getting error "ValueError: index must be monotonic"

Question

我有一些股票 SRE 的分钟数据，这是一个 csv 文件。我已经导入它并使用数据创建了一个数据框。然后我创建了一个滚动的 20 天移动平均线，但我收到了一个错误。代码是：

import pandas as pd
ticker = 'SRE'
df = pd.read_csv('/Volumes/Seagate Portable/S&P 500 List/{}.txt'.format(ticker))
df.columns = ['Extra', 'Dates', 'Open', 'High', 'Low', 'Close', 'Volume']
df.drop(['Extra', 'Open', 'High', 'Volume', 'Low'], axis=1, inplace=True)
df.Dates = pd.to_datetime(df.Dates)
df.set_index('Dates', inplace=True)
df = df.between_time('9:30', '16:00')
df[f'MA {ticker}'] = df.rolling('20d').mean()

虽然我收到错误：

ValueError                                Traceback (most recent call last)
<ipython-input-51-2c18a3d320d8> in <module>
      6 df.set_index('Dates', inplace=True)
      7 df = df.between_time('9:30', '16:00')
----> 8 df[f'MA {ticker}'] = df.rolling('20d').mean()
      9 
     10 # data[f'MA {ticker}'] = pd.Series

~/opt/anaconda3/lib/python3.8/site-packages/pandas/core/generic.py in rolling(self, window, min_periods, center, win_type, on, axis, closed)
  11234             )
  11235 
> 11236         return Rolling(
  11237             self,
  11238             window=window,

~/opt/anaconda3/lib/python3.8/site-packages/pandas/core/window/rolling.py in __init__(self, obj, window, min_periods, center, win_type, axis, on, closed, **kwargs)
    111         self.win_freq = None
    112         self.axis = obj._get_axis_number(axis) if axis is not None else None
--> 113         self.validate()
    114 
    115     @property

~/opt/anaconda3/lib/python3.8/site-packages/pandas/core/window/rolling.py in validate(self)
   1897         ):
   1898 
-> 1899             self._validate_monotonic()
   1900 
   1901             # we don't allow center

~/opt/anaconda3/lib/python3.8/site-packages/pandas/core/window/rolling.py in _validate_monotonic(self)
   1938         """
   1939         if not (self._on.is_monotonic_increasing or self._on.is_monotonic_decreasing):
-> 1940             self._raise_monotonic_error()
   1941 
   1942     def _raise_monotonic_error(self):

~/opt/anaconda3/lib/python3.8/site-packages/pandas/core/window/rolling.py in _raise_monotonic_error(self)
   1944         if self.on is None:
   1945             formatted = "index"
-> 1946         raise ValueError(f"{formatted} must be monotonic")
   1947 
   1948     def _validate_freq(self):

ValueError: index must be monotonic

Answer 1

df.sort_index(inplace = True) 就在 df.rolling('20D') 行之前应该可以解决问题。

TimeSeries 上的 .rolling() 函数要求行按时间（-index）排序，即。 e.时间（-index）应该稳步增加。这样做是为了防止用户不期望的巨大计算成本。只需预先按索引排序即可满足该要求。

getting error "ValueError: index must be monotonic"

getting error "ValueError: index must be monotonic"

python

datetime

pandas

reindex