import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
%matplotlib inline

//anaconda/lib/python2.7/site-packages/matplotlib/font_manager.py:273: UserWarning: Matplotlib is building the font cache using fc-list. This may take a moment. warnings.warn(‘Matplotlib is building the font cache using fc-list. This may take a moment.’)

from
 
 pandas import Series,DataFrame

#### Time Seiries Analysis **** > build-in package time datetime calendar

from datetime import datetime

now = datetime.now()

now

datetime.datetime(2016, 2, 1, 11, 11, 8, 934671) > ** display time right now **

now.year,now.month,now.day
 

(2016, 2, 1) datetime以毫秒形勢儲存��和⌚️，**datetime.datedelta**表示兩個datetime物件之間的時間差

delta = datetime(2011,1,7) - datetime(2008,6,24,8,15)

顯示的前一個是天數，後一個是秒鐘 —- delta.days delta.seconds

delta

datetime.timedelta(926, 56700) ### 可以給datetime物件加上或者減去一個或者多個timedelta，會產生一個新物件

from
 
 datetime import timedelta

start = datetime(2011, 1, 7)

start + timedelta(12)

datetime.datetime(2011, 1, 19, 0, 0)

start - timedelta(12) * 4

datetime.datetime(2010, 11, 20, 0, 0) > 可見timedelta是以天為單位 #### datetime模組中的資料型別 —– - date | 以公曆形式儲存日曆日期（年、月、日） - time | 將時間儲存為時、分、秒、毫秒 - datetime | 儲存時間和日期 - timedelta| 比阿詩兩個datetime值之間的差（日， 秒， 毫秒） ## str transformed to datetime use ** str ** or ** strftime(invoke a formed str) ** ,datetime object and pandas.Timestamp can be formulated to string

stamp = datetime(2011, 1, 3)

str(stamp)

‘2011-01-03 00:00:00’

stamp.strftime('%Y-%m-%d')

‘2011-01-03’

stamp.strftime('%Y-%m')

‘2011-01’

value = '2011-01-03'

datetime.strptime(value, '%Y-%m-%d')

datetime.datetime(2011, 1, 3, 0, 0)

datestrs = ['7/6/2011','8/6/2011']

[datetime.strptime(x, '%m/%d/%Y') for x in datestrs]

[datetime.datetime(2011, 7, 6, 0, 0), datetime.datetime(2011, 8, 6, 0, 0)] datetime.striptime 是通過已知格式進行日期解析的最佳方式，但每次都要編寫格式定義 - 使用dateutil中的parser.parse來實現

from dateutil.parser import parse

parse('2011-01-03')

datetime.datetime(2011, 1, 3, 0, 0) parse的解析能力很強，幾乎可以解析一切格式

parse('Jan 31,1997 10:45 PM')

datetime.datetime(1997, 1, 31, 22, 45)

parse('6/30/2011', dayfirst=True)

datetime.datetime(2011, 6, 30, 0, 0)

datestrs

[‘7/6/2011’, ‘8/6/2011’] # pd.to_datetime()

pd.to_datetime(datestrs)

DatetimeIndex([‘2011-07-06’, ‘2011-08-06’], dtype=’datetime64[ns]’, freq=None)

dates = [datetime(2011, 1, 2),datetime(2011,1,5),datetime(2011,1,7),
        datetime(2011,1,8),datetime(2011,1,10),datetime(2011,1,12)]

ts = Series(np.random.randn(6), index=dates)

ts

2011-01-02 0.573974 2011-01-05 -0.337112 2011-01-07 -1.650845 2011-01-08 0.450012 2011-01-10 -1.253801 2011-01-12 -0.402997 dtype: float64

type(ts)

pandas.core.series.Series

ts.index

DatetimeIndex([‘2011-01-02’, ‘2011-01-05’, ‘2011-01-07’, ‘2011-01-08’, ‘2011-01-10’, ‘2011-01-12’], dtype=’datetime64[ns]’, freq=None)

ts + ts[::2]

2011-01-02 1.147949 2011-01-05 NaN 2011-01-07 -3.301690 2011-01-08 NaN 2011-01-10 -2.507602 2011-01-12 NaN dtype: float64

ts[::2]

2011-01-02 0.573974 2011-01-07 -1.650845 2011-01-10 -1.253801 dtype: float64 ## 索引、選取、子集構造

ts['1/10/2011']

