NYSE.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import numpy as np\n",
    "\n",
    "data_dir = './nyse/'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "fundamentals_df = pd.read_csv(data_dir + 'fundamentals.csv')\n",
    "prices_df = pd.read_csv(data_dir + 'prices-split-adjusted.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Unnamed: 0</th>\n",
       "      <th>Ticker Symbol</th>\n",
       "      <th>Period Ending</th>\n",
       "      <th>Accounts Payable</th>\n",
       "      <th>Accounts Receivable</th>\n",
       "      <th>Add'l income/expense items</th>\n",
       "      <th>After Tax ROE</th>\n",
       "      <th>Capital Expenditures</th>\n",
       "      <th>Capital Surplus</th>\n",
       "      <th>Cash Ratio</th>\n",
       "      <th>...</th>\n",
       "      <th>Total Current Assets</th>\n",
       "      <th>Total Current Liabilities</th>\n",
       "      <th>Total Equity</th>\n",
       "      <th>Total Liabilities</th>\n",
       "      <th>Total Liabilities &amp; Equity</th>\n",
       "      <th>Total Revenue</th>\n",
       "      <th>Treasury Stock</th>\n",
       "      <th>For Year</th>\n",
       "      <th>Earnings Per Share</th>\n",
       "      <th>Estimated Shares Outstanding</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>AAL</td>\n",
       "      <td>2012-12-31</td>\n",
       "      <td>3.068000e+09</td>\n",
       "      <td>-222000000.0</td>\n",
       "      <td>-1.961000e+09</td>\n",
       "      <td>23.0</td>\n",
       "      <td>-1.888000e+09</td>\n",
       "      <td>4.695000e+09</td>\n",
       "      <td>53.0</td>\n",
       "      <td>...</td>\n",
       "      <td>7.072000e+09</td>\n",
       "      <td>9.011000e+09</td>\n",
       "      <td>-7.987000e+09</td>\n",
       "      <td>2.489100e+10</td>\n",
       "      <td>1.690400e+10</td>\n",
       "      <td>2.485500e+10</td>\n",
       "      <td>-367000000.0</td>\n",
       "      <td>2012.0</td>\n",
       "      <td>-5.60</td>\n",
       "      <td>3.350000e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>AAL</td>\n",
       "      <td>2013-12-31</td>\n",
       "      <td>4.975000e+09</td>\n",
       "      <td>-93000000.0</td>\n",
       "      <td>-2.723000e+09</td>\n",
       "      <td>67.0</td>\n",
       "      <td>-3.114000e+09</td>\n",
       "      <td>1.059200e+10</td>\n",
       "      <td>75.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1.432300e+10</td>\n",
       "      <td>1.380600e+10</td>\n",
       "      <td>-2.731000e+09</td>\n",
       "      <td>4.500900e+10</td>\n",
       "      <td>4.227800e+10</td>\n",
       "      <td>2.674300e+10</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2013.0</td>\n",
       "      <td>-11.25</td>\n",
       "      <td>1.630222e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2</td>\n",
       "      <td>AAL</td>\n",
       "      <td>2014-12-31</td>\n",
       "      <td>4.668000e+09</td>\n",
       "      <td>-160000000.0</td>\n",
       "      <td>-1.500000e+08</td>\n",
       "      <td>143.0</td>\n",
       "      <td>-5.311000e+09</td>\n",
       "      <td>1.513500e+10</td>\n",
       "      <td>60.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1.175000e+10</td>\n",
       "      <td>1.340400e+10</td>\n",
       "      <td>2.021000e+09</td>\n",
       "      <td>4.120400e+10</td>\n",
       "      <td>4.322500e+10</td>\n",
       "      <td>4.265000e+10</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2014.0</td>\n",
       "      <td>4.02</td>\n",
       "      <td>7.169154e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>3</td>\n",
       "      <td>AAL</td>\n",
       "      <td>2015-12-31</td>\n",
       "      <td>5.102000e+09</td>\n",
       "      <td>352000000.0</td>\n",
       "      <td>-7.080000e+08</td>\n",
       "      <td>135.0</td>\n",
       "      <td>-6.151000e+09</td>\n",
       "      <td>1.159100e+10</td>\n",
       "      <td>51.0</td>\n",
       "      <td>...</td>\n",
       "      <td>9.985000e+09</td>\n",
       "      <td>1.360500e+10</td>\n",
       "      <td>5.635000e+09</td>\n",
       "      <td>4.278000e+10</td>\n",
       "      <td>4.841500e+10</td>\n",
       "      <td>4.099000e+10</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2015.0</td>\n",
       "      <td>11.39</td>\n",
       "      <td>6.681299e+08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>4</td>\n",
       "      <td>AAP</td>\n",
       "      <td>2012-12-29</td>\n",
       "      <td>2.409453e+09</td>\n",
       "      <td>-89482000.0</td>\n",
       "      <td>6.000000e+05</td>\n",
