python笔记：4.1.3.1统计量_分布形状_偏度

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最新推荐文章于 2023-07-12 14:34:14 发布

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# -*- coding: utf-8 -*-
"""
Created on Sun May 26 17:33:52 2019

@author: User
"""

import pandas as pd
import numpy as np
from scipy import stats

stock=np.dtype([('id',np.str,5),
                ('time',np.str,10),
                ('code',np.str,10),
                ('open_p',np.float64),
                ('close_p',np.float64),
                ('low_p',np.float64),
                ('vol',np.int32),
                ('high_p',np.float64),
                ('col',np.int32)])

print('\n jd_stock:')
jd_stock=np.loadtxt('data\stock.csv',delimiter=',',dtype=stock)
print(jd_stock)

print('\n jddf:')
jddf=pd.read_csv('data\stock.csv',sep=',',header=None,
                   names=['id','time','code','open_p','colse_p','low_p','vol','high_p','col'])
print(jddf.head())

print("----------------------------")

print("\n 开盘价偏度1 jddf['open_p'].skew():")
print(jddf['open_p'].skew())

print("\n 开盘价偏度2 stats.skew(jddf['open_p'],bias=False):")
print(stats.skew(jddf['open_p'],bias=False))

运行：

jd_stock:
[('1', '20130902', '600028', 4.41, 4.43, 4.37, 17275, 4.41, 392662)
('2', '20130903', '600028', 4.41, 4.46, 4.4 , 19241, 4.45, 434177)
('3', '20130904', '600028', 4.44, 4.49, 4.42, 20106, 4.47, 451470) ...
('1356', '20190327', '600028', 5.71, 5.75, 5.69, 63601, 5.72, 1112544)
('1357', '20190328', '600028', 5.69, 5.7 , 5.62, 65692, 5.64, 1162484)
('1358', '20190329', '600028', 5.65, 5.75, 5.61, 112785, 5.74, 1981482)]

jddf:
id time code open_p colse_p low_p vol high_p col
0 1 20130902 600028 4.41 4.43 4.37 17275.39 4.41 392662
1 2 20130903 600028 4.41 4.46 4.40 19241.84 4.45 434177
2 3 20130904 600028 4.44 4.49 4.42 20106.30 4.47 451470
3 4 20130905 600028 4.47 4.48 4.42 15582.48 4.47 349997
4 5 20130906 600028 4.46 4.52 4.45 19101.41 4.50 425777
----------------------------

开盘价偏度1 jddf['open_p'].skew():
0.5275471240713838

开盘价偏度2 stats.skew(jddf['open_p'],bias=False):
0.5275471240713838