我有一个熊猫数据框，看起来像：
High Low ... Volume OpenInterest
2018-01-02 983.25 975.50 ... 8387 67556
2018-01-03 986.75 981.00 ... 7447 67525
2018-01-04 985.25 977.00 ... 8725 67687
2018-01-05 990.75 984.00 ... 7948 67975
我计算Average True Range并将其保存为序列：
i = 0
TR_l = [0]
while i < (df.shape[0]-1):
#TR = max(df.loc[i + 1, 'High'], df.loc[i, 'Close']) - min(df.loc[i + 1, 'Low'], df.loc[i, 'Close'])
TR = max(df['High'][i+1], df['Close'][i]) - min(df['Low'][i+1], df['Close'][i])
TR_l.append(TR)
i = i + 1
TR_s = pd.Series(TR_l)
ATR = pd.Series(TR_s.ewm(span=n, min_periods=n).mean(), name='ATR_' + str(n))
具有14个周期的滚动窗口，ATR如下：
0 NaN
1 NaN
2 NaN
3 NaN
4 NaN
5 NaN
6 NaN
7 NaN
8 NaN
9 NaN
10 NaN
11 NaN
12 NaN
13 8.096064
14 7.968324
15 8.455205
16 9.046418
17 8.895405
18 9.088769
19 9.641879
20 9.516764
但是当我这样做时：
df = df.join(ATR)
df中的ATR列全部为NaN。这是因为数据帧和ATR之间的索引不同。有什么方法可以将ATR列添加到数据框中？
答案 0 :(得分：0)
请考虑使用shift来避免while遍历行和列表的循环。下面使用联合太平洋（UNP）的铁路库存数据来演示：
import pandas as pd
import pandas_datareader as pdr
stock_df = pdr.get_data_yahoo('UNP').loc['2019-01-01':'2019-03-29']
# SHIFT DATA ONE DAY BACK AND JOIN TO ORIGINAL DATA
stock_df = stock_df.join(stock_df.shift(-1), rsuffix='_future')
# CALCULATE TR DIFFERENCE BY ROW
stock_df['TR'] = stock_df.apply(lambda x: max(x['High_future'], x['Close']) - min(x['Low_future'], x['Close']), axis=1)
# CALCULATE EWM MEAN
n = 14
stock_df['ATR'] = stock_df['TR'].ewm(span=n, min_periods=n).mean()
输出
print(stock_df.head(20))
# High Low Open Close Volume Adj Close High_future Low_future Open_future Close_future Volume_future Adj Close_future TR ATR
# Date
# 2019-01-02 138.320007 134.770004 135.649994 137.779999 3606300.0 137.067413 136.750000 132.169998 136.039993 132.679993 5684500.0 131.993790 5.610001 NaN
# 2019-01-03 136.750000 132.169998 136.039993 132.679993 5684500.0 131.993790 138.580002 134.520004 134.820007 137.789993 5649900.0 137.077362 5.900009 NaN
# 2019-01-04 138.580002 134.520004 134.820007 137.789993 5649900.0 137.077362 139.229996 136.259995 137.330002 138.649994 4034200.0 137.932907 2.970001 NaN
# 2019-01-07 139.229996 136.259995 137.330002 138.649994 4034200.0 137.932907 152.889999 149.039993 151.059998 150.750000 10558800.0 149.970337 14.240005 NaN
# 2019-01-08 152.889999 149.039993 151.059998 150.750000 10558800.0 149.970337 151.059998 148.610001 150.289993 150.360001 4284600.0 149.582352 2.449997 NaN
# 2019-01-09 151.059998 148.610001 150.289993 150.360001 4284600.0 149.582352 155.289993 149.009995 149.899994 154.660004 6444600.0 153.860123 6.279999 NaN
# 2019-01-10 155.289993 149.009995 149.899994 154.660004 6444600.0 153.860123 155.029999 153.089996 153.639999 153.210007 3845200.0 152.417618 1.940002 NaN
# 2019-01-11 155.029999 153.089996 153.639999 153.210007 3845200.0 152.417618 154.240005 151.649994 152.229996 153.889999 3507100.0 153.094101 2.590012 NaN
# 2019-01-14 154.240005 151.649994 152.229996 153.889999 3507100.0 153.094101 154.360001 151.740005 153.789993 152.479996 4685100.0 151.691391 2.619995 NaN
# 2019-01-15 154.360001 151.740005 153.789993 152.479996 4685100.0 151.691391 153.729996 150.910004 152.910004 151.970001 4053200.0 151.184021 2.819992 NaN
# 2019-01-16 153.729996 150.910004 152.910004 151.970001 4053200.0 151.184021 154.919998 150.929993 151.110001 154.639999 4075400.0 153.840210 3.990005 NaN
# 2019-01-17 154.919998 150.929993 151.110001 154.639999 4075400.0 153.840210 158.800003 155.009995 155.539993 158.339996 5003900.0 157.521072 4.160004 NaN
# 2019-01-18 158.800003 155.009995 155.539993 158.339996 5003900.0 157.521072 157.199997 154.410004 156.929993 155.020004 6052900.0 154.218262 3.929993 NaN
# 2019-01-22 157.199997 154.410004 156.929993 155.020004 6052900.0 154.218262 156.020004 152.429993 155.449997 154.330002 4858000.0 153.531830 3.590012 4.011254
# 2019-01-23 156.020004 152.429993 155.449997 154.330002 4858000.0 153.531830 160.759995 156.009995 160.039993 160.339996 9222400.0 159.510742 6.429993 4.376440
# 2019-01-24 160.759995 156.009995 160.039993 160.339996 9222400.0 159.510742 162.000000 160.220001 161.460007 160.949997 7770700.0 160.117584 1.779999 3.991223
# 2019-01-25 162.000000 160.220001 161.460007 160.949997 7770700.0 160.117584 160.789993 159.339996 160.000000 159.899994 3733800.0 159.073013 1.610001 3.643168
# 2019-01-28 160.789993 159.339996 160.000000 159.899994 3733800.0 159.073013 160.929993 158.750000 160.039993 160.169998 3436900.0 159.341614 2.179993 3.432011
# 2019-01-29 160.929993 158.750000 160.039993 160.169998 3436900.0 159.341614 161.889999 159.440002 161.089996 160.820007 4112200.0 159.988266 2.449997 3.291831
# 2019-01-30 161.889999 159.440002 161.089996 160.820007 4112200.0 159.988266 160.990005 157.020004 160.750000 159.070007 7438600.0 158.247314 3.970001 3.387735