df.iloc = None

程序执行提示ValueError: too many values to unpack (expected 2)，修改程序df1 = pd.read_csv('image_3_2.txt', sep='\t', header=None) df2 = pd.read_csv('image_6.txt', sep='\t', header=None) tree = KDTree(df2.iloc[:, :2].values) k = 4 distances, indices = tree.query(df1.iloc[:, :2].values, k=k) values = df2.iloc[indices[:, 1:], 2].values mean_values = values.mean(axis=1) df1.iloc[:, 2] = mean_values df1.to_csv('4.txt', sep='\t', header=None, index=None)

df1.to_csv('4.txt', sep='\t', header=None, index=None) 这个修改后的代码会将 tree.query() 函数返回的结果存储在 results 变量中，然后再使用 results 变量来获取 distances 和 indices。这样就...

程序运行提示ValueError: too many values to unpack (expected 2)，修改程序df1 = pd.read_csv('image_3_2.txt', sep='\t', header=None, error_bad_lines=False, na_values='?') df2 = pd.read_csv('image_6.txt', sep='\t', header=None, error_bad_lines=False, na_values='?') tree = KDTree(df2.iloc[:, :2].values) k = 4 distances, indices = tree.query(df1.iloc[:, :2].values, k=k) values = df2.iloc[indices[:, 1:], 2].values mean_values = values.mean(axis=1) df1.iloc[:, 2] = mean_values df1.to_csv('4.txt', sep='\t', header=None, index=None)

这个修改后的程序看起来是... df1.to_csv('4.txt', sep='\t', header=None, index=None) except Exception as e: print("Error: ", e) 这个示例程序会在出现异常时打印出错误信息，以便你更好地调试和解决问题。

import pandas as pd import pymysql # 连接到数据库 conn = pymysql.connect(host='localhost', user='user', password='password', database='database') # 获取所有表格的名称 cursor = conn.cursor() cursor.execute("SHOW TABLES") tables = cursor.fetchall() # 遍历所有表格 for table in tables: table_name = table[0] table_name_quoted = '' + table_name + '' # 检查是否存在名为'a'的列，如果不存在则添加'a'和'b'列 cursor.execute("SHOW COLUMNS FROM " + table_name_quoted + " LIKE 'a'") a_column = cursor.fetchone() if a_column is None: cursor.execute("ALTER TABLE " + table_name_quoted + " ADD COLUMN a DECIMAL(10,2)") cursor.execute("ALTER TABLE " + table_name_quoted + " ADD COLUMN b DECIMAL(10,2)") conn.commit() # 查询net_mf_amount列的数据 query = "SELECT trade_date, net_mf_amount FROM " + table_name_quoted + " ORDER BY trade_date DESC" df = pd.read_sql_query(query, conn) # 计算a和b列 a_column = [] b_column = [] for i in range(len(df)): if i == 0: a_column.append(None) b_column.append(None) else: if pd.notnull(df.iloc[i]['net_mf_amount']) and pd.notnull(df.iloc[i-1]['net_mf_amount']): if i-2 >= 0: if pd.notnull(df.iloc[i-2]['net_mf_amount']): a = df.iloc[i]['net_mf_amount'] - df.iloc[i-1]['net_mf_amount'] b = df.iloc[i]['net_mf_amount'] - df.iloc[i-2]['net_mf_amount'] a_column.append(a) b_column.append(b) else: j = i-3 while j >= 0: if pd.notnull(df.iloc[j]['net_mf_amount']): a = df.iloc[i]['net_mf_amount'] - df.iloc[i-1]['net_mf_amount'] b = df.iloc[i]['net_mf_amount'] - df.iloc[j]['net_mf_amount'] a_column.append(a) b_column.append(b) break j -= 1 else: a = df.iloc[i]['net_mf_amount'] - df.iloc[i-1]['net_mf_amount'] b = None a_column.append(a) b_column.append(b) else: a_column.append(None) b_column.append(None) # 将结果保存到数据库 for i in range(len(df)): cursor.execute("UPDATE " + table_name_quoted + " SET a=%s, b=%s WHERE trade_date=%s", (a_column[i], b_column[i], df.iloc[i]['trade_date'])) conn.commit() # 关闭连接 cursor.close() conn.close() 报错/Users/ljy/stock/daily_analyse.py:65: UserWarning: pandas only supports SQLAlchemy connectable (engine/connection) or database string URI or sqlite3 DBAPI2 connection. Other DBAPI2 objects are not tested. Please consider using SQLAlchemy. df = pd.read_sql_query(query, conn)

