Python：滚动关联图导致“ ValueError：无法将字符串转换为float：”

Question

I am trying to plot the rolling correlation of two stock prices. This function used to work but for some reason, it now is not working. I am getting the an error when trying to plot using pd.rolling_corr

For example, I download AAPL and TSLA stock data, and then get their adjusted prices into two series. I then try to run a rolling correlation plot. I am getting the following error:

"ValueError: could not convert string to float: '2013-01-02"

import numpy as np
randn = np.random.randn
import pandas as pd
import matplotlib.pyplot as plt
import matplotlib as mpl
import matplotlib.pylab as pylab
%matplotlib inline
from yahoo_finance import Share

start = '2013-01-01'
end = '2015-01-01'
TSLA=pd.DataFrame(Share('TSLA').get_historical(start, end))
TSLA=TSLA.set_index('Date')
AAPL=pd.DataFrame(Share('AAPL').get_historical(start, end))
AAPL=AAPL.set_index('Date')

TSLA_px=TSLA['Adj_Close']
AAPL_px=AAPL['Adj_Close']

rolling_correlation = pd.rolling_corr(TSLA_px, AAPL_px, 60)
plt.plot(rolling_correlation)
plt.xlabel('Day')
plt.ylabel('60-day Rolling Correlation')

Answer 1

愚蠢的菜鸟错误... yahoo数据中的date以字符串形式出现，需要转换为日期。

TSLA['Date']=pd.to_datetime(TSLA['Date'])