mattools.py 文件源码

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