使用Python预测黄金AU9999收盘价

1、加载Python包

# - coding: utf-8 -*-
import pandas as pd
import math
import numpy as np
import datetime, time
from sklearn import preprocessing, cross_validation, svm
from sklearn.linear_model import LinearRegression
import matplotlib.pyplot as plt
from matplotlib import style
style.use('ggplot')

2、读入数据集

#如何将xls转为csv
finance_data = pd.read_csv('/Users/MichaelDeng/PycharmProjects/Python_finance/AU9999历史交易数据(2011-12-01至2017-08-18).csv',encoding="gbk")

3、查看数据集

print type(finance_data)
print finance_data.index
print finance_data.columns
print finance_data.describe() # .astype(np.float64)
finance_data.head()

4、对数据集处理

df = finance_data[[u'日期',u'开盘价', u'最高价', u'最低价', u'收盘价', u'成交量（公斤）']]
df.columns=['Date','Adj. Open','Adj. Hign','Adj. Low','Adj. Close','Adj. Volume']
df['Date']=pd.to_datetime(df['Date'])
df.index=df['Date']
df = df.sort_index(ascending=True) #Date列不是索引时， df = df.sort(["Date"],ascending=True)
del df['Date']
df.head()

	Adj. Open	Adj. Hign	Adj. Low	Adj. Close	Adj. Volume
Date
2011-12-01	353.38	359.00	353.00	357.50	27,800.00
2011-12-0