-1.2538008746706757 傳入可以解釋為日期的字元，就可以代替索引

ts['20110110']

-1.2538008746706757

longer_ts=Series(np.random.randn(1000),index=pd.date_range('20000101',periods=1000))

longer_ts

2000-01-01 -1.025498 2000-01-02 -0.913267 2000-01-03 0.240895 2000-01-04 -1.475368 2000-01-05 -1.675558 2000-01-06 1.020005 2000-01-07 0.638097 2000-01-08 0.503482 2000-01-09 -0.541771 2000-01-10 -1.107036 2000-01-11 0.797612 2000-01-12 1.691745 2000-01-13 1.889323 2000-01-14 -0.852126 2000-01-15 -0.987578 2000-01-16 0.558084 2000-01-17 -0.842907 2000-01-18 1.932399 2000-01-19 -1.126650 2000-01-20 -0.529707 2000-01-21 0.116756 2000-01-22 -0.012790 2000-01-23 0.501330 2000-01-24 0.346976 2000-01-25 -0.880443 2000-01-26 -0.229017 2000-01-27 0.926648 2000-01-28 0.894491 2000-01-29 -0.573260 2000-01-30 -1.712945 … 2002-08-28 -0.751376 2002-08-29 -1.731035 2002-08-30 -0.150107 2002-08-31 -0.621332 2002-09-01 0.449311 2002-09-02 0.873422 2002-09-03 1.496143 2002-09-04 -0.581023 2002-09-05 2.882920 2002-09-06 -0.347482 2002-09-07 0.165490 2002-09-08 -0.475642 2002-09-09 0.191958 2002-09-10 0.801963 2002-09-11 -1.603021 2002-09-12 1.114401 2002-09-13 0.994800 2002-09-14 -0.974208 2002-09-15 2.096747 2002-09-16 -0.252620 2002-09-17 -0.279536 2002-09-18 -0.059076 2002-09-19 -0.497615 2002-09-20 -0.009895 2002-09-21 1.813504 2002-09-22 0.863885 2002-09-23 1.330777 2002-09-24 -0.394473 2002-09-25 -1.163973 2002-09-26 -0.986664 Freq: D, dtype: float64

longer_ts['2002']

2002-01-01 -1.249172 2002-01-02 -1.368829 2002-01-03 0.097135 2002-01-04 -0.972259 2002-01-05 -0.640629 2002-01-06 0.619072 2002-01-07 1.625769 2002-01-08 -0.893140 2002-01-09 0.113725 2002-01-10 0.446898 2002-01-11 -0.382041 2002-01-12 -1.667311 2002-01-13 -0.307464 2002-01-14 0.623383 2002-01-15 -0.211188 2002-01-16 -1.166355 2002-01-17 0.399710 2002-01-18 -0.171451 2002-01-19 -1.591578 2002-01-20 -0.367654 2002-01-21 0.985778 2002-01-22 0.125848 2002-01-23 1.366708 2002-01-24 0.449383 2002-01-25 0.211848 2002-01-26 -1.033201 2002-01-27 0.668416 2002-01-28 0.402693 2002-01-29 -0.730690 2002-01-30 1.666659 … 2002-08-28 -0.751376 2002-08-29 -1.731035 2002-08-30 -0.150107 2002-08-31 -0.621332 2002-09-01 0.449311 2002-09-02 0.873422 2002-09-03 1.496143 2002-09-04 -0.581023 2002-09-05 2.882920 2002-09-06 -0.347482 2002-09-07 0.165490 2002-09-08 -0.475642 2002-09-09 0.191958 2002-09-10 0.801963 2002-09-11 -1.603021 2002-09-12 1.114401 2002-09-13 0.994800 2002-09-14 -0.974208 2002-09-15 2.096747 2002-09-16 -0.252620 2002-09-17 -0.279536 2002-09-18 -0.059076 2002-09-19 -0.497615 2002-09-20 -0.009895 2002-09-21 1.813504 2002-09-22 0.863885 2002-09-23 1.330777 2002-09-24 -0.394473 2002-09-25 -1.163973 2002-09-26 -0.986664 Freq: D, dtype: float64

longer_ts['2001/03']

