My dataframe has daily stock data in it:
Date AAPL NFLX INTC
0 2008-01-02 27.834286 3.764286 25.350000
1 2008-01-03 27.847143 3.724286 24.670000
2 2008-01-04 25.721428 3.515714 22.670000
3 2008-01-07 25.377142 3.554286 22.879999
4 2008-01-08 24.464285 3.328571 22.260000
I'd like to calculate monthly returns using the last day of each month in my df above. I'm guessing (after googling) that resample is the best way to select the last trading day of the month. But this doesn't seem to work:
df.set_index('Date')
m1= df.resample('M')
print(m1)
get this error:
TypeError: Only valid with DatetimeIndex, TimedeltaIndex or PeriodIndex, but got an instance of 'Index'
So I think that means the set_index isn't working?
I've also tried:
df= df.reset_index().set_index('Date')
m1= df.resample('M')
print(m1)
But I get the same error message as above. Thanks much for your help.
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