       "      <td>32.0</td>\n",
       "      <td>-2.711820e+08</td>\n",
       "      <td>5.202150e+08</td>\n",
       "      <td>23.0</td>\n",
       "      <td>...</td>\n",
       "      <td>3.184200e+09</td>\n",
       "      <td>2.559638e+09</td>\n",
       "      <td>1.210694e+09</td>\n",
       "      <td>3.403120e+09</td>\n",
       "      <td>4.613814e+09</td>\n",
       "      <td>6.205003e+09</td>\n",
       "      <td>-27095000.0</td>\n",
       "      <td>2012.0</td>\n",
       "      <td>5.29</td>\n",
       "      <td>7.328355e+07</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 79 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "   Unnamed: 0 Ticker Symbol Period Ending  Accounts Payable  \\\n",
       "0           0           AAL    2012-12-31      3.068000e+09   \n",
       "1           1           AAL    2013-12-31      4.975000e+09   \n",
       "2           2           AAL    2014-12-31      4.668000e+09   \n",
       "3           3           AAL    2015-12-31      5.102000e+09   \n",
       "4           4           AAP    2012-12-29      2.409453e+09   \n",
       "\n",
       "   Accounts Receivable  Add'l income/expense items  After Tax ROE  \\\n",
       "0         -222000000.0               -1.961000e+09           23.0   \n",
       "1          -93000000.0               -2.723000e+09           67.0   \n",
       "2         -160000000.0               -1.500000e+08          143.0   \n",
       "3          352000000.0               -7.080000e+08          135.0   \n",
       "4          -89482000.0                6.000000e+05           32.0   \n",
       "\n",
       "   Capital Expenditures  Capital Surplus  Cash Ratio  \\\n",
       "0         -1.888000e+09     4.695000e+09        53.0   \n",
       "1         -3.114000e+09     1.059200e+10        75.0   \n",
       "2         -5.311000e+09     1.513500e+10        60.0   \n",
       "3         -6.151000e+09     1.159100e+10        51.0   \n",
       "4         -2.711820e+08     5.202150e+08        23.0   \n",
       "\n",
       "               ...               Total Current Assets  \\\n",
       "0              ...                       7.072000e+09   \n",
       "1              ...                       1.432300e+10   \n",
       "2              ...                       1.175000e+10   \n",
       "3              ...                       9.985000e+09   \n",
       "4              ...                       3.184200e+09   \n",
       "\n",
       "   Total Current Liabilities  Total Equity  Total Liabilities  \\\n",
       "0               9.011000e+09 -7.987000e+09       2.489100e+10   \n",
       "1               1.380600e+10 -2.731000e+09       4.500900e+10   \n",
       "2               1.340400e+10  2.021000e+09       4.120400e+10   \n",
       "3               1.360500e+10  5.635000e+09       4.278000e+10   \n",
       "4               2.559638e+09  1.210694e+09       3.403120e+09   \n",
       "\n",
       "   Total Liabilities & Equity  Total Revenue  Treasury Stock  For Year  \\\n",
       "0                1.690400e+10   2.485500e+10    -367000000.0    2012.0   \n",
       "1                4.227800e+10   2.674300e+10             0.0    2013.0   \n",
       "2                4.322500e+10   4.265000e+10             0.0    2014.0   \n",
       "3                4.841500e+10   4.099000e+10             0.0    2015.0   \n",
       "4                4.613814e+09   6.205003e+09     -27095000.0    2012.0   \n",
       "\n",
       "   Earnings Per Share  Estimated Shares Outstanding  \n",
       "0               -5.60                  3.350000e+08  \n",
       "1              -11.25                  1.630222e+08  \n",
       "2                4.02                  7.169154e+08  \n",
       "3               11.39                  6.681299e+08  \n",
       "4                5.29                  7.328355e+07  \n",
       "\n",
       "[5 rows x 79 columns]"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "fundamentals_df.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {
    "collapsed": false,
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index(['Unnamed: 0', 'Ticker Symbol', 'Period Ending', 'Accounts Payable',\n",
       "       'Accounts Receivable', 'Add'l income/expense items', 'After Tax ROE',\n",
       "       'Capital Expenditures', 'Capital Surplus', 'Cash Ratio',\n",
       "       'Cash and Cash Equivalents', 'Changes in Inventories', 'Common Stocks',\n",
       "       'Cost of Revenue', 'Current Ratio', 'Deferred Asset Charges',\n",
       "       'Deferred Liability Charges', 'Depreciation',\n",
       "       'Earnings Before Interest and Tax', 'Earnings Before Tax',\n",
