I am following a YouTube tutorial and I wrote this code from the tutorial
import numpy as np
import pandas as pd
from scipy.stats import percentileofscore as score
my_columns = [
'Ticker',
'Price',
'Number of Shares to Buy',
'One-Year Price Return',
'One-Year Percentile Return',
'Six-Month Price Return',
'Six-Month Percentile Return',
'Three-Month Price Return',
'Three-Month Percentile Return',
'One-Month Price Return',
'One-Month Percentile Return'
]
final_df = pd.DataFrame(columns = my_columns)
# populate final_df here....
pd.set_option('display.max_columns', None)
print(final_df[:1])
time_periods = ['One-Year', 'Six-Month', 'Three-Month', 'One-Month']
for row in final_df.index:
for time_period in time_periods:
change_col = f'{time_period} Price Return'
print(type(final_df[change_col]))
percentile_col = f'{time_period} Percentile Return'
print(final_df.loc[row, change_col])
final_df.loc[row, percentile_col] = score(final_df[change_col], final_df.loc[row, change_col])
print(final_df)
It prints my data frame as
| Ticker | Price | Number of Shares to Buy | One-Year Price Return | One-Year Percentile Return | Six-Month Price Return | Six-Month Percentile Return | Three-Month Price Return | Three-Month Percentile Return | One-Month Price Return | One-Month Percentile Return |
|--------|---------|-------------------------|------------------------|----------------------------|------------------------|-----------------------------|--------------------------|-------------------------------|-------------------------|------------------------------|
| A | 120.38 | N/A | 0.437579 | N/A | 0.280969 | N/A | 0.198355 | N/A | 0.0455988 | N/A |
But when I call the score function I get this error
<class 'pandas.core.series.Series'>
0.4320217937551543
Traceback (most recent call last):
File "program.py", line 72, in <module>
final_df.loc[row, percentile_col] = score(final_df[change_col], final_df.loc[row, change_col])
File "/Users/abhisheksrivastava/Library/Python/3.7/lib/python/site-packages/scipy/stats/stats.py", line 2017, in percentileofscore
left = np.count_nonzero(a < score)
TypeError: '<' not supported between instances of 'NoneType' and 'float'
What is going wrong? I see the same code work in the YouTube video. I have next to none experience with Python
Edit:
I also tried
print(type(final_df['One-Year Price Return']))
print(type(final_df['Six-Month Price Return']))
print(type(final_df['Three-Month Price Return']))
print(type(final_df['One-Month Price Return']))
for row in final_df.index:
final_df.loc[row, 'One-Year Percentile Return'] = score(final_df['One-Year Price Return'], final_df.loc[row, 'One-Year Price Return'])
final_df.loc[row, 'Six-Month Percentile Return'] = score(final_df['Six-Month Price Return'], final_df.loc[row, 'Six-Month Price Return'])
final_df.loc[row, 'Three-Month Percentile Return'] = score(final_df['Three-Month Price Return'], final_df.loc[row, 'Three-Month Price Return'])
final_df.loc[row, 'One-Month Percentile Return'] = score(final_df['One-Month Price Return'], final_df.loc[row, 'One-Month Price Return'])
print(final_df)
but it still gets the same error
<class 'pandas.core.series.Series'>
<class 'pandas.core.series.Series'>
<class 'pandas.core.series.Series'>
<class 'pandas.core.series.Series'>
<class 'pandas.core.series.Series'>
Traceback (most recent call last):
File "program.py", line 71, in <module>
final_df.loc[row, 'One-Year Percentile Return'] = score(final_df['One-Year Price Return'], final_df.loc[row, 'OneYear Price Return'])
File "/Users/abhisheksrivastava/Library/Python/3.7/lib/python/site-packages/scipy/stats/stats.py", line 2017, in percentileofscore
left = np.count_nonzero(a < score)
TypeError: '<' not supported between instances of 'NoneType' and 'float'
What @Taras Mogetich wrote was pretty correct, however you might need to put the if-statement in its own for-loop. Liko so:
for row in hqm_dataframe.index:
for time_period in time_periods:
change_col = f'{time_period} Price Return'
percentile_col = f'{time_period} Return Percentile'
if hqm_dataframe.loc[row, change_col] == None:
hqm_dataframe.loc[row, change_col] = 0.0
And then separately:
for row in hqm_dataframe.index:
for time_period in time_periods:
change_col = f'{time_period} Price Return'
percentile_col = f'{time_period} Return Percentile'
hqm_dataframe.loc[row, percentile_col] = score(hqm_dataframe[change_col], hqm_dataframe.loc[row, change_col])
Simply replace None values with 0 as follows,
hqm_dataframe.fillna(0,inplace=True)
I'm working through this tutorial as well. I looked deeper into the data in the four '___ Price Return' columns. Looking at my batch API call, there's four rows that have the value 'None' instead of a float which is why the 'NoneError' appears, as the percentileofscore function is trying to calculate the percentiles using 'None' which isn't a float.
To work around this API error, I manually changed the None values to 0 which calculated the Percentiles, with the code below...
time_periods = [
'One-Year',
'Six-Month',
'Three-Month',
'One-Month'
]
for row in hqm_dataframe.index:
for time_period in time_periods:
if hqm_dataframe.loc[row, f'{time_period} Price Return'] == None:
hqm_dataframe.loc[row, f'{time_period} Price Return'] = 0
Funny to google the problem I'm having and it's literally the exact same tutorial you're working through!
As mentioned, some data from the API call has a value of None, which causes an error with the percentileofscore function. My solution is to convert all None type to integer 0 upon initial creation of the hqm_dataframe.
hqm_columns = [
'Ticker',
'Price',
'Number of Shares to Buy',
'One-Year Price Return',
'One-Year Return Percentile',
'Six-Month Price Return',
'Six-Month Return Percentile',
'Three-Month Price Return',
'Three-Month Return Percentile',
'One-Month Price Return',
'One-Month Return Percentile'
]
hqm_dataframe = pd.DataFrame(columns=hqm_columns)
convert_none = lambda x : 0 if x is None else x
for symbol_string in symbol_strings:
batch_api_call_url = f'https://sandbox.iexapis.com/stable/stock/market/batch?symbols={symbol_string}&types=price,stats&token={IEX_CLOUD_API_TOKEN}'
data = requests.get(batch_api_call_url).json()
for symbol in symbol_string.split(','):
hqm_dataframe = hqm_dataframe.append(
pd.Series(
[
symbol,
data[symbol]['price'],
'N/A',
convert_none(data[symbol]['stats']['year1ChangePercent']),
'N/A',
convert_none(data[symbol]['stats']['month6ChangePercent']),
'N/A',
convert_none(data[symbol]['stats']['month3ChangePercent']),
'N/A',
convert_none(data[symbol]['stats']['month1ChangePercent']),
'N/A'
],
index = hqm_columns
),
ignore_index=True
)
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