将def的输出作为DataFram附加到现有的DataFrame

import matplotlib.pyplot as plt import numpy as np import csv import pandas sqrt_annual = 255**(1/2) path = 'data_prices.csv' data = pandas.read_csv(path, sep=';', encoding='utf-8-sig') data['DATE'] = pandas.to_datetime(data['DATE'], format='%Y%m%d') data = data.sort_values(by=['TICKER', 'DATE'], ascending=[True, True]) def vol(ticker, date, date_prev, date_next): data_filtered = data[(data.TICKER==ticker) & (data.DATE > date_prev) & (data.DATE < date_next)] data_filtered['pct_change'] = data_filtered.PRICE.pct_change() data_filtered['log_ret'] = np.log(data_filtered.PRICE) - np.log(data_filtered.PRICE.shift(1)) data_filtered['rolling_vola_40'] = sqrt_annual * data_filtered.shift(1).log_ret.rolling(center=False,window=40).std() data_filtered['rolling_vola_80'] = sqrt_annual * data_filtered.shift(1).log_ret.rolling(center=False,window=80).std() data_filtered['f_rolling_vola_40'] = sqrt_annual * data_filtered.shift(-40).log_ret.rolling(center=False,window=40).std() data_filtered['f_rolling_vola_80'] = sqrt_annual * data_filtered.shift(-80).log_ret.rolling(center=False,window=80).std() data_filtered['rolling_vola_prev_annum'] = sqrt_annual * data_filtered[(data.DATE < date)].log_ret.std() data_filtered['rolling_vola_post_annum'] = sqrt_annual * data_filtered[(data.DATE > date)].log_ret.std() prev_x = len(data_filtered[(data_filtered.DATE <= date)])-1 post_x = len(data_filtered[(data_filtered.DATE >= date)])-1 if prev_x > 235 and post_x > 235: return(data_filtered[(data_filtered.DATE == date)])

DATE TICKER PRICE pct_change log_ret rolling_vola_40 \ 279 2014-11-17 A UN Equity 41.24 -0.007938 -0.00797 0.253339 rolling_vola_80 f_rolling_vola_40 f_rolling_vola_80 \ 279 0.212863 0.247969 0.241233 rolling_vola_prev_annum rolling_vola_post_annum 279 0.217963 0.225887

path_static = 'data_static.csv' data_static = pandas.read_csv(path_static, sep=';', encoding='utf-8-sig') data_static = data_static[(data_static.DATE_PREV != 0) & (data_static.DATE_NEXT != 0)] data_static['DATE'] = pandas.to_datetime(data_static['DATE'], format='%Y%m%d') data_static['DATE_PREV'] = pandas.to_datetime(data_static['DATE_PREV'], format='%Y%m%d') data_static['DATE_NEXT'] = pandas.to_datetime(data_static['DATE_NEXT'], format='%Y%m%d')

YEAR;DATE;TICKER;LONG_COMP_NAME;ISSUER_INDUSTRY;INDUSTRY_SECTOR;COUNTRY;ACCOUNTING_STANDARD;ACCOUNTING_STANDARD_OVERRIDE;EQY_FUND_CRNCY;INDEX;DATE_PREV;DATE_NEXT 2015;20151116;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20141117;0 2014;20141117;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20131114;20151116 2013;20131114;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20121119;20141117 2012;20121119;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20111115;20131114 2011;20111115;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20101112;20121119 2010;20101112;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20091113;20111115 2009;20091113;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20081114;20101112 2008;20081114;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20071115;20091113 2007;20071115;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20061114;20081114 2006;20061114;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;20051114;20071115 2005;20051114;A UN Equity;Agilent Technologies Inc;Electronic Measur Instr;Industrial;US;US GAAP;MIXED;USD;S&P500;0;20061114 2015;20160111;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20150112;0 2014;20150112;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20140109;20160111 2013;20140109;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20130108;20150112 2012;20130108;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20120109;20140109 2011;20120109;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20110110;20130108 2010;20110110;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20100111;20120109 2009;20100111;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20090112;20110110 2008;20090112;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20080109;20100111 2007;20080109;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20070109;20090112 2006;20070109;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;20060109;20080109 2005;20060109;AA UN Equity;Alcoa Inc;Metal-Aluminum;Basic Materials;US;US GAAP;MIXED;USD;S&P500;0;20070109