2001-03-01 -0.130463 2001-03-02 -1.245341 2001-03-03 1.035173 2001-03-04 1.115275 2001-03-05 0.013602 2001-03-06 0.828075 2001-03-07 -0.802564 2001-03-08 2.067711 2001-03-09 2.158392 2001-03-10 1.348256 2001-03-11 1.282607 2001-03-12 -1.088485 2001-03-13 -0.882978 2001-03-14 -0.030872 2001-03-15 0.840561 2001-03-16 -0.061428 2001-03-17 0.170721 2001-03-18 0.895892 2001-03-19 -0.050714 2001-03-20 0.608656 2001-03-21 1.222177 2001-03-22 0.889833 2001-03-23 -0.932351 2001-03-24 0.163275 2001-03-25 0.001171 2001-03-26 0.969950 2001-03-27 -0.118747 2001-03-28 -0.840478 2001-03-29 -2.654215 2001-03-30 -0.351836 2001-03-31 -0.365322 Freq: D, dtype: float64

ts['20110101':'20110201']

2011-01-02 0.573974 2011-01-05 -0.337112 2011-01-07 -1.650845 2011-01-08 0.450012 2011-01-10 -1.253801 2011-01-12 -0.402997 dtype: float64

ts.truncate(after='20110109')

2011-01-02 0.573974 2011-01-05 -0.337112 2011-01-07 -1.650845 2011-01-08 0.450012 dtype: float64

dates = pd.date_range('20000101', periods=100, freq='W-WED')

dates

DatetimeIndex([‘2000-01-05’, ‘2000-01-12’, ‘2000-01-19’, ‘2000-01-26’, ‘2000-02-02’, ‘2000-02-09’, ‘2000-02-16’, ‘2000-02-23’, ‘2000-03-01’, ‘2000-03-08’, ‘2000-03-15’, ‘2000-03-22’, ‘2000-03-29’, ‘2000-04-05’, ‘2000-04-12’, ‘2000-04-19’, ‘2000-04-26’, ‘2000-05-03’, ‘2000-05-10’, ‘2000-05-17’, ‘2000-05-24’, ‘2000-05-31’, ‘2000-06-07’, ‘2000-06-14’, ‘2000-06-21’, ‘2000-06-28’, ‘2000-07-05’, ‘2000-07-12’, ‘2000-07-19’, ‘2000-07-26’, ‘2000-08-02’, ‘2000-08-09’, ‘2000-08-16’, ‘2000-08-23’, ‘2000-08-30’, ‘2000-09-06’, ‘2000-09-13’, ‘2000-09-20’, ‘2000-09-27’, ‘2000-10-04’, ‘2000-10-11’, ‘2000-10-18’, ‘2000-10-25’, ‘2000-11-01’, ‘2000-11-08’, ‘2000-11-15’, ‘2000-11-22’, ‘2000-11-29’, ‘2000-12-06’, ‘2000-12-13’, ‘2000-12-20’, ‘2000-12-27’, ‘2001-01-03’, ‘2001-01-10’, ‘2001-01-17’, ‘2001-01-24’, ‘2001-01-31’, ‘2001-02-07’, ‘2001-02-14’, ‘2001-02-21’, ‘2001-02-28’, ‘2001-03-07’, ‘2001-03-14’, ‘2001-03-21’, ‘2001-03-28’, ‘2001-04-04’, ‘2001-04-11’, ‘2001-04-18’, ‘2001-04-25’, ‘2001-05-02’, ‘2001-05-09’, ‘2001-05-16’, ‘2001-05-23’, ‘2001-05-30’, ‘2001-06-06’, ‘2001-06-13’, ‘2001-06-20’, ‘2001-06-27’, ‘2001-07-04’, ‘2001-07-11’, ‘2001-07-18’, ‘2001-07-25’, ‘2001-08-01’, ‘2001-08-08’, ‘2001-08-15’, ‘2001-08-22’, ‘2001-08-29’, ‘2001-09-05’, ‘2001-09-12’, ‘2001-09-19’, ‘2001-09-26’, ‘2001-10-03’, ‘2001-10-10’, ‘2001-10-17’, ‘2001-10-24’, ‘2001-10-31’, ‘2001-11-07’, ‘2001-11-14’, ‘2001-11-21’, ‘2001-11-28’], dtype=’datetime64[ns]’, freq=’W-WED’)

long_df = DataFrame(np.random.randn(100,4),index=dates,columns=['Colorado','Texas','New York','Ohio'])

long_df.ix['5-2001']