conn.execute("UPDATE " + table_name_quoted + " SET a=%s, b=%s WHERE trade_date=%s", (a_column[i], b_column[i], df.iloc[i]['trade_date'])) # 关闭连接 engine.dispose() 注意：上述代码中的 user, ...

程序执行提示ValueError: too many values to unpack (expected 2)，修改程序tree = KDTree(df2.iloc[:, :2].values) # 搜索最近邻 dist, ind = tree.query(df1.iloc[:, :2].values, k=1) # 计算所有搜索到的第三列的平均值 mean_value = np.mean(df2.iloc[ind, 2].values) # 将搜索到的所有满足条件的第三列的值替换为平均值 df1.iloc[ind, 2] = mean_value # 将新的数据写入4.txt文件中 df1.to_csv('4.txt', sep='\t', header=None, index=None)

很抱歉，我之前的修改建议有误，导致了新的错误。根据你提供的代码和错误信息，我猜测这个错误可能是由于ind数组中...df1.to_csv('4.txt', sep='\t', header=None, index=None) 希望这次能够帮助你解决问题。

import pandas as pd from sqlalchemy import create_engine # 连接到数据库 engine = create_engine('mysql+pymysql://user:password@localhost/database') # 获取所有表格的名称 with engine.connect() as conn, conn.begin(): tables = conn.execute("SHOW TABLES").fetchall() # 遍历所有表格 for table in tables: table_name = table[0] table_name_quoted = '' + table_name + '' # 检查是否存在名为'a'的列，如果不存在则添加'a'和'b'列 with engine.connect() as conn, conn.begin(): a_column = conn.execute("SHOW COLUMNS FROM " + table_name_quoted + " LIKE 'a'").fetchone() if a_column is None: conn.execute("ALTER TABLE " + table_name_quoted + " ADD COLUMN a DECIMAL(10,2)") conn.execute("ALTER TABLE " + table_name_quoted + " ADD COLUMN b DECIMAL(10,2)") # 查询net_mf_amount列的数据 query = "SELECT trade_date, net_mf_amount FROM " + table_name_quoted + " ORDER BY trade_date DESC" df = pd.read_sql_query(query, engine) # 计算a和b列 a_column = [] b_column = [] for i in range(len(df)): if i == 0: a_column.append(None) b_column.append(None) else: if pd.notnull(df.iloc[i]['net_mf_amount']) and pd.notnull(df.iloc[i-1]['net_mf_amount']): if i-2 >= 0: if pd.notnull(df.iloc[i-2]['net_mf_amount']): a = df.iloc[i]['net_mf_amount'] - df.iloc[i-1]['net_mf_amount'] b = df.iloc[i]['net_mf_amount'] - df.iloc[i-2]['net_mf_amount'] a_column.append(a) b_column.append(b) else: j = i-3 while j >= 0: if pd.notnull(df.iloc[j]['net_mf_amount']): a = df.iloc[i]['net_mf_amount'] - df.iloc[i-1]['net_mf_amount'] b = df.iloc[i]['net_mf_amount'] - df.iloc[j]['net_mf_amount'] a_column.append(a) b_column.append(b) break j -= 1 else: a = df.iloc[i]['net_mf_amount'] - df.iloc[i-1]['net_mf_amount'] b = None a_column.append(a) b_column.append(b) else: a_column.append(None) b_column.append(None) # 将结果保存到数据库 with engine.connect() as conn, conn.begin(): for i in range(len(df)): conn.execute("UPDATE " + table_name_quoted + " SET a=%s, b=%s WHERE trade_date=%s", (a_column[i], b_column[i], df.iloc[i]['trade_date'])) # 关闭连接 engine.dispose() 有5000个表格，使用多线程，线程池

