sentisignal.py 文件源码

def check_acf(df):
    df_num = df.select_dtypes(include=[np.float, np.int])
    for index in df_num.columns:
        plt.figure(figsize=(8,10))
        if index in ['LOG_BULL_RETURN', 'LOG_BEAR_RETURN','RTISf', 'TOTAL_SCANNED_MESSAGES_DIFF', 'TOTAL_SENTIMENT_MESSAGES_DIFF']:
            fig = sm.graphics.tsa.plot_acf(df_num[index][1:],lags=40)
            plt.title(index)
        elif index in ['LOG_BULL_BEAR_RATIO']:
            fig = sm.graphics.tsa.plot_acf(df_num[index][2:],lags=40)
            plt.title(index)
        else: 
            fig = sm.graphics.tsa.plot_acf(df_num[index],lags=40)
            plt.title(index)
    return fig

# check adf test