擅长:python、mysql、java
<p>使用<a href="http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.shift.html#pandas.DataFrame.shift">^{<cd1>}</a>和<a href="http://docs.scipy.org/doc/numpy/reference/generated/numpy.log.html">^{<cd2>}</a>:</p>
<pre><code>In [158]:
np.log(df/df.shift())
Out[158]:
BBG.XSTO.FABG.S BBG.XETR.BIO3.S BBG.XPAR.BOL.S BBG.XMCE.AIR.S
date
2014-03-02 NaN NaN NaN NaN
2014-04-02 0.002263 0.000000 0.050506 0.000000
2014-05-02 0.007015 0.010493 0.013191 -0.018367
2014-06-02 0.019143 0.001560 -0.008374 0.017409
2014-07-02 -0.006608 0.016626 -0.008687 0.006690
</code></pre>