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Python算法交易
book

Python算法交易

by Yves Hilpisch
November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
China Electric Power Press Ltd.
Content preview from Python算法交易
354
|
附录
打印一小部分数字。
所有值的均值接近于
0
但不完全是
0
。
标准差接近
1
但不完全是
1
。
以向量化方式校正起点。
现在的均值“几乎等于”
0
。
以向量化的方式修正二阶矩。
标准差现在正好是
1
。
matplotlib
现在引入
Python
生态系统中的绘图主力
matplotlib
是很有意义的。我们在整个过
程中使用
matplotlib
和另一个库的设置,即
seaborn
(
https://oreil.ly/SWvT6
),这
使得绘图风格更现代化。以下代码生成如图
A-1
所示。
In [133]: import matplotlib.pyplot as plt
In [134]: plt.style.use('seaborn')
In [135]: import matplotlib as mpl
In [136]: mpl.rcParams['savefig.dpi'] = 300
mpl.rcParams['font.family'] = 'serif'
%matplotlib inline
In [137]: data = np.random.standard_normal((5, 100))
In [138]: plt.figure(figsize=(10, 6))
plt.plot(data.cumsum())
Out[138]: [<matplotlib.lines.Line2D at 0x7faceaaeed30>] ...
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Publisher Resources

ISBN: 9787519869694