Hello experts. I'm working in Python > Anaconda > Spyder.
I'm reading a book called 'Python for Finance' and I'm trying to run this
sample code:
import numpy as np
import pandas as pd
import pandas.io.data as web
sp500 = web.DataReader('^GSPC', data_source='yahoo', start='1/1/2000',
end='4/14/2014')
sp500.info()
sp500['Close'].plot(grid=True, figsize=(8, 5))
sp500['42d'] = np.round(pd.rolling_mean(sp500['Close'], window=42), 2)
sp500['252d'] = np.round(pd.rolling_mean(sp500['Close'], window=252), 2)
sp500[['Close', '42d', '252d']].tail()
sp500[['Close', '42d', '252d']].plot(grid=True, figsize=(8, 5))
sp500['42-252'] = sp500['42d'] - sp500['252d']
sp500['42-252'].tail()
sp500['42-252'].head()
It seems to work perfectly find when I see the results in the book, but all I'm
getting is this . . .
*** ValueError: ordinal must be >= 1
(Pdb)
Does anyone have any idea what I'm doing wrong?
Thanks, all.
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