{"id":1761,"date":"2025-01-01T07:44:00","date_gmt":"2024-12-31T23:44:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=1761"},"modified":"2024-12-08T21:51:08","modified_gmt":"2024-12-08T13:51:08","slug":"%e5%ae%9e%e6%88%98%e6%95%99%e5%ad%a6%ef%bc%9a%e6%9e%84%e5%bb%ba%e5%8f%af%e8%a7%a3%e9%87%8a%e7%9a%84%e5%8f%98%e6%8d%a2%e5%99%a8%e6%a8%a1%e5%9e%8b%ef%bc%8c%e7%b2%be%e5%87%86%e9%a2%84%e6%b5%8b%e8%82%a1","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2025\/01\/01\/%e5%ae%9e%e6%88%98%e6%95%99%e5%ad%a6%ef%bc%9a%e6%9e%84%e5%bb%ba%e5%8f%af%e8%a7%a3%e9%87%8a%e7%9a%84%e5%8f%98%e6%8d%a2%e5%99%a8%e6%a8%a1%e5%9e%8b%ef%bc%8c%e7%b2%be%e5%87%86%e9%a2%84%e6%b5%8b%e8%82%a1\/","title":{"rendered":"\u5b9e\u6218\u6559\u5b66\uff1a\u6784\u5efa\u53ef\u89e3\u91ca\u7684\u53d8\u6362\u5668\u6a21\u578b\uff0c\u7cbe\u51c6\u9884\u6d4b\u80a1\u4ef7\u6ce2\u52a8\uff08\u4e00\uff09"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/12\/image-60.png\" alt=\"\" class=\"wp-image-3307\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u5728\u672c\u6587\u4e2d\uff0c\u6211\u5c06\u5e26\u60a8<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u6df1\u5165\u4e86\u89e3\u5982\u4f55\u5229\u7528\u65f6\u6001\u878d\u5408\u53d8\u6362\u5668\uff08TFT\uff09\u6a21\u578b\u6765\u9884\u6d4b\u80a1\u5e02\u7684\u77ed\u671f\u4ef7\u683c\u8d70\u52bf<\/mark>\u3002\u8fd9\u662f\u8fd9\u4e2a\u4e3b\u9898\u7684\u7b2c\u4e00\u90e8\u5206\uff0c\u6211\u4eec\u5c06\u4ece\u6570\u636e\u6536\u96c6\u548c\u9884\u5904\u7406\u5f00\u59cb\uff0c\u9010\u6b65\u63a2\u7d22\u5982\u4f55\u901a\u8fc7Python\u548cJupyter Notebook\u8fdb\u884c\u6570\u636e\u5904\u7406\u548c\u53ef\u89c6\u5316\uff0c\u5e76\u5206\u4eab\u5982\u4f55\u4ece\u8d85\u8fc71500\u652f\u80a1\u7968\u4e2d\u7b5b\u9009\u51fa\u6d41\u52a8\u6027\u6700\u597d\u7684100\u652f\u8fdb\u884c\u6df1\u5165\u5206\u6790(\u5c01\u9762\u56fe\u4e3aTFT \u9884\u6d4b\u7684 $TSLA \u80a1\u7968\u4ef7\u683c)\u3002<\/pre>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e00\u3001\u80cc\u666f\u4e0e\u52a8\u673a<\/strong><\/h2>\n\n\n\n<p>\u80a1\u7968\u5e02\u573a\u53d8\u5316\u83ab\u6d4b\uff0c\u9884\u6d4b\u5176\u8d70\u52bf\u9887\u5177\u6311\u6218\u3002\u4e13\u4e1a\u7684\u65e5\u5185\u4ea4\u6613\u8005\u4e0d\u4ec5\u4f9d\u8d56\u4e8e\u5e02\u573a\u9884\u6d4b\uff0c\u66f4\u61c2\u5f97\u5728\u9ad8\u98ce\u9669\u4e2d\u5bfb\u6c42\u9ad8\u56de\u62a5\u3002\u5373\u4fbf\u4ea4\u6613\u8005\u4ec5\u6709\u4e00\u534a\u65f6\u95f4\u80fd\u51c6\u786e\u5224\u65ad\u80a1\u7968\u52a8\u5411\uff0c\u53ea\u8981\u6bcf\u7b14\u4ea4\u6613\u7684\u5e73\u5747\u76c8\u5229\u8d85\u8fc7\u6f5c\u5728