March 2022
Beginner to intermediate
796 pages
18h 14m
Korean
Content preview from 파이썬을 활용한 금융 분석(2판) : 파이썬의 기초부터 금융공학, 머신러닝, 퀀트 분석, 매매 시스템 구현까지
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337
9
장
입출력 작업
9.4.2
데이터 저장
TsTables
는 임의의 위치에서 임의의 길이의 데이터를 빨리 읽을 수 있도록 금융 시계열 데이
터를 특정한 청크
chunk
기반의 구조로 만든다. 이렇게 하기 위해
TsTables
는
PyTables
패키지
에
create
_
ts
( )
함수를 추가한다. 테이블 열에 사용되는 자료형을 제공하기 위해 다음 코드에
서는
PyTables
의
tb
.
IsDescription
클래스에 기반한 메서드를 사용했다.
In [216]: import tstables as tstab
In [217]: class ts_desc(tb.IsDescription):
timestamp = tb.Int64Col(pos=0)
➊
ts1 = tb.Float64Col(pos=1)
➋
ts2 = tb.Float64Col(pos=2)
➋
ts3 = tb.Float64Col(pos=3)
➋
In [218]: h5 = tb.open_file(path + 'tstab.h5', 'w')
➌
In [219]: ts = h5.create_ts('/', 'ts', ts_desc)
➍
In [220]: %time ts.append(df)
➎
CPU times: user 1.36 s, sys: 497 ms, total: 1.86 s
Wall time: 1.29 s
In [221]: ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.