python numpy 计算标准差

python 计算标准差

csv文件下载地址:
链接: https://pan.baidu.com/s/1Jm4Z8wlskkloGYeeVNkOXg 提取码: p25v

"""
    使用numpy 计算标准差
"""

import numpy as np
import datetime as dt
import matplotlib.pyplot as mp
import matplotlib.dates as md


# 方法-日期转换函数
def dmy2ymd(dmy):
    dmy = str(dmy, encoding='utf-8')
    time = dt.datetime.strptime(dmy, '%d-%m-%Y').date()
    t = time.strftime('%Y-%m-%d')
    return t


# 读取csv文件数据
dates, open_price, max_price, min_price, close_price, volumes = np.loadtxt(
    r".\aapl.csv",
    delimiter=",",
    usecols=(1, 3, 4, 5, 6, 7),
    unpack=True,
    dtype="M8[D], f8, f8, f8, f8, f8",
    converters={1: dmy2ymd})

# 计算标准差
std = np.std(close_price)
print(std, "--> 标准差")

s_std = np.std(close_price, ddof=1)
print(s_std, "--> 样本标准差")

# 手动计算标准差
mean = np.mean(close_price)  # 算数平均值
devs = close_price - mean  # 离差
dsqs = devs ** 2  # 离差方
pvar = np.sum(dsqs) / dsqs.size  # 总体方差
p_std = np.sqrt(pvar)  # 总体标准差
s_var = np.sum(dsqs) / (dsqs.size - 1)  # 样本方差
s_std = np.sqrt(s_var)  # 样本标准差

print(p_std, "--> 标准差")
print(s_std, "--> 样本标准差")