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python实现检验33品种数据是否是正态分布-创新互联

我就废话不多说了,直接上代码吧!

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# -*- coding: utf-8 -*-
"""
Created on Thu Jun 22 17:03:16 2017
@author: yunjinqi 
 
E-mail:yunjinqi@qq.com 
 
Differentiate yourself in the world from anyone else.
"""
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import statsmodels.tsa.stattools as ts
import statsmodels.api as sm
from statsmodels.graphics.api import qqplot
from statsmodels.sandbox.stats.runs import runstest_1samp
import scipy.stats as sts 
 
namelist=['cu','al','zn','pb','sn','au','ag','rb','hc','bu','ru','m9','y9','a9',
    'p9','c9','cs','jd','l9','v9','pp','j9','jm','i9','sr','cf',
    'zc','fg','ta','ma','oi','rm','sm']
j=0
for i in namelist:
 
 filename='C:/Users/HXWD/Desktop/数据/'+i+'.csv'
 data=pd.read_csv(filename,encoding='gbk')
 data.columns=['date','open','high','low','close','amt','opi']
 data.head()
 data=np.log(data['close'])
 r=data-data.shift(1)
 r=r.dropna()
 #print(r)
 rate = np.array(list(r))
 print('品种{}数据长度{}均值{}标准差{}方差{}偏度{}峰度{}'.format(i,len(rate),
   rate.mean(),rate.std(),rate.var(),sts.skew(rate),
   sts.kurtosis(rate)))

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