compare.py 文件源码

def compare_cepstrum(date, x, file_name='comparecep.jpg'):
    # date, x = hist_data.get_historical_quotes(start_date=datetime.datetime(2000, 2, 2),
    #                                               end_date=datetime.datetime(2001, 2, 2),
    #                                           csv_path='../../data/usdgbp1990.csv')

    from scipy.fftpack import fft, ifft
    ax = []
    at = []
    l = len(x)
    t = 50
    x = exp_moving_average(x, 10)
    ax.append(x[t:l-t])
    at.append(date[t:l-t])

    # print(l, len(np.fft.ifft(np.fft.fft(x)[5:l-5])[5:l-5]))
    print(len(x))
    # print(len(ifft(np.log(np.abs(fft(x)[5:l-5])))[5:l-5]))
    ax.append((ifft(np.log(np.abs(fft(x))))[t:l-t])[:l/2 - t])
    at.append((date[t:l-t])[::2])
    print("---")
    showPlotCompareSeparate(ax, at, file_name)