Python 2.7 - pandas_reader 帮助

Question

正在复制我从另一个网站获得的代码，其中“pandas.io.data”已被注释掉。相反，我使用“pandas_datareader”

# Commodity Channel Index Python Code

# Load the necessary packages and modules
import pandas as pd
#import pandas.io.data as web
import pandas_datareader.data as web
import matplotlib.pyplot as plt

# Commodity Channel Index 

def CCI(data, ndays):
TP = (data['High'] + data['Low'] + data['Close']) / 3 
CCI = pd.Series((TP - pd.rolling_mean(TP, ndays)) / (0.015 * pd.rolling_std(TP, ndays)),
name = 'CCI') 
data = data.join(CCI) 
return data

我的查询是在 shell 中获得的第 12 行输出

Warning (from warnings module):

CCI = pd.Series((TP - pd.rolling_mean(TP, ndays)) / (0.015 * pd.rolling_std(TP, ndays)),FutureWarning: pd.rolling_mean is deprecated for Series and will be removed in a future version, replace withSeries.rolling(window=20,center=False).mean()

有人可以建议如何更正代码吗？

Answer 1

在版本 0.18.0 中，API 已更改 - window functions are now methods :

所以使用:

CCI = pd.Series((TP - TP.rolling(ndays).mean()) / (0.015 * TP.rolling(ndays).std()),
name = 'CCI') 

相反:

CCI = pd.Series((TP - pd.rolling_mean(TP, ndays)) / (0.015 * pd.rolling_std(TP, ndays)),
name = 'CCI')