请帮忙!我有几乎相同的SMA和EMA代码结构。 SMA代码没问题,但是EMA代码出错:“ValueError:值的长度与索引的长度不匹配。”
SMA(简单移动平均线)代码:
import pandas as pd
import matplotlib.pyplot as plt
window_length = 20
df = pd.read_csv("TWII_2009-2011.csv")
df=df.set_index('Date') #####
close = df['Close']
def simple_moving_average(window_length):
sma=[]
for i in range(len(close)):
if i+1 < window_length:
sma.append(0)
else:
sma.append(sum(close[i+1 - window_length : i+1])/window_length)
return sma
df['SMA'] = simple_moving_average(window_length)
EMA(指数移动平均线)代码:
import pandas as pd
import matplotlib.pyplot as plt
window_length = 20
df = pd.read_csv("TWII_2009-2011.csv")
df=df.set_index('Date') #####
close = df['Close']
def exponential_moving_average(window_length):
ema = []
j=1
for i in range(len(close)):
if i+1 < window_length:
sma = sum(close[:window_length]) / window_length
multiplier = 2 / float(1 + window_length)
ema.append(sma)
ema.append(( (close[window_length] - sma) * multiplier) + sma)
else:
tmp = ( (i - ema[j]) * multiplier) + ema[j]
j = j + 1
ema.append(tmp)
return ema
df['EMA'] = exponential_moving_average(window_length)
答案 0 :(得分:0)
你追加电子邮件两次!在第一个“如果”声明中而在SMA中,您只追加一次。删除一个..
for i in range(len(close)):
if i+1 < window_length:
sma = sum(close[:window_length]) / window_length
multiplier = 2 / float(1 + window_length)
ema.append(sma)
ema.append(( (close[window_length] - sma) * multiplier) + sma)
else:
tmp = ( (i - ema[j]) * multiplier) + ema[j]
j = j + 1
ema.append(tmp)
return ema
您应该为这些计算查找pandas方法。