I want to perform my own complex operations on financial data in dataframes in a sequential manner.
For example I am using the following MSFT CSV file taken from Yahoo Finance:
Date,Open,High,Low,Close,Volume,Adj Close
2011-10-19,27.37,27.47,27.01,27.13,42880000,27.13
2011-10-18,26.94,27.40,26.80,27.31,52487900,27.31
2011-10-17,27.11,27.42,26.85,26.98,39433400,26.98
2011-10-14,27.31,27.50,27.02,27.27,50947700,27.27
....
I then do the following:
#!/usr/bin/env python
from pandas import *
df = read_csv('table.csv')
for i, row in enumerate(df.values):
date = df.index[i]
open, high, low, close, adjclose = row
#now perform analysis on open/close based on date, etc..
Is that the most efficient way? Given the focus on speed in pandas, I would assume there must be some special function to iterate through the values in a manner that one also retrieves the index (possibly through a generator to be memory efficient)? df.iteritems
unfortunately only iterates column by column.
The newest versions of pandas now include a built-in function for iterating over rows.
for index, row in df.iterrows():
# do some logic here
Or, if you want it faster use itertuples()
But, unutbu's suggestion to use numpy functions to avoid iterating over rows will produce the fastest code.