Python Itertools Tutorial – Part V

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Get up-to-speed in this series with Part IPart IIPart III and Part IV.

The islice() iterator

This iterator has four parameters which can be passed, the element, starting element variable, ending variable and the number of elements to be skipped.

Suppose, we wanted the Adj. Close price every third day, we would write the code as follows:

# Islice() itertool
# data = tesla[‘daily_returns’]
selection = itertools.islice(tesla[‘Adj Close’], 0, 15,2)
for each in selection:
print(each)

The output would be as follows:

743.6199951171875
749.5
703.47998046875
645.3300170898438
560.5499877929688
445.07000732421875
361.2200012207031
427.5299987792969

Well, these were some terminating iterators. Now, we will see the next type of iterators, which are more concerned with the selection and the arrangement of the values.

Combinatoric iterators

We have all studied permutations and combinations before. These iterators make it really easy to list down all the possible values in a simple manner. Let’s start with the first one right away.

The combinations() iterator

As the name specifies, this iterator helps us illustrate all the possible combinations present in the list. The only parameters we have to pass are the elements and the number of values in a combination. Let’s see it in action right now:

# Combinations itertool
stocks_NYSE = [‘TSLA’, ‘MSFT’, ‘NVDA’, ‘GOOGL’ , ‘AAPL’ , ‘INTC’]
result = itertools.combinations(stocks_NYSE, 2)
for each in result:
print(each)

The output will be as follows:

(‘TSLA’, ‘MSFT’)
(‘TSLA’, ‘NVDA’)
(‘TSLA’, ‘GOOGL’)
(‘TSLA’, ‘AAPL’)
(‘TSLA’, ‘INTC’)
(‘MSFT’, ‘NVDA’)
(‘MSFT’, ‘GOOGL’)
(‘MSFT’, ‘AAPL’)
(‘MSFT’, ‘INTC’)
(‘NVDA’, ‘GOOGL’)
(‘NVDA’, ‘AAPL’)
(‘NVDA’, ‘INTC’)
(‘GOOGL’, ‘AAPL’)
(‘GOOGL’, ‘INTC’)
(‘AAPL’, ‘INTC’)

In the next installment, the author will discuss the combinations_with_replacement() iterator.

Visit https://www.quantinsti.com/ for ready-to-use Python functions as applied in trading and data analysis.

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