【乐学偶得出品】2.Tech【技术分析指标之ROC】.ipynb

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   "source": [
    "乐学偶得版权所有 lexueoude.com 公众号1：乐学Fintech 2: 乐学偶得"
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    "ROC（ Rate of Change ）更多的是一种思考与处理问题的方式，绝对变化很多时候容易引起歧义，误解，所以，我们“自己与自己比较”"
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    {
     "ename": "FileNotFoundError",
     "evalue": "[Errno 2] File b'C:\\\\Users\\\\yons\\\\Desktop\\\\stock_database\\\\00001.csv' does not exist: b'C:\\\\Users\\\\yons\\\\Desktop\\\\stock_database\\\\00001.csv'",
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      "\u001B[0;31m---------------------------------------------------------------------------\u001B[0m",
      "\u001B[0;31mFileNotFoundError\u001B[0m                         Traceback (most recent call last)",
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      "\u001B[0;32m~/opt/anaconda3/lib/python3.7/site-packages/pandas/io/parsers.py\u001B[0m in \u001B[0;36mparser_f\u001B[0;34m(filepath_or_buffer, sep, delimiter, header, names, index_col, usecols, squeeze, prefix, mangle_dupe_cols, dtype, engine, converters, true_values, false_values, skipinitialspace, skiprows, skipfooter, nrows, na_values, keep_default_na, na_filter, verbose, skip_blank_lines, parse_dates, infer_datetime_format, keep_date_col, date_parser, dayfirst, cache_dates, iterator, chunksize, compression, thousands, decimal, lineterminator, quotechar, quoting, doublequote, escapechar, comment, encoding, dialect, error_bad_lines, warn_bad_lines, delim_whitespace, low_memory, memory_map, float_precision)\u001B[0m\n\u001B[1;32m    683\u001B[0m         )\n\u001B[1;32m    684\u001B[0m \u001B[0;34m\u001B[0m\u001B[0m\n\u001B[0;32m--> 685\u001B[0;31m         \u001B[0;32mreturn\u001B[0m \u001B[0m_read\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mfilepath_or_buffer\u001B[0m\u001B[0;34m,\u001B[0m \u001B[0mkwds\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[0m\u001B[1;32m    686\u001B[0m \u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m    687\u001B[0m     \u001B[0mparser_f\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0m__name__\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0mname\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n",
      "\u001B[0;32m~/opt/anaconda3/lib/python3.7/site-packages/pandas/io/parsers.py\u001B[0m in \u001B[0;36m_read\u001B[0;34m(filepath_or_buffer, kwds)\u001B[0m\n\u001B[1;32m    455\u001B[0m \u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m    456\u001B[0m     \u001B[0;31m# Create the parser.\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[0;32m--> 457\u001B[0;31m     \u001B[0mparser\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0mTextFileReader\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0mfp_or_buf\u001B[0m\u001B[0;34m,\u001B[0m \u001B[0;34m**\u001B[0m\u001B[0mkwds\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[0m\u001B[1;32m    458\u001B[0m \u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m    459\u001B[0m     \u001B[0;32mif\u001B[0m \u001B[0mchunksize\u001B[0m \u001B[0;32mor\u001B[0m \u001B[0miterator\u001B[0m\u001B[0;34m:\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n",
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      "\u001B[0;32m~/opt/anaconda3/lib/python3.7/site-packages/pandas/io/parsers.py\u001B[0m in \u001B[0;36m__init__\u001B[0;34m(self, src, **kwds)\u001B[0m\n\u001B[1;32m   1915\u001B[0m         \u001B[0mkwds\u001B[0m\u001B[0;34m[\u001B[0m\u001B[0;34m\"usecols\"\u001B[0m\u001B[0;34m]\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0mself\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0musecols\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m   1916\u001B[0m \u001B[0;34m\u001B[0m\u001B[0m\n\u001B[0;32m-> 1917\u001B[0;31m         \u001B[0mself\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0m_reader\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0mparsers\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mTextReader\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0msrc\u001B[0m\u001B[0;34m,\u001B[0m \u001B[0;34m**\u001B[0m\u001B[0mkwds\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[0m\u001B[1;32m   1918\u001B[0m         \u001B[0mself\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0munnamed_cols\u001B[0m \u001B[0;34m=\u001B[0m \u001B[0mself\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0m_reader\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0munnamed_cols\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[1;32m   1919\u001B[0m \u001B[0;34m\u001B[0m\u001B[0m\n",
      "\u001B[0;32mpandas/_libs/parsers.pyx\u001B[0m in \u001B[0;36mpandas._libs.parsers.TextReader.__cinit__\u001B[0;34m()\u001B[0m\n",
      "\u001B[0;32mpandas/_libs/parsers.pyx\u001B[0m in \u001B[0;36mpandas._libs.parsers.TextReader._setup_parser_source\u001B[0;34m()\u001B[0m\n",
      "\u001B[0;31mFileNotFoundError\u001B[0m: [Errno 2] File b'C:\\\\Users\\\\yons\\\\Desktop\\\\stock_database\\\\00001.csv' does not exist: b'C:\\\\Users\\\\yons\\\\Desktop\\\\stock_database\\\\00001.csv'"
     ]
    }
   ],
   "source": [
    "import pandas as pd\n",
    "df= pd.read_csv(r'C:\\Users\\yons\\Desktop\\stock_database\\00001.csv',encoding = 'GB2312')\n",
    "df.head()\n",
    "def ROC(df,n,indicator):\n",
    "    a = df[indicator].diff(n-1)\n",
    "    b = df[indicator].shift(n-1)\n",
    "    ROC = pd.Series(a/b, name = 'ROC_'+str(n))\n",
    "    df = df.join(ROC)\n",
    "    return df\n",
    "\n",
    "\n",
    "df = ROC(df , 30,'close')\n",
    "\n",
    "print(df)"
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