diff --git a/.DS_Store b/.DS_Store index 38d98e1..d9bba7c 100644 Binary files a/.DS_Store and b/.DS_Store differ diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..43322df --- /dev/null +++ b/.gitignore @@ -0,0 +1,3 @@ + +.DS_Store +.DS_Store diff --git a/README.md b/README.md old mode 100644 new mode 100755 diff --git a/char60/abr.py b/char60/abr.py old mode 100644 new mode 100755 diff --git a/char60/beta.py b/char60/beta.py old mode 100644 new mode 100755 diff --git a/char60/iclink.py b/char60/iclink.py old mode 100644 new mode 100755 diff --git a/char60/re.py b/char60/re.py old mode 100644 new mode 100755 diff --git a/char60/rvar_capm.py b/char60/rvar_capm.py old mode 100644 new mode 100755 diff --git a/char60/rvar_ff3.py b/char60/rvar_ff3.py old mode 100644 new mode 100755 diff --git a/char60/rvar_mean.py b/char60/rvar_mean.py old mode 100644 new mode 100755 diff --git a/char60/split_csv.py b/char60/split_csv.py new file mode 100644 index 0000000..c11fafe --- /dev/null +++ b/char60/split_csv.py @@ -0,0 +1,38 @@ +import pickle as pkl +import pandas as pd + +# with open('/Users/eric/WeDrive/Feng-CityUHK/Data/pychars/chars60/raw/chars_impute_60.pkl', 'rb') as f: +# chars = pkl.load(f) + +with open('/Users/eric/WeDrive/Feng-CityUHK/Data/pychars/chars60/rank/chars_rank_60.pkl', 'rb') as f: + chars = pkl.load(f) + +# chars = chars[['permno', 'gvkey', 'datadate', 'jdate', 'ffi49', 'sic', 'exchcd', 'shrcd', 'ret', 'retx', 'retadj', +# 'rank_abr', 'rank_acc', 'rank_adm', 'rank_agr', 'rank_alm', 'rank_ato', 'rank_baspread', 'rank_beta', +# 'rank_bm', 'rank_bm_ia', 'rank_cash', 'rank_cashdebt', 'rank_cfp', +# 'rank_chcsho', 'rank_chpm', 'rank_chtx', 'rank_cinvest', 'rank_depr', 'rank_dolvol', 'rank_dy', +# 'rank_ep', 'rank_gma', 'rank_grltnoa', 'rank_herf', 'rank_hire', +# 'rank_ill', 'rank_lev', 'rank_lgr', 'rank_maxret', 'rank_me_ia', 'rank_mom12m', 'rank_mom1m', +# 'rank_mom36m', 'rank_mom60m', 'rank_mom6m', 'rank_ni', 'rank_nincr', +# 'rank_noa', 'rank_op', 'rank_pctacc', 'rank_pm', 'rank_pscore', 'rank_rd_sale', 'rank_rdm', 'rank_re', +# 'rank_rna', 'rank_roa', 'rank_roe', 'rank_rsup', 'rank_rvar_capm', +# 'rank_rvar_ff3', 'rank_rvar_mean', 'rank_seas1a', 'rank_sgr', 'rank_sp', 'rank_std_dolvol', +# 'rank_std_turn', 'rank_sue', 'rank_turn', 'rank_zerotrade']] + +print(chars.columns.values) + +chars['jdate'] = pd.to_datetime(chars['jdate']) +chars['year'] = chars['jdate'].dt.year +chars_1970s = chars[chars['year'] < 1980] +chars_1980s = chars[(chars['year'] >= 1980) & (chars['year'] < 1990)] +chars_1990s = chars[(chars['year'] >= 1990) & (chars['year'] < 2000)] +chars_2000s = chars[(chars['year'] >= 1990) & (chars['year'] < 2010)] +chars_2010s = chars[(chars['year'] >= 2000) & (chars['year'] < 2020)] + +chars_1970s.to_csv('chars60_rank_1970s.csv', index=0) +chars_1980s.to_csv('chars60_rank_1980s.csv', index=0) +chars_1990s.to_csv('chars60_rank_1990s.csv', index=0) +chars_2000s.to_csv('chars60_rank_2000s.csv', index=0) +chars_2010s.to_csv('chars60_rank_2010s.csv', index=0) +# +# print(chars_2010s[chars_2010s['permno']==14593][['permno', 'jdate']]) diff --git a/char60/sue.py b/char60/sue.py old mode 100644 new mode 100755 diff --git a/py-dgtw/.DS_Store b/py-dgtw/.DS_Store deleted file mode 100644 index 5008ddf..0000000 Binary files a/py-dgtw/.DS_Store and /dev/null differ diff --git a/py-dgtw/dgtw.py b/py-dgtw/dgtw.py old mode 100644 new mode 100755 diff --git a/py-ff3/ff3.py b/py-ff3/ff3.py old mode 100644 new mode 100755 diff --git a/py-pead/pead.py b/py-pead/pead.py old mode 100644 new mode 100755 diff --git a/pychars/.DS_Store b/pychars/.DS_Store deleted file mode 100644 index 601b96d..0000000 Binary files a/pychars/.DS_Store and /dev/null differ diff --git a/pychars/accounting.py b/pychars/accounting.py old mode 100644 new mode 100755 diff --git a/pychars/beta.py b/pychars/beta.py old mode 100644 new mode 100755 diff --git a/pychars/functions.py b/pychars/functions.py old mode 100644 new mode 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