def sample_415():
"""
4.1.5 重采样数据
:return
"""
days = pd.date_range('2017-1-1',
periods=stock_day_change.shape[1], freq='1d')
stock_symbols = ['股票 ' + str(x) for x in
xrange(stock_day_change.shape[0])]
df = pd.DataFrame(stock_day_change, index=stock_symbols, columns=days)
df = df.T
df_stock0 = df['股票 0']
# 以5天为周期重采样（周k）
df_stock0_5 = pd_resample(df_stock0.cumsum(), '5D', how='ohlc')
# 以21天为周期重采样（月k），
# noinspection PyUnusedLocal
df_stock0_20 = pd_resample(df_stock0.cumsum(), '21D', how='ohlc')
# 打印5天重采样，如下输出2017-01-01, 2017-01-06, 2017-01-11, 表4-6所示
print('df_stock0_5.head():\n', df_stock0_5.head())
from abupy import ABuMarketDrawing
# 图4-2所示
ABuMarketDrawing.plot_candle_stick(df_stock0_5.index,
df_stock0_5['open'].values,
df_stock0_5['high'].values,
df_stock0_5['low'].values,
df_stock0_5['close'].values,
np.random.random(len(df_stock0_5)),
None, 'stock', day_sum=False,
html_bk=False, save=False)
print('type(df_stock0_5.open.values):', type(df_stock0_5['open'].values))
print('df_stock0_5.open.index:\n', df_stock0_5['open'].index)
print('df_stock0_5.columns:\n', df_stock0_5.columns)
def sample_415():
"""
4.1.5 重采样数据
:return
"""
days = pd.date_range('2017-1-1',
periods=stock_day_change.shape[1],
freq='1d')
stock_symbols = ['股票 ' + str(x) for x in xrange(stock_day_change.shape[0])]
df = pd.DataFrame(stock_day_change, index=stock_symbols, columns=days)
df = df.T
df_stock0 = df['股票 0']
# 以5天为周期重采样（周k）
df_stock0_5 = pd_resample(df_stock0.cumsum(), '5D', how='ohlc')
# 以21天为周期重采样（月k），
# noinspection PyUnusedLocal
df_stock0_20 = pd_resample(df_stock0.cumsum(), '21D', how='ohlc')
# 打印5天重采样，如下输出2017-01-01, 2017-01-06, 2017-01-11, 表4-6所示
print('df_stock0_5.head():\n', df_stock0_5.head())
from abupy import ABuMarketDrawing
# 图4-2所示
ABuMarketDrawing.plot_candle_stick(df_stock0_5.index,
df_stock0_5['open'].values,
df_stock0_5['high'].values,
df_stock0_5['low'].values,
df_stock0_5['close'].values,
np.random.random(len(df_stock0_5)),
None,
'stock',
day_sum=False,
html_bk=False,
save=False)
print('type(df_stock0_5.open.values):', type(df_stock0_5['open'].values))
print('df_stock0_5.open.index:\n', df_stock0_5['open'].index)
print('df_stock0_5.columns:\n', df_stock0_5.columns)
def sample_413():
"""
4.1.3 金融时间序列
:return:
"""
days = pd.date_range('2017-1-1',
periods=stock_day_change.shape[1],
freq='1d')
stock_symbols = ['股票 ' + str(x) for x in xrange(stock_day_change.shape[0])]
df = pd.DataFrame(stock_day_change, index=stock_symbols, columns=days)
# df做个转置
df = df.T
# 表4-4所示
print('df.head():\n', df.head())
df_20 = pd_resample(df, '21D', how='mean')
# 表4-5所示
print('df_20.head():\n', df_20.head())
def sample_413():
"""
4.1.3 金融时间序列
:return:
"""
days = pd.date_range('2017-1-1',
periods=stock_day_change.shape[1], freq='1d')
stock_symbols = ['股票 ' + str(x) for x in
xrange(stock_day_change.shape[0])]
df = pd.DataFrame(stock_day_change, index=stock_symbols, columns=days)
# df做个转置
df = df.T
# 表4-4所示
print('df.head():\n', df.head())
df_20 = pd_resample(df, '21D', how='mean')
# 表4-5所示
print('df_20.head():\n', df_20.head())