conn.execute("UPDATE " + table_name_quoted + " SET a=%s, b=%s WHERE trade_date=%s", (a_column[i], b_column[i], df.iloc[i]['trade_date'])) print("Processed table:", table_name) if __name__ == '__...

根据上述代码，改写下列程序try: df1 = pd.read_csv('image_3_2.txt', sep='\t', header=None, error_bad_lines=False, na_values='?') df2 = pd.read_csv('image_6.txt', sep='\t', header=None, error_bad_lines=False, na_values='?') tree = KDTree(df2.iloc[:, :2].values) k = 4 distances, indices = tree.query(df1.iloc[:, :2].values, k=k) values = df2.iloc[indices[:, 1:], 2].values mean_values = values.mean(axis=1) df1.iloc[:, 2] = mean_values df1.to_csv('4.txt', sep='\t', header=None, index=None) except Exception as e: print("Error: ", e)

points3D = pd.read_csv('points3D.txt', sep='\t', header=None, error_bad_lines=False, na_values='?') skeleton = cv2.imread('skeleton.jpg', cv2.IMREAD_GRAYSCALE) tree = KDTree(points3D.iloc[:, :2]....

df=pd.read_csv("ex2data1.txt",header=None) X=df.iloc[:,:-1].values y=df.iloc[:,-1].values

其中，header=None 表示该文件没有列名，否则会将第一行作为列名处理。第二行代码中，iloc[:, :-1] 表示选取所有行和除最后一列之外的所有列，即选取特征变量。而 iloc[:, -1] 表示选取所有行和最后一列，即选取...

def real_signal_simple_bolling(df, now_pos, avg_price, para=[200, 2]): n = int(para[0]) m = para[1] df['median'] = df['close'].rolling(n).mean() median = df.iloc[-1]['median'] median2 = df.iloc[-2]['median'] # 计算标准差 df['std'] = df['close'].rolling(n).std(ddof=0) std = df.iloc[-1]['std'] std2 = df.iloc[-2]['std'] # 计算上轨、下轨道 upper = median + m * std lower = median - m * std upper2 = median2 + m * std2 lower2 = median2 - m * std2 # ===寻找交易信号 signal = None close = df.iloc[-1]['close'] close2 = df.iloc[-2]['close'] # 找出做多信号 if (close > upper) and (close2 <= upper2): signal = 1 # 找出做空信号 elif (close < lower) and (close2 >= lower2): signal = -1 # 找出做多平仓信号 elif (close < median) and (close2 >= median2): signal = 0 # 找出做空平仓信号 elif (close > median) and (close2 <= median2): signal = 0 return signal以上代码加入下列逻辑代码，通过判断当前收盘价是否超过布林带上轨、成交量是否超过阈值以及当前成交量是否高于成交量移动平均值来判断是否买入或卖出

if df.iloc[-1]['volume'] > df.iloc[-1]['vol_ma']: now_pos += signal elif signal == -1: # 判断当前成交量是否高于成交量移动平均值 if df.iloc[-1]['volume'] > df.iloc[-1]['vol_ma']: now_pos += ...