DATE;TICKER;PRICE 20151231;A UN Equity;41.81 20151230;A UN Equity;42.17 20151229;A UN Equity;42.36 20151228;A UN Equity;41.78 20151224;A UN Equity;42.14 20151223;A UN Equity;41.77 20151222;A UN Equity;41.22 20151221;A UN Equity;40.83 20151218;A UN Equity;40.1 20151217;A UN Equity;40.78 20151216;A UN Equity;41.43 20151215;A UN Equity;40.81 20151214;A UN Equity;40.25 20151211;A UN Equity;40.19 20151210;A UN Equity;41.25 20151209;A UN Equity;40.98 20151208;A UN Equity;41.17 20151207;A UN Equity;40.7 20151204;A UN Equity;41.1 20151203;A UN Equity;40.15 20151202;A UN Equity;40.42 20151201;A UN Equity;41.06 20151130;A UN Equity;41.82 20151127;A UN Equity;41.97 20151125;A UN Equity;41.34 20151124;A UN Equity;40.67 20151123;A UN Equity;40.03 20151120;A UN Equity;39.28 20151119;A UN Equity;38.5 20151118;A UN Equity;39.34 20151117;A UN Equity;38.38 20151116;A UN Equity;37.33 20151113;A UN Equity;36.77 20151112;A UN Equity;37.49 20151111;A UN Equity;37.66 20151110;A UN Equity;37.98 20151109;A UN Equity;37.92 20151106;A UN Equity;38.14 20151105;A UN Equity;38.3 20151104;A UN Equity;38.34 20151103;A UN Equity;38.27 20151102;A UN Equity;38.59 20151030;A UN Equity;37.76 20151029;A UN Equity;37.7 20151028;A UN Equity;37.52 20151027;A UN Equity;37.05 20151026;A UN Equity;36.83 20151023;A UN Equity;37.11 20151022;A UN Equity;36.09 20151021;A UN Equity;35.9 20151020;A UN Equity;36.32 20151019;A UN Equity;36.23 20151016;A UN Equity;35.78 20151015;A UN Equity;35.58 20151014;A UN Equity;35.05 20151013;A UN Equity;35.63 20151012;A UN Equity;35.99 20151009;A UN Equity;36.23 20151008;A UN Equity;36.01 20151007;A UN Equity;35.54 20151006;A UN Equity;34.9 20151005;A UN Equity;35.34 20151002;A UN Equity;34.67 20151001;A UN Equity;33.74 20150930;A UN Equity;34.33 20150929;A UN Equity;33.74 20150928;A UN Equity;33.37 20150925;A UN Equity;34.45 20150924;A UN Equity;34.55 20150923;A UN Equity;34.95 20150922;A UN Equity;35.05 20150921;A UN Equity;35.69 20150918;A UN Equity;35.74 20150917;A UN Equity;36.4 20150916;A UN Equity;36.52 20150915;A UN Equity;36.15 20150914;A UN Equity;35.55 20150911;A UN Equity;35.96 20150910;A UN Equity;35.86 20150909;A UN Equity;35.54 20150908;A UN Equity;36.21 20150904;A UN Equity;35.06 20150903;A UN Equity;35.75 20150902;A UN Equity;35.53 20150901;A UN Equity;34.75 20150831;A UN Equity;36.31 20150828;A UN Equity;36.51 20150827;A UN Equity;36.64 20150826;A UN Equity;35.62 20150825;A UN Equity;34.36 20150824;A UN Equity;34.68 20150821;A UN Equity;36.23 20150820;A UN Equity;37.51 20150819;A UN Equity;38.4 20150818;A UN Equity;39.02 20150817;A UN Equity;38.82 20150814;A UN Equity;38.65 20150813;A UN Equity;38.56 20150812;A UN Equity;38.89 20150811;A UN Equity;39.42 20150810;A UN Equity;40.47 20150807;A UN Equity;39.99 20150806;A UN Equity;40.12 20150805;A UN Equity;40.72 20150804;A UN Equity;40.62 20150803;A UN Equity;41 20150731;A UN Equity;40.95 20150730;A UN Equity;40.97 20150729;A UN Equity;40.4 20150728;A UN Equity;40.45 20150727;A UN Equity;39.61 20150724;A UN Equity;39.31 20150723;A UN Equity;40.25 20150722;A UN Equity;40.33 20150721;A UN Equity;39.57 20150720;A UN Equity;40.06 20150717;A UN Equity;39.95 20150716;A UN Equity;40.34 20150715;A UN Equity;40.13 20150714;A UN Equity;40.49 20150713;A UN Equity;39.96 20150710;A UN Equity;39.4 20150709;A UN Equity;38.92 20150708;A UN Equity;38.75 20150707;A UN Equity;39.79 20150706;A UN Equity;39.36 20150702;A UN Equity;39.58 20150701;A UN Equity;39.26 20150630;A UN Equity;38.58 20150629;A UN Equity;38.74 20150626;A UN Equity;40.02 20150625;A UN Equity;40.05 20150624;A UN Equity;40.19 20150623;A UN Equity;39.6 20150622;A UN Equity;39.81 20150619;A UN Equity;39.49 20150618;A UN Equity;39.9 20150617;A UN Equity;39.6 20150616;A UN Equity;39.79 20150615;A UN Equity;39.52 20150612;A UN Equity;39.84 20150611;A UN Equity;40.53 20150610;A UN Equity;40.52 20150609;A UN Equity;40.12 20150608;A UN Equity;39.95 20150605;A UN Equity;40.31 20150604;A UN Equity;40.54 20150603;A UN Equity;41.1 20150602;A UN Equity;41.11 20150601;A UN Equity;40.92 20150529;A UN Equity;41.19 20150528;A UN Equity;41.75 20150527;A UN Equity;42.61 20150526;A UN Equity;42.06 20150522;A UN Equity;42.5 20150521;A UN Equity;42.32 20150520;A UN Equity;42.61 20150519;A UN Equity;42.37 20150518;A UN Equity;42.63 20150515;A UN Equity;42.04 20150514;A UN Equity;42.05 20150513;A UN Equity;41.81 20150512;A UN Equity;41.91 20150511;A UN Equity;42.62 20150508;A UN Equity;42.5 20150507;A UN Equity;41.8 20150506;A UN Equity;41.59 20150505;A UN Equity;41.59 20150504;A UN Equity;41.94 20150430;A UN Equity;41.37 20150429;A UN Equity;41.96 20150428;A UN Equity;42.18 20150427;A UN Equity;41.98 20150424;A UN Equity;42.49 20150423;A UN Equity;42.62 20150422;A UN Equity;42.71 20150421;A UN Equity;42.89 20150420;A UN Equity;43.19 20150417;A UN Equity;42.98 20150416;A UN Equity;43.13 20150415;A UN Equity;43.38 20150414;A UN Equity;43.07 20150413;A UN Equity;43.04 20150410;A UN Equity;43.55 20150409;A UN Equity;42.49 20150408;A UN Equity;42.26 20150407;A UN Equity;42.44 20150402;A UN Equity;42.05 20150401;A UN Equity;41.39 20150331;A UN Equity;41.55 20150330;A UN Equity;41.72 20150327;A UN Equity;41.11 20150326;A UN Equity;40.7 20150325;A UN Equity;40.81 20150324;A UN Equity;41.09 20150323;A UN Equity;42.2 20150320;A UN Equity;42.21 20150319;A UN Equity;42.21 20150318;A UN Equity;42.12 20150317;A UN Equity;41.58 20150316;A UN Equity;41.81 20150313;A UN Equity;40.87 20150312;A UN Equity;41.1 20150311;A UN Equity;40.85 20150310;A UN Equity;40.63 20150309;A UN Equity;41.74 20150306;A UN Equity;41.53 20150305;A UN Equity;42.22 20150304;A UN Equity;42 20150303;A UN Equity;42.26 20150302;A UN Equity;42.7 20150227;A UN Equity;42.21 20150226;A UN Equity;42.36 20150225;A UN Equity;42.2 20150224;A UN Equity;42.06 20150223;A UN Equity;41.73 20150220;A UN Equity;41.95 20150219;A UN Equity;41.15 20150218;A UN Equity;41.54 20150217;A UN Equity;40.52 20150213;A UN Equity;40.15 20150212;A UN Equity;40.02 20150211;A UN Equity;39.33 20150210;A UN Equity;39.67 20150209;A UN Equity;39.04 20150206;A UN Equity;39.34 20150205;A UN Equity;39.53 20150204;A UN Equity;39.11 20150203;A UN Equity;39.62 20150202;A UN Equity;38.69 20150130;A UN Equity;37.77 20150129;A UN Equity;38.46 20150128;A UN Equity;38 20150127;A UN Equity;38.75 20150126;A UN Equity;39.15 20150123;A UN Equity;38.81 20150122;A UN Equity;39.65 20150121;A UN Equity;38.16 