Colorado	Texas	New York	Ohio
2001-05-02	1.783070	1.090816	-1.035363	-0.089864
2001-05-09	-1.290700	1.311863	-0.596037	0.819694
2001-05-16	0.688693	-0.249644	-0.859212	0.879270
2001-05-23	-1.602660	1.211236	-1.028336	2.022514
2001-05-30	-0.705427	-0.189235	-0.710712	-2.397815

dates = pd.DatetimeIndex(['1/1/2000','1/2/2000',
                         '1/2/2000','1/2/2000',
                         '1/3/2000'])

dup_ts = Series(np.arange(5), index=dates)

dup_ts

2000-01-01 0 2000-01-02 1 2000-01-02 2 2000-01-02 3 2000-01-03 4 dtype: int64 通過檢查索引的** is_unique ** 屬性，判斷是不是唯一

dup_ts.index.is_unique

False 對這個時間序列進行索引，要麼產生標量值，要麼產生切片，具體要看所選的 > **時間點是否重複** none repeat(2000-1-3)

dup_ts['1/3/2000']

4 repeat (2000-1-2)

dup_ts['1/2/2000']

2000-01-02 1 2000-01-02 2 2000-01-02 3 dtype: int64 define whether it is reaptable or not

dup_ts.index.is_unique

False # 對具有非唯一時間戳的資料聚合 # > groupby(level=0) level=0意味著索引唯一一層！！！ —-

grouped = dup_ts.groupby(level=0)

grouped.mean(),grouped.count()

(2000-01-01 0 2000-01-02 2 2000-01-03 4 dtype: int64, 2000-01-01 1 2000-01-02 3 2000-01-03 1 dtype: int64) > 將時間序列轉換成 **具有固定頻率（每日）的時間序列** - resample

ts.resample('D')

2011-01-02 0.573974 2011-01-03 NaN 2011-01-04 NaN 2011-01-05 -0.337112 2011-01-06 NaN 2011-01-07 -1.650845 2011-01-08 0.450012 2011-01-09 NaN 2011-01-10 -1.253801 2011-01-11 NaN 2011-01-12 -0.402997 Freq: D, dtype: float64 生成日期範圍 - pandas.date_range - 型別：DatetimeIndex

index = pd.date_range('4/1/2012','6/1/2012')

## base frequency - 基礎頻率通常以一個字串表示，M每月，H每小時 - 對於每個基礎頻率都有一個偏移量與之對應 - date offset

from pandas.tseries.offsets import Hour, Minute

hour = Hour()

hour

> 傳入一個整數即可定義偏移量的倍數：

four_hours = Hour(4)

four_hours

pd.date_range('1/1/2000','1/3/2000 23:59',freq='4h')

DatetimeIndex([‘2000-01-01 00:00:00’, ‘2000-01-01 04:00:00’, ‘2000-01-01 08:00:00’, ‘2000-01-01 12:00:00’, ‘2000-01-01 16:00:00’, ‘2000-01-01 20:00:00’, ‘2000-01-02 00:00:00’, ‘2000-01-02 04:00:00’, ‘2000-01-02 08:00:00’, ‘2000-01-02 12:00:00’, ‘2000-01-02 16:00:00’, ‘2000-01-02 20:00:00’, ‘2000-01-03 00:00:00’, ‘2000-01-03 04:00:00’, ‘2000-01-03 08:00:00’, ‘2000-01-03 12:00:00’, ‘2000-01-03 16:00:00’, ‘2000-01-03 20:00:00’], dtype=’datetime64[ns]’, freq=’4H’) 偏移量可以通過加法連結

Hour(2) + Minute(30)

pd.date_range('1/1/2000', periods=10, freq='1h30min')

DatetimeIndex([‘2000-01-01 00:00:00’, ‘2000-01-01 01:30:00’, ‘2000-01-01 03:00:00’, ‘2000-01-01 04:30:00’, ‘2000-01-01 06:00:00’, ‘2000-01-01 07:30:00’, ‘2000-01-01 09:00:00’, ‘2000-01-01 10:30:00’, ‘2000-01-01 12:00:00’, ‘2000-01-01 13:30:00’], dtype=’datetime64[ns]’, freq=’90T’) ### WOM(week of month)

rng = pd.date_range('1/1/2012','9/1/2012',freq='WOM-3FRI')

pd.date_range('1/1/2012','9/1/2012',freq='W-FRI')

