w3resource

Pandas: Plot the volatility over a period of time of a stock price

Pandas: Plotting Exercise-18 with Solution

Write a Pandas program to plot the volatility over a period of time of Alphabet Inc. stock price between two specific dates.

Use the alphabet_stock_data.csv file to extract data.

pct_change() function computes the percentage change from the immediately previous row by default. This is useful in comparing the percentage of change in a time series of elements.

alphabet_stock_data:


alphabet_stock_data Table

Date Open High Low Close Adj Close Volume
2020-04-01 1122 1129.689941 1097.449951 1105.619995 1105.619995 2343100
2020-04-02 1098.26001 1126.859985 1096.400024 1120.839966 1120.839966 1964900
2020-04-03 1119.015015 1123.540039 1079.810059 1097.880005 1097.880005 2313400
2020-04-06 1138 1194.660034 1130.939941 1186.920044 1186.920044 2664700
... ... ... ... ... ... ...
... ... ... ... ... ... ...
2020-09-29 1470.390015 1476.662964 1458.805054 1469.329956 1469.329956 978200
2020-09-30 1466.800049 1489.75 1459.880005 1469.599976 1469.599976 1700600

Sample Solution:

Python Code :

import pandas as pd
import matplotlib.pyplot as plt
df = pd.read_csv("alphabet_stock_data.csv")
start_date = pd.to_datetime('2020-4-1')
end_date = pd.to_datetime('2020-9-30')                         
df['Date'] = pd.to_datetime(df['Date']) 
new_df = (df['Date']>= start_date) & (df['Date']<= end_date)
df1 = df.loc[new_df]
df2 = df1[['Date', 'Close']]
df3 = df2.set_index('Date')
data_filled = df3.asfreq('D', method='ffill')
data_returns = data_filled.pct_change()
data_std = data_returns.rolling(window=30, min_periods=30).std()
plt.figure(figsize=(20,20))
data_std.plot();
plt.suptitle('Volatility over a period of time  of Alphabet Inc. stock price,\n01-04-2020 to 30-09-2020', fontsize=12, color='black')
plt.grid(True)
plt.show() 

Sample Output:

Pandas: Plot the volatility over a period of time of a stock price

Click for download alphabet_stock_data.csv

Python Code Editor:


Have another way to solve this solution? Contribute your code (and comments) through Disqus.

Previous: Write a Pandas program to create a plot to visualize daily percentage returns of Alphabet Inc. stock price between two specific dates.
Next: Write a Pandas program to create a histogram to visualize daily return distribution of Alphabet Inc. stock price between two specific dates.

What is the difficulty level of this exercise?

Test your Python skills with w3resource's quiz



Python: Tips of the Day

Trenary operator:

>>> "Python ROCK" if True else " I AM GRUMPY"
"Python ROCK"