20150120;A UN Equity;37.93 20150116;A UN Equity;38.25 20150115;A UN Equity;38.01 20150114;A UN Equity;39.06 20150113;A UN Equity;39.55 20150112;A UN Equity;40.11 20150109;A UN Equity;40.59 20150108;A UN Equity;40.89 20150107;A UN Equity;39.7 20150106;A UN Equity;39.18 20150105;A UN Equity;39.8 20150102;A UN Equity;40.56 20141231;A UN Equity;40.94 20141230;A UN Equity;41.37 20141229;A UN Equity;41.33 20141224;A UN Equity;41.13 20141223;A UN Equity;41.37 20141222;A UN Equity;41.88 20141219;A UN Equity;41.38 20141218;A UN Equity;40.7 20141217;A UN Equity;39.76 20141216;A UN Equity;38.47 20141215;A UN Equity;38.68 20141212;A UN Equity;39.72 20141211;A UN Equity;40.62 20141210;A UN Equity;40.34 20141209;A UN Equity;41.4 20141208;A UN Equity;41.51 20141205;A UN Equity;42.3 20141204;A UN Equity;42.27 20141203;A UN Equity;42.23 20141202;A UN Equity;41.98 20141201;A UN Equity;41.59 20141128;A UN Equity;42.74 20141126;A UN Equity;42.74 20141125;A UN Equity;42.71 20141124;A UN Equity;42.25 20141121;A UN Equity;42.25 20141120;A UN Equity;41.26 20141119;A UN Equity;40.8 20141118;A UN Equity;40.8 20141117;A UN Equity;41.24 20141114;A UN Equity;41.57 20141113;A UN Equity;41.45 20141112;A UN Equity;41.45 20141111;A UN Equity;41.66 20141110;A UN Equity;41.53 20141107;A UN Equity;40.93 20141106;A UN Equity;41.37 20141105;A UN Equity;40.13 20141104;A UN Equity;40.18 20141103;A UN Equity;40.84 20141031;A UN Equity;39.53 20141030;A UN Equity;38.8435 20141029;A UN Equity;38.9722 20141028;A UN Equity;39.0866 20141027;A UN Equity;38.6075 20141024;A UN Equity;38.6504 20141023;A UN Equity;38.4073 20141022;A UN Equity;37.9354 20141021;A UN Equity;38.6147 20141020;A UN Equity;37.4348 20141017;A UN Equity;37.3776 20141016;A UN Equity;36.9771 20141015;A UN Equity;37.0343 20141014;A UN Equity;37.0343 20141013;A UN Equity;37.7494 20141010;A UN Equity;38.3573 20141009;A UN Equity;39.3512 20141008;A UN Equity;40.3738 20141007;A UN Equity;39.3298 20141006;A UN Equity;40.4525 20141003;A UN Equity;40.6956 20141002;A UN Equity;39.9233 20141001;A UN Equity;40.1879 20140930;A UN Equity;40.7456 20140929;A UN Equity;40.8672 20140926;A UN Equity;40.4024 20140925;A UN Equity;40.6813 20140924;A UN Equity;41.4464 20140923;A UN Equity;40.7456 20140922;A UN Equity;41.1532 20140919;A UN Equity;41.6538 20140918;A UN Equity;41.7611 20140917;A UN Equity;42.1115 20140916;A UN Equity;41.4107 20140915;A UN Equity;41.4178 20140912;A UN Equity;41.9041 20140911;A UN Equity;41.1818 20140910;A UN Equity;41.2534 20140909;A UN Equity;41.0817 20140908;A UN Equity;41.2248 20140905;A UN Equity;41.4178 20140904;A UN Equity;41.2534 20140903;A UN Equity;41.5179 20140902;A UN Equity;41.5251 20140829;A UN Equity;40.8744 20140828;A UN Equity;40.8672 20140827;A UN Equity;41.0317 20140826;A UN Equity;41.3678 20140825;A UN Equity;41.2891 20140822;A UN Equity;41.2176 20140821;A UN Equity;41.4679 20140820;A UN Equity;41.711 20140819;A UN Equity;41.8755 20140818;A UN Equity;41.8469 20140815;A UN Equity;41.1747 20140814;A UN Equity;39.7731 20140813;A UN Equity;39.1725 20140812;A UN Equity;38.8578 20140811;A UN Equity;39.4728 20140808;A UN Equity;39.5014 20140807;A UN Equity;39.3655 20140806;A UN Equity;39.7517 20140805;A