convolution.py 文件源码

def plot_bitcoin():
    nrows = 1625
    df = pandas.read_csv('coindesk-bpi-USD-close.csv', 
                         nrows=nrows, parse_dates=[0])
    ys = df.Close.values

    window = numpy.ones(30)
    window /= sum(window)
    smoothed = numpy.convolve(ys, window, mode='valid')

    N = len(window)
    smoothed = thinkdsp.shift_right(smoothed, N//2)

    thinkplot.plot(ys, color='0.7', label='daily')
    thinkplot.plot(smoothed, label='30 day average')
    thinkplot.config(xlabel='time (days)', 
                     ylabel='price',
                     xlim=[0, nrows],
#                     ylim=[-60, 60],
                     loc='lower right')
    thinkplot.save(root='convolution1')