       "       'Effect of Exchange Rate',\n",
       "       'Equity Earnings/Loss Unconsolidated Subsidiary', 'Fixed Assets',\n",
       "       'Goodwill', 'Gross Margin', 'Gross Profit', 'Income Tax',\n",
       "       'Intangible Assets', 'Interest Expense', 'Inventory', 'Investments',\n",
       "       'Liabilities', 'Long-Term Debt', 'Long-Term Investments',\n",
       "       'Minority Interest', 'Misc. Stocks', 'Net Borrowings', 'Net Cash Flow',\n",
       "       'Net Cash Flow-Operating', 'Net Cash Flows-Financing',\n",
       "       'Net Cash Flows-Investing', 'Net Income', 'Net Income Adjustments',\n",
       "       'Net Income Applicable to Common Shareholders',\n",
       "       'Net Income-Cont. Operations', 'Net Receivables', 'Non-Recurring Items',\n",
       "       'Operating Income', 'Operating Margin', 'Other Assets',\n",
       "       'Other Current Assets', 'Other Current Liabilities', 'Other Equity',\n",
       "       'Other Financing Activities', 'Other Investing Activities',\n",
       "       'Other Liabilities', 'Other Operating Activities',\n",
       "       'Other Operating Items', 'Pre-Tax Margin', 'Pre-Tax ROE',\n",
       "       'Profit Margin', 'Quick Ratio', 'Research and Development',\n",
       "       'Retained Earnings', 'Sale and Purchase of Stock',\n",
       "       'Sales, General and Admin.',\n",
       "       'Short-Term Debt / Current Portion of Long-Term Debt',\n",
       "       'Short-Term Investments', 'Total Assets', 'Total Current Assets',\n",
       "       'Total Current Liabilities', 'Total Equity', 'Total Liabilities',\n",
       "       'Total Liabilities & Equity', 'Total Revenue', 'Treasury Stock',\n",
       "       'For Year', 'Earnings Per Share', 'Estimated Shares Outstanding'],\n",
       "      dtype='object')"
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "fundamentals_df.columns"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>date</th>\n",
       "      <th>symbol</th>\n",
       "      <th>open</th>\n",
       "      <th>close</th>\n",
       "      <th>low</th>\n",
       "      <th>high</th>\n",
       "      <th>volume</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2016-01-05</td>\n",
       "      <td>WLTW</td>\n",
       "      <td>123.430000</td>\n",
       "      <td>125.839996</td>\n",
       "      <td>122.309998</td>\n",
       "      <td>126.250000</td>\n",
       "      <td>2163600.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2016-01-06</td>\n",
       "      <td>WLTW</td>\n",
       "      <td>125.239998</td>\n",
       "      <td>119.980003</td>\n",
       "      <td>119.940002</td>\n",
       "      <td>125.540001</td>\n",
       "      <td>2386400.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2016-01-07</td>\n",
       "      <td>WLTW</td>\n",
       "      <td>116.379997</td>\n",
       "      <td>114.949997</td>\n",
       "      <td>114.930000</td>\n",
       "      <td>119.739998</td>\n",
       "      <td>2489500.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2016-01-08</td>\n",
       "      <td>WLTW</td>\n",
       "      <td>115.480003</td>\n",
       "      <td>116.620003</td>\n",
       "      <td>113.500000</td>\n",
       "      <td>117.440002</td>\n",
       "      <td>2006300.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2016-01-11</td>\n",
       "      <td>WLTW</td>\n",
       "      <td>117.010002</td>\n",
       "      <td>114.970001</td>\n",
       "      <td>114.089996</td>\n",
       "      <td>117.330002</td>\n",
       "      <td>1408600.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "         date symbol        open       close         low        high  \\\n",
       "0  2016-01-05   WLTW  123.430000  125.839996  122.309998  126.250000   \n",
       "1  2016-01-06   WLTW  125.239998  119.980003  119.940002  125.540001   \n",
       "2  2016-01-07   WLTW  116.379997  114.949997  114.930000  119.739998   \n",
       "3  2016-01-08   WLTW  115.480003  116.620003  113.500000  117.440002   \n",
       "4  2016-01-11   WLTW  117.010002  114.970001  114.089996  117.330002   \n",
       "\n",
       "      volume  \n",
       "0  2163600.0  \n",
       "1  2386400.0  \n",
       "2  2489500.0  \n",
       "3  2006300.0  \n",
       "4  1408600.0  "
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "prices_df.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(851264, 7)"
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "prices_df.shape"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  }
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