with_csv.py 文件源码

def addFeatures(dataframe, adjclose, returns, n):
    """
    operates on two columns of dataframe:
    - n >= 2
    - given Return_* computes the return of day i respect to day i-n. 
    - given AdjClose_* computes its moving average on n days

    """
    # print adjclose
    if adjclose[9] == "^":
        return_n = adjclose[10:] + "_Time_" + str(n)
        dataframe[return_n] = dataframe[adjclose].pct_change(n)
        # print return_n
        roll_n = returns[8:] + "_RollMean_" + str(n)
        dataframe[roll_n] = pd.rolling_mean(dataframe[returns], n)
    else:
        return_n = adjclose[9:] + "_Time_" + str(n)
        dataframe[return_n] = dataframe[adjclose].pct_change(n)
        # print return_n
        roll_n = returns[7:] + "_RollMean_" + str(n)
        dataframe[roll_n] = pd.rolling_mean(dataframe[returns], n)