\u98ce\u9669\uff0c\u76c8\u5229\u4f9d\u7136\u53ef\u671f\u3002\u81ea\u52a8\u5316\u4ea4\u6613\u7cfb\u7edf\u6709\u52a9\u4e8e\u4ea4\u6613\u8005\u6446\u8131\u60c5\u7eea\u5e72\u6270\uff0c\u4e13\u6ce8\u4e8e\u6280\u672f\u5206\u6790\u548c\u7cfb\u7edf\u6027\u51b3\u7b56\u3002<\/p>\n\n\n\n<p>\u6211\u4eec\u7684\u76ee\u6807\u5e76\u4e0d\u662f\u8981\u8fbe\u5230\u5b8c\u7f8e\u7684\u9884\u6d4b\u51c6\u786e\u6027\uff08\u8fd9\u5728\u91d1\u878d\u5e02\u573a\u4e2d\u51e0\u4e4e\u662f\u4e0d\u53ef\u80fd\u5b9e\u73b0\u7684\uff09\uff0c\u800c\u662f\u8981\u5f00\u53d1\u51fa\u4e00\u79cd\u80fd\u591f\u8bc6\u522b\u9ad8\u6982\u7387\u8d70\u52bf\u7684\u6a21\u578b\uff0c\u540c\u65f6\u8bc4\u4f30\u4e0e\u6bcf\u4e2a\u9884\u6d4b\u76f8\u5173\u7684\u98ce\u9669\u3002\u901a\u8fc7\u5173\u6ce8\u7cbe\u786e\u5ea6\u548c\u5f15\u5165\u7f6e\u4fe1\u533a\u95f4\uff0c\u65f6\u6001\u878d\u5408\u8f6c\u6362\u5668\u6a21\u578b\u53ef\u4ee5\u6210\u4e3a\u505a\u51fa\u66f4\u660e\u667a\u4ea4\u6613\u51b3\u7b56\u7684\u5b9d\u8d35\u5de5\u5177\u3002<\/p>\n\n\n\n<p>\u5728\u672c\u90e8\u5206\u6211\u4eec\u5c06\u4ece\u8fd9\u4e9b\u57fa\u7840\u5de5\u4f5c\u5f00\u59cb\uff1a\u4ecb\u7ecd\u4ec0\u4e48\u662fTFT\uff0c\u5982\u4f55\u6536\u96c6\u6b63\u786e\u7684\u6570\u636e\u5e76\u6267\u884c\u63a2\u7d22\u6027\u6570\u636e\u5206\u6790 (EDA)\uff0c\u4ee5\u4e86\u89e3\u9ad8\u9891\u80a1\u7968\u6570\u636e\u7684\u8d8b\u52bf\u3001\u6a21\u5f0f\u548c\u6f5c\u5728\u9690\u60a3\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e8c\u3001\u4ec0\u4e48\u662f TFT\uff1f<\/strong><\/h2>\n\n\n\n<p>Temporal Fusion Transformer\uff08TFT\uff09\u662f\u4e00\u79cd\u7528\u4e8e\u65f6\u95f4\u5e8f\u5217\u9884\u6d4b\u7684\u6df1\u5ea6\u5b66\u4e60\u6a21\u578b\uff0c\u65e8\u5728\u5904\u7406\u590d\u6742\u7684\u65f6\u95f4\u5e8f\u5217\u6570\u636e\uff0c\u5c24\u5176\u662f\u5728\u591a\u53d8\u91cf\u548c\u957f\u65f6\u95f4\u8de8\u5ea6\u7684\u60c5\u51b5\u4e0b\u3002TFT\u7ed3\u5408\u4e86\u957f\u77ed\u671f\u8bb0\u5fc6\u7f51\u7edc\uff08LSTM\uff09\u548c\u81ea\u6ce8\u610f\u529b\u673a\u5236\uff0c\u80fd\u591f\u6709\u6548\u6355\u6349\u65f6\u95f4\u5e8f\u5217\u4e2d\u7684\u957f\u671f\u4f9d\u8d56\u5173\u7cfb\u548c\u52a8\u6001\u53d8\u5316\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/12\/image-56.png\" alt=\"\" class=\"wp-image-3301\"\/><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2.1 \u57fa\u672c\u7ed3\u6784<\/strong><\/h3>\n\n\n\n<p