DatetimeIndex([‘2012-01-06’, ‘2012-01-13’, ‘2012-01-20’, ‘2012-01-27’, ‘2012-02-03’, ‘2012-02-10’, ‘2012-02-17’, ‘2012-02-24’, ‘2012-03-02’, ‘2012-03-09’, ‘2012-03-16’, ‘2012-03-23’, ‘2012-03-30’, ‘2012-04-06’, ‘2012-04-13’, ‘2012-04-20’, ‘2012-04-27’, ‘2012-05-04’, ‘2012-05-11’, ‘2012-05-18’, ‘2012-05-25’, ‘2012-06-01’, ‘2012-06-08’, ‘2012-06-15’, ‘2012-06-22’, ‘2012-06-29’, ‘2012-07-06’, ‘2012-07-13’, ‘2012-07-20’, ‘2012-07-27’, ‘2012-08-03’, ‘2012-08-10’, ‘2012-08-17’, ‘2012-08-24’, ‘2012-08-31’], dtype=’datetime64[ns]’, freq=’W-FRI’) > 時間表別名10-4 P314 ### 移動（超前和滯後）資料 - 移動（shifting）指的是沿著時間軸將資料遷移或者後移 - Series & Dataframe都有一個shift方法單純執行前移後移 - 保持索引不變

ts = Series(np.random.randn(4),index=pd.date_range('1/1/2000',periods=4,freq='M'))

ts

2000-01-31 -0.550830 2000-02-29 -1.297499 2000-03-31 1.178102 2000-04-30 1.359573 Freq: M, dtype: float64

ts.shift(-2)

2000-01-31 1.178102 2000-02-29 1.359573 2000-03-31 NaN 2000-04-30 NaN Freq: M, dtype: float64 shift ususally used to calculate the pct change of a series

ts / ts.shift(1) - 1

2000-01-31 NaN 2000-02-29 1.355534 2000-03-31 -1.907979 2000-04-30 0.154037 Freq: M, dtype: float64

ts.pct_change()

2000-01-31 NaN 2000-02-29 1.355534 2000-03-31 -1.907979 2000-04-30 0.154037 Freq: M, dtype: float64

ts.shift(2, freq='M')

2000-03-31 -0.550830 2000-04-30 -1.297499 2000-05-31 1.178102 2000-06-30 1.359573 Freq: M, dtype: float64

ts.shift(3, freq='D')

2000-02-03 -0.550830 2000-03-03 -1.297499 2000-04-03 1.178102 2000-05-03 1.359573 dtype: float64

type(ts)

pandas.core.series.Series

ts.shift()

2000-01-31 NaN 2000-02-29 -0.550830 2000-03-31 -1.297499 2000-04-30 1.178102 Freq: M, dtype: float64

ts.shift(3)

2000-01-31 NaN 2000-02-29 NaN 2000-03-31 NaN 2000-04-30 -0.55083 Freq: M, dtype: float64

ts.shift(freq='D')

2000-02-01 -0.550830 2000-03-01 -1.297499 2000-04-01 1.178102 2000-05-01 1.359573 Freq: MS, dtype: float64

ts.shift(periods=2)

2000-01-31 NaN 2000-02-29 NaN 2000-03-31 -0.550830 2000-04-30 -1.297499 Freq: M, dtype: float64 freq means move the index by the frequence

from pandas.tseries.offsets import Day, MonthEnd

如果增加的是⚓️點偏移量（比如MonthEnd)，第一次增量會講原來的日期向前滾動到適合規則的下一個日期 - 今天11月17號，MonthEnd就是這個月末11.31

now = datetime(2011, 11, 17)

now + 3*Day()

Timestamp(‘2011-11-20 00:00:00’)

now + MonthEnd()

Timestamp(‘2011-11-30 00:00:00’)

now + MonthEnd(2)

Timestamp(‘2011-12-31 00:00:00’)

offset = MonthEnd()

offset.rollforward(now)

Timestamp(‘2011-11-30 00:00:00’)

offset.rollback(now)

Timestamp(‘2011-10-31 00:00:00’) 巧妙的使用**groupby**和**⚓️點偏移量**

ts = Series(np.random.randn(20), index=pd.date_range('1/15/2000',periods=20,freq='4d'))

ts.groupby(offset.rollforward).mean()

2000-01-31 -0.223943 2000-02-29 -0.241283 2000-03-31 -0.080391 dtype: float64 更方便快捷的方法應該是用 > resample

ts.resample('M', how='mean')

