Last Updated on August 24, 2022 by shibatau
I. What shall we learn?
I’m begin to learn finance and how to use Python for it again. In this post, we will learn how to use stockstats from the turorial:
II. Getting change, rate, close_-1_d and log-ret
Here are simple explanations about change, rate, close_-1_d and log-ret quoted from the link above.
change / rate — these are the simple returns, that is the daily percentage change between the stock prices. Values are expressed in percentages.
close_-1_d — this is the price difference between time t and t-1. We will get back later to this special way of requesting values is stockstats.
log-ret — the log returns.
You can get these values very easily with stockstas. Let’s take Toyota Motor Corporation (TM) as an example.
import yfinance as yf df = yf.download("TM", start="2021-01-01", end="2022-08-20)
2.Convert Pandas DataFrame to StockDataFrame
stock_df = StckDataFrame.retype(df)
3.Calculating changes, rates, close_-1_days and log returns.
stock_df[["change", "rate", "close_-1_d", "log-ret"]]
Now you will get the following table:
4.Creating a multiple line charts
# creating a multiple line chart stock_df[["close", "close_10_sma", "close_50_sma"]].plot(title="Toyota Motor Corporationd")
You can learn about SMA from my post:
I have also created the chart with Pandas and Plotly Express.
You can see the scripts here:
To be continued.