使用熊猫从JSON创建组合数据框

Question

我正在以JSON格式从Alpha_Vantage导入数据：{    "Meta Data": {        "1. Information": "Daily Prices (open, high, low, close) and Volumes",        "2. Symbol": "MSFT",        "3. Last Refreshed": "2018-08-02",        "4. Output Size": "Compact",        "5. Time Zone": "US/Eastern"    },    "Time Series (Daily)": {        "2018-08-02": {            "1. open": "105.4000",            "2. high": "108.0900",            "3. low": "104.8400",            "4. close": "107.5700",            "5. volume": "26080662"        },...我想从不同的代码中提取不同的数据，并将日期作为索引和每个代码的“ 4. close”列组合在一起。到目前为止，这就是我所拥有的：from alpha_vantage.timeseries import TimeSeriesfrom pprint import pprinttickers = ['KHC', 'TSLA']for t in range(len(tickers)):  ts = TimeSeries(key='my_api_key', output_format='pandas')   data, meta_data = ts.get_daily(symbol= tickers[t],                                     outputsize='compact')  accu = data['4. close'].head()  data_merged = data.merge(accu.to_frame(), how='left'\                             , left_on='date'                             , right_index=True)  pprint(data_merged.head)目前，即使在打印单个行情记录时，键也会出现在left_on中'date'的键错误中。键入另一个键只会弄乱数据。任何想法？另外，如何在每一列的顶部打印代码名称？

Answer 1

您需要将获得的“ 4. close”系列收集到字典中，然后从字典中构建一个DataFrame：

tickers = ['KHC', 'TSLA']

ts = TimeSeries(key='my_api_key', output_format='pandas')

closes_4 = {} # Start with an empty dictionary

for t in tickers:

    data, _ = ts.get_daily(symbol=t, outputsize='compact')

    closes_4[t] = data['4. close'] # Add a series to the dict

close_df = pd.DataFrame(closes_4)