id=\"bh-jP4Gn3hrKrOny0YHu7Vfa\">TFT\u7684\u7ed3\u6784\u4e3b\u8981\u7531\u4ee5\u4e0b\u51e0\u4e2a\u90e8\u5206\u7ec4\u6210\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/12\/image-57.png\" alt=\"\" class=\"wp-image-3302\"\/><\/figure>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u8f93\u5165\u5904\u7406\u5c42<\/strong>\uff1a\u8be5\u5c42\u8d1f\u8d23\u5c06\u8f93\u5165\u7684\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u8fdb\u884c\u9884\u5904\u7406\uff0c\u5305\u62ec\u5f52\u4e00\u5316\u548c\u7279\u5f81\u9009\u62e9\u3002\u5b83\u8fd8\u53ef\u4ee5\u5904\u7406\u7f3a\u5931\u503c\u548c\u4e0d\u540c\u9891\u7387\u7684\u6570\u636e\u3002<\/li>\n\n\n\n<li><strong>\u7f16\u7801\u5668<\/strong>\uff1a\u7f16\u7801\u5668\u90e8\u5206\u4f7f\u7528LSTM\u6765\u63d0\u53d6\u65f6\u95f4\u5e8f\u5217\u7684\u7279\u5f81\uff0c\u80fd\u591f\u6355\u6349\u5230\u65f6\u95f4\u5e8f\u5217\u4e2d\u7684\u957f\u671f\u4f9d\u8d56\u5173\u7cfb\u3002<\/li>\n\n\n\n<li><strong>\u81ea\u6ce8\u610f\u529b\u673a\u5236<\/strong>\uff1aTFT\u5f15\u5165\u4e86\u81ea\u6ce8\u610f\u529b\u673a\u5236\uff0c\u4ee5\u4fbf\u5728\u5904\u7406\u65f6\u95f4\u5e8f\u5217\u65f6\u5173\u6ce8\u4e0d\u540c\u65f6\u95f4\u6b65\u4e4b\u95f4\u7684\u5173\u7cfb\u3002\u8fd9\u4f7f\u5f97\u6a21\u578b\u80fd\u591f\u52a8\u6001\u8c03\u6574\u5bf9\u4e0d\u540c\u65f6\u95f4\u70b9\u7684\u5173\u6ce8\u7a0b\u5ea6\uff0c\u4ece\u800c\u63d0\u9ad8\u9884\u6d4b\u7684\u51c6\u786e\u6027\u3002<\/li>\n\n\n\n<li><strong>\u89e3\u7801\u5668<\/strong>\uff1a\u89e3\u7801\u5668\u90e8\u5206\u8d1f\u8d23\u5c06\u7f16\u7801\u5668\u63d0\u53d6\u7684\u7279\u5f81\u8f6c\u6362\u4e3a\u6700\u7ec8\u7684\u9884\u6d4b\u7ed3\u679c\u3002\u5b83\u7ed3\u5408\u4e86\u7f16\u7801\u5668\u7684\u8f93\u51fa\u548c\u81ea\u6ce8\u610f\u529b\u673a\u5236\u7684\u7ed3\u679c\uff0c\u4ee5\u751f\u6210\u66f4\u51c6\u786e\u7684\u65f6\u95f4\u5e8f\u5217\u9884\u6d4b\u3002<\/li>\n\n\n\n<li><strong>\u8f93\u51fa\u5c42<\/strong>\uff1a\u8f93\u51fa\u5c42\u5c06\u89e3\u7801\u5668\u7684\u7ed3\u679c\u6620\u5c04\u5230\u76ee\u6807\u53d8\u91cf\uff0c\u751f\u6210\u6700\u7ec8\u7684\u9884\u6d4b\u503c\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2.2 \u5de5\u4f5c\u539f\u7406<\/strong><\/h3>\n\n\n\n<p>TFT\u7684\u5de5\u4f5c\u539f\u7406\u53ef\u4ee5\u5206\u4e3a\u4ee5\u4e0b\u51e0\u4e2a\u6b65\u9aa4\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/12\/image-58.png\" alt=\"\" class=\"wp-image-3303\"\/><\/figure>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u6570\u636e\u8f93\u5165\uff1a<\/strong>\u5c06\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u8f93\u5165\u5230\u6a21\u578b\u4e2d\uff0c\u8fdb\u884c\u5fc5\u8981\u7684\u9884\u5904\u7406\u3002<\/li>\n\n\n\n<li><strong>\u7279\u5f81\u63d0\u53d6\uff1a<\/strong>\u901a\u8fc7\u7f16\u7801\u5668\u63d0\u53d6\u65f6\u95f4\u5e8f\u5217