statistic_functions.py 文件源码

def VARIANCE(df, n, price='Close', xbar=None):
    """
    Sample variance of data
    """
    variance_list = []
    i = 0
    while i < len(df[price]):
        if i + 1 < n:
            variance = float('NaN')
        else:
            start = i + 1 - n
            end = i + 1
            variance = statistics.variance(df[price][start:end], xbar)
        variance_list.append(variance)
        i += 1
    return variance_list