Python - loop through date as input into a function

Question

I'm learning Python and it has gone relatively well so far. However I have run into an obstacle.

I have a CSV file (336 rows and 2657 columns) which contains daily data of spot rates of different instruments of different maturities:

I also have a function called importdata, which imports the data for one instrument, say all the 3M USD, at one one date, say on 03/09/2021 (m/d/y). name is the instrument (so 3M USD):

def importdata (fileloc, date, name, max_maturity=None):
    'Imports data from a given location, date and name'
    data = pd.read_csv(fileloc) # file location 
    result = data[ (data['date']) == date] # getting the date of the curve
    data =  result.loc[:, result.columns.str.startswith(name)] # getting the curve wanted at the date
    data = data.T # Transposing the data
    data = data.reset_index()
    data.columns = ['maturity','spot rate'] # renaming columns
    data['maturity'] = data.maturity.str.rsplit(n=1).str[-1]
    if max_maturity:
        data = data.iloc[:data.loc[data.maturity.str.contains(max_maturity,na=False)].index[0]+1]
    return data

An example output of importdata of all the 3M USD instruments at the 9th March 2021:

        maturity
0   1Y  0.188
1   2Y  0.245
2   3Y  0.431
3   4Y  0.672
4   5Y  0.892
5   6Y  1.083
6   7Y  1.2429999999999999
7   8Y  1.369
8   9Y  1.474
9   10Y 1.561
10  12Y 1.699
11  15Y 1.8259999999999998
12  20Y 1.9240000000000002
13  25Y 1.96
14  30Y 1.975

This dataframe would then be used as an input into another function which takes the above data and calculates forward rates. I want to progress this further by being able to run importdate for each date in one go by looping over the dates. So far, importdata I would have to change the dates manually, and as there are 2657 dates, this would take a long time.

I know I have to create a for loop to loop over the dates, but I am not sure how to put it as as input to importdata so that it can run for all the dates.

for dt in all_data['date']: 
    print (dt)

I'd be grateful for any help.

Leo Wotzak · Accepted Answer · 2021-03-30 17:27:37Z

1

You can iterate over the rows of a DataFrame using iterrows().

for dt in all_data['date'].iterrows():
    importdata(fileloc, dt, name)

edited Mar 30, 2021 at 17:27

answered Mar 30, 2021 at 16:09

Leo Wotzak

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2 Comments

Mike Lukos Over a year ago

I'm not quite sure I follow, when I run your code it just prints out the date, unless I've missed out on something.

Leo Wotzak Over a year ago

I think I may have misinterpreted your questions, I have changed my answer.

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