Test_Formula.py 文件源码

def Get_Summary_Stats(df):
    slope, intercept, r_value, p_value, std_err = \
        stats.linregress(df['act_ret_diff'], df['expec_ret_diff'])

    r2_value = r_value**2

    df_stats = pd.DataFrame({'slope':[slope], 'intercept':[intercept],
        'r2_value':[r2_value], 'p_value':[p_value], 'std_err':[std_err]})

    df_stats.to_csv(cfg.DATA_PATH + cfg.CLEAN_DATA_FILE + '_summary_stats.csv', index=False)