[英]How to get the rolling(window = 3).max() on a numpy.ndarray?
我有一個numpy.ndarray如下。 它是talib.RSI的輸出。 這是numpy.ndarray的類型。 我想獲取滾動(windows = 3).max()和滾動(window = 3).min的列表
怎么做?
[ nan nan nan nan nan
nan nan nan nan nan
nan nan nan nan 56.50118203
60.05461743 56.99068148 55.70899949 59.2299361 64.19044898
60.62186599 53.96346826 44.06538636 52.04519976 51.32884016
58.65240379 60.44789401 58.94743634 59.75308787 53.56534397
54.22091468 47.22502341 51.5425848 50.0923126 49.80608264
45.69087847 50.07778871 54.21701441 58.79268406 63.59307774
66.08195696 65.49255218 65.11035657 68.47403716 70.70530564
73.21955929 76.57474822 65.89852612 66.51497688 72.42658468
73.80944844 69.56561001]
如果您負擔得起添加新的依賴項,那么我寧願使用Pandas做到這一點。
import numpy
import pandas
x = numpy.array([0, 1, 2, 3, 4])
s = pandas.Series(x)
print(s.rolling(3).min())
print(s.rolling(3).max())
print(s.rolling(3).mean())
print(s.rolling(3).std())
請注意,將NumPy數組轉換為Pandas系列不會創建該數組的副本,因為Pandas在內部將NumPy數組用於其系列。
您可以使用np.lib.stride_tricks.as_strided
:
# a smaller example
import numpy.random as npr
npr.seed(123)
arr = npr.randn(10)
arr[:4] = np.nan
windows = np.lib.stride_tricks.as_strided(arr, shape=(8, 3), strides=(8, 8))
print(windows.max(axis=1))
print(windows.sum(axis=1))
[ nan nan nan nan 1.65143654 1.65143654
1.26593626 1.26593626]
[ nan nan nan nan -1.35384296 -1.20415534
-1.58965561 -0.02971677]
聲明:本站的技術帖子網頁,遵循CC BY-SA 4.0協議,如果您需要轉載,請注明本站網址或者原文地址。任何問題請咨詢:yoyou2525@163.com.