sp_start.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

    """

    return_n = adjclose[9:] + "Time_" + str(n)
    dataframe[return_n] = dataframe[adjclose].pct_change(n)

    roll_n = returns[7:] + "RollMean_" + str(n)
    dataframe[roll_n] = pd.rolling_mean(dataframe[returns], n)