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I have a dataFrame (df) which looks like the follow:

index   ticker    start_date
0        CRON      2020-10-27
1        DS        2020-10-27

I would like to create a new column return a 3 day return for that ticker given the start_date. The start_date is datetime64

I created a function:

def three_day_return(date_col, ticker_col):
     end_date = np.busday_offset(dates=date_col.strftime("%Y-%m-%d"), holidays=nyse.holidays().holidays, offsets=3)
     price_df = yf.download(ticker_col, 
                  start=date_col, 
                  end=end_date, 
                  progress=False)
     open_price = price_df.iloc[1]['Open']
     close_price = price_df.iloc[3]['Close']
     return open_price/close_price-1

when I apply the function, I get an errorcode. Would love some help on this. Thanks in advance

df['three_day_return']= three_day_return(df['start_date'], df['ticker'])

AttributeError: 'Series' object has no attribute 'strftime'
redgabe
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0 Answers0