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Python算法交易
book

Python算法交易

by Yves Hilpisch
November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
China Electric Power Press Ltd.
Content preview from Python算法交易
处理金融数据
|
83
3.4.1
存储
DataFrame
对象
通过
pandas HDFStore
封装包,可以把整个
pandas DataFrame
对象存储起来,它实
现了
HDF5
(
http://hdfgroup.org
)二进制存储标准。它允许通过一个步骤将完整的
DataFrame
对象转储到基于文件的数据库对象中。为了解释如何实现,第一步是创
建足够大小的样本数据集。此处生成的
DataFrame
的大小约为
420 MB
:
In [62]: %time data = generate_sample_data(rows=5e6, cols=10).round(4)
CPU times: user 3.88 s, sys: 830 ms, total: 4.71 s
Wall time: 4.72 s
In [63]: data.info()
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 5000000 entries, 2021-01-01 00:00:00 to 2030-07-05
05:19:00
Freq: T
Data columns (total 10 columns):
# Column Dtype
--- ------ -----
0 No0 float64
1 No1 float64
2 No2 float64
3 No3 ...
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Publisher Resources

ISBN: 9787519869694