【发布时间】:2019-04-26 20:56:12
【问题描述】:
df_vol DataFrame 创建如下
df_vol = df.loc[:, 1].map(fd.retrieve_symbol_datetime).to_frame('maturity')
df_vol['date'] = df_vol.index.date
df_vol.head()
maturity date
2018-11-01 11:31:53.023 2022-04-01 2018-11-01
2018-11-01 16:30:15.287 2022-04-01 2018-11-01
2018-11-01 10:23:06.779 2022-10-01 2018-11-01
2018-11-01 16:30:15.291 2022-10-01 2018-11-01
2018-11-01 11:30:56.251 2018-12-01 2018-11-01
进一步检查df_vol显示
df_vol.dtypes
maturity category
date object
dtype: object
我希望maturity 列是日期类型,因为它由fd.retrieve_symbol_datetime() 的内容填充,该函数返回pandas.datetime()。
此外,date 列是一个对象类型,尽管它从 index.date 获取值。
我对@987654330@ 的类型很感兴趣,因为我最终想要有所作为
pd.eval("(df_vol.maturity - df_vol.date)")
retrieve_symbol_datetime()
def retrieve_symbol_datetime(future: str):
"""
Retrieves the maturity date of a future whose format is of the form AAAMYY.
Params
-------
future : string, of form 'AAAMYY'
This format is for futures where 'AAA' is the string that identifies
the symbol, 'M' is the character that identifies the month, and 'YY' is
a two-digit number that identifies the year.
Returns : pandas.datetime
Returns the date of maturiry of the future's symbol.
Example
-------
If future = 'DI1Z20', then it returnts a pandas.datetime(2020, 12, 01).
"""
year = 2000 + int(future[4: 6])
month = convert_letter_symbol_month(future[3: 4])
return pd.datetime(year, month, 1).date()
【问题讨论】:
-
了解“fd”对应的包会很有帮助。请包括相关的进口声明。似乎您正在执行显示数据帧 df 的内容的 df.head(),但您正在计算数据帧 df_vol。你想改用 df_vol.head() 吗?