ShareData.py 文件源码

def Dastd(self):
        dastd=[]
        for x in range(0,251):
            dastd.append(numpy.NaN)
        dfgg = self.sharedf
        weight=[]
        all=0
        num=0
        for x in range(0,252):
            weight.append(math.pow(math.pow(float(1) / 2, float(1 / float(63))), (252 - x - 1)))
            all=all+math.pow(math.pow(float(1) / 2, float(1 / float(63))), (252 - x - 1))
        for x in range(252,len(dfgg['change'])+1):
            dd=0
            mean=dfgg['change'][x-252:x].mean()
            for y in dfgg['change'][x-252:x]:
                dd= dd+math.sqrt(math.pow((y-mean),2)*weight[num]/all)
                num=num+1
            dastd.append(dd)
            num=0
        dfgg['dastd'] = dastd
        return dfgg[['date','dastd']]