# ===策略参数 # n代表取平均线和标准差的参数 # m代表标准差的倍数 n = int(para[0]) m = para[1] # ===计算指标 # 计算均线 df['median'] = df['close'].rolling(n).mean() # 此处只计算最后几行的均线值，因为没有加min_period参数 median = df.iloc[-1]['median'] median2 = df.iloc[-2]['median'] # 计算标准差 df['std'] = df['close'].rolling(n).std(ddof=0) # ddof代表标准差自由度，只计算最后几行的均线值，因为没有加min_period参数 std = df.iloc[-1]['std'] std2 = df.iloc[-2]['std'] # 计算上轨、下轨道 upper = median + m * std lower = median - m * std upper2 = median2 + m * std2 lower2 = median2 - m * std2 # ===寻找交易信号 signal = None close = df.iloc[-1]['close'] close2 = df.iloc[-2]['close'] # 找出做多信号 if (close > upper) and (close2 <= upper2): signal = 1 # 找出做空信号 elif (close < lower) and (close2 >= lower2): signal = -1 # 找出做多平仓信号 elif (close < median) and (close2 >= median2): signal = 0 # 找出做空平仓信号 elif (close > median) and (close2 <= median2): signal = 0 return signal以上代码加入MA指标过滤交易信号

median = df.iloc[-1]['median'] median2 = df.iloc[-2]['median'] # 计算标准差 df['std'] = df['close'].rolling(n).std(ddof=0) # ddof代表标准差自由度，只计算最后几行的均线值，因为没有加min_period参数 std...

程序运行提示ValueError: too many values to unpack (expected 2)，修改程序df1 = pd.read_csv('image_3_2.txt', sep='\t', header=None, error_bad_lines=False) df2 = pd.read_csv('image_6.txt', sep='\t', header=None, error_bad_lines=False) tree = KDTree(df2.iloc[:, :2].values) k = 4 distances, indices = tree.query(df1.iloc[:, :2].values, k=k) values = df2.iloc[indices[:, 1:], 2].values mean_values = values.mean(axis=1) df1.iloc[:, 2] = mean_values df1.to_csv('4.txt', sep='\t', header=None, index=None)

这个错误通常是由于读取的文件内容与程序期望的不符合导致的。在这个程序中，错误可能是由于读取的两个文件中的行数或者列数不同导致的。通过在读取文件时添加参数 error_bad_lines=False，程序将跳过一些格式错误的...

# ===策略参数 # n代表取平均线和标准差的参数 # m代表标准差的倍数 n = int(para[0]) m = para[1] ma_n = para[2] # MA指标的参数 # ===计算指标 # 计算均线 df['median'] = df['close'].rolling(n).mean() # 此处只计算最后几行的均线值，因为没有加min_period参数 median = df.iloc[-1]['median'] median2 = df.iloc[-2]['median'] # 计算标准差，使用无偏估计 df['std'] = df['close'].rolling(n, min_periods=1).std(ddof=1) # 计算上下轨道，加入波动率因子 volatility_factor = 2 # 波动率因子，可以根据实际情况调整 df['upper'] = df['median'] + volatility_factor * df['std'] df['lower'] = df['median'] - volatility_factor * df['std'] # ===计算MA指标 df['MA'] = df['close'].rolling(ma_n).mean() ma = df.iloc[-1]['MA'] ma2 = df.iloc[-2]['MA'] # ===寻找交易信号 signal = None close = df.iloc[-1]['close'] close2 = df.iloc[-2]['close'] # 找出做多信号 if (close > upper) and (close2 <= upper2) and (close > ma) and (close2 <= ma2) and (std < volatility_factor * ma): signal = 1 # 找出做空信号 elif (close < lower) and (close2 >= lower2) and (close < ma) and (close2 >= ma2) and (std < volatility_factor * ma): signal = -1 # 找出做多平仓信号 elif (close < median) and (close2 >= median2): signal = 0 # 找出做空平仓信号 elif (close > median) and (close2 <= median2): signal = 0 return signal将以上代码修改正确

2. 在寻找交易信号的代码中，将 upper 和 lower 改为 df.iloc[-1]['upper'] 和 df.iloc[-1]['lower']，并将平仓信号的判断条件改为 ((close ) and (close2 >= median2)) or ((close > median) and (close2 ...

