How to get a print function output in a data frame in python

Question

returns is a python data frame and this is the head. this is just for 2 stocks daily returns

date         NOW            BBY
2013-09-30  NaN           NaN
2013-10-01  -0.008855   0.012000
2013-10-02  0.015149    -0.007642
2013-10-03  -0.002296   0.000796
2013-10-04  0.043720    0.012206

I have a simple code that calculates annualized sharpe ratio for stocks

Function

N= 252
sharpe = np.sqrt(N)* returns.mean()/returns.std()
print (sharpe)

and this is the output when i print(sharpe)

NOW    0.906136
BBY    0.667774
dtype: float64

i want to get this value in a data frame, with column name = ticker, and sharpe ratio so it should look like this

Ticker Sharpe
NOW    0.906136
BBY    0.667774

I want to get this in a data frame as I have several other print functions, like VAr etc, so I can merge them and then export the data frame to excel.

please help me how to get print output in a data frame in python.

Xukrao · Accepted Answer · 2018-09-30 15:18:52Z

1

import numpy as np
import pandas as pd

# Construct initial dataframe    
df = pd.DataFrame({
    'date': ['2013-0-30', '2013-10-01', '2013-10-02', '2013-10-03', '2013-10-04'],
    'NOW': [np.nan, -0.008855, 0.015149, -0.002296, 0.043720],
    'BBY': [np.nan, 0.012000, -0.007642, 0.000796, 0.012206],
})
df = df.set_index('date')

# Calculate Sharpe ratio
N = 252
sharpe = np.sqrt(N) * df.mean() / df.std()

# Transform Sharpe ratio data from Series to DataFrame
df2 = sharpe.to_frame('Sharpe')
df2.index.name = 'Ticker'
df2 = df2.reset_index()

which gives as result:

In [1]: df2
Out[1]: 
  Ticker    Sharpe
0    NOW  8.061887
1    BBY  7.174034

answered Sep 30, 2018 at 15:18

Xukrao

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1 Comment

Anamil Kochar Over a year ago

Thanks so much Xukrao. It worked.. need another help, have posted as an answer

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