質問編集履歴
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エラー全文を記入しました。よろしくお願い致します。
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@@ -78,6 +78,70 @@
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TypeError: Only valid with DatetimeIndex, TimedeltaIndex or PeriodIndex, but got an instance of 'Index'
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---------------------------------------------------------------------------
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TypeError Traceback (most recent call last)
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<ipython-input-56-21cb90a97e71> in <module>()
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2 signal=trend_signal(returns,100,3)
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3 #signal.index=pd.to_datetime(signal.index)
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----> 4 trade_friday=signal.resample("W-FRI").mean().resample("B").ffill()#.mean()の記載はないが記載しないと将来使えないよと注意が出る。
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5 trade_rets=trade_friday.shift(1)*returns
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6 #trade_rets.index=pd.to_object(trade_tets.index)
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C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\generic.py in resample(self, rule, how, axis, fill_method, closed, label, convention, kind, loffset, limit, base, on, level)
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5520 axis=axis, kind=kind, loffset=loffset,
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5521 convention=convention,
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-> 5522 base=base, key=on, level=level)
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5523 return _maybe_process_deprecations(r,
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5524 how=how,
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C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\resample.py in resample(obj, kind, **kwds)
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997 """ create a TimeGrouper and return our resampler """
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998 tg = TimeGrouper(**kwds)
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--> 999 return tg._get_resampler(obj, kind=kind)
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C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\resample.py in _get_resampler(self, obj, kind)
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1114 raise TypeError("Only valid with DatetimeIndex, "
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1115 "TimedeltaIndex or PeriodIndex, "
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-> 1116 "but got an instance of %r" % type(ax).__name__)
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1118 def _get_grouper(self, obj, validate=True):
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TypeError: Only valid with DatetimeIndex, TimedeltaIndex or PeriodIndex, but got an instance of 'Index'
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---------------------------------------------------------------------------
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インデックスがobjectだからダメなのかと思い。
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@@ -100,6 +164,52 @@
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ValueError: Cannot add integral value to Timestamp without freq.
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---------------------------------------------------------------------------
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ValueError Traceback (most recent call last)
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<ipython-input-57-eb0ae3dff6b9> in <module>()
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7
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8 #次に、この戦略のリターンをリターンインデックスに変換して、グラフを描きます。
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----> 9 to_index(trade_rets).plot()
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11 #分からないのでstop!
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<ipython-input-49-03cae7f6c268> in to_index(rets)
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5 def to_index(rets):
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6 index=(1+rets).cumprod()
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----> 7 first_loc=max(index.notnull().idxmax()-1,0)
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8 index.values[first_loc]=1
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9 return index
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pandas/_libs/tslib.pyx in pandas._libs.tslib._Timestamp.__sub__()
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pandas/_libs/tslib.pyx in pandas._libs.tslib._Timestamp.__add__()
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ValueError: Cannot add integral value to Timestamp without freq.
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---------------------------------------------------------------------------
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まだまだ勉強不測で対処方が全く対処が分からないです。
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