运行
import pandas as pd
# 计算每支股票与其余股票的相关系数，降序排列
# 相关系数相等的两支股票即为配对股票
corr_df = index_df.corr()
corr_df[corr_df==1] = nan
corr_df = pd.DataFrame(corr_df.max().sort_values(ascending=False).head(20), columns=['corr'])
corr_df['name'] = [get_security_info(code).display_name for code in corr_df.index]
corr_df
时出错
AttributeErrorTraceback (most recent call last)
in ()
12 corr_df = index_df.corr()
13 corr_df[corr_df==1] = nan
---> 14 corr_df = pd.DataFrame(corr_df.max().sort_values(ascending=False).head(20), columns=['corr'])
15 corr_df['name'] = [get_security_info(code).display_name for code in corr_df.index]
16 corr_df
/opt/conda/envs/python2/lib/python2.7/site-packages/pandas/core/generic.pyc in __getattr__(self, name)
2148 return self[name]
2149 raise AttributeError("'%s' object has no attribute '%s'" %
-> 2150 (type(self).__name__, name))
2151
2152 def __setattr__(self, name, value):
AttributeError: 'Series' object has no attribute 'sort_values'
2019-03-14
雪球
