【发布时间】:2020-06-07 07:57:03
【问题描述】:
我正在尝试使用 python 多处理库来调用一个函数 (calc_indicator),该函数采用 ta-lib 中技术指标的字符串名称数组,然后调用另一个函数 (technical_indicators) 来计算值字符串名称列表传递给第一个函数 (cal_indicator)。这就是我希望输出的样子:
当我运行以下代码时:
import multiprocessing as mp
import pandas as pd
import numpy as np
from talib import abstract
dataset = pd.read_csv('Data/Currencies/COST.csv')
working_frame = dataset.drop(['Date', 'Adj Close'],axis=1)
def technical_indicators(currency_dataframe, indicator):
nothing_found = 'Indicator Not Found'
inputs = {
'open':currency_dataframe['Open'],
'high':currency_dataframe['High'],
'low':currency_dataframe['Low'],
'close':currency_dataframe['Close'],
'volume':currency_dataframe['Volume']
}
DEMA = abstract.DEMA(inputs, timeperiod=20)
EMA = abstract.EMA(inputs, timeperiod=20)
KAMA = abstract.KAMA(inputs, timeperiod=20)
MA = abstract.MA(inputs, timeperiod=20, matype=0)
ATR = abstract.ATR(inputs, timeperiod=20)
NATR = abstract.NATR(inputs, timeperiod=20)
TRANGE = abstract.TRANGE(inputs)
if(indicator == 'DEMA'):
return DEMA
elif(indicator == 'EMA'):
return EMA
elif(indicator == 'KAMA'):
return KAMA
elif(indicator == 'MA'):
return MA
elif(indicator == 'ATR'):
return ATR
elif(indicator == 'NATR'):
return NATR
elif(indicator == 'TRANGE'):
return TRANGE
else:
return nothing_found
list0 = ['DEMA', 'EMA', 'KAMA', 'MA']
list1 = ['ATR', 'NATR', 'TRANGE']
calc_frame = pd.DataFrame()
def calc_indicator(data_list):
for i in range(len(data_list)):
tindicator = technical_indicators(working_frame, data_list[i])
calc_frame[data_list[i]] = tindicator
return calc_frame
cal_ = calc_indicator(list0)
pool = mp.Pool(mp.cpu_count())
res0 = pool.map(calc_indicator, list0)
res1 = pool.map(calc_indicator, list1)
我得到这个输出:
D
E
K
M
M
A
E
A
M
A
M
A
A
A
T
N
T
R
A
A
N
R
G
T
E
R
我正在使用的数据的链接:daily prices
【问题讨论】:
-
您有关于您的代码的具体问题吗?您是否尝试找到问题的原因?
-
是的,代码没有给我我需要的输出。
-
是什么阻止了您编写确实为您提供所需输出的不同代码?
-
当我首先弄清楚第一个代码有什么问题时,我可以编写另一个代码来给我想要的输出
-
@mkrieger1 你明白我发布的问题还是你理解它有问题?
标签: python python-3.x python-multiprocessing ta-lib