\u7684\u7279\u5f81\uff0c\u6355\u6349\u957f\u671f\u4f9d\u8d56\u5173\u7cfb\u3002<\/li>\n\n\n\n<li><strong>\u52a8\u6001\u5173\u6ce8\uff1a<\/strong>\u5229\u7528\u81ea\u6ce8\u610f\u529b\u673a\u5236\uff0c\u6a21\u578b\u80fd\u591f\u6839\u636e\u5f53\u524d\u7684\u4e0a\u4e0b\u6587\u52a8\u6001\u8c03\u6574\u5bf9\u4e0d\u540c\u65f6\u95f4\u6b65\u7684\u5173\u6ce8\u7a0b\u5ea6\u3002<\/li>\n\n\n\n<li><strong>\u751f\u6210\u9884\u6d4b\uff1a<\/strong>\u901a\u8fc7\u89e3\u7801\u5668\u5c06\u63d0\u53d6\u7684\u7279\u5f81\u8f6c\u6362\u4e3a\u9884\u6d4b\u7ed3\u679c\uff0c\u8f93\u51fa\u6700\u7ec8\u7684\u65f6\u95f4\u5e8f\u5217\u9884\u6d4b\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2.3 \u4f18\u7f3a\u70b9\u5206\u6790<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/12\/image-59.png\" alt=\"\" class=\"wp-image-3304\"\/><\/figure>\n\n\n\n<p>Temporal Fusion Transformer\u662f\u4e00\u79cd\u5f3a\u5927\u7684\u65f6\u95f4\u5e8f\u5217\u9884\u6d4b\u5de5\u5177\uff0c\u7ed3\u5408\u4e86LSTM\u548c\u81ea\u6ce8\u610f\u529b\u673a\u5236\uff0c\u80fd\u591f\u6709\u6548\u5904\u7406\u590d\u6742\u7684\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u3002\u5176\u7075\u6d3b\u7684\u7ed3\u6784\u548c\u52a8\u6001\u5173\u6ce8\u80fd\u529b\u4f7f\u5176\u5728\u91d1\u878d\u9886\u57df\u4e2d\u5c55\u73b0\u51fa\u4f18\u8d8a\u7684\u6027\u80fd\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e09\u3001\u6570\u636e\u76f8\u5173\u5de5\u4f5c<\/strong><\/h2>\n\n\n\n<p>\u6211\u5047\u5b9a\u60a8\u7684\u73af\u5883\u4e2d\u5df2\u7ecf\u6709\u4e86 1 \u5206\u949f\u5386\u53f2\u6570\u636e\u3002\u5982\u679c\u60a8\u8fd8\u6ca1\u6709\u8fd9\u4e9b\u6570\u636e\uff0c\u8bf7\u52a1\u5fc5\u67e5\u770b\u6211\u7684\u5176\u4ed6\u6587\u7ae0\uff0c\u53ef\u4ee5\u901a\u8fc7\u591a\u79cd\u65b9\u5f0f\u548c\u9014\u5f84\u53bb\u83b7\u53d6\u6570\u636e\u3002\u63a8\u8350\u6587\u7ae0\u5982\u4e0b\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/mp.weixin.qq.com\/s\/tpAPFe1jkQ9oA32T4Btw3w\" target=\"_blank\" rel=\"noreferrer noopener\">\u91d1\u878d\u8fbe\u4eba\u5fc5\u5907\uff1a\u6559\u4f60\u7528Python\u8f7b\u677e\u7b80\u5316\u6570\u636e\u5206\u6790\u6d41\u7a0b\uff01<\/a><\/li>\n\n\n\n<li><a href=\"https:\/\/mp.weixin.qq.com\/s\/gdTdi91krHJvhqrlIW13fA\" target=\"_blank\" rel=\"noreferrer noopener\">\u624b\u628a\u624b\u6559\u4f60&nbsp;AI&nbsp;\u987e\u6295\uff1a&nbsp;Python&nbsp;\u52a9\u529b\uff0c\u8f7b\u677e\u8fc8\u5165\u7b97\u6cd5\u4ea4\u6613\u5458\u4e4b\u95e8<\/a><\/li>\n\n\n\n<li><a href=\"https:\/\/mp.weixin.qq.com\/s\/er7gT4gQcoRaMX0JzauXEg\" target=\"_blank\" rel=\"noreferrer