我正在查看引入以下参数的rolling.apply函数示例
(a DataFrame['M30'], rolling window of 10 periods, a function).
我不明白M30代表什么，事实上在我尝试这个例子时给了我一个关键错误：'M30'。我会发布整个代码。
import quandl
import pandas as pd
import matplotlib.pyplot as plt
from matplotlib import style
import numpy as np
# For the rolling apply
from statistics import mean
style.use('fivethirtyeight')
api_key=open(XXXX).read()
# define this function to show the rolling_apply
def moving_average(values):
return mean (values)
housing_data=pd.read_pickle('HPI.pickle')
housing_data=housing_data.pct_change()
housing_data.replace([np.inf, -np.inf], np.nan, inplace=True)
housing_data['US_HPI_future']=housing_data['Benchmark'].shift(-1)
housing_data.dropna(inplace=True)
# Here we shoe the rolling apply. We will include the function (given is a
# rolling_apply)
housing_data['ma_apply_example'] =
pd.rolling_apply(housing_data['M30'],10,moving_average)
# We apply tail because it is a MVA
print(housing_data.tail())