getVIref.py 文件源码

def dataframeapply(df):
    df = pd.DataFrame(np.concatenate([df[23:46, :], df, df[:23, :]]))
    df_smoothed = df.apply(VIsmooth)
    df_smoothed = df_smoothed.interpolate(axis=0)
    #make a SG filter
    df_select = df_smoothed.as_matrix()[23:69, :]
    df_select[np.isnan(df_select)] = 0
    bisendviSG = savgol_filter(df_select, window_length=5, polyorder=3)
    #bisendvi = None
    bisendviSG[bisendviSG < 0] = 0
    return bisendviSG