金融时间序列

import numpy as np
import pandas as pd

使用cu201711为素材

index：

In [323]: cu201711.index
Out[323]: 
Int64Index([    2,     3,     4,     5,     6,     7,     8,     9,    10,
               11,
            ...
             9992,  9993,  9994,  9995,  9996,  9997,  9998,  9999, 10000,
            10001],
           dtype='int64', name='序号', length=12609)

重新编号index：

In [337]:cu201711.index=np.arange(12609)

in[49]: cu201711.values[1]
Out[49]: 
array(['time', 'open', 'high', 'low', 'close', 'volume', 'amt', 'chg',
       'pct_chg', 'oi', 'BIAS', 'BOLL', 'DMI', 'EXPMA', 'KDJ', 'MA',
       'MACD', 'RSI'], dtype=object)

In [339]: cu201711.index
Out[339]:
Int64Index([ 0, 1, 2, 3, 4, 5, 6, 7, 8,
9,
...
12599, 12600, 12601, 12602, 12603, 12604, 12605, 12606, 12607,
12608],
dtype='int64', length=12609)</