November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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Python
、
NumPy
、
matplotlib
和
pandas
｜
377
In [223]: temp = adrawdown[adrawdown == 0]
In [224]: periods_spx = (temp.index[1:].to_pydatetime() -
temp.index[:-1].to_pydatetime())
In [225]: periods_spx[50:60]
Out[225]: array([datetime.timedelta(days=67), datetime.timedelta(days=1),
datetime.timedelta(days=1), datetime.timedelta(days=1),
datetime.timedelta(days=301), datetime.timedelta(days=3),
datetime.timedelta(days=1), datetime.timedelta(days=2),
datetime.timedelta(days=12), datetime.timedelta(days=2)],
dtype=object)
In [226]: max(periods_spx)
Out[226]: datetime.timedelta(days=417) ...
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