def monthly_seasonality(self,
data_frame,
cum=True,
add_average=False,
price_index=False):
tsc = TimeSeriesCalcs()
if price_index:
data_frame = data_frame.resample('BM') # resample into month end
data_frame = tsc.calculate_returns(data_frame)
data_frame.index = pandas.to_datetime(data_frame.index)
monthly_seasonality = tsc.average_by_month(data_frame)
if add_average:
monthly_seasonality['Avg'] = monthly_seasonality.mean(axis=1)
if cum is True:
monthly_seasonality.loc[0] = numpy.zeros(
len(monthly_seasonality.columns))
monthly_seasonality = monthly_seasonality.sort()
monthly_seasonality = tsc.create_mult_index(monthly_seasonality)
return monthly_seasonality
def monthly_seasonality(self, data_frame,
cum = True,
add_average = False, price_index = False):
tsc = TimeSeriesCalcs()
if price_index:
data_frame = data_frame.resample('BM') # resample into month end
data_frame = tsc.calculate_returns(data_frame)
data_frame.index = pandas.to_datetime(data_frame.index)
monthly_seasonality = tsc.average_by_month(data_frame)
if add_average:
monthly_seasonality['Avg'] = monthly_seasonality.mean(axis=1)
if cum is True:
monthly_seasonality.loc[0] = numpy.zeros(len(monthly_seasonality.columns))
monthly_seasonality = monthly_seasonality.sort()
monthly_seasonality = tsc.create_mult_index(monthly_seasonality)
return monthly_seasonality
