我有一个数据框和一系列我希望将滚动关联作为新数据框返回。
所以我在df1中有3列，我想返回一个新数据框，这是每个列与Series对象的滚动关联。
import pandas as pd
df1 = pd.read_csv('https://bpaste.net/raw/d0456d3a020b')
df1['Date'] = pd.to_datetime(df1['Date'])
df1 = df1.set_index(df1['Date'])
del df1['Date']
df2 = pd.read_csv('https://bpaste.net/raw/d5cb455cb091')
df2['Date'] = pd.to_datetime(df2['Date'])
df2 = df2.set_index(df2['Date'])
del df2['Date']
pd.rolling_corr(df1, df2)
结果https://bpaste.net/show/58b59c656ce4 只给出NaNs和1s
pd.rolling_corr(df1['IWM_Close'], spy, window=22)
给出了返回的理想系列，但我不想循环遍历数据框的列。有没有更好的方法呢？
感谢。
答案 0 :(得分：1)
我认为您的第二个输入必须是public class ExcelUtils {
private static XSSFSheet ExcelWSheet;
private static XSSFWorkbook ExcelWBook;
private static XSSFCell Cell;
public static void setExcelFile(String Path) throws Exception {
FileInputStream ExcelFile = new FileInputStream(Path);
ExcelWBook = new XSSFWorkbook(ExcelFile);
}
public static String getCellData(int RowNum, int ColNum, String SheetName ) throws Exception{
ExcelWSheet = ExcelWBook.getSheet(SheetName);
try{
Cell = ExcelWSheet.getRow(RowNum).getCell(ColNum);
String CellData = Cell.getStringCellValue();
return CellData;
}catch (Exception e){
return"";
}
}
public static int getRowCount(String SheetName){
ExcelWSheet = ExcelWBook.getSheet(SheetName);
int number=ExcelWSheet.getLastRowNum()+1;
return number;
}
public static int getRowContains(String sTestCaseName, int colNum,String SheetName) throws Exception{
int i;
ExcelWSheet = ExcelWBook.getSheet(SheetName);
int rowCount = ExcelUtils.getRowCount(SheetName);
for (i=0 ; i<rowCount; i++){
if (ExcelUtils.getCellData(i,colNum,SheetName).equalsIgnoreCase(sTestCaseName)){
break;
}
}
return i;
}
// this is the method that I have trouble understanding, and its purpose
public static int getTestStepsCount(String SheetName, String sTestCaseID, int iTestCaseStart) throws Exception{
for(int i=iTestCaseStart;i<=ExcelUtils.getRowCount(SheetName);i++){
if(!sTestCaseID.equals(ExcelUtils.getCellData(i, Constants.Col_TestCaseID, SheetName))){
int number = i;
return number;
}
}
ExcelWSheet = ExcelWBook.getSheet(SheetName);
int number=ExcelWSheet.getLastRowNum()+1;
return number;
}
}
才能与第一个Series中的所有columns相关联。
这有效：
DataFrame或者，同样的结果：
index = pd.DatetimeIndex(start=date(2015,1,1), freq='W', periods = 100)
df1 = pd.DataFrame(np.random.random((100,3)), index=index)
df2 = pd.DataFrame(np.random.random((100,1)), index=index)
print(pd.rolling_corr(df1, df2.squeeze(), window=20).tail())
但是这并没有 - 请注意丢失的df2 = pd.Series(np.random.random(100), index=index)
print(pd.rolling_corr(df1, df2, window=20).tail())
0 1 2
2016-10-30 -0.170971 -0.039929 -0.091098
2016-11-06 -0.199441 0.000093 -0.096331
2016-11-13 -0.213728 -0.020709 -0.129935
2016-11-20 -0.075859 0.014667 -0.153830
2016-11-27 -0.114041 0.019886 -0.155472
- 仅关联匹配的.squeeze()：
columns