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Q: If I get a DataFrame from history(), how do I sort it by date?
Dan Bikle
posted Oct 27, 2014

Hello Q World,

If I get a DataFrame from history(),
how do I sort it by date?

According to
http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.sort.html
I do something like this:
sorted_prices = prices.sort(['A', 'B'], ascending=[1, 0])

So, I need to know the column names of the df.

google: How I get column names of python pandas dataframe?

ans: prices.columns.values

I tried that:
print(prices.columns.values)

I see:

[ Security(8554, symbol='SPY', security_name='SPDR S&P 500 ETF TRUST', exchange='NYSE ARCA EXCHANGE', start_date=datetime.datetime(1993, 1,
29, 0, 0, tzinfo=), end_date=datetime.datetime(2014, 10, 27, 0,
0, tzinfo=), first_traded=None)]

Now I'm lost. Time to ask for help.

If I get a DataFrame from history(),
how do I sort it by date?

2 responses
John Fawcett
Oct 27, 2014

The dataframe has a DatetimeIndex, and the dataframe is sorted chronologically by that index. You can access the index with prices.index. The dataframe returned by history will have one column per security, and if you index into the dataframe with a security you'll get a Series, which also has a DatetimeIndex sorted chronologically.

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Dan Bikle
Oct 27, 2014

Fawce: 'index into the dataframe with a security'

myts = prices[context.spy]

Great tip; thanks!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.