import pandas as pd
import numpy as np
import pandas_datareader.data as web
import matplotlib as mpl
import matplotlib.pyplot as plt
from pandas import Series,DataFrame
'''all_data={}
for ticker in ['AAPL','IBM','MSFT','GOOG']:
all_data[ticker]=web.get_data_yahoo(ticker,'1/1/2000','1/1/2010')
price=DataFrame({tic:data['Adj Close'] for tic,data in all_data.items()})
volume=DataFrame({tic:data['Volume'] for tic,data in all_data.items()})
price = pd.DataFrame({tic: data['Adj Close'] for tic, data in all_data.items()})
returns=price.pct_change()
#print(returns.tail())
#print(returns.MSFT.corr(returns.IBM))
#print(returns.MSFT.cov(returns.IBM))
print(returns.corr())
print(returns.cov())
print(returns.corrwith(returns.IBM))
print(returns.corrwith(volume))'''
obj=Series(['c','b','a','a','b','b','c','c'])
print(obj.unique())
print(obj.value_counts())
mask=obj.isin(['b','c'])
print(mask)
相关系数和协方差
最新推荐文章于 2022-06-05 20:37:49 发布