Python Programming in Finance
Zheng-Liang Lu (Arthur)
CSIE @ NTU
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Python
Programming
2
Lecture 1
https://docs.python.org/3.7/
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Program ~ Data + Algorithm
3
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Basic I/O
4
input
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Variable
5
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Data Types
6
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String
7
str()
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Type Conversion
8
int()
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Floats
9
float()
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Arithmetic Operators
10
+, -, *, **, /, !//, %
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Numerical Error
11
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Assignment Operator
12
=
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x = x + 1
13
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List
14
[]
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Slicing
15
:
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Append
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append()
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Deletion
17
del
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More APIs of List
18
help
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Membership of List
19
in
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Boolean Values
20
True False
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Rational Operators
21
<,<=, >, >=, ==, !=
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Logical
Operators
22
and, or, not
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Conditional Statements
23
if-elif-else
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For Loops
24
for
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Range-Based
25
range()
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26
https://www.google.com/doodles/
celebrating-50-years-of-kids-coding
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Monte Carlo
27
EMPP_lec1.pdf
Wiki
Zheng-Liang Lu https://upload.wikimedia.org/wikipedia/commons/8/84/Pi_30K.gif
28
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While Loops
29
while
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Bisection Method
30
Wiki: bisection method
Wiki: root-finding algorithms
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31
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Monte Carlo Again
32
Exercise
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33
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Jump
Statements
34
break continue pass
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Loop
Techniques
35
enumerate() zip()
sorted() reversed()
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Dictionary: Key
& Value
36
{K:V}
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Tuple
37
()
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x, y = y, x
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Set with
Operations
39
{}
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Comprehension
40
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Function
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def return
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Scope
42
globals() locals()
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Default
Argument
43
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Positional &
Keyword Argument
44
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print()
45
Example
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Built-in Functions in Python 3
46
https://docs.python.org/3/library/functions.html
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Lambda
Expression
47
lambda
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Functional
Programming
filter()
map()
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Monte Carlo Again!
49
Exercise
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50
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Iterator
51
next()
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Generator
52
yield
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Objects
53
class
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Application:
String
54
“ “
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Application: File I/O
55
with-as
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Application:
Time
56
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Application:
Exception
57
raise
try-except-else-finally
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Importing Packages
58
import from-import
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Package Installation
59 pip install xxx
撥開 Python, pip, site-packages 的藍⾊蜘蛛網 💢
!pip install xxx
!pip !--user install xxx
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