PortfolioOptimizationOfIndexFunds.py 文件源码

def print_statistics(array):

    sta = scs.describe(array)
    print("%14s %15s" % ('statistic', 'value'))
    print(30 * '-')
    print("%14s %15.5f" % ('size', sta[0]))
    print("%14s %15.5f" % ('min', sta[1][0]))
    print("%14s %15.5f" % ('max', sta[1][1]))
    print("%14s %15.5f" % ('mean', sta[2] ))
    print("%14s %15.5f" % ('std', np.sqrt(sta[3])))
    print("%14s %15.5f" % ('skew', sta[4]))
    print("%14s %15.5f" % ('kutosis', sta[5]))