noopener\">\u8de8\u754c\u5b66\u4e60\u5fc5\u5907\uff01\u5982\u4f55\u5229\u7528\u91d1\u878d\u6570\u636e\u8bad\u7ec3ML&nbsp;\u6a21\u578b<\/a><\/li>\n\n\n\n<li><a href=\"https:\/\/mp.weixin.qq.com\/s\/Y6zk-QTI1bUy3M_gUE_yBQ\" target=\"_blank\" rel=\"noreferrer noopener\">\u52a9\u529b\u91d1\u878dAI\u9769\u547d\uff1a\u53d1\u73b0\u4e00\u4e2a\u63d0\u4f9b\u5168\u7403\u80a1\u7968\u5e02\u573aAPI\u7684\u514d\u8d39\u795e\u5668<\/a><\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><br><strong>3.1 \u6570\u636e\u6536\u96c6\u548c\u51c6\u5907<\/strong><\/h3>\n\n\n\n<p>\u5728\u8fd9\u4e2a\u9879\u76ee\u4e2d\uff0c\u6211\u6536\u96c6\u4e86\u65e5\u5747\u4ea4\u6613\u91cf\u8d85\u8fc7 100 \u4e07\u7684\u80a1\u7968\u7684 1 \u5206\u949f\u76d8\u4e2d\u6570\u636e\u3002\u8be5\u6570\u636e\u96c6\u6db5\u76d6 2024 \u5e74 1 \u6708 1 \u65e5\u81f3 2024 \u5e74 7 \u6708 11 \u65e5\u7684 6 \u4e2a\u6708\u671f\u95f4\uff0c\u5171\u6709 1,500 \u591a\u652f\u80a1\u7968\u3002\u5bf9\u4e8e\u6bcf\u53ea\u80a1\u7968\uff0c\u6211\u90fd\u6536\u96c6\u4e86\u6807\u51c6\u7684 OHLCV\uff08\u5f00\u76d8\u4ef7\u3001\u6700\u9ad8\u4ef7\u3001\u6700\u4f4e\u4ef7\u3001\u6536\u76d8\u4ef7\u3001\u6210\u4ea4\u91cf\uff09\u6570\u636e\uff0c\u8bb0\u5f55\u4e86\u6574\u4e2a\u4ea4\u6613\u65e5\u7684\u6bcf\u6b21\u4ef7\u683c\u53d8\u52a8\u3002\u4e3a\u4e86\u7b80\u5316\u6570\u636e\u5904\u7406\u8fc7\u7a0b\uff0c\u6211\u5c06\u8fd9\u4e9b\u6570\u636e\u4fdd\u5b58\u5728\u4e00\u4e2a .parquet \u6587\u4ef6\u4e2d\uff0c\u4ee5\u4fbf\u9ad8\u6548\u8bbf\u95ee\u548c\u5206\u6790\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.2 \u6570\u636e\u52a0\u8f7d\u548c\u521d\u6b65\u6e05\u7406<\/strong><\/h3>\n\n\n\n<p>\u5728 Jupyter Notebook \u4e2d\uff0c\u6211\u9996\u5148\u5bfc\u5165\u4e86\u7528\u4e8e\u6570\u636e\u5904\u7406\u3001\u53ef\u89c6\u5316\u548c\u5efa\u6a21\u7684\u57fa\u672c\u5e93\u3002\u4e0b\u9762\u662f\u4e00\u4e9b\u6240\u7528\u5e93\u7684\u793a\u4f8b\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>import pandas as pd\nimport yfinance as yf\nimport matplotlib.pyplot as plt\nimport numpy as np\nimport seaborn as sns\nfrom datetime import datetime<\/code><\/pre>\n\n\n\n<p>\u7136\u540e\u52a0\u8f7d\u6570\u636e\u96c6\uff0c\u5e76\u5c06\u65e5\u671f\u8bbe\u7f6e\u4e3a\u57fa\u4e8e\u65f6\u95f4\u5206\u6790\u7684\u7d22\u5f15\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>df = pd.read_parquet(\"data.parquet\")\ndf.set_index(\"datetime\", inplace=True)\ndf.sample(10) # print 10 random rows from the