[英]TypeError: unhashable type: 'slice'
我正在嘗試使用以下數據dfMyRoll
運行回歸,數據dfMyRoll
的頭部如下所示:
SCORE SCORE_LAG
date
2007-10-29 -0.031551 NaN
2007-10-30 0.000100 -0.031551
2007-10-31 0.000100 0.000100
2007-11-01 0.000100 0.000100
2007-11-02 0.000100 0.000100
我使用的代碼是:
import glob
import pandas as pd
import os.path
import scipy
from scipy.stats import linregress
def main():
dataPath = "C:/Users/Stacey/Documents/data/Roll"
roll = 4
1ID = "BBG.XNGS.AAPL.S"
2ID = "BBG.XNGS.AMAT.S"
print(1ID,1ID)
cointergration = getCointergration(dataPath,1ID,2ID,roll)
return
def getCointergration(dataPath,1ID,2ID,roll):
for myRoll in range((roll-4),roll,1):
path = dataPath+str(myRoll)+'/'
filename='PairData_'+1ID+'_'+2ID+'.csv'
for fname in glob.iglob(path+filename):
dfMyRoll = pd.read_csv(fname, header=0, usecols=[0,31],parse_dates=[0], dayfirst=True,index_col=[0], names=['date', 'SCORE'])
dfMyRoll['SCORE_LAG'] = dfMyRoll['SCORE'].shift(1)
print('cointergration',dfMyRoll.head())
X = dfMyRoll[1:,'SCORE']
Y = dfMyRoll[1:,'SCORE_LAG']
slope,intercept,_,_,stderr=linregress(dfMyRoll[1:,'SCORE'],dfMyRoll[1:,'SCORE_LAG'])
if __name__ == "__main__":
print ("CointergrationTest...19/05/17")
try:
main()
except KeyboardInterrupt:
print ("Ctrl+C pressed. Stopping...")
我收到錯誤: TypeError: unhashable type: 'slice'
。 我查看了有關此主題的以前的帖子,並嘗試通過以下方式將 iloc 添加到 X 和 Y 時間序列:
X = dfMyRoll.iloc[1:,'SCORE']
Y = dfMyRoll.iloc[1:,'SCORE_LAG']
但不幸的是,我似乎無法找到解決方案。 請參閱下面的堆棧跟蹤:
Traceback (most recent call last):
File "<ipython-input-3-431422978139>", line 1, in <module>
runfile('C:/Users/Stacey/Documents/scripts/cointergrationTest.py', wdir='C:/Users/Stacey/Documents/scripts')
File "C:\Anaconda\lib\site-packages\spyder\utils\site\sitecustomize.py", line 866, in runfile
execfile(filename, namespace)
File "C:\Anaconda\lib\site-packages\spyder\utils\site\sitecustomize.py", line 102, in execfile
exec(compile(f.read(), filename, 'exec'), namespace)
File "C:/Users/Stacey/Documents/scripts/cointergrationTest.py", line 64, in <module>
main()
File "C:/Users/Stacey/Documents/scripts/cointergrationTest.py", line 23, in main
cointergration = getCointergration(dataPath,1ID,2ID,roll)
File "C:/Users/Stacey/Documents/scripts/cointergrationTest.py", line 42, in getCointergration
X = dfMyRoll[1:,'SCORE']
File "C:\Anaconda\lib\site-packages\pandas\core\frame.py", line 2059, in __getitem__
return self._getitem_column(key)
File "C:\Anaconda\lib\site-packages\pandas\core\frame.py", line 2066, in _getitem_column
return self._get_item_cache(key)
File "C:\Anaconda\lib\site-packages\pandas\core\generic.py", line 1384, in _get_item_cache
res = cache.get(item)
TypeError: unhashable type: 'slice'
您需要使用 loc 而不是 iloc:
X = dfMyRoll.loc[1:,'SCORE']
Y = dfMyRoll.loc[1:,'SCORE_LAG']
iloc 被讀作“整數位置”,並且只接受整數位置。 loc 更寬容一些,並允許兩者(您也可以使用ix
)。
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