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Crossectional data search

Hello,
I have a problem with index selection on a Pandas dataframe , as you see in the notebook the dataframe has date as index and the equity as another index , what I want to do is select one equity in a range of times.
Thank you in advance.

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8 responses

Hi,

stock_output = pipeline_output.xs(symbols('ARNC'), level=1)  

Hi Rodrigo,

@Mathieu's answer should do the trick! I'd also recommend checking out the Cookbook section of the new Quantopian Documentation. Specifically, the section with pandas "recipes" has an example of what you are looking to do, among other use cases.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Thanks to both answers!

Hi Jamie,

Is it possible to switch between the index levels? the first level would be the unique symbols and the length of the index is the number of my symbols, so every row would hold a symbol as the first index and the dates as the second index.

Thanks in advance

@Youness: You can't choose the order of the levels when you define your pipeline, but you can manipulate the output DataFrame after you have the pipeline result. I did a quick Google search and it looks like you can use swaplevel to switch the levels, though I'm not sure I see an immediate use case for doing so. Do you mind sharing what you had in mind?

@Jamie, "swaplevel" doesn't do what I've described. Thank you for your reply.

There are a number of ways to manipulate and work with dataframe indexes.

  • index.rename
  • qgrid (a tool not a method)
  • swaplevel
  • sort_index
  • groupby

Attached are examples of each. Maybe one of these (or a combo) would do what you want?

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Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Thank you very much Dan!