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