【发布时间】:2016-06-27 23:49:48
【问题描述】:
请帮忙!我的 SMA 和 EMA 代码结构几乎相同。 SMA 代码正常,但 EMA 代码出错:“ValueError:值的长度与索引的长度不匹配。”
SMA(简单移动平均线)代码:
import pandas as pd
import matplotlib.pyplot as plt
window_length = 20
df = pd.read_csv("TWII_2009-2011.csv")
df=df.set_index('Date') #####
close = df['Close']
def simple_moving_average(window_length):
sma=[]
for i in range(len(close)):
if i+1 < window_length:
sma.append(0)
else:
sma.append(sum(close[i+1 - window_length : i+1])/window_length)
return sma
df['SMA'] = simple_moving_average(window_length)
EMA(指数移动平均线)代码:
import pandas as pd
import matplotlib.pyplot as plt
window_length = 20
df = pd.read_csv("TWII_2009-2011.csv")
df=df.set_index('Date') #####
close = df['Close']
def exponential_moving_average(window_length):
ema = []
j=1
for i in range(len(close)):
if i+1 < window_length:
sma = sum(close[:window_length]) / window_length
multiplier = 2 / float(1 + window_length)
ema.append(sma)
ema.append(( (close[window_length] - sma) * multiplier) + sma)
else:
tmp = ( (i - ema[j]) * multiplier) + ema[j]
j = j + 1
ema.append(tmp)
return ema
df['EMA'] = exponential_moving_average(window_length)
【问题讨论】:
-
我格式化了你的代码。但在未来.. 突出显示您的代码并按下编辑功能区上的 {} 按钮。
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你试过调试吗?
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您应该发布完整的回溯,因为这将确定错误的确切位置。
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错误显示在这一行 "df['EMA'] = Exponential_moving_average(window_length)"
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@James:请将回溯添加到您的 question,而不是作为评论 - 阅读未格式化的 cmets 非常困难。
标签: python