import numpy as np import matplotlib.mlab as mlab import os outdir = 'stockdata' #ticker = 'CROX' tickers = 'CROX,AAPL,INTC,GOOG,DRYS,LULU,CMG,MCD,PLM,XOM,VZ,BZ,JAMN,UTOG'.split(',') recs = [] for ticker in tickers: outfile = os.path.join(outdir, '%s.csv'%ticker) r = mlab.csv2rec(outfile) r.sort(order='date') print 'parsing ticker=%s, numrows=%d' % (ticker, len(r)) prices = r.close[:-1] returns = (r.adj_close[1:] - r.adj_close[:-1]) / r.adj_close[:-1] rdata = np.rec.fromarrays([r.date[:-1], prices, returns], names='date,price,dreturn') recs.append(rdata) rall = np.concatenate(recs) print 'concantenated all; numrows=%d'%len(rall) mlab.rec2csv(rall, os.path.join(outdir, 'stocks_combined.csv')) np.save(os.path.join(outdir, 'stocks_combined.npy'), rall)