<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd"> <html xmlns="http://www.w3.org/1999/xhtml"> <head> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <title>misc example code: rec_groupby_demo.py — Matplotlib 1.2.0 documentation</title> <link rel="stylesheet" href="../../_static/mpl.css" type="text/css" /> <link rel="stylesheet" href="../../_static/pygments.css" type="text/css" /> <script type="text/javascript"> var DOCUMENTATION_OPTIONS = { URL_ROOT: '../../', VERSION: '1.2.0', COLLAPSE_INDEX: false, FILE_SUFFIX: '.html', HAS_SOURCE: true }; </script> <script type="text/javascript" src="../../_static/jquery.js"></script> <script type="text/javascript" src="../../_static/underscore.js"></script> <script type="text/javascript" src="../../_static/doctools.js"></script> <link rel="search" type="application/opensearchdescription+xml" title="Search within Matplotlib 1.2.0 documentation" href="../../_static/opensearch.xml"/> <link rel="top" title="Matplotlib 1.2.0 documentation" href="../../index.html" /> </head> <body> <!-- Piwik --> <script type="text/javascript"> if ("matplotlib.sourceforge.net" == document.location.hostname || "matplotlib.sf.net" == document.location.hostname) { var pkBaseURL = (("https:" == document.location.protocol) ? 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<h3>Navigation</h3> <ul> <li class="right" style="margin-right: 10px"> <a href="../../genindex.html" title="General Index" accesskey="I">index</a></li> <li class="right" > <a href="../../py-modindex.html" title="Python Module Index" >modules</a> |</li> <li><a href="../../index.html">home</a>| </li> <li><a href="../../search.html">search</a>| </li> <li><a href="../index.html">examples</a>| </li> <li><a href="../../gallery.html">gallery</a>| </li> <li><a href="../../contents.html">docs</a> »</li> </ul> </div> <div class="sphinxsidebar"> <div class="sphinxsidebarwrapper"> <h3>This Page</h3> <ul class="this-page-menu"> <li><a href="../../_sources/examples/misc/rec_groupby_demo.txt" rel="nofollow">Show Source</a></li> </ul> <div id="searchbox" style="display: none"> <h3>Quick search</h3> <form class="search" action="../../search.html" method="get"> <input type="text" name="q" /> <input type="submit" value="Go" /> <input type="hidden" name="check_keywords" value="yes" /> <input type="hidden" name="area" value="default" /> </form> <p class="searchtip" style="font-size: 90%"> Enter search terms or a module, class or function name. </p> </div> <script type="text/javascript">$('#searchbox').show(0);</script> </div> </div> <div class="document"> <div class="documentwrapper"> <div class="bodywrapper"> <div class="body"> <div class="section" id="misc-example-code-rec-groupby-demo-py"> <span id="misc-rec-groupby-demo"></span><h1>misc example code: rec_groupby_demo.py<a class="headerlink" href="#misc-example-code-rec-groupby-demo-py" title="Permalink to this headline">ΒΆ</a></h1> <p>[<a class="reference external" href="rec_groupby_demo.py">source code</a>]</p> <div class="highlight-python"><div class="highlight"><pre><span class="kn">from</span> <span class="nn">__future__</span> <span class="kn">import</span> <span class="n">print_function</span> <span class="kn">import</span> <span class="nn">numpy</span> <span class="kn">as</span> <span class="nn">np</span> <span class="kn">import</span> <span class="nn">matplotlib.mlab</span> <span class="kn">as</span> <span class="nn">mlab</span> <span class="kn">import</span> <span class="nn">matplotlib.cbook</span> <span class="kn">as</span> <span class="nn">cbook</span> <span class="n">datafile</span> <span class="o">=</span> <span class="n">cbook</span><span class="o">.</span><span class="n">get_sample_data</span><span class="p">(</span><span class="s">'aapl.csv'</span><span class="p">,</span> <span class="n">asfileobj</span><span class="o">=</span><span class="bp">False</span><span class="p">)</span> <span class="k">print</span><span class="p">(</span><span class="s">'loading'</span><span class="p">,</span> <span class="n">datafile</span><span class="p">)</span> <span class="n">r</span> <span class="o">=</span> <span class="n">mlab</span><span class="o">.</span><span class="n">csv2rec</span><span class="p">(</span><span class="n">datafile</span><span class="p">)</span> <span class="n">r</span><span class="o">.