pandas 中的CORR函数出错 [英] Error with CORR function in Pandas

问题描述

我有一个包含2个股票价格数据的CSV文件，我做了一些本地python编码，以创建2个股票柜台的2个价格单（以小数表示）。

I had a CSV file of 2 stock prices data which I did some native python coding to create 2 single lists of prices (in Decimals) of 2 stock counters.

然后我将它们转换为2个pandas数据帧，使用.pct_change（）函数，然后应用a.corr（b）函数以尝试获得相关性。

I then converted them to 2 pandas dataframe, used the .pct_change() function then applied the a.corr(b) function in an attempt to get the correlation.

这是我得到的错误味精。任何人都可以在此问题上提供建议吗？

This is the error msg that I got. Anyone can advise on the issue here?

Traceback (most recent call last):
  File "D:/python/NQ_MSFT regression.py", line 71, in <module>
    print(nqpct.corr(mspct))
  File "C:\Anaconda3\lib\site-packages\pandas\core\frame.py", line 4431, in corr
    if method == 'pearson':
  File "C:\Anaconda3\lib\site-packages\pandas\core\generic.py", line 731, in __nonzero__
    .format(self.__class__.__name__))
ValueError: The truth value of a DataFrame is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().

推荐答案

好吧，我意识到如果将列表解析为熊猫系列而不是数据框&将我的初始价格从字符串更改为浮动而不是小数。
为什么关联函数不能与十进制数据类型一起使用？

Ok I realised it works if I parse the list into a pandas series rather than a dataframe & change my initial prices from string to float rather than to decimals. Why doesn't the correlation function work with decimal data types though?

Traceback (most recent call last):
  File "D:/python/NQ_MSFT regression.py", line 64, in <module>
    nqpct = nq_df.pct_change()
  File "C:\Anaconda3\lib\site-packages\pandas\core\generic.py", line 4573, in pct_change
    axis=axis, **kwargs)) - 1)
  File "C:\Anaconda3\lib\site-packages\pandas\core\ops.py", line 866, in flex_wrapper
    return self._binop(other, op, level=level, fill_value=fill_value)
  File "C:\Anaconda3\lib\site-packages\pandas\core\series.py", line 1536, in _binop
    result = func(this_vals, other_vals)
TypeError: unsupported operand type(s) for /: 'decimal.Decimal' and 'float'

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