NumPy: Beginner’s Guide - Third Edition

813 Pages·2015·4.94 MB·English

by  Ivan Idris [Ivan Idris]

Table of Contents
NumPy Beginner's Guide Third Edition
Credits
About the Author
About the Reviewers
www.PacktPub.com
Support files, eBooks, discount offers, and more
Why subscribe?
Free access for Packt account holders
Preface
What is NumPy?
History
Why use NumPy?
Limitations of NumPy
What this book covers
What you need for this book
Who this book is for
Sections
Time for action – heading
What just happened?
Pop quiz – heading
Have a go hero – heading
Conventions
Reader feedback
Customer support
Downloading the example code
Downloading the color images of this book
Errata
Piracy
Questions
1. NumPy Quick Start
Python
Time for action – installing Python on different operating systems
What just happened?
The Python help system
Time for action – using the Python help system
What just happened?
Basic arithmetic and variable assignment
Time for action – using Python as a calculator
What just happened?
Time for action – assigning values to variables
What just happened?
The print() function
Time for action – printing with the print() function
What just happened?
Code comments
Time for action – commenting code
The if statement
Time for action – deciding with the if statement
What just happened?
The for loop
Time for action – repeating instructions with loops
What just happened?
Python functions
Time for action – defining functions
What just happened?
Python modules
Time for action – importing modules
What just happened?
NumPy on Windows
Time for action – installing NumPy, matplotlib, SciPy, and
IPython on Windows
What just happened?
NumPy on Linux
Time for action – installing NumPy, matplotlib, SciPy, and
IPython on Linux
NumPy on Mac OS X
Time for action – installing NumPy, SciPy, matplotlib, and
IPython with MacPorts or Fink
What just happened?
Building from source
Arrays
Time for action – adding vectors
What just happened?
Pop quiz – Functioning of the arange() function
Have a go hero – continue the analysis
IPython – an interactive shell
Online resources and help
Summary
2. Beginning with NumPy Fundamentals
NumPy array object
Time for action – creating a multidimensional array
What just happened?
Pop quiz – the shape of ndarray
Have a go hero – create a three-by-three array
Selecting elements
NumPy numerical types
Data type objects
Character codes
The dtype constructors
The dtype attributes
Time for action – creating a record data type
What just happened?
One-dimensional slicing and indexing
Time for action – slicing and indexing multidimensional arrays
What just happened?
Time for action – manipulating array shapes
What just happened?
Stacking
Time for action – stacking arrays
What just happened?
Splitting
Time for action – splitting arrays
What just happened?
Array attributes
Time for action – converting arrays
What just happened?
Summary
3. Getting Familiar with Commonly Used Functions
File I/O
Time for action – reading and writing files
What just happened?
Comma-seperated value files
Time for action – loading from CSV files
Volume Weighted Average Price
Time for action – calculating Volume Weighted Average Price
What just happened?
The mean() function
Time-weighted average price
Pop quiz – computing the weighted average
Have a go hero – calculating other averages
Value range
Time for action – finding highest and lowest values
What just happened?
Statistics
Time for action – performing simple statistics
What just happened?
Stock returns
Time for action – analyzing stock returns
What just happened?
Dates
Time for action – dealing with dates
What just happened?
Have a go hero – looking at VWAP and TWAP
Time for action – using the datetime64 data type
What just happened?
Weekly summary
Time for action – summarizing data
What just happened?
Have a go hero – improving the code
Average True Range
Time for action – calculating the Average True Range
What just happened?
Have a go hero – taking the minimum() function for a spin
Simple Moving Average
Time for action – computing the Simple Moving Average
What just happened?
Exponential Moving Average
Time for action – calculating the Exponential Moving Average
What just happened?
Bollinger Bands
Time for action – enveloping with Bollinger Bands
What just happened?
Have a go hero – switching to Exponential Moving Average
Linear model
Time for action – predicting price with a linear model
What just happened?
Trend lines
Time for action – drawing trend lines
What just happened?
Methods of ndarray
Time for action – clipping and compressing arrays
What just happened?
Factorial
Time for action – calculating the factorial
What just happened?
Missing values and Jackknife resampling
Time for action – handling NaNs with the nanmean(), nanvar(),
