Calculation from a column from a dataframe to another dataframe based on matching index

By -

I have 2 sets of stock data, I want to do a simple calculation to find the ratio between the close price of them. Here is my current code. The problem with this code is that the holidays are different and there for they don't always match so the dataset become desynchronized. How do I do this calculation using their index instead?

australia['SP500_ratio'] = australia["Close"]/SP500["Close"]

Example of data:

SPY:

Date    Open    High    Low Close   Adj Close   Volume
4/22/2021   4170.459961 4179.569824 4123.689941 4134.97998  4134.97998  4235040000
4/26/2021   4185.029785 4194.189941 4182.359863 4187.620117 4187.620117 3738920000
4/27/2021   4188.25 4193.350098 4176.220215 4186.720215 4186.720215 3703240000
4/28/2021   4185.140137 4201.529785 4181.779785 4183.180176 4183.180176 3772390000
4/29/2021   4206.140137 4218.779785 4176.810059 4211.470215 4211.470215 4288940000
4/30/2021   4198.100098 4198.100098 4174.850098 4181.169922 4181.169922 4273680000
5/3/2021    4191.97998  4209.390137 4188.029785 4192.660156 4192.660156 4061170000
5/4/2021    4179.040039 4179.040039 4128.589844 4164.660156 4164.660156 4441080000
5/5/2021    4177.060059 4187.720215 4160.939941 4167.589844 4167.589844 4029050000
5/6/2021    4169.140137 4202.700195 4147.330078 4201.620117 4201.620117 4504860000
5/7/2021    4210.339844 4238.040039 4201.640137 4232.600098 4232.600098 4013060000
5/11/2021   4150.339844 4162.040039 4111.529785 4152.100098 4152.100098 3593110000
5/12/2021   4130.549805 4134.72998  4056.879883 4063.040039 4063.040039 3735080000
5/13/2021   4074.98999  4131.580078 4074.98999  4112.5  4112.5  3687780000
5/14/2021   4129.580078 4183.129883 4129.580078 4173.850098 4173.850098 3251920000

Australia:

Date    Open    High    Low Close   Adj Close   Volume
4/22/2021   7258.899902 7312    7253.200195 7312    7312    990647800
4/23/2021   7312    7320.700195 7293.100098 7320.700195 7320.700195 814150000
4/27/2021   7307.799805 7316.5  7270.100098 7295.5  7295.5  908293800
4/28/2021   7295.600098 7334.5  7291.600098 7320    7320    962912000
4/29/2021   7320    7358.200195 7320    7346    7346    965968300
4/30/2021   7346    7346    7278.100098 7290.700195 7290.700195 966526800
5/3/2021    7290.700195 7329.600098 7280.200195 7286.799805 7286.799805 761029700
5/4/2021    7286.799805 7323.5  7286.799805 7323.5  7323.5  836158500
5/5/2021    7323.5  7371    7303.899902 7344.200195 7344.200195 853994500
5/6/2021    7344.200195 7359.799805 7287    7306    7306    1010012900
5/7/2021    7306    7345.200195 7299.700195 7325.200195 7325.200195 855567600
5/10/2021   7325.200195 7419.799805 7321    7419.799805 7419.799805 954823100
5/11/2021   7419.799805 7419.799805 7311.899902 7331.600098 7331.600098 887298800
5/13/2021   7281.100098 7281.100098 7193.200195 7209    7209    937712500
5/14/2021   7209    7281.399902 7209    7239.399902 7239.399902 825354000

I deleted a random row from both sample dataset to illustrate the desync nature of the data. Note that the row count is the same.



from Recent Questions - Stack Overflow https://ift.tt/3fynKcI
https://ift.tt/eA8V8J

Comments

Post a Comment

Popular posts from this blog

Today Walkin 14th-Sept

By -
Image
14th Sept 2017 ( GO Through all List) Read Walkin details properly , Try to call company before attending if possible !!! ==================================== 1. Myntra through fresherworld (Call Based , Venue shared to shortlisted candidates) _____________________________ 2. Magna : Hiring for Client Harman : C++
Read more

Spring Elasticsearch Operations

By -
Elasticsearch Operations Spring Data Elasticsearch uses two interfaces to define the operations that can be called against an Elasticsearch index. These are ElasticsearchOperations and ReactiveElasticsearchOperations. Whereas the first is used with the classic synchronous implementations, the second one uses reactive infrastructure. The default implementations of the interfaces offer: Read/Write mapping support for domain types. A rich query and criteria api. Resource management and Exception translation. ElasticsearchTemplate The ElasticsearchTemplate is an implementation of the ElasticsearchOperations interface using the Transport Client. @Configuration public class TransportClientConfig extends ElasticsearchConfigurationSupport {   @Bean   public Client elasticsearchClient() throws UnknownHostException {                      Settings settings = Settings.builder().put("cluster.name", "elasticsearch")....
Read more

Hibernate Search - Elasticsearch with JSON manipulation

By -
Elasticsearch with JSON manipulation Elasticsearch ships with many features. It is possible that at some point, one feature you need will not be exposed by the Search DSL. To work around such limitations, Hibernate Search provides ways to: Transform the HTTP request sent to Elasticsearch for search queries. Read the raw JSON of the HTTP response received from Elasticsearch for search queries. Direct changes to the HTTP request may conflict with Hibernate Search features and be supported differently by different versions of Elasticsearch. Similarly, the content of the HTTP response may change depending on the version of Elasticsearch, depending on which Hibernate Search features are used, and even depending on how Hibernate Search features are implemented. Thus, features relying on direct access to HTTP requests or responses cannot be guaranteed to continue to work when upgrading Hibernate Search, even for micro upgrades (x.y.z to x.y.(z+1)). Use this at your own risk....
Read more