- In the case of your code, there is no
'Date'
column, because it's set as the index.
df_dict = {f.stem: pd.read_csv(f, parse_dates=['Date'], index_col='Date') for f in files}
- To extract the
day
from the index use the following code.
df_dict[k]['Day'] = df.index.day
- Pulling the code from this question
# here you can see the Date column is set as the index
df_dict = {f.stem: pd.read_csv(f, parse_dates=['Date'], index_col='Date') for f in files}
data_dict = dict() # create an empty dict here
for k, df in df_dict.items():
df_dict[k]['Return %'] = df.iloc[:, 0].pct_change(-1)*100
# create a day column; this may not be needed
df_dict[k]['Day'] = df.index.day
# aggregate the max and min of Return
mm = df_dict[k]['Return %'].agg(['max', 'min'])
# get the min and max day of the month
date_max = df.Day[df['Return %'] == mm.max()].values[0]
date_min = df.Day[df['Return %'] == mm.min()].values[0]
# add it to the dict, with ticker as the key
data_dict[k] = {'max': mm.max(), 'min': mm.min(), 'max_day': date_max, 'min_day': date_min}
# print(data_dict)
[out]:
{'aapl': {'max': 8.702843218147871,
'max_day': 2,
'min': -4.900700398891522,
'min_day': 20},
'msft': {'max': 6.603769278967109,
'max_day': 2,
'min': -4.084428935702855,
'min_day': 8}}