Reputation: 41
I am having a hard time gettingaround this as I couldn't see anyone that have had the same issue before on google. I am a total noob so bear with me!:)))
import pandas as pd
#import quandl
#df=quandl.get('WIKI/GOOGL')
#df.to_csv('google.csv')
#df=pd.read_csv('google.csv')
df = pd.read_csv(r'C:\Users\c900452\Downloads\20160623 Python\google.csv')
df=df[['Adj. Open','Adj. High','Adj. Low','Adj. Close','Adj. Volume']]
# crude volatility
df['HL_PCT'] = (df['Adj. High'] -df['Adj. Low'])/df['Adj. Close']*100.0
#close and open volatility
df['PCT_change'] = (df['Adj. Close'] - df['Adj. Open']) / df['Adj. Open'] * 100.0
#creating a new dataframe
df = df[['Adj. Close', 'HL_PCT', 'PCT_change', 'Adj. Volume']]
import math
import numpy as np
import pandas as pd
from sklearn import preprocessing, cross_validation, svm
from sklearn.linear_model import LinearRegression
forecast_col = 'Adj. Close'
df.fillna(value = -99999, inplace=True)
forecast_out = int(math.ceil(0.01 * len(df)))
print(forecast_out)
df['label'] = df[forecast_col].shift(-forecast_out)
X = np.array(df.drop(['label'],1))
X = preprocessing.scale(X)
X_lately = X[-forecast_out:]
X = X[:-forecast_out]
df.dropna(inplace=True)
y = np.array(df['label'])
y = np.array(df['label'])
X_train, X_test, y_train, y_test = cross_validation.train_test_split(X,y,test_size=0.2)
clf=LinearRegression(n_jobs=-1)
clf.fit(X_train,y_train)
accuracy = clf.score(X_test,y_test)
forecast_set = clf.predict(X_lately)
print(forecast_set, accuracy, forecast_out)
import datetime
import matplotlib.pyplot as plt
from matplotlib import style
style.use('ggplot')
df['Forecast'] = np.nan
last_date = df.iloc[-1].name
last_unix = last_date.timestamp()
one_day = 86400
next_unix = last_unix+one_day
for i in forecast_set:
next_date = datetime.datetime.fromtimestamp(next_unix)
next_unix += one_day
df.loc[next_date] = [np.nan for _ in range(len(df.columns)-1)]+[i]
print(df.head())
df['Adj. Close'].plot()
df['Forcast'].plot()
plt.legend(loc=4)
plt.xlabel('Date')
plt.xlabel('Price')
plt.show()
And I am getting the error stated in the topic, why?
Upvotes: 4
Views: 8644
Reputation: 101
Since you're not getting the data directly from Quandl but from your local directory, you have to set 'parse_dates=True' when reading the csv file.
It should be as follows:
data = quandl.get('WIKI/GOOGL')
data.to_csv('googl.csv')
df = pd.read_csv('googl.csv', index_col='Date', parse_dates=True)
This will solve your problem.
Upvotes: 1
Reputation: 1
Try to comment this code:
last_unix = last_date.timestamp()
Instead try to use last_date variable directly without applying timestamp() method on last_date
next_unix = last_date + one_day
it's seems like heck but i just wanted to see the graph, it worked.
Upvotes: 0
Reputation: 49
Try parsing the Date column when you read the file:
df = pd.read_csv(r'C:\Users\c900452\Downloads\20160623 Python\google.csv',
header=0,
index_col='Date',
parse_dates=True)
It worked for me. For more details read pandas.read_csv Documentation
Upvotes: 3
Reputation: 1
It seems it doesn't index the rows by the dates. So when you are trying to get last_date, actually it is getting int instead of date.
As per my understanding you can add date index by using the following line after reading csv code - df.set_index('date', inplace=True)
After making the change you might need to change last_unix = last_date.timestamp() line.
Or you can try to read CSV by using quandl and try implement in this way df = quandl.get_table('WIKI/PRICES', ticker='GOOGL')
I hope it will be helpful but I am not 100% sure as I did not test the code.
Upvotes: 0
Reputation: 1643
Use last_unix = time.mktime(last_date.timetuple())
instead of last_date.timestamp()
.
Upvotes: 0