</span><span class="n">sort</span><span class="p">()</span> <span class="k">def</span> <span class="nf">daily_return</span><span class="p">(</span><span class="n">prices</span><span class="p">):</span> <span class="s">'an array of daily returns from price array'</span> <span class="n">g</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros_like</span><span class="p">(</span><span class="n">prices</span><span class="p">)</span> <span class="n">g</span><span class="p">[</span><span class="mi">1</span><span class="p">:]</span> <span class="o">=</span> <span class="p">(</span><span class="n">prices</span><span class="p">[</span><span class="mi">1</span><span class="p">:]</span><span class="o">-</span><span class="n">prices</span><span class="p">[:</span><span class="o">-</span><span class="mi">1</span><span class="p">])</span><span class="o">/</span><span class="n">prices</span><span class="p">[:</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span> <span class="k">return</span> <span class="n">g</span> <span class="k">def</span> <span class="nf">volume_code</span><span class="p">(</span><span class="n">volume</span><span class="p">):</span> <span class="s">'code the continuous volume data categorically'</span> <span class="n">ind</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">searchsorted</span><span class="p">([</span><span class="mf">1e5</span><span class="p">,</span><span class="mf">1e6</span><span class="p">,</span> <span class="mf">5e6</span><span class="p">,</span><span class="mf">10e6</span><span class="p">,</span> <span class="mf">1e7</span><span class="p">],</span> <span class="n">volume</span><span class="p">)</span> <span class="k">return</span> <span class="n">ind</span> <span class="c"># a list of (dtype_name, summary_function, output_dtype_name).</span> <span class="c"># rec_summarize will call on each function on the indicated recarray</span> <span class="c"># attribute, and the result assigned to output name in the return</span> <span class="c"># record array.</span> <span class="n">summaryfuncs</span> <span class="o">=</span> <span class="p">(</span> <span class="p">(</span><span class="s">'date'</span><span class="p">,</span> <span class="k">lambda</span> <span class="n">x</span><span class="p">:</span> <span class="p">[</span><span class="n">thisdate</span><span class="o">.</span><span class="n">year</span> <span class="k">for</span> <span class="n">thisdate</span> <span class="ow">in</span> <span class="n">x</span><span class="p">],</span> <span class="s">'years'</span><span class="p">),</span> <span class="p">(</span><span class="s">'date'</span><span class="p">,</span> <span class="k">lambda</span> <span class="n">x</span><span class="p">:</span> <span class="p">[</span><span class="n">thisdate</span><span class="o">.</span><span class="n">month</span> <span class="k">for</span> <span class="n">thisdate</span> <span class="ow">in</span> <span class="n">x</span><span class="p">],</span> <span class="s">'months'</span><span class="p">),</span> <span class="p">(</span><span class="s">'date'</span><span class="p">,</span> <span class="k">lambda</span> <span class="n">x</span><span class="p">:</span> <span class="p">[</span><span class="n">thisdate</span><span class="o">.</span><span class="n">weekday</span><span class="p">()</span> <span class="k">for</span> <span class="n">thisdate</span> <span class="ow">in</span> <span class="n">x</span><span class="p">],</span> <span class="s">'weekday'</span><span class="p">),</span> <span class="p">(</span><span class="s">'adj_close'</span><span class="p">,</span> <span class="n">daily_return</span><span class="p">,</span> <span class="s">'dreturn'</span><span class="p">),</span> <span class="p">(</span><span class="s">'volume'</span><span class="p">,</span> <span class="n">volume_code</span><span class="p">,</span> <span class="s">'volcode'</span><span class="p">),</span> <span class="p">)</span> <span class="n">rsum</span> <span class="o">=</span> <span class="n">mlab</span><span class="o">.</span><span class="n">rec_summarize</span><span class="p">(</span><span class="n">r</span><span class="p">,</span> <span class="n">summaryfuncs</span><span class="p">)</span> <span class="c"># stats is a list of (dtype_name, function, output_dtype_name).