dataset<\/code><\/pre>\n\n\n\n<p>\u8f93\u51fa\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/12\/image-54.png\" alt=\"\" class=\"wp-image-3299\"\/><\/figure>\n\n\n\n<p>\u4e3a\u4e86\u4e86\u89e3\u6211\u6b63\u5728\u5904\u7406\u7684\u6570\u636e\u91cf\uff0c\u6211\u4f7f\u7528\u4e86 df.info() \u6765\u83b7\u53d6\u8fd9\u4e9b\u4fe1\u606f\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/12\/image-55.png\" alt=\"\" class=\"wp-image-3300\"\/><\/figure>\n\n\n\n<p>\u56e0\u6b64\uff0c\u8fd9\u4e2a\u6570\u636e\u5e27\u76f8\u5f53\u5927\uff0c\u5305\u542b 6600 \u591a\u4e07\u884c\uff0c\u4f7f\u7528\u7684\u5185\u5b58\u8d85\u8fc7 4.5 GB\u3002\u4e3a\u4e86\u4f7f\u5176\u66f4\u6613\u4e8e\u7ba1\u7406\uff0c\u5e76\u8fc7\u6ee4\u6389\u6d41\u52a8\u6027\u4e0d\u9ad8\u7684\u80a1\u7968\uff0c\u6211\u4f7f\u7528\u4e86 &#8220;\u80a1\u7968\u5e73\u5747\u540d\u4e49\u6210\u4ea4\u91cf&#8221;\uff0c\u5176\u8ba1\u7b97\u65b9\u6cd5\u662f\u6bcf\u65e5\u6210\u4ea4\u91cf\u4e2d\u4f4d\u6570\u4e58\u4ee5\u5e73\u5747\u4ef7\u683c\u3002\u6211\u53ea\u4fdd\u7559\u5e73\u5747\u540d\u4e49\u6210\u4ea4\u91cf\u6392\u540d\u524d 100 \u7684\u80a1\u7968\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>def resample_to_daily(group):\n    resampled_group = group.resample('D').agg({\n        'open': 'first',\n        'high': 'max',\n        'low': 'min',\n        'close': 'last',\n        'volume': 'sum'\n    }).dropna()\n    return resampled_group\n\n# Apply the resampling function to each group\ndf_daily = df.groupby('symbol').apply(resample_to_daily).reset_index()\ndf_daily&#91;\"stock_median_volume\"] = df_daily.groupby(\"symbol\")&#91;\"volume\"].transform(\"median\").astype(int)\ndf_daily&#91;\"stock_average_price\"] = df_daily.groupby(\"symbol\")&#91;\"close\"].transform(\"mean\")\ndf_daily&#91;\"stock_average_nominal_volume\"] = df_daily&#91;\"stock_median_volume\"] * df_daily&#91;\"stock_average_price\"]\ntop_100_symbols = df_daily.groupby(\"symbol\")&#91;'stock_average_nominal_volume'].median().nlargest(100).index\n# Filter the DataFrame to keep only the top 100 stocks by nominal volume\ndf_daily = df_daily&#91;df_daily&#91;'symbol'].isin(list(top_100_symbols))]\ndf = df&#91;df&#91;'symbol'].isin(list(top_100_symbols))]\nprint(f\"Number of total one minute bars after resampling: {df.shape&#91;0]}\")\nprint(f\"Symbols: {df_daily.symbol.unique()}\")<\/code><\/pre>\n\n\n\n<pre class=\"wp-block-preformatted\">Number of total one minute bars after resampling: 5165367\nSymbols: ['AAL' 'AAPL' 'ABBV' 'ABNB' 'ABT' 'ADBE' 'AMAT' 'AMD' 'AMZN' 'ANET' 'AVGO'\n 'AXP' 'BA' 'BAC' 'BMY' 'C' 'CAT' 'CCL' 'CLSK' 'CMCSA' 'COIN' 'COP' 'COST'\n 'CRM' 'CRWD' 'CSCO' 'CVNA' 'CVS' 'CVX' 'DAL' 'DELL' 'DHR' 