[Numpy-discussion] numpy sum table by category

Marc Schwarzschild ms at TheBrookhavenGroup.com
Tue Jan 12 15:33:02 EST 2010

I have a csv file like this:

    Account, Symbol, Quantity, Price
    Two,SPY, ...
    Three,GE, ...

The data is much larger, could be 10,000 records.  I can load it
into a numpy array using matplotlib.mlab.csv2rec().  I learned
several useful numpy functions and have been reading lots of
documentation.  However, I have not found a way to create a
unique list of symbols and the Sum of their respective Quantity
values.  I want do various calculations on the data like pull out
all the records for a given Account.  The actual data has lots
more columns and sometimes I may want to sum(Quantity*Price) by
Account and Symbol.

I'm attracted to numpy for speed but would welcome alternative

I tried unsuccessfully to install PyTables on my Ubuntu system
and abandoned that avenue.

Can anyone provide some examples on how to do this or point me to

Much appreciated. 

Marc Schwarzschild              The Brookhaven Group, LLC
1-212-580-1175         Analytics for Hedge Fund Investors
                 Risk it, carefully!

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