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- Stock # Date Monthly Return
- A 31/01/2015 1.05%
- A 28/02/2015 2.04%
- ..........
- A 31/01/2018 5.06%
- A 28/02/2018 8.07%
- A 31/03/2018 5.25%
- B 31/01/2015 2.53%
- B 28/02/2015 2.55%
- ..........
- B 31/01/2018 1.53%
- B 28/02/2018 1.55%
- B 31/03/2018 1.63%
- Stock # Effective Date 1 Month 3 Month 1 Year 5 Years (annualised)
- A 31/03/2018 5.25% 19.50% etc
- B 31/03/2018 1.63% 4.78% etc
- import pandas as pd
- import glob
- from tabulate import tabulate
- path = r'H:/'
- filename = glob.glob(path + "Stock_Returns.xls")
- print(filename[0])
- df = pd.read_excel(filename[0])
- df[['Return']] = df[['Return']].apply(pd.to_numeric)
- df['Date'] = pd.to_datetime(df['Date'])
- df['Return'] = df['Return']/100+ 1
- df = df[['Stock','Date', 'Return']]
- df['date']=df['As Of Date'].dt.year
- df['one_year_return'] = df.groupby(['Stock','date']).cumprod()
- df = df.groupby(['Stock','date']).nth(11)
- print(tabulate(df, headers='firstrow', tablefmt='psql'))
- df.to_excel(filename[0])
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