Hi Dev Community,
Just a little background to my coding experience, I'm fairly green with regards to coding in Python. Picking up things and learning as I go along. I've only really got experience with VBA and am self taught. Apologies in advance if the solution is pretty obvious.
I'm trying to pull some historical FX data to determine the average daily % change between close dates.
df = ek.get_timeseries(rics, start_date='2021-03-01', end_date='2022-06-30', fields='Open Close', interval='daily
*** On a separate note, is there a limit to the amount of data I can pull on these queries?
I've printed out the dataframe to excel and have noticed that some currencies include prices on weekends. I've managed to handle these by converting the index to include the day name and then to exclude the weekends from the dataframe.
df.index = df.index.strftime('%a, %d-%b-%y') df = df[df.index.str.contains('Sat', 'Sun') == False]
I've also noticed that some currencies have missing opening or closing prices. I'm struggling to figure out how to cycle through the dataframe (array?) to account for these missing prices.
- If there is a missing OPEN price, I want to populate the field with the prior day's CLOSE price
- If there is a missing CLOSE price, I want to populate the field the the next day's OPEN price.
Once this is all sorted I'll use the following calculate the daily % change and the average.
df_delta = df.pct_change() df_mean = df_delta.mean()