2000-01-31 -0.223943 2000-02-29 -0.241283 2000-03-31 -0.080391 Freq: M, dtype: float64 # import pytz —- pytz是一個世界時區的庫，時區名

import pytz

pytz.common_timezones[-5:]

[‘US/Eastern’, ‘US/Hawaii’, ‘US/Mountain’, ‘US/Pacific’, ‘UTC’]

tz = pytz.timezone('US/Eastern')

tz

### 本地化和轉換

rng = pd.date_range('3/9/2012 9:30',periods=6, freq='D')
ts = Series(np.random.randn(len(rng)),index=rng)

del index

ts.index.tz

add a time zone set of the ts - make it print

pd.date_range('3/9/2000 9:30',periods=10, freq='D',tz='UTC')

DatetimeIndex([‘2000-03-09 09:30:00+00:00’, ‘2000-03-10 09:30:00+00:00’, ‘2000-03-11 09:30:00+00:00’, ‘2000-03-12 09:30:00+00:00’, ‘2000-03-13 09:30:00+00:00’, ‘2000-03-14 09:30:00+00:00’, ‘2000-03-15 09:30:00+00:00’, ‘2000-03-16 09:30:00+00:00’, ‘2000-03-17 09:30:00+00:00’, ‘2000-03-18 09:30:00+00:00’], dtype=’datetime64[ns, UTC]’, freq=’D’) > The +00:00 means - time zone use *tz_localize* to localize the time zone

ts_utc = ts.tz_localize('UTC')

ts_utc

2012-03-09 09:30:00+00:00 -0.258702 2012-03-10 09:30:00+00:00 -1.019056 2012-03-11 09:30:00+00:00 1.044139 2012-03-12 09:30:00+00:00 0.826684 2012-03-13 09:30:00+00:00 0.998759 2012-03-14 09:30:00+00:00 -0.839695 Freq: D, dtype: float64 just have a try of crtl+v

ts_utc.index

DatetimeIndex([‘2012-03-09 09:30:00+00:00’, ‘2012-03-10 09:30:00+00:00’, ‘2012-03-11 09:30:00+00:00’, ‘2012-03-12 09:30:00+00:00’, ‘2012-03-13 09:30:00+00:00’, ‘2012-03-14 09:30:00+00:00’], dtype=’datetime64[ns, UTC]’, freq=’D’) convert localized time zone to another one use: > *tz_convert*

ts_utc.tz_convert('US/Eastern')

2012-03-09 04:30:00-05:00 -0.258702 2012-03-10 04:30:00-05:00 -1.019056 2012-03-11 05:30:00-04:00 1.044139 2012-03-12 05:30:00-04:00 0.826684 2012-03-13 05:30:00-04:00 0.998759 2012-03-14 05:30:00-04:00 -0.839695 Freq: D, dtype: float64 *tz_localize* & *tz_convert* are also instance methods on *DatetimeIndex*

ts.index.tz_localize('Asia/Shanghai')

DatetimeIndex([‘2012-03-09 09:30:00+08:00’, ‘2012-03-10 09:30:00+08:00’, ‘2012-03-11 09:30:00+08:00’, ‘2012-03-12 09:30:00+08:00’, ‘2012-03-13 09:30:00+08:00’, ‘2012-03-14 09:30:00+08:00’], dtype=’datetime64[ns, Asia/Shanghai]’, freq=’D’) # operations with Time Zone - awrae Timestamp Objects Localized from naive to time zone-aware and converted from one time zone to another

stamp = pd.Timestamp('2011-03-12 4:00')
stamp_utc = stamp.tz_localize('utc')

stamp_utc.tz_convert('US/Eastern')

Timestamp(‘2011-03-11 23:00:00-0500’, tz=’US/Eastern’) >Time zone-aware Timestamp objects internally store a UTC timestamp calue as nano-seconed since thr UNIX epoch(January 1,1970) - this UTC value is invariant between time zone conversions

stamp_utc.value

1299902400000000000

stamp = pd.Timestamp('2012-03-12 01:30', tz='US/Eastern')

stamp

Timestamp(‘2012-03-12 01:30:00-0400’, tz=’US/Eastern’)

stamp + Hour()

