pandas_resampling.py 1.9 KB

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  1. import pickle
  2. import pandas as pd
  3. import quandl
  4. import matplotlib.pyplot as plt
  5. from matplotlib import style
  6. style.use("seaborn")
  7. api_key = "rFsSehe51RLzREtYhLfo"
  8. def state_list():
  9. fifty_states = pd.read_html("https://simple.wikipedia.org/wiki/List_of_U.S._states")
  10. return fifty_states[0][0][1:]
  11. def initial_state_data():
  12. states = state_list()
  13. main_df = pd.DataFrame()
  14. for abbv in states:
  15. query = "FMAC/HPI_" + str(abbv)
  16. df = quandl.get(query, authtoken=api_key)
  17. df.columns = [str(abbv)]
  18. df[abbv] = (df[abbv] - df[abbv][0]) / df[abbv][0] * 100.0
  19. if main_df.empty:
  20. main_df = df
  21. else:
  22. main_df = main_df.join(df)
  23. pickle_out = open("fifty_states_pct.pickle", "wb")
  24. pickle.dump(main_df, pickle_out)
  25. pickle_out.close()
  26. def HPI_Benchmark():
  27. df = quandl.get("FMAC/HPI_USA", authtoken=api_key)
  28. df["United States"] = (df["Value"] - df["Value"][0]) / df["Value"][0] * 100.0
  29. pickle_out = open("us_pct.pickle", "wb")
  30. pickle.dump(df, pickle_out)
  31. pickle_out.close()
  32. # fig = plt.figure()
  33. ax1 = plt.subplot(1, 1, 1)
  34. # initial_state_data()
  35. pickle_in = open("fifty_states_pct.pickle", "rb")
  36. HPI_data = pickle.load(pickle_in)
  37. # HPI_Benchmark()
  38. pickle_in = open("us_pct.pickle", "rb")
  39. benchmark = pickle.load(pickle_in)
  40. # HPI_data = HPI_data.pct_change()
  41. # HPI_data.plot(ax=ax1)
  42. # benchmark['United States'].plot(ax=ax1, color='k', linewidth=10)
  43. # plt.legend().remove()
  44. HPI_complete_data = HPI_data
  45. HPI_complete_data["United States"] = benchmark["United States"]
  46. US1YR = benchmark["United States"].resample("A").mean() # new method of resampling
  47. HPI1YR = HPI_data.resample(
  48. "A"
  49. ).mean() # can change rate of sampling and method of sampling
  50. US1YR.plot(ax=ax1)
  51. benchmark["United States"].plot(ax=ax1)
  52. plt.legend(["Yearly sampled", "Monthly sampled"]) # original data is sampled monthly
  53. plt.show()