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Update for 08-17-2024
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fja05680 committed Aug 17, 2024
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108 changes: 54 additions & 54 deletions PIT to Ticker Delta.ipynb
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"4 1996-01-11 AAL,AAMRQ,AAPL,ABI,ABS,ABT,ABX,ACKH,ACV,ADM,AD..."
]
},
"execution_count": 1,
"execution_count": 3,
"metadata": {},
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}
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"from tqdm import tqdm\n",
"import json\n",
"\n",
"df = pd.read_csv(\"S&P 500 Historical Components & Changes(04-08-2024).csv\")\n",
"df = pd.read_csv(\"S&P 500 Historical Components & Changes(08-17-2024).csv\")\n",
"df['date'] = pd.to_datetime(df['date'])\n",
"df.head()"
]
},
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"id": "b1423720-3384-4d61-ae24-bca401d157d6",
"metadata": {},
"outputs": [],
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},
{
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"execution_count": 5,
"id": "e6f3434e-7c64-48e8-8169-c6950f9dacaf",
"metadata": {},
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{
"name": "stderr",
"output_type": "stream",
"text": [
"100%|██████████████████████████████████████████████████████████████████████████████| 1163/1163 [03:26<00:00, 5.63it/s]\n"
"100%|████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 1168/1168 [05:19<00:00, 3.66it/s]\n"
]
}
],
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},
{
"cell_type": "code",
"execution_count": 4,
"execution_count": 6,
"id": "27c4ed4d-f8a1-4b05-a785-bf1e4090317e",
"metadata": {},
"outputs": [
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" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>THC</td>\n",
" <td>1996-01-02</td>\n",
" <td>2016-04-18</td>\n",
" <td>A</td>\n",
" <td>2000-06-05</td>\n",
" <td>NaT</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>TEX</td>\n",
" <td>2006-12-20</td>\n",
" <td>2008-11-06</td>\n",
" <td>FRC</td>\n",
" <td>2019-01-02</td>\n",
" <td>2023-05-04</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>RRC</td>\n",
" <td>2007-12-21</td>\n",
" <td>2018-06-18</td>\n",
" <td>FBF</td>\n",
" <td>1996-01-02</td>\n",
" <td>2004-04-01</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>WB</td>\n",
" <td>1996-01-02</td>\n",
" <td>2009-01-02</td>\n",
" <td>CMCSK</td>\n",
" <td>2015-09-21</td>\n",
" <td>2015-12-14</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>PRU</td>\n",
" <td>2002-07-22</td>\n",
" <td>PCAR</td>\n",
" <td>1996-01-02</td>\n",
" <td>NaT</td>\n",
" </tr>\n",
" </tbody>\n",
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],
"text/plain": [
" ticker start_date end_date\n",
"0 THC 1996-01-02 2016-04-18\n",
"1 TEX 2006-12-20 2008-11-06\n",
"2 RRC 2007-12-21 2018-06-18\n",
"3 WB 1996-01-02 2009-01-02\n",
"4 PRU 2002-07-22 NaT"
"0 A 2000-06-05 NaT\n",
"1 FRC 2019-01-02 2023-05-04\n",
"2 FBF 1996-01-02 2004-04-01\n",
"3 CMCSK 2015-09-21 2015-12-14\n",
"4 PCAR 1996-01-02 NaT"
]
},
"execution_count": 4,
"execution_count": 6,
"metadata": {},
"output_type": "execute_result"
}
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},
{
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"execution_count": 5,
"execution_count": 7,
"id": "f4aed634-93c0-4c36-8907-3cdcd53af73c",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"ticker\n",
"COV 3\n",
"MEE 2\n",
"HP 2\n",
"H 2\n",
"HCA 2\n",
"MIR 2\n",
"ESV 2\n",
"HLT 2\n",
"EQT 2\n",
"PCG 2\n",
"OI 2\n",
"CNC 2\n",
"HRS 2\n",
"AN 2\n",
"AMP 2\n",
"COV 3\n",
"MEE 2\n",
"DOW 2\n",
"GGP 2\n",
"MXIM 2\n",
"IR 2\n",
"CBE 2\n",
"FL 2\n",
"DXC 2\n",
"CCI 2\n",
"TT 2\n",
"AMD 2\n",
"AMP 2\n",
"CE 2\n",
"CEG 2\n",
"Name: start_date, dtype: int64"
]
},
"execution_count": 5,
"execution_count": 7,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# Look at top tickers entereing and leaving S&P 500\n",
"# Look at top tickers entering and leaving S&P 500\n",
"(\n",
" ticker_record_df.groupby(\"ticker\")[\"start_date\"]\n",
" .count().sort_values(ascending=False)\n",
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},
{
"cell_type": "code",
"execution_count": 6,
"execution_count": 8,
"id": "30739501-b01d-4840-a03d-975ab2791d31",
"metadata": {},
"outputs": [],
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},
{
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"id": "31288233-b806-4c0d-9105-0ff87da3c772",
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{
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"1163"
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},
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"1211"
"1216"
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"execution_count": 8,
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},
{
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"execution_count": 11,
"id": "1b90c49b-0cb0-4772-89d3-1a3cbf7ef3a8",
"metadata": {},
"outputs": [],
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"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.8.6"
"version": "3.10.12"
}
},
"nbformat": 4,
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