一讲-python金融应用概述演示.pdfVIP

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In[1]:V0=17.6639

In[2]:r=0.01

In[3]:importpandasaspd

In[4]:h5=pd.HDFStore(./source/vstoxx_datah5)

...:futures_data=h5[futures_data]

...:options_data=h5[options_data]

...:h5.close()

...:

In[5]:futures_data

Out[5]:

DATEEXP_YEAREXP_MONTHPRICEMATURITYTTM

4962014-03-312014417.852014-04-180.049

4972014-03-312014519.552014-05-160.126

4982014-03-312014619.952014-06-200.222

4992014-03-312014720.402014-07-180.299

5002014-03-312014820.702014-08-150.375

5012014-03-312014920.952014-09-190.471

5022014-03-3120141021.052014-10-170.548

5032014-03-3120141121.252014-11-210.644

In[6]:options_data.info()

classpandas.core.frame.DataFrame

Int64Index:395entries,46170to46564

Datacolumns(total8columns):

DATE395non-nulldatetime64[ns]

EXP_YEAR395non-nullint64

EXP_MONTH395non-nullint64

TYPE395non-nullobject

STRIKE395non-nullfloat64

PRICE395non-nullfloat64

MATURITY395non-nulldatetime64[ns]

TTM395non-nullfloat64

dtypes:datetime64[ns](2),float64(3),int64(2),object(1)

memoryusage:27.8+KB

In[7]:options_data[[DATE,MATURITY,TTM,STRIKE,PRICE]].head()

Out[7]:

DA