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Hands-On Financial Trading with Python

You're reading from   Hands-On Financial Trading with Python A practical guide to using Zipline and other Python libraries for backtesting trading strategies

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Product type Paperback
Published in Apr 2021
Publisher Packt
ISBN-13 9781838982881
Length 360 pages
Edition 1st Edition
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Authors (2):
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Sourav Ghosh Sourav Ghosh
Author Profile Icon Sourav Ghosh
Sourav Ghosh
Jiri Pik Jiri Pik
Author Profile Icon Jiri Pik
Jiri Pik
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Toc

Table of Contents (15) Chapters Close

Preface 1. Section 1: Introduction to Algorithmic Trading
2. Chapter 1: Introduction to Algorithmic Trading FREE CHAPTER 3. Section 2: In-Depth Look at Python Libraries for the Analysis of Financial Datasets
4. Chapter 2: Exploratory Data Analysis in Python 5. Chapter 3: High-Speed Scientific Computing Using NumPy 6. Chapter 4: Data Manipulation and Analysis with pandas 7. Chapter 5: Data Visualization Using Matplotlib 8. Chapter 6: Statistical Estimation, Inference, and Prediction 9. Section 3: Algorithmic Trading in Python
10. Chapter 7: Financial Market Data Access in Python 11. Chapter 8: Introduction to Zipline and PyFolio 12. Chapter 9: Fundamental Algorithmic Trading Strategies 13. Other Books You May Enjoy Appendix A: How to Setup a Python Environment

Creating NumPy ndarrays

An ndarray is an extremely high-performant and space-efficient data structure for multidimensional arrays.

First, we need to import the NumPy library, as follows:

import numpy as np

Next, we will start creating a 1D ndarray.

Creating 1D ndarrays

The following line of code creates a 1D ndarray:

arr1D = np.array([1.1, 2.2, 3.3, 4.4, 5.5]); 
arr1D

This will give the following output:

array([1.1, 2.2, 3.3, 4.4, 5.5])

Let's inspect the type of the array with the following code:

type(arr1D)

This shows that the array is a NumPy ndarray, as can be seen here:

numpy.ndarray

We can easily create ndarrays of two dimensions or more.

Creating 2D ndarrays

To create a 2D ndarray, use the following code:

arr2D = np.array([[1, 2], [3, 4]]); 
arr2D

The result has two rows and each row has two values, so it is a 2 x 2 ndarray, as illustrated in the following code snippet:

array([[1, 2],
      ...
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