给你半个程序，你帮我补画图程序，帮我补绘制1961－2010年夏季三类雨型年合成图（三张图）； # 读取站点数据 df=pd.read_csv(r'D:\dqyc\station.txt',sep='\s+',header=None) lon=df[2].values lat=df[3].values # 1961-2010(50 years) f6=pd.read_csv(r'D:\dqyc\r1606.txt',sep='\s+',header=None) f6=np.array(f6).reshape(60,160) f7=pd.read_csv(r'D:\dqyc\r1607.txt',sep='\s+',header=None) f7=np.array(f7).reshape(60,160) f8=pd.read_csv(r'D:\dqyc\r1608.txt',sep='\s+',header=None) f8=np.array(f8).reshape(60,160) rain=(f6+f7+f8)/3 # 雨型 f2=pd.read_table('D:\dqyc\sx5\ddi.txt',header=None,sep="\s+") f2=f2.iloc[10:,:].reset_index(drop=True) rain_type1=f2[f2[0]==1].index rain_type2=f2[f2[1]==1].index rain_type3=f2[f2[2]==1].index rain=pd.DataFrame(rain) rain=rain.iloc[10:,:].reset_index(drop=True) rain_m=rain.mean(axis=0) for i in range(len(rain)): rain.iloc[i,:]=(rain.iloc[i,:]-rain_m)/rain_m r1=rain.iloc[rain_type1,:] r2=rain.iloc[rain_type2,:] r3=rain.iloc[rain_type3,:]

df = pd.read_csv(r'D:\dqyc\station.txt', sep='\s+', header=None) lon = df[2].values lat = df[3].values # 1961-2010(50 years) f6 = pd.read_csv(r'D:\dqyc\r1606.txt', sep='\s+', header=None) f6 = np....

# ===策略参数 # n代表取平均线和标准差的参数 # m代表标准差的倍数 n = int(para[0]) m = para[1] ma_n = para[2] # MA指标的参数 # ===计算指标 # 计算均线 df['median'] = df['close'].rolling(n).mean() # 此处只计算最后几行的均线值，因为没有加min_period参数 median = df.iloc[-1]['median'] median2 = df.iloc[-2]['median'] # 计算标准差 df['std'] = df['close'].rolling(n).std(ddof=0) # ddof代表标准差自由度，只计算最后几行的均线值，因为没有加min_period参数 std = df.iloc[-1]['std'] std2 = df.iloc[-2]['std'] # 计算上轨、下轨道 upper = median + m * std lower = median - m * std upper2 = median2 + m * std2 lower2 = median2 - m * std2 # ===计算MA指标 df['MA'] = df['close'].rolling(ma_n).mean() ma = df.iloc[-1]['MA'] ma2 = df.iloc[-2]['MA'] # ===寻找交易信号 signal = None close = df.iloc[-1]['close'] close2 = df.iloc[-2]['close'] # 找出做多信号 if (close > upper) and (close2 <= upper2) and (close > ma) and (close2 <= ma2): signal = 1 # 找出做空信号 elif (close < lower) and (close2 >= lower2) and (close < ma) and (close2 >= ma2): signal = -1 # 找出做多平仓信号 elif (close < median) and (close2 >= median2): signal = 0 # 找出做空平仓信号 elif (close > median) and (close2 <= median2): signal = 0 return signal以上代码加入波动率来过滤信号

df['upper'] = df['median'] + volatility_factor * df['std'] df['lower'] = df['median'] - volatility_factor * df['std'] # 找出做多信号 if (close > upper) and (close2 <= upper2) and (close > ma) and ...

分析代码df.iloc[(df["数"]>200).values:][["出版社","评分","数"]].to_excel("2.xlsx",index=None)

- df.iloc[(df["数"]>200).values:]选取"数"列大于200的行，即从第一个True值所在的行开始选取到最后一行； - ["出版社","评分","数"]选取"出版社"、"评分"和"数"三列； - .to_excel("2.xlsx",index=None)将...

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