If I reduce the sample length to 10 years, the python code works well without any memory error.
Here is the tracking record:
Here is the tracking record:
Error:Traceback (most recent call last):
File "<ipython-input-1-4d852114e435>", line 1, in <module>
runfile('C:/Users/lokac/Desktop/Data/Momentum wrds.py', wdir='C:/Users/lokac/Desktop/Data')
File "C:\Users\lokac\Anaconda3\lib\site-packages\spyder\utils\site\sitecustomize.py", line 705, in runfile
execfile(filename, namespace)
File "C:\Users\lokac\Anaconda3\lib\site-packages\spyder\utils\site\sitecustomize.py", line 102, in execfile
exec(compile(f.read(), filename, 'exec'), namespace)
File "C:/Users/lokac/Desktop/Data/Momentum wrds.py", line 89, in <module>
port = pd.merge(_tmp_ret, umd, on=['permno'], how='inner')
File "C:\Users\lokac\Anaconda3\lib\site-packages\pandas\core\reshape\merge.py", line 58, in merge
return op.get_result()
File "C:\Users\lokac\Anaconda3\lib\site-packages\pandas\core\reshape\merge.py", line 596, in get_result
concat_axis=0, copy=self.copy)
File "C:\Users\lokac\Anaconda3\lib\site-packages\pandas\core\internals.py", line 5203, in concatenate_block_managers
concatenate_join_units(join_units, concat_axis, copy=copy),
File "C:\Users\lokac\Anaconda3\lib\site-packages\pandas\core\internals.py", line 5332, in concatenate_join_units
for ju in join_units]
File "C:\Users\lokac\Anaconda3\lib\site-packages\pandas\core\internals.py", line 5332, in <listcomp>
for ju in join_units]
File "C:\Users\lokac\Anaconda3\lib\site-packages\pandas\core\internals.py", line 5632, in get_reindexed_values
fill_value=fill_value)
File "C:\Users\lokac\Anaconda3\lib\site-packages\pandas\core\algorithms.py", line 1379, in take_nd
out = np.empty(out_shape, dtype=dtype)
MemoryError