Dataframe.rolling().意思是不计算移动平均线

Question

我一直在尝试使用 pandas 计算移动平均线，但是当我使用 Dataframe.rolling().mean() 时，它会复制该值。

stock_info['stock'].head()

    Fecha               Open        High        Low         Close       Volume
0   04-05-2007 00:00:00 234,4593    255,5703    234,3532    246,8906    6044574
1   07-05-2007 00:00:00 246,8906    254,7023    247,855     252,1563    2953869
2   08-05-2007 00:00:00 252,1562    250,7482    244,9617    250,1695    2007217
3   09-05-2007 00:00:00 250,1695    249,7838    245,9261    248,3757    2329078
4   10-05-2007 00:00:00 248,8194    248,9158    244,9617    245,6368    2138002

stock_info['stock']['MA'] = stock_info['stock']['Close'].rolling(window=2).mean()

    Fecha               Open        High        Low         Close       Volume  MA
0   04-05-2007 00:00:00 234,4593    255,5703    234,3532    246,8906    6044574 246,8906
1   07-05-2007 00:00:00 246,8906    254,7023    247,855     252,1563    2953869 252,1563
2   08-05-2007 00:00:00 252,1562    250,7482    244,9617    250,1695    2007217 250,1695
3   09-05-2007 00:00:00 250,1695    249,7838    245,9261    248,3757    2329078 248,3757
4   10-05-2007 00:00:00 248,8194    248,9158    244,9617    245,6368    2138002 245,6368

Answer 1

根据 Pandas 最新版本文档 http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.rolling.html 你必须使用 on rolling 函数中的参数。

df1 = pd.DataFrame({'val': range(10,30)})
df1['avg'] = df1.val.mean()
df1['rolling'] =  df1.rolling(window=2, on='avg').mean()

而不是使用 df1['avg'].rolling()

Answer 2

可以用pd.rolling_mean来计算

示例：

df1 = pd.DataFrame([ np.random.randint(-10,10) for _ in xrange(100) ],columns =['val'])
   val
0    4
1   -3
2   -7
3    3
4  -10
df1['MA'] = pd.rolling_mean(df1.val,2)
   val   MA
0    4  NaN
1   -3  0.5
2   -7 -5.0
3    3 -2.0
4  -10 -3.5

Answer 3

我的第一个想法是 stock_info['stock']['Close'] 中的值存储为字符串，而不是数字类型。正在尝试

df['MA'] = df['Close'].rolling(window=2).mean()

在

df = pd.DataFrame({'Close': ['246,8906', '252,1563', '250,1695']})

给予

  df
Out[38]:
      Close        MA
0  246,8906  246,8906
1  252,1563  252,1563
2  250,1695  250,1695

就像你发生的那样。首先将其转换为数值，例如 with

df['MA'] = df['Close'].str.replace(',', '.').astype(float).rolling(window=2).mean()

给予

  df
Out[40]: 
      Close         MA
0  246,8906        NaN
1  252,1563  249.52345
2  250,1695  251.16290

随心所欲。

Dataframe.rolling().意思是不计算移动平均线

Dataframe.rolling().mean not calculating moving average

python

moving-average

pandas