【发布时间】:2016-07-23 19:23:21
【问题描述】:
我很难解决这个问题,因为我之前在 google 上看不到任何人遇到过同样的问题。我是个菜鸟,所以请多多包涵!:)))
import pandas as pd
#import quandl
#df=quandl.get('WIKI/GOOGL')
#df.to_csv('google.csv')
#df=pd.read_csv('google.csv')
df = pd.read_csv(r'C:\Users\c900452\Downloads\20160623 Python\google.csv')
df=df[['Adj. Open','Adj. High','Adj. Low','Adj. Close','Adj. Volume']]
# crude volatility
df['HL_PCT'] = (df['Adj. High'] -df['Adj. Low'])/df['Adj. Close']*100.0
#close and open volatility
df['PCT_change'] = (df['Adj. Close'] - df['Adj. Open']) / df['Adj. Open'] * 100.0
#creating a new dataframe
df = df[['Adj. Close', 'HL_PCT', 'PCT_change', 'Adj. Volume']]
import math
import numpy as np
import pandas as pd
from sklearn import preprocessing, cross_validation, svm
from sklearn.linear_model import LinearRegression
forecast_col = 'Adj. Close'
df.fillna(value = -99999, inplace=True)
forecast_out = int(math.ceil(0.01 * len(df)))
print(forecast_out)
df['label'] = df[forecast_col].shift(-forecast_out)
X = np.array(df.drop(['label'],1))
X = preprocessing.scale(X)
X_lately = X[-forecast_out:]
X = X[:-forecast_out]
df.dropna(inplace=True)
y = np.array(df['label'])
y = np.array(df['label'])
X_train, X_test, y_train, y_test = cross_validation.train_test_split(X,y,test_size=0.2)
clf=LinearRegression(n_jobs=-1)
clf.fit(X_train,y_train)
accuracy = clf.score(X_test,y_test)
forecast_set = clf.predict(X_lately)
print(forecast_set, accuracy, forecast_out)
import datetime
import matplotlib.pyplot as plt
from matplotlib import style
style.use('ggplot')
df['Forecast'] = np.nan
last_date = df.iloc[-1].name
last_unix = last_date.timestamp()
one_day = 86400
next_unix = last_unix+one_day
for i in forecast_set:
next_date = datetime.datetime.fromtimestamp(next_unix)
next_unix += one_day
df.loc[next_date] = [np.nan for _ in range(len(df.columns)-1)]+[i]
print(df.head())
df['Adj. Close'].plot()
df['Forcast'].plot()
plt.legend(loc=4)
plt.xlabel('Date')
plt.xlabel('Price')
plt.show()
我收到主题中所述的错误,为什么?
【问题讨论】:
-
我想这是给错误
last_unix = last_date.timestamp()?您能否提供有关该错误的更多信息? [喜欢行号] -
嗨,你是绝对正确的:Anaconda/Regression2.py",第 87 行,在
last_unix = last_date.timestamp() -
last_date的值是多少?貌似type(last_date)就是numpy.int64,是一个没有时间戳方法的类。 -
您的代码
last_unix = last_date.timestamp()期望last_date是datetime对象,而它是numpy.int64对象 [值为 2955]。这有帮助吗? -
当您将 Quandle / Dataframe 对象保存为 csv 时,您将失去其所有功能。带日期的列不再是 de df 中的 datetime 对象,而是 str。您应该将数据框保存为 pickle 而不是 CSV。 df.to_pickle(file_name)
标签: python datetime numpy scikit-learn