In this code, there is the part with a lambda fucntion
symbol = ["XOM", "BP", "COP", "TOT"]
start = "2012-01-01"
end = "2016-01-01"
prices = get_pricing(symbol, start_date=start, end_date=end, fields="price")
if isinstance(symbol, list):
prices.columns = map(lambda x: x.symbol, prices.columns)
else:
prices.name = symbol can anyone please explain what is happening in
prices.columns = map(lambda x: x.symbol, prices.columns)
thanks
It's just a way to replace a complicated set of column labels such as Equity(88347[XOM]) with simpler labels XOM. In this case XOM is the symbol attribute of equity object Equity(88347[XOM]).
The python function map is not very intuitive. An easier (and more intuitive) way to do this would be using list comprehension.
prices.columns = (x.symbol for x in prices.columns) 
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