FBA_FML_AIforTrading Term1_Lesson 5 Quiz1.ipynb

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    "## Quiz\n",
    "Implement `days_to_weeks` function to resample OHLC price data to weekly OHLC price data. You find find more Resampler functions [here](https://pandas.pydata.org/pandas-docs/version/0.21.0/api.html#id44) for calculating high and low prices."
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    "import quiz_tests\n",
    "\n",
    "\n",
    "def days_to_weeks(open_prices, high_prices, low_prices, close_prices):\n",
    "    \"\"\"Converts daily OHLC prices to weekly OHLC prices.\n",
    "    \n",
    "    Parameters\n",
    "    ----------\n",
    "    open_prices : DataFrame\n",
    "        Daily open prices for each ticker and date\n",
    "    high_prices : DataFrame\n",
    "        Daily high prices for each ticker and date\n",
    "    low_prices : DataFrame\n",
    "        Daily low prices for each ticker and date\n",
    "    close_prices : DataFrame\n",
    "        Daily close prices for each ticker and date\n",
    "\n",
    "    Returns\n",
    "    -------\n",
    "    open_prices_weekly : DataFrame\n",
    "        Weekly open prices for each ticker and date\n",
    "    high_prices_weekly : DataFrame\n",
    "        Weekly high prices for each ticker and date\n",
    "    low_prices_weekly : DataFrame\n",
    "        Weekly low prices for each ticker and date\n",
    "    close_prices_weekly : DataFrame\n",
    "        Weekly close prices for each ticker and date\n",
    "    \"\"\"\n",
    "    \n",
    "    # TODO: Implement Function\n",
    "    \n",
    "    return None, None, None, None\n",
    "\n",
    "\n",
    "quiz_tests.test_days_to_weeks(days_to_weeks)"
   ]
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   "metadata": {},
   "source": [
    "## Quiz Solution"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "def days_to_weeks(open_prices, high_prices, low_prices, close_prices):\n",
    "    \"\"\"Converts daily OHLC prices to weekly OHLC prices.\n",
    "    \n",
    "    Parameters\n",
    "    ----------\n",
    "    open_prices : DataFrame\n",
    "        Daily open prices for each ticker and date\n",
    "    high_prices : DataFrame\n",
    "        Daily high prices for each ticker and date\n",
    "    low_prices : DataFrame\n",
    "        Daily low prices for each ticker and date\n",
    "    close_prices : DataFrame\n",
    "        Daily close prices for each ticker and date\n",
    "\n",
    "    Returns\n",
    "    -------\n",
    "    open_prices_weekly : DataFrame\n",
    "        Weekly open prices for each ticker and date\n",
    "    high_prices_weekly : DataFrame\n",
    "        Weekly high prices for each ticker and date\n",
    "    low_prices_weekly : DataFrame\n",
    "        Weekly low prices for each ticker and date\n",
    "    close_prices_weekly : DataFrame\n",
    "        Weekly close prices for each ticker and date\n",
    "    \"\"\"\n",
    "    \n",
    "    # TODO: Implement Function\n",
    "    \n",
    "    open_prices_weekly = open_prices.resample('W').first()\n",
    "    high_prices_weekly = high_prices.resample('W').max()\n",
    "    low_prices_weekly = low_prices.resample('W').min()\n",
    "    close_prices_weekly = close_prices.resample('W').last()\n",
    "    \n",
    "    return open_prices_weekly, high_prices_weekly, low_prices_weekly, close_prices_weekly\n",
    "\n",
    "\n",
    "quiz_tests.test_days_to_weeks(days_to_weeks)"
   ]
  }
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