我就废话不多说了,直接上代码吧!
# -*- coding: utf-8 -*- """ Created on Thu Jun 22 17:03:16 2017 @author: yunjinqi E-mail:yunjinqi@qq.com Differentiate yourself in the world from anyone else. """ import pandas as pd import numpy as np import matplotlib.pyplot as plt import statsmodels.tsa.stattools as ts import statsmodels.api as sm from statsmodels.graphics.api import qqplot from statsmodels.sandbox.stats.runs import runstest_1samp import scipy.stats as sts namelist=['cu','al','zn','pb','sn','au','ag','rb','hc','bu','ru','m9','y9','a9', 'p9','c9','cs','jd','l9','v9','pp','j9','jm','i9','sr','cf', 'zc','fg','ta','ma','oi','rm','sm'] j=0 for i in namelist: filename='C:/Users/HXWD/Desktop/数据/'+i+'.csv' data=pd.read_csv(filename,encoding='gbk') data.columns=['date','open','high','low','close','amt','opi'] data.head() data=np.log(data['close']) r=data-data.shift(1) r=r.dropna() #print(r) rate = np.array(list(r)) print('品种{}数据长度{}均值{}标准差{}方差{}偏度{}峰度{}'.format(i,len(rate), rate.mean(),rate.std(),rate.var(),sts.skew(rate), sts.kurtosis(rate)))
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