熊猫图相关性

Question

我一直在尝试使用 python 绘制股票随时间的成对相关性。我正在关注以下repository，但我似乎无法使滚动相关工作，我在这里收到错误：

correls = correls[(window-1):,:,:]

TypeError: '(slice(99, None, None), slice(None, None, None), slice(None, None, None))' is an invalid key

添加示例代码：

todays_date = datetime.datetime.now().date()
index = pd.date_range(todays_date, periods=10, freq='D')
 
columns = ['A', 'B', 'C']
 
df = pd.DataFrame(index=index, columns=columns)
df = df.mask(df.isnull(), np.random.uniform(3, 331, size=df.shape))

window = 2                            #rolling correlation window length
correls = df.rolling(window=window).corr()
correls = correls[(window-1):,:,:] 

亲切的问候

Answer 1

如果我理解正确，您尝试删除最后带有 NaN 的行。要做到这一点，请尝试

correls = correls[(window-1)*len(df.columns):]

而不是

correls = correls[(window-1):,:,:]