Timestamp(‘2012-03-12 02:30:00-0400’, tz=’US/Eastern’) # operations between different time zones

rng = pd.date_range('3/7/2012 9:30',periods=10, freq='B')

ts = Series(np.random.randn(len(rng)), index=rng)

ts

2012-03-07 09:30:00 0.315600 2012-03-08 09:30:00 0.616440 2012-03-09 09:30:00 -1.633940 2012-03-12 09:30:00 0.260501 2012-03-13 09:30:00 -0.394620 2012-03-14 09:30:00 -0.554103 2012-03-15 09:30:00 2.441851 2012-03-16 09:30:00 -3.473308 2012-03-19 09:30:00 -0.339365 2012-03-20 09:30:00 0.335510 Freq: B, dtype: float64

ts1 = ts[:7].tz_localize('Europe/London')

ts2 = ts1[2:].tz_convert('Europe/Moscow')

result = ts1 + ts2

>different time zone can be added up together freely

result.index

DatetimeIndex([‘2012-03-07 09:30:00+00:00’, ‘2012-03-08 09:30:00+00:00’, ‘2012-03-09 09:30:00+00:00’, ‘2012-03-12 09:30:00+00:00’, ‘2012-03-13 09:30:00+00:00’, ‘2012-03-14 09:30:00+00:00’, ‘2012-03-15 09:30:00+00:00’], dtype=’datetime64[ns, UTC]’, freq=’B’) ## Periods and Periods Arithmetic > Periods - time spans - days, months,quarters,years

p = pd.Period(2007, freq='A-DEC')

p

Period(‘2007’, ‘A-DEC’) ## Time Series Plotting

close_px_call = pd.read_csv('/Users/Houbowei/Desktop/SRP/books/pydata-book-master/pydata-book-master/ch09/stock_px.csv', parse_dates=True,index_col=0)

close_px = close_px_call[['AAPL','MSFT','XOM']]

close_px = close_px.resample('B',fill_method='ffill')

close_px

AAPL	MSFT	XOM
2003-01-02	7.40	21.11	29.22
2003-01-03	7.45	21.14	29.24
2003-01-06	7.45	21.52	29.96
2003-01-07	7.43	21.93	28.95
2003-01-08	7.28	21.31	28.83
2003-01-09	7.34	21.93	29.44
2003-01-10	7.36	21.97	29.03
2003-01-13	7.32	22.16	28.91
2003-01-14	7.30	22.39	29.17
2003-01-15	7.22	22.11	28.77
2003-01-16	7.31	21.75	28.90
2003-01-17	7.05	20.22	28.60
2003-01-20	7.05	20.22	28.60
2003-01-21	7.01	20.17	27.94
2003-01-22	6.94	20.04	27.58
2003-01-23	7.09	20.54	27.52
2003-01-24	6.90	19.59	26.93
2003-01-27	7.07	19.32	26.21
2003-01-28	7.29	19.18	26.90
2003-01-29	7.47	19.61	27.88
2003-01-30	7.16	18.95	27.37
2003-01-31	7.18	18.65	28.13
2003-02-03	7.33	19.08	28.52
2003-02-04	7.30	18.59	28.52
2003-02-05	7.22	18.45	28.11
2003-02-06	7.22	18.63	27.87
2003-02-07	7.07	18.30	27.66
2003-02-10	7.18	18.62	27.87
2003-02-11	7.18	18.25	27.67
2003-02-12	7.20	18.25	27.12
…	…	…	…
2011-09-05	374.05	25.80	72.14
2011-09-06	379.74	25.51	71.15
2011-09-07	383.93	26.00	73.65
2011-09-08	384.14	26.22	72.82
2011-09-09	377.48	25.74	71.01
2011-09-12	379.94	25.89	71.84
2011-09-13	384.62	26.04	71.65
2011-09-14	389.30	26.50	72.64
2011-09-15	392.96	26.99	74.01
2011-09-16	400.50	27.12	74.55
2011-09-19	411.63	27.21	73.70
2011-09-20	413.45	26.98	74.01
2011-09-21	412.14	25.99	71.97
2011-09-22	401.82	25.06	69.24
2011-09-23	404.30	25.06	69.31
2011-09-26	403.17	25.44	71.72
2011-09-27	399.26	25.67	72.91
2011-09-28	397.01	25.58	72.07
2011-09-29	390.57	25.45	73.88
2011-09-30	381.32	24.89	72.63
2011-10-03	374.60	24.53	71.15
2011-10-04	372.50	25.34	72.83
2011-10-05	378.25	25.89	73.95
2011-10-06	377.37	26.34	73.89
2011-10-07	369.80	26.25	73.56
2011-10-10	388.81	26.94	76.28
2011-10-11	400.29	27.00	76.27
2011-10-12	402.19	26.96	77.16
2011-10-13	408.43	27.18	76.37
2011-10-14	422.00	27.27	78.11

