[Numpy-discussion] numpy sum table by category
josef.pktd at gmail.com
josef.pktd at gmail.com
Tue Jan 12 16:08:44 EST 2010
On Tue, Jan 12, 2010 at 3:33 PM, Marc Schwarzschild
<ms at thebrookhavengroup.com> wrote:
>
>
> I have a csv file like this:
>
> Account, Symbol, Quantity, Price
> One,SPY,5,119.00
> One,SPY,3,120.00
> One,SPY,-2,125.00
> One,GE,...
> One,GE,...
> 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
> suggestions.
>
> 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
> documentation?
If you don't want to do a lot of programming yourself, then I
recommend tabular for this, which looks good for this kind of
spreadsheet like operations, alternatively pandas.
Josef
>
> Much appreciated.
>
> _________________________________________________________
> Marc Schwarzschild The Brookhaven Group, LLC
> 1-212-580-1175 Analytics for Hedge Fund Investors
> Risk it, carefully!
>
>
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