'DIS' 'DKNG'\n 'ENPH' 'F' 'FCX' 'GE' 'GEV' 'GM' 'GOOG' 'GOOGL' 'GS' 'HD' 'IBM' 'INTC'\n 'JNJ' 'JPM' 'KO' 'LLY' 'MA' 'MARA' 'MCD' 'MDLZ' 'MDT' 'META' 'MRK' 'MRVL'\n 'MS' 'MSFT' 'MSTR' 'MU' 'NEE' 'NEM' 'NFLX' 'NKE' 'NOW' 'NVDA' 'ORCL'\n 'OXY' 'PANW' 'PEP' 'PFE' 'PG' 'PLTR' 'PM' 'PYPL' 'QCOM' 'RIVN' 'RTX'\n 'SBUX' 'SCHW' 'SMCI' 'SNOW' 'SOFI' 'SQ' 'T' 'TGT' 'TJX' 'TMO' 'TMUS'\n 'TSLA' 'TXN' 'UBER' 'UNH' 'V' 'VRT' 'WFC' 'WMT' 'XOM']<\/pre>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.3 EDA \u548c\u7279\u5f81\u5de5\u7a0b<\/strong><\/h3>\n\n\n\n<p>\u4e0b\u4e00\u6b65\uff0c\u6211\u5c06\u8fdb\u884c\u63a2\u7d22\u6027\u6570\u636e\u5206\u6790 (EDA)\uff0c\u4ee5\u4e86\u89e3\u8fc7\u6ee4\u6570\u636e\u96c6\u7684\u5173\u952e\u7279\u5f81\uff0c\u5e76\u5f00\u59cb\u7279\u5f81\u5de5\u7a0b\u4ee5\u63d0\u53d6\u76f8\u5173\u6307\u6807\u3002\u901a\u8fc7\u5bf9\u8d8b\u52bf\u3001\u4ef7\u683c\u5206\u5e03\u548c\u4ea4\u6613\u91cf\u53d8\u5316\u7684\u53ef\u89c6\u5316\uff0c\u6211\u65e8\u5728\u53d1\u73b0\u53ef\u6307\u5bfc\u6211\u4eec\u7684\u9884\u6d4b\u6a21\u578b\u7684\u6a21\u5f0f\u548c\u89c1\u89e3\u3002<\/p>\n\n\n\n<p>\u7b2c\u4e00\u90e8\u5206\u5230\u6b64\u7ed3\u675f\u3002\u5728\u4e0b\u4e00\u90e8\u5206\u4e2d\uff0c\u6211\u4eec\u5c06\u6df1\u5165\u7814\u7a76\u7279\u5f81\u5de5\u7a0b\uff0c\u5e76\u5f00\u59cb\u4e3a\u6a21\u578b\u8bad\u7ec3\u51c6\u5907\u6570\u636e\u96c6\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u56db\u3001\u89c2\u70b9\u603b\u7ed3<\/strong><\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u80a1\u7968\u4ef7\u683c\u9884\u6d4b\u4e0d\u80fd\u5b8c\u5168\u51c6\u786e<\/strong>\uff1a\u6587\u7ae0\u5f3a\u8c03\u4e86\u91d1\u878d\u5e02\u573a\u7684\u4e0d\u786e\u5b9a\u6027\uff0c\u5373\u4f7f\u662f\u6700\u5148\u8fdb\u7684\u6a21\u578b\u4e5f\u4e0d\u53ef\u80fd\u5b8c\u5168\u51c6\u786e\u5730\u9884\u6d4b\u80a1\u7968\u4ef7\u683c\u3002<\/li>\n\n\n\n<li><strong>\u6a21\u578b\u7684\u76ee\u6807\u662f\u8bc6\u522b\u9ad8\u6982\u7387\u8d70\u52bf\u548c\u98ce\u9669\u8bc4\u4f30<\/strong>\uff1a\u4f7f\u7528TFT\u6a21\u578b\u7684\u76ee\u7684\u5728\u4e8e\u8bc6\u522b\u51fa\u9ad8\u6982\u7387\u7684\u5e02\u573a\u8d70\u52bf\uff0c\u5e76\u901a\u8fc7\u63d0\u4f9b\u7f6e\u4fe1\u533a\u95f4\u6765\u5e2e\u52a9\u4ea4\u6613\u8005\u8fdb\u884c\u98ce\u9669\u7ba1\u7406\u3002<\/li>\n\n\n\n<li><strong>\u6570\u636e\u7684\u91cd\u8981\u6027<\/strong>\uff1a\u9ad8\u8d28\u91cf\u6570\u636e\u5bf9\u4e8e\u6784\u5efa\u6709\u6548\u9884\u6d4b\u6a21\u578b\u7684\u91cd\u8981\u6027\uff0c\u5e76\u8be6\u7ec6\u4ecb\u7ecd\u4e86\u5982\u4f55\u6536\u96c6\u548c\u5904\u7406\u5927\u91cf\u7684\u80a1\u