and nanstd() functions
What just happened?
Summary
4. Convenience Functions for Your Convenience
Correlation
Time for action – trading correlated pairs
What just happened?
Pop quiz – calculating covariance
Polynomials
Time for action – fitting to polynomials
What just happened?
Have a go hero – improving the fit
On-balance volume
Time for action – balancing volume
What just happened?
Simulation
Time for action – avoiding loops with vectorize()
What just happened?
Have a go hero – analyzing consecutive wins and losses
Smoothing
Time for action – smoothing with the hanning() function
What just happened?
Have a go hero – smoothing variations
Initialization
Time for action – creating value initialized arrays with the full()
and full_like() functions
What just happened?
Summary
5. Working with Matrices and ufuncs
Matrices
Time for action – creating matrices
What just happened?
Creating a matrix from other matrices
Time for action – creating a matrix from other matrices
What just happened?
Pop quiz – defining a matrix with a string
Universal functions
Time for action – creating universal functions
What just happened?
Universal function methods
Time for action – applying the ufunc methods to the add function
What just happened?
Arithmetic functions
Time for action – dividing arrays
What just happened?
Have a go hero – experimenting with __future__.division
Modulo operation
Time for action – computing the modulo
What just happened?
Fibonacci numbers
Time for action – computing Fibonacci numbers
What just happened?
Have a go hero – timing the calculations
Lissajous curves
Time for action – drawing Lissajous curves
What just happened?
Square waves
Time for action – drawing a square wave
What just happened?
Have a go hero – getting rid of the loop
Sawtooth and triangle waves
Time for action – drawing sawtooth and triangle waves
What just happened?
Have a go hero – getting rid of the loop
Bitwise and comparison functions
Time for action – twiddling bits
What just happened?
Fancy indexing
Time for action – fancy indexing in-place for ufuncs with the at()
method
What just happened?
Summary
6. Moving Further with NumPy Modules
Linear algebra
Time for action – inverting matrices
What just happened?
Pop quiz – creating a matrix
Have a go hero – inverting your own matrix
Solving linear systems
Time for action – solving a linear system
What just happened?
Finding eigenvalues and eigenvectors
Time for action – determining eigenvalues and eigenvectors
What just happened?
Singular value decomposition
Time for action – decomposing a matrix
What just happened?
Pseudo inverse
Time for action – computing the pseudo inverse of a matrix
What just happened?
Determinants
Time for action – calculating the determinant of a matrix
What just happened?
Fast Fourier transform
Time for action – calculating the Fourier transform
What just happened?
Shifting
Time for action – shifting frequencies
What just happened?
Random numbers
Time for action – gambling with the binomial
What just happened?
Hypergeometric distribution
Time for action – simulating a game show
What just happened?
Continuous distributions
Time for action – drawing a normal distribution
What just happened?
Lognormal distribution
Time for action – drawing the lognormal distribution
What just happened?
Bootstrapping in statistics
Time for action – sampling with numpy.random.choice()
What just happened?
Summary
7. Peeking into Special Routines
Sorting
Time for action – sorting lexically
What just happened?
Have a go hero – trying a different sort order
Time for action – partial sorting via selection for a fast median
with the partition() function
What just happened?
Complex numbers
Time for action – sorting complex numbers
What just happened?
Pop quiz – generating random numbers
Searching
Time for action – using searchsorted
What just happened?
Array elements extraction
Time for action – extracting elements from an array
What just happened?
Financial functions
Time for action – determining the future value
What just happened?
Present value
Time for action – getting the present value
What just happened?
Net present value
Time for action – calculating the net present value
What just happened?
Internal rate of return
Time for action – determining the internal rate of return
What just happened?
Periodic payments
Time for action – calculating the periodic payments
What just happened?
Number of payments
Time for action – determining the number of periodic payments
What just happened?
Interest rate
Time for action – figuring out the rate
What just happened?
Window functions
Time for action – plotting the Bartlett window
What just happened?
Blackman window
Time for action – smoothing stock prices with the Blackman
window
What just happened?