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Hands-On Financial Trading with Python

You're reading from  Hands-On Financial Trading with Python

Product type Book
Published in Apr 2021
Publisher Packt
ISBN-13 9781838982881
Pages 360 pages
Edition 1st Edition
Languages
Authors (2):
Jiri Pik Jiri Pik
Profile icon Jiri Pik
Sourav Ghosh Sourav Ghosh
Profile icon Sourav Ghosh
View More author details
Toc

Table of Contents (15) Chapters close

Preface 1. Section 1: Introduction to Algorithmic Trading
2. Chapter 1: Introduction to Algorithmic Trading 3. Section 2: In-Depth Look at Python Libraries for the Analysis of Financial Datasets
4. Chapter 2: Exploratory Data Analysis in Python 5. Chapter 3: High-Speed Scientific Computing Using NumPy 6. Chapter 4: Data Manipulation and Analysis with pandas 7. Chapter 5: Data Visualization Using Matplotlib 8. Chapter 6: Statistical Estimation, Inference, and Prediction 9. Section 3: Algorithmic Trading in Python
10. Chapter 7: Financial Market Data Access in Python 11. Chapter 8: Introduction to Zipline and PyFolio 12. Chapter 9: Fundamental Algorithmic Trading Strategies 13. Other Books You May Enjoy Appendix A: How to Setup a Python Environment

Exploring file operations with pandas.DataFrames

pandas supports the persistence of DataFrames in both plain-text and binary formats. The common text formats are CSV and JSON files, the most used binary formats are Excel XLSX, HDF5, and pickle.

In this book, we focus on plain-text persistence.

CSV files

CSV files (comma-separated values files) are data-exchange standard files.

Writing CSV files

Writing a pandas DataFrame to a CSV file is easily achievable using the pandas.DataFrame.to_csv(...) method. The header= parameter controls whether a header is written to the top of the file or not and the index= parameter controls whether the Index axis values are written to the file or not:

df.to_csv('df.csv', sep=',', header=True, index=True)

We can inspect the file written to disk using the following Linux command typed into the notebook. The ! character instructs the notebook to run a shell command:

!head -n 4 df.csv

The file contains the following...

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