On Tue, Jan 12, 2010 at 3:33 PM, Marc Schwarzschild <m...@thebrookhavengroup.com> wrote: > > > I have a csv file like this: > > Account, Symbol, Quantity, Price > One,SPY,5,119.00 > One,SPY,3,120.00 > One,SPY,-2,125.00 > One,GE,... > One,GE,... > Two,SPY, ... > Three,GE, ... > ... > > The data is much larger, could be 10,000 records. I can load it > into a numpy array using matplotlib.mlab.csv2rec(). I learned > several useful numpy functions and have been reading lots of > documentation. However, I have not found a way to create a > unique list of symbols and the Sum of their respective Quantity > values. I want do various calculations on the data like pull out > all the records for a given Account. The actual data has lots > more columns and sometimes I may want to sum(Quantity*Price) by > Account and Symbol. > > I'm attracted to numpy for speed but would welcome alternative > suggestions. > > I tried unsuccessfully to install PyTables on my Ubuntu system > and abandoned that avenue. > > Can anyone provide some examples on how to do this or point me to > documentation?
If you don't want to do a lot of programming yourself, then I recommend tabular for this, which looks good for this kind of spreadsheet like operations, alternatively pandas. Josef > > Much appreciated. > > _________________________________________________________ > Marc Schwarzschild The Brookhaven Group, LLC > 1-212-580-1175 Analytics for Hedge Fund Investors > Risk it, carefully! > > > _______________________________________________ > NumPy-Discussion mailing list > NumPy-Discussion@scipy.org > http://mail.scipy.org/mailman/listinfo/numpy-discussion > _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
