mattools.py 文件源码

def get_mat_movingstd(tsmat, periods):
    mstd = np.empty(shape = tsmat.shape)
    mstd.fill(np.NAN)
    for i in xrange(tsmat.shape[0]):
        j = i - periods + 1
        if j < 0:
            j = 0
        mstd[i,:] = np.nanstd(tsmat[j:i+1,:], 0)
    return mstd