Here's data.pkl和下面的代码。我正在获取SMA20的价值,但对于SMA200,我正在获取NaN。数据集足够大,可以找到SMA200的平均值。我在搞什么鬼?
df = pd.read_pickle("data.pkl")
if not df.empty:
df = df.astype(dtype={"volume": "int32", "close": "float32",
"date": 'datetime64[ns]'})
df.date = df.date - pd.Timedelta('-5 hours 30 min')
df.set_index('date', inplace=True, drop=True)
df = df.resample('5Min').agg({'close': 'ohlc', 'volume': 'sum'})
df3 = pd.merge(df['close'], df['volume'], on="date")
df3['SMA20'] = df3['close'].rolling(window=20).mean()
df3['SMA200'] = df3['close'].rolling(window=200).mean()