UN Equity;39.5014 20140804;A UN Equity;40.2308 20140801;A UN Equity;40.0949 20140731;A UN Equity;40.1092 20140730;A UN Equity;40.6026 20140729;A UN Equity;40.0663 20140728;A UN Equity;40.2522 20140725;A UN Equity;40.4239 20140724;A UN Equity;40.6455 20140723;A UN Equity;41.096 20140722;A UN Equity;41.2748 20140721;A UN Equity;40.5526 20140718;A UN Equity;40.1521 20140717;A UN Equity;39.437 20140716;A UN Equity;40.7313 20140715;A UN Equity;40.5168 20140714;A UN Equity;40.6312 20140711;A UN Equity;40.4739 20140710;A UN Equity;40.3953 20140709;A UN Equity;40.6884 20140708;A UN Equity;40.8672 20140707;A UN Equity;41.5608 20140703;A UN Equity;41.804 20140702;A UN Equity;41.5108 20140701;A UN Equity;41.6538 20140630;A UN Equity;41.0746 20140627;A UN Equity;41.1175 20140626;A UN Equity;41.3463 20140625;A UN Equity;41.4536 20140624;A UN Equity;41.2248 20140623;A UN Equity;41.5537 20140620;A UN Equity;42.0257 20140619;A UN Equity;41.9184 20140618;A UN Equity;42.3832 20140617;A UN Equity;42.0972 20140616;A UN Equity;41.7039 20140613;A UN Equity;41.8326 20140612;A UN Equity;41.7611 20140611;A UN Equity;42.1258 20140610;A UN Equity;42.1115 20140609;A UN Equity;42.3903 20140606;A UN Equity;42.1973 20140605;A UN Equity;41.9041 20140604;A UN Equity;41.0817 20140603;A UN Equity;40.9173 20140602;A UN Equity;40.6813 20140530;A UN Equity;40.717 20140529;A UN Equity;40.7313 20140528;A UN Equity;40.8386 20140527;A UN Equity;40.2451 20140523;A UN Equity;40.1736 20140522;A UN Equity;39.7159 20140521;A UN Equity;39.3226 20140520;A UN Equity;38.8364 20140519;A UN Equity;39.3083 20140516;A UN Equity;39.3512 20140515;A UN Equity;38.9651 20140514;A UN Equity;39.9376 20140513;A UN Equity;40.6384 20140512;A UN Equity;40.338 20140509;A UN Equity;39.6087 20140508;A UN Equity;39.5443 20140507;A UN Equity;39.3512 20140506;A UN Equity;39.3369 20140505;A UN Equity;39.5658 20140502;A UN Equity;39.0008 20140430;A UN Equity;38.6433 20140429;A UN Equity;38.1141 20140428;A UN Equity;38.4216 20140425;A UN Equity;38.8936 20140424;A UN Equity;39.53 20140423;A UN Equity;39.3369 20140422;A UN Equity;39.3083 20140417;A UN Equity;39.0795 20140416;A UN Equity;38.3859 20140415;A UN Equity;37.9783 20140414;A UN Equity;37.6493 20140411;A UN Equity;37.7351 20140410;A UN Equity;38.6504 20140409;A UN Equity;39.7374 20140408;A UN Equity;39.0866 20140407;A UN Equity;38.865 20140404;A UN Equity;39.7374 20140403;A UN Equity;40.4739 20140402;A UN Equity;40.524 20140401;A UN Equity;40.3023 20140331;A UN Equity;39.9877 20140328;A UN Equity;39.1081 20140327;A UN Equity;39.1081 20140326;A UN Equity;39.4513 20140325;A UN Equity;39.4442 20140324;A UN Equity;39.5157 20140321;A UN Equity;40.1092 20140320;A UN Equity;40.5454 20140319;A UN Equity;40.4954 20140318;A UN Equity;40.6098 20140317;A UN Equity;39.9018 20140314;A UN Equity;39.6444 20140313;A UN Equity;39.9376 20140312;A UN Equity;40.8029 20140311;A UN Equity;40.6598 20140310;A UN Equity;41.5823 20140307;A UN Equity;41.7754 20140306;A UN Equity;42.0257 20140305;A UN Equity;41.332 20140304;A UN Equity;41.3177 20140303;A UN Equity;40.5526 20140228;A UN Equity;40.7099 20140227;A UN Equity;40.3023 20140226;A UN Equity;40.8315 20140225;A UN Equity;40.6813 20140224;A UN Equity;40.5812 20140221;A UN Equity;40.288 20140220;A UN Equity;40.9673 20140219;A UN Equity;40.002 20140218;A UN Equity;39.437 20140214;A UN Equity;39.5085 20140213;A UN Equity;42.9624 20140212;A UN Equity;42.8265 20140211;A UN Equity;42.7121 20140210;A UN Equity;42.1973 20140207;A UN Equity;42.4905 20140206;A UN Equity;41.6824 20140205;A UN Equity;41.0674 20140204;A UN Equity;41.3392 20140203;A UN Equity;40.1521 20140131;A UN Equity;41.5823 20140130;A UN Equity;42.5548 20140129;A UN Equity;41.2248 20140128;A UN Equity;41.5465 20140127;A UN Equity;41.6896 20140124;A UN Equity;41.3821 20140123;A UN Equity;42.5262 20140122;A UN Equity;43.5702 20140121;A UN Equity;43.513 20140117;A UN Equity;43.4129 20140116;A UN Equity;43.2628 20140115;A UN Equity;43.1483 20140114;A UN Equity;42.8194 20140113;A UN Equity;42.1401 20140110;A UN Equity;42.1401 20140109;A UN Equity;41.7682 20140108;A UN Equity;41.7539 20140107;A UN Equity;41.0817 20140106;A UN Equity;40.5025 20140103;A UN Equity;40.7027 20140102;A UN Equity;40.195 20131231;A UN Equity;40.8958 20131230;A UN Equity;40.9888 20131227;A UN Equity;40.8815 20131224;A UN Equity;40.9244 20131223;A UN Equity;41.1461 20131220;A UN Equity;40.7313 20131219;A UN Equity;41.0317 20131218;A UN Equity;41.3964 20131217;A UN Equity;40.3094 20131216;A UN Equity;39.5014 20131213;A UN Equity;39.4442 20131212;A UN Equity;39.5157 20131211;A UN Equity;39.2154 20131210;A UN Equity;39.5729 20131209;A UN Equity;39.3727 20131206;A UN Equity;39.2082 20131205;A UN Equity;38.2571 20131204;A UN Equity;38.3144 20131203;A UN Equity;37.8495 20131202;A UN Equity;38.0498 20131129;A UN Equity;38.3072 20131127;A UN Equity;38.4788 20131126;A UN Equity;38.3644 20131125;A UN Equity;37.9783 20131122;A UN Equity;38.5074 20131121;A UN Equity;38.6862 20131120;A UN Equity;38.2786 20131119;A UN Equity;38.486 20131118;A UN Equity;38.6504 20131115;A UN Equity;39.2797 20131114;A UN Equity;36.1405 20131113;A UN Equity;36.6124 20131112;A UN Equity;36.6124 20131111;A UN Equity;36.684 20131108;A UN Equity;36.3121 20131107;A UN Equity;35.7901 20131106;A UN Equity;36.498 20131105;A UN 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1条回答

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1楼 · 发布于 2024-05-29 04:18:33

我可以通过以下方式得到解决方案：

data_store = pandas.DataFrame(columns=('TICKER', 'DATE', 'rolling_vola_40', 'rolling_vola_80', 'f_rolling_vola_40', 'f_rolling_vola_80', 'rolling_vola_prev_annum', 'rolling_vola_post_annum'))

for index, row in data_static.iterrows():
    data_output = vol(row['TICKER'], row['DATE'], row['DATE_PREV'], row['DATE_NEXT'])
    if type(data_output) != type(None):
        data_store = data_store.append(data_output[['TICKER', 'DATE', 'rolling_vola_40', 'rolling_vola_80', 'f_rolling_vola_40', 'f_rolling_vola_80', 'rolling_vola_prev_annum', 'rolling_vola_post_annum']])

data_static = pandas.merge(data_static, data_store[['TICKER', 'DATE', 'rolling_vola_40', 'rolling_vola_80', 'f_rolling_vola_40', 'f_rolling_vola_80', 'rolling_vola_prev_annum', 'rolling_vola_post_annum']], how='left', on=['TICKER', 'DATE'])
data_static.to_csv('test.csv', sep=';', encoding='utf-8')

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