</span> <span class="c"># rec_groupby will summarize the attribute identified by the</span> <span class="c"># dtype_name over the groups in the groupby list, and assign the</span> <span class="c"># result to the output_dtype_name</span> <span class="n">stats</span> <span class="o">=</span> <span class="p">(</span> <span class="p">(</span><span class="s">'dreturn'</span><span class="p">,</span> <span class="nb">len</span><span class="p">,</span> <span class="s">'rcnt'</span><span class="p">),</span> <span class="p">(</span><span class="s">'dreturn'</span><span class="p">,</span> <span class="n">np</span><span class="o">.</span><span class="n">mean</span><span class="p">,</span> <span class="s">'rmean'</span><span class="p">),</span> <span class="p">(</span><span class="s">'dreturn'</span><span class="p">,</span> <span class="n">np</span><span class="o">.</span><span class="n">median</span><span class="p">,</span> <span class="s">'rmedian'</span><span class="p">),</span> <span class="p">(</span><span class="s">'dreturn'</span><span class="p">,</span> <span class="n">np</span><span class="o">.</span><span class="n">std</span><span class="p">,</span> <span class="s">'rsigma'</span><span class="p">),</span> <span class="p">)</span> <span class="c"># you can summarize over a single variable, like years or months</span> <span class="k">print</span><span class="p">(</span><span class="s">'summary by years'</span><span class="p">)</span> <span class="n">ry</span> <span class="o">=</span> <span class="n">mlab</span><span class="o">.</span><span class="n">rec_groupby</span><span class="p">(</span><span class="n">rsum</span><span class="p">,</span> <span class="p">(</span><span class="s">'years'</span><span class="p">,),</span> <span class="n">stats</span><span class="p">)</span> <span class="k">print</span><span class="p">(</span><span class="n">mlab</span><span class="o">.</span> <span class="n">rec2txt</span><span class="p">(</span><span class="n">ry</span><span class="p">))</span> <span class="k">print</span><span class="p">(</span><span class="s">'summary by months'</span><span class="p">)</span> <span class="n">rm</span> <span class="o">=</span> <span class="n">mlab</span><span class="o">.</span><span class="n">rec_groupby</span><span class="p">(</span><span class="n">rsum</span><span class="p">,</span> <span class="p">(</span><span class="s">'months'</span><span class="p">,),</span> <span class="n">stats</span><span class="p">)</span> <span class="k">print</span><span class="p">(</span><span class="n">mlab</span><span class="o">.</span><span class="n">rec2txt</span><span class="p">(</span><span class="n">rm</span><span class="p">))</span> <span class="c"># or over multiple variables like years and months</span> <span class="k">print</span><span class="p">(</span><span class="s">'summary by year and month'</span><span class="p">)</span> <span class="n">rym</span> <span class="o">=</span> <span class="n">mlab</span><span class="o">.</span><span class="n">rec_groupby</span><span class="p">(</span><span class="n">rsum</span><span class="p">,</span> <span class="p">(</span><span class="s">'years'</span><span class="p">,</span><span class="s">'months'</span><span class="p">),</span> <span class="n">stats</span><span class="p">)</span> <span class="k">print</span><span class="p">(</span><span class="n">mlab</span><span class="o">.</span><span class="n">rec2txt</span><span class="p">(</span><span class="n">rym</span><span class="p">))</span> <span class="k">print</span><span class="p">(</span><span class="s">'summary by volume'</span><span class="p">)</span> <span class="n">rv</span> <span class="o">=</span> <span class="n">mlab</span><span class="o">.</span><span class="n">rec_groupby</span><span class="p">(</span><span class="n">rsum</span><span class="p">,</span> <span class="p">(</span><span class="s">'volcode'</span><span class="p">,),</span> <span class="n">stats</span><span class="p">)</span> <span class="k">print</span><span class="p">(</span><span class="n">mlab</span><span class="o">.</span><span class="n">rec2txt</span><span class="p">(</span><span class="n">rv</span><span class="p">))</span> </pre></div> </div> <p>Keywords: python, matplotlib, pylab, example, codex (see <a class="reference internal" href="../../faq/howto_faq.html#how-to-search-examples"><em>Search examples</em></a>)</p> </div> </div> </div> </div> <div class="clearer"></div> </div> <div class="related"> <h3>Navigation</h3> <ul> <li class="right" 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