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查看以下示例以說明如何通過DataFrame創建NAN。從熊貓創建numpy NAN DataFrame
import pandas as pd
import numpy as np
import math
import copy
import QSTK.qstkutil.qsdateutil as du
import datetime as dt
import QSTK.qstkutil.DataAccess as da
import QSTK.qstkutil.tsutil as tsu
import QSTK.qstkstudy.EventProfiler as ep
"""
Accepts a list of symbols along with start and end date
Returns the Event Matrix which is a pandas Datamatrix
Event matrix has the following structure :
|IBM |GOOG|XOM |MSFT| GS | JP |
(d1)|nan |nan | 1 |nan |nan | 1 |
(d2)|nan | 1 |nan |nan |nan |nan |
(d3)| 1 |nan | 1 |nan | 1 |nan |
(d4)|nan | 1 |nan | 1 |nan |nan |
...................................
...................................
Also, d1 = start date
nan = no information about any event.
1 = status bit(positively confirms the event occurence)
"""
def find_events(ls_symbols, d_data):
''' Finding the event dataframe '''
df_close = d_data['actual_close']
ts_market = df_close['SPY']
print "Finding Events"
# Creating an empty dataframe
df_events = copy.deepcopy(df_close) # type <class 'pandas.core.frame.DataFrame'>
df_events = df_events * np.NAN # << why it works here
嘗試複製方法如下:
import numpy as np
import pandas as pd
from pandas import Series, DataFrame
data = {'state': ['Ohio', 'Ohio', 'Ohio', 'Nevada', 'Nevada'],
'year': [2000, 2001, 2002, 2001, 2002],
'pop': [1.5, 1.7, 3.6, 2.4, 2.9]}
frame = DataFrame(data)
frame = frame * np.NAN # TypeError: can't multiply sequence by non-int of type 'float'
Q>爲什麼不能在這裏工作嗎?