common need in working with pandas DataFrames is to rename a column. Maybe the columns were supplied by a data source like a CSV file and they need cleanup. Or maybe you just changed your mind during an interactive session. Let's look at how you can do this, because there's more than one … Continue reading Basic Pandas: Renaming a DataFrame column
Basic Pandas: How to add a column to a DataFrame
Pandas is one of my favorite Python libraries, and I use it every day. A very common action is to add a column to a DataFrame. This is a pretty basic task. I'm going to look at a few examples to better show what is happening when we add a column, and how we need … Continue reading Basic Pandas: How to add a column to a DataFrame
How to get historical market data from Interactive Brokers using Python
When exploring the world of quantitative finance or algorithmic trading, you quickly end up facing a very common issue: Where do I get historical market data? No matter what sort of analysis or trading you plan to do, you'll need access to quality market data for your research and development. This can be a challenging … Continue reading How to get historical market data from Interactive Brokers using Python
Backtrader, a Python backtesting and trading framework
After looking at zipline, another backtesting framework, I thought it would make sense to take a look at some other options in the open source community for backtesting and trading. The next framework to investigate is backtrader, an open source project that aims to provide tooling for backtesting and live trading algorithmic strategies. I'll use … Continue reading Backtrader, a Python backtesting and trading framework
Zipline, an open source backtesting library from Quantopian
Developing an algorithmic trading strategy is a challenging process, with many factors to consider. One part of the process in developing a strategy is to measure its performance using historical data in what is called a backtest. It can be very helpful is to have a decent library that abstracts away some of the challenging … Continue reading Zipline, an open source backtesting library from Quantopian
3 ways to get historical market data from IEX Cloud
IEX Cloud is a service offering financial data. They offer a wide variety of data sets, both for historical and real-time data. Those of us interested in financial data, whether for trading or research, are always looking for good data sources, especially for clean and complete data. This post will show you three ways to … Continue reading 3 ways to get historical market data from IEX Cloud
Python string literals
I've been working on moving a codebase from python 2 to 3 recently and decided to take a fresh look at string literals. In python, string literals can be enclosed by a pair of unescaped single quotes ', a pair of double quotes ", or a pair of triple double quotes """ or single quotes … Continue reading Python string literals
A pandas.DataFrame.apply example
I recently saw a question about pandas.DataFrame.apply and realized that when I first started using Pandas I would often attempt to solve problems with apply when a vectorized solution was what I should have been using instead. Let's say that you have an existing function to calculate the present value of an investment that takes … Continue reading A pandas.DataFrame.apply example