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Jul 22nd, 2019
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Python 0.56 KB | None | 0 0
  1. import pandas as pd
  2. df = pd.read_csv('AdjMarketPricesog.csv')
  3. assets = df.InstrumentID.unique()
  4.  
  5. def intersection(lst1,lst2):
  6.     return list(set(lst1) & set(lst2))
  7. dictionary = {}
  8. dates = []
  9. for asset in assets:
  10.     filtered_df = df[df['InstrumentID'] == asset]
  11.     prices = filtered_df['Price'].tolist()
  12.     if len(dates) == 0:
  13.         dates = filtered_df['Date'].tolist()
  14.         print(len(dates))
  15.     else:
  16.         dates1 = filtered_df['Date'].tolist()
  17.         dates = intersection(dates, dates1)
  18.     dictionary[asset] = prices
  19. print(len(dates))
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