如何更有效地计算滚动比

Question

1. 我的数据长度超过3000。在
2. 以下是计算20天价值的代码（股票市场的成交量）
3. 花了2分钟多

4. 有什么好方法可以减少运行时间吗。在

   import pandas as pd
   import numpy as np
   from pandas.io.data import DataReader
   import matplotlib.pylab as plt
   data = DataReader('047040.KS','yahoo',start='2010')
     data['vr']=0
     data['Volume Ratio']=0
     data['acend']=0
    data['vr'] = np.sign(data['Close']-data['Open']) 
    data['vr'] = np.where(data['vr']==0,0.5,data['vr']) 
    data['vr'] = np.where(data['vr']<0,0,data['vr']) 
    data['acend'] = np.multiply(data['Volume'],data['vr']) 
   
    for i in range(len(data['Open'])):
        if i<19:
            data['Volume Ratio'][i]=0
        else:
            data['Volume Ratio'][i] = ((sum(data['acend'][i-19:i]))/((sum(data['Volume'][i-19:i])-sum(data['acend'][i-19:i]))))*100
   

Answer 1

考虑使用条件行选择和rolling.sum()：

data.loc[data.index[:20], 'Volume Ratio'] = 0
data.loc[data.index[20:], 'Volume Ratio'] = (data.loc[:20:, 'acend'].rolling(window=20).sum() / (data.loc[:20:, 'Volume'].rolling(window=20).sum() - data.loc[:20:, 'acend'].rolling(window=20).sum()) * 100

或者，简化-.rolling.sum()将为前20个值创建np.nan，所以只需使用.fillna(0)：

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