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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766
5
부
파생상품 분석
21.4
파이썬 코드
다음은 로이터
Eikon
데이터
API
를 사용하여 독일
DAX
30
주가지수와 옵션 데이터를 가져
오는 코드다.
In [1]: import eikon as ek
➊
import pandas as pd
import datetime as dt
import configparser as cp
In [2]: cfg = cp.ConfigParser()
➋
cfg.read('eikon.cfg')
➋
Out[2]: ['eikon.cfg']
In [3]: ek.set_app_id(cfg['eikon']['app_id'])
➋
In [4]: fields = ['CF_DATE', 'EXPIR_DATE', 'PUTCALLIND',
'STRIKE_PRC', 'CF_CLOSE', 'IMP_VOLT']
➌
In [5]: dax = ek.get_data('0#GDAXN8*.EX', fields=fields)[0]
➍
In [6]: dax.info()
➍
<class 'pandas.core.frame.DataFrame'>
RangeIndex: 115 entries, 0 to 114
Data columns (total 7 columns):
Instrument 115 non-null object
CF_DATE 115 non-null object ...
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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.
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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.