2292 rows × 3 columns

close_px.resample?

close_px['AAPL'].plot()

close_px.ix['2009'].plot()

close_px['AAPL'].ix['01-2011':'03-2011'].plot()

apple_q = close_px['AAPL'].resample('Q-DEC', fill_method='ffill')

apple_q.ix['2009':].plot()

close_px.AAPL.plot()

close_px.plot()

apple_std250 = pd.rolling_std(close_px.AAPL, 250)

apple_std250.describe()

count 2043.000000 mean 20.604571 std 12.606813 min 1.335707 25% 9.121461 50% 22.231490 75% 32.411445 max 39.327273 Name: AAPL, dtype: float64

apple_std250.plot()

close_px.describe()

AAPL	MSFT	XOM
count	2292.000000	2292.000000	2292.000000
mean	125.339895	23.953010	59.568473
std	107.218553	3.267322	16.731836
min	6.560000	14.330000	26.210000
25%	37.122500	21.690000	49.517500
50%	91.365000	24.000000	62.980000
75%	185.535000	26.280000	72.540000
max	422.000000	34.070000	87.480000

close_px_call.describe()

AAPL	MSFT	XOM	SPX
count	2214.000000	2214.000000	2214.000000	2214.000000
mean	125.516147	23.945452	59.558744	1183.773311
std	107.394693	3.255198	16.725025	180.983466
min	6.560000	14.330000	26.210000	676.530000
25%	37.135000	21.700000	49.492500	1077.060000
50%	91.455000	24.000000	62.970000	1189.260000
75%	185.605000	26.280000	72.510000	1306.057500
max	422.000000	34.070000	87.480000	1565.150000

spx = close_px_call.SPX.pct_change()

spx

2003-01-02         NaN
2003-01-03   -0.000484
2003-01-06    0.022474
2003-01-07   -0.006545
2003-01-08   -0.014086
2003-01-09    0.019386
2003-01-10    0.000000
2003-01-13   -0.001412
2003-01-14    0.005830
2003-01-15   -0.014426
2003-01-16   -0.003942
2003-01-17   -0.014017
2003-01-21   -0.015702
2003-01-22   -0.010432
2003-01-23    0.010224
2003-01-24   -0.029233
2003-01-27   -0.016160
2003-01-28    0.013050
2003-01-29    0.006779
2003-01-30   -0.022849
2003-01-31    0.013130
2003-02-03    0.005399
2003-02-04   -0.014088
2003-02-05   -0.005435
2003-02-06   -0.006449
2003-02-07   -0.010094
2003-02-10    0.007569
2003-02-11   -0.008098
2003-02-12   -0.012687
2003-02-13   -0.001600
                ...   
2011-09-02   -0.025282
2011-09-06   -0.007436
2011-09-07    0.028646
2011-09-08   -0.010612
2011-09-09   -0.026705
2011-09-12    0.006966
2011-09-13    0.009120
2011-09-14    0.013480
2011-09-15    0.017187
2011-09-16    0.005707
2011-09-19   -0.009803
2011-09-20   -0.001661
2011-09-21   -0.029390
2011-09-22   -0.031883
2011-09-23    0.006082
2011-09-26    0.023336
2011-09-27    0.010688
2011-09-28   -0.020691
2011-09-29    0.008114
2011-09-30   -0.024974
2011-10-03   -0.028451
2011-10-04    0.022488
2011-10-05    0.017866
2011-10-06    0.018304
2011-10-07   -0.008163
2011-10-10    0.034125
2011-10-11    0.000544
2011-10-12    0.009795
2011-10-13   -0.002974
2011-10-14    0.017380
Name: SPX, dtype: float64

returns = close_px.pct_change()

corr = pd.rolling_corr(returns.AAPL, spx, 125 , min_periods=100)

corr.plot()

<matplotlib.axes._subplots.AxesSubplot at 0x10bf49450>

corr = pd.rolling_corr(returns, spx, 125, min_periods=100).plot()