7968\u4ea4\u6613\u6570\u636e\u3002<\/li>\n\n\n\n<li><strong>\u81ea\u52a8\u5316\u548c\u7cfb\u7edf\u5316\u4ea4\u6613\u7684\u4f18\u52bf<\/strong>\uff1a\u81ea\u52a8\u5316\u4ea4\u6613\u7b97\u6cd5\u4f1a\u5e2e\u52a9\u4ea4\u6613\u8005\u6d88\u9664\u60c5\u7eea\u56e0\u7d20\uff0c\u5e76\u4e13\u6ce8\u4e8e\u6280\u672f\u6307\u6807\u548c\u7cfb\u7edf\u5316\u51b3\u7b56\u3002<\/li>\n\n\n\n<li><strong>\u6570\u636e\u5904\u7406\u548c\u7279\u5f81\u5de5\u7a0b\u7684\u5173\u952e\u4f5c\u7528<\/strong>\uff1a\u6587\u7ae0\u5c55\u793a\u4e86\u5982\u4f55\u4f7f\u7528Python\u8fdb\u884c\u6570\u636e\u52a0\u8f7d\u3001\u6e05\u6d17\u548c\u521d\u6b65\u7684\u7279\u5f81\u5de5\u7a0b\uff0c\u4e3a\u540e\u7eed\u7684\u6a21\u578b\u8bad\u7ec3\u6253\u4e0b\u57fa\u7840\u3002<\/li>\n<\/ul>\n\n\n\n<p><em>\u611f\u8c22\u60a8\u9605\u8bfb\u5230\u6700\u540e\uff0c\u5e0c\u671b\u672c\u6587\u80fd\u7ed9\u60a8\u5e26\u6765\u65b0\u7684\u6536\u83b7\u3002\u795d\u60a8\u6295\u8d44\u987a\u5229\uff01\u5982\u679c\u5bf9\u6587\u4e2d\u7684\u5185\u5bb9\u6709\u4efb\u4f55\u7591\u95ee\uff0c\u8bf7\u7ed9\u6211\u7559\u8a00\uff0c\u5fc5\u590d\u3002<\/em><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"has-text-align-center\" id=\"a1c6\">\u672c\u6587\u5185\u5bb9\u4ec5\u9650\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/laoyulaoyu.com\/index.php\/2025\/01\/01\/%e5%ae%9e%e6%88%98%e6%95%99%e5%ad%a6%ef%bc%9a%e6%9e%84%e5%bb%ba%e5%8f%af%e8%a7%a3%e9%87%8a%e7%9a%84%e5%8f%98%e6%8d%a2%e5%99%a8%e6%a8%a1%e5%9e%8b%ef%bc%8c%e7%b2%be%e5%87%86%e9%a2%84%e6%b5%8b%e8%82%a1\/\">Continue reading<span class=\"screen-reader-text\">\u5b9e\u6218\u6559\u5b66\uff1a\u6784\u5efa\u53ef\u89e3\u91ca\u7684\u53d8\u6362\u5668\u6a21\u578b\uff0c\u7cbe\u51c6\u9884\u6d4b\u80a1\u4ef7\u6ce2\u52a8\uff08\u4e00\uff09<\/span><\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[5,6],"class_list":["post-1761","post","type-post","status-publish","format-standard","hentry","category-aiinvest","tag-ai","tag-6","entry"],"_links":{"self":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1761","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/comments?post=1761"}],"version-history":[{"count":1,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1761\/revisions"}],"predecessor-version":[{"id":1762,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1761\/revisions\/1762"}],"wp:attachment":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=1761"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=1761"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=1761"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}