loadFinancialData.py 文件源码

def get_nyears_back(raw_data, back=1):
    """N??????"""
    all_periods = raw_data.index.get_level_values(0).unique()
    l=[]
    for period in all_periods:
        ly = pd.datetime(period.year-back, period.month, period.day)
        if ly in all_periods:
            data_ly = raw_data.loc[[ly]].copy()
            data_ly.index = pd.MultiIndex.from_product([[period], data_ly.index.get_level_values(1)],
                                                       names=data_ly.index.names)
            l.append(data_ly)
        else:
            pass
    new_data = pd.concat(l)
    return new_data