Question

我正在尝试使用以下数据框dfMyRoll运行回归，数据框的头部如下所示：

                SCORE  SCORE_LAG
date                           
2007-10-29 -0.031551        NaN
2007-10-30  0.000100  -0.031551
2007-10-31  0.000100   0.000100
2007-11-01  0.000100   0.000100
2007-11-02  0.000100   0.000100

我使用的代码是：

import glob
import pandas as pd 
import os.path
import scipy
from scipy.stats import linregress

def main():

    dataPath = "C:/Users/Stacey/Documents/data/Roll"
    roll = 4
    1ID = "BBG.XNGS.AAPL.S"
    2ID = "BBG.XNGS.AMAT.S"
    print(1ID,1ID)
    cointergration = getCointergration(dataPath,1ID,2ID,roll)

    return

def getCointergration(dataPath,1ID,2ID,roll):

    for myRoll in range((roll-4),roll,1):
        path = dataPath+str(myRoll)+'/'
        filename='PairData_'+1ID+'_'+2ID+'.csv'

        for fname in glob.iglob(path+filename):

            dfMyRoll = pd.read_csv(fname, header=0, usecols=[0,31],parse_dates=[0], dayfirst=True,index_col=[0], names=['date', 'SCORE'])
            dfMyRoll['SCORE_LAG'] = dfMyRoll['SCORE'].shift(1)
            print('cointergration',dfMyRoll.head())

            X = dfMyRoll[1:,'SCORE']

            Y = dfMyRoll[1:,'SCORE_LAG']
          slope,intercept,_,_,stderr=linregress(dfMyRoll[1:,'SCORE'],dfMyRoll[1:,'SCORE_LAG'])

if __name__ == "__main__":

    print ("CointergrationTest...19/05/17")

    try:

        main()

    except KeyboardInterrupt:

        print ("Ctrl+C pressed. Stopping...")

我收到错误：TypeError: unhashable type: 'slice'。我已经看过以前关于这个主题的帖子，并尝试以下列方式将iloc添加到X和Y时间序列中：

        X = dfMyRoll.iloc[1:,'SCORE']

        Y = dfMyRoll.iloc[1:,'SCORE_LAG']

但不幸的是，我似乎无法找到解决方案。请参阅下面的堆栈跟踪：

Traceback (most recent call last):

  File "<ipython-input-3-431422978139>", line 1, in <module>
    runfile('C:/Users/Stacey/Documents/scripts/cointergrationTest.py', wdir='C:/Users/Stacey/Documents/scripts')

  File "C:\Anaconda\lib\site-packages\spyder\utils\site\sitecustomize.py", line 866, in runfile
    execfile(filename, namespace)

  File "C:\Anaconda\lib\site-packages\spyder\utils\site\sitecustomize.py", line 102, in execfile
    exec(compile(f.read(), filename, 'exec'), namespace)

  File "C:/Users/Stacey/Documents/scripts/cointergrationTest.py", line 64, in <module>
    main()

  File "C:/Users/Stacey/Documents/scripts/cointergrationTest.py", line 23, in main
    cointergration = getCointergration(dataPath,1ID,2ID,roll)

  File "C:/Users/Stacey/Documents/scripts/cointergrationTest.py", line 42, in getCointergration
    X = dfMyRoll[1:,'SCORE']

  File "C:\Anaconda\lib\site-packages\pandas\core\frame.py", line 2059, in __getitem__
    return self._getitem_column(key)

  File "C:\Anaconda\lib\site-packages\pandas\core\frame.py", line 2066, in _getitem_column
    return self._get_item_cache(key)

  File "C:\Anaconda\lib\site-packages\pandas\core\generic.py", line 1384, in _get_item_cache
    res = cache.get(item)

TypeError: unhashable type: 'slice'

非常感谢任何帮助

由于

Answer 1

你需要使用loc而不是iloc：

X = dfMyRoll.loc[1:,'SCORE']

Y = dfMyRoll.loc[1:,'SCORE_LAG']

iloc读作“整数位置”，只接受整数位置。 loc有点宽容，允许两者（你也可以使用ix）。

TypeError：不可用类型：＆＃39; slice＆＃39;

1 个答案: