【发布时间】:2020-07-01 11:50:49
【问题描述】:
我在这里使用 robin_stocks 模块来计算股票历史数据,然后按日期对其进行排序。
import robin_stocks as r
stock_price = r.stocks.get_stock_historicals('F', interval='day', span='week', bounds='regular')
stock_price = sorted(stock_price, key=lambda item: item['begins_at'])
for stock in stock_price:
print('Stock: {}, Date: {}, Open: {}, Close: {}'.format(stock['symbol'],stock['begins_at'],stock['open_price'],stock['close_price']))
输出:
Stock: F, Date: 2020-06-24T00:00:00Z, Open: 6.060000, Close: 5.950000
Stock: F, Date: 2020-06-25T00:00:00Z, Open: 5.860000, Close: 6.030000
Stock: F, Date: 2020-06-26T00:00:00Z, Open: 6.040000, Close: 5.910000
Stock: F, Date: 2020-06-29T00:00:00Z, Open: 5.910000, Close: 6.010000
Stock: F, Date: 2020-06-30T00:00:00Z, Open: 5.980000, Close: 6.080000
我想知道如何计算'close'的平均值。
【问题讨论】:
-
看看将您的数据放入
pandas.DataFrame。这有一个rolling函数,您可以在该函数上计算滚动平均值。