我想计算每个月的 VWAP 值(即创建的每个组)。
data['Month'] = pd.DatetimeIndex(data['Date']).month
data.head()
data['Year'] = pd.DatetimeIndex(data['Date']).year
data.head()
group = data.groupby(['Month', 'Year'])
group.first()
data['VWAP'] = (np.cumsum(data['Close Price' * data['Total Traded
Quantity']) / np.cumsum(data['Total Traded Quantity']))
属性错误:“DataFrame”对象没有属性“数量”
最佳答案
你忘记在数据['Close Price']后面写']'，这是我的代码
df['Month'] = pd.DatetimeIndex(df['Date']).month
df['Year'] = pd.DatetimeIndex(df['Date']).year
group = df.groupby(['Month', 'Year'])
df['VWAP'] = (np.cumsum(df['Close Price'] * df['Total Traded Quantity']) / np.cumsum(df['Total Traded Quantity']))
谢谢...
关于python-3.x - 如何使用groupby计算vwap(成交量加权平均价格)？，我们在Stack Overflow上找到一个类似的问题： https://stackoverflow.com/questions/56670850/