NumPy 特殊数组与通用函数
# 来源：NumPy Cookbook 2e ch6
创建通用函数
from __future__ import print_function
import numpy as np
# 我们需要定义对单个元素操作的函数
def double(a):
return 2 * a
# frompyfunc（或者 vectorize）
# 将其转换为对数组每个元素操作的函数
ufunc = np.frompyfunc(double, 1, 1)
print("Result", ufunc(np.arange(4)))
# Result [0 2 4 6]
勾股数
from __future__ import print_function
import numpy as np
# 勾股数是指满足 a ** 2 + b ** 2 == c ** 2 的三个数
# 我们使 a = m ** 2 - n ** 2，b = 2 * m * n
# c = m ** 2 + n ** 2，来寻找 a + b + c == 1000 的勾股数
# m 和 n 都取 0 ~ 32
m = np.arange(33)
n = np.arange(33)
# 计算 a，b 和 c
# outer 生成 a[i] op b[j] 为每个元素的矩阵
# 相当于 meshgrid 之后再逐元素操作
a = np.subtract.outer(m ** 2, n ** 2)
b = 2 * np.multiply.outer(m, n)
c = np.add.outer(m ** 2, n ** 2)
# 取符合我们条件的下标
# where 把布尔下标转换为位置下标
idx = np.where((a + b + c) == 1000)
# 验证并打印结果
np.testing.assert_equal(a[idx]**2 + b[idx]**2, c[idx]**2)
print(a[idx], b[idx], c[idx])
# [375] [200] [425]
CharArray 字符串操作
# chararray 数组的元素只能是字符串
# 并且拥有许多字符串专用的方法
# 虽然我们可以为字符串创建通用函数
# 但是直接使用这些方法更省事
import urllib2
import numpy as np
import re
# 使用 urllib2 库下载网页
# 更推荐 requests 库
response = urllib2.urlopen('http://python.org/')
html = response.read()
# 替换掉所有标签
html = re.sub(r'<.*?>', '', html)
# 创建仅仅包含该 HTML 的一维数组
# 并转为 chararray
carray = np.array(html).view(np.chararray)
# expandtabs 将 TAB 转换为指定个数的空格
carray = carray.expandtabs(1)
# splitlines 按换行符分割，会多一个维度
carray = carray.splitlines()
print(carray)
创建屏蔽数组
from __future__ import print_function
import numpy as np from scipy.misc
import lena
import matplotlib.pyplot as plt
# 加载 Lena 图像
lena = lena()
# 掩码数组和图像形状一致，元素取 0 和 1 的随机数
random_mask = np.random.randint(0, 2, size=lena.shape)
# 绘制原始图像
plt.subplot(221)
plt.title("Original")
plt.imshow(lena)
plt.axis('off')
# ma.array 创建屏蔽数组
# 如果 random_mask 中某个元素是 0
# masked_array 中就将其屏蔽
# 访问会返回 masked
# 但是转换回 np.array 时会恢复
masked_array = np.ma.array(lena, mask=random_mask)
print(masked_array)
# 绘制掩码后的图像
plt.subplot(222)
plt.title("Masked")
plt.imshow(masked_array)
plt.axis('off')
忽略负数以及极值
from __future__ import print_function
import numpy as np
from matplotlib.finance
import quotes_historical_yahoo
from datetime import date
import matplotlib.pyplot as plt
def get_close(ticker):
# 获取指定股票近一年的收盘价
today = date.today()
start = (today.year - 1, today.month, today.day)
quotes = quotes_historical_yahoo(ticker, start, today)
return np.array([q[4] for q in quotes])
# 获取 AAPL 一年的收盘价
close = get_close('AAPL')
triples = np.arange(0, len(close), 3)
print("Triples", triples[:10], "...")
# Triples [ 0 3 6 9 12 15 18 21 24 27] ...
# 创建等长的全 1 数组
signs = np.ones(len(close))
print("Signs", signs[:10], "...")
# Signs [ 1. 1. 1. 1. 1. 1. 1. 1. 1. 1.] ...
# sign 中每隔三个元素变为 -1
signs[triples] = -1
print("Signs", signs[:10], "...")
# Signs [-1. 1. 1. -1. 1. 1. -1. 1. 1. -1.] ...
# ma.log 的作用是
# 如果元素小于等于 0，将其屏蔽
# 如果元素大于 0，取对数
ma_log = np.ma.log(close * signs)
print("Masked logs", ma_log[:10], "...")
# Masked logs [-- 5.93655586575 5.95094223368 -- 5.97468290742 5.97510711452 -- 6.01674381162 5.97889061623 --] ...
dev = close.std()
avg = close.mean()
# 屏蔽 avg - dev 到 avg + dev 之外的元素
inside = np.ma.masked_outside(close, avg - dev, avg + dev)
print("Inside", inside[:10], "...")
# Inside [-- -- -- -- -- -- 409.429675172 410.240597855 -- --] ...
# 绘制原始数据
plt.subplot(311)
plt.title("Original")
plt.plot(close)
# 绘制对数屏蔽后的数据
plt.subplot(312)
plt.title("Log Masked")
plt.plot(np.exp(ma_log))
# 绘制范围屏蔽后的数据
plt.subplot(313)
plt.title("Not Extreme")
plt.plot(inside)
plt.tight_layout()
plt.show()
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记录数组
# rec.array 是 array 的子类
# 可以通过元素的属性来访问元素
from __future__ import print_function
import numpy as np from matplotlib.finance
import quotes_historical_yahoo
from datetime import date
tickers = ['MRK', 'T', 'VZ']
def get_close(ticker):
# 获取指定股票近一年的收盘价
today = date.today()
start = (today.year - 1, today.month, today.day)
quotes = quotes_historical_yahoo(ticker, start, today)
return np.array([q[4] for q in quotes])
# 创建记录数组，来统计每个股票的代码、
# 标准分（标准差的倒数）、均值和得分
weights = np.recarray((len(tickers),), dtype=[('symbol', np.str_, 16),
('stdscore', float), ('mean', float), ('score', float)])
for i, ticker in enumerate(tickers):
# 获取收盘价、计算对数收益
close = get_close(ticker)
logrets = np.diff(np.log(close))
# 保存符号、对数收益的均值和标准分
weights[i]['symbol'] = ticker
weights[i]['mean'] = logrets.mean()
weights[i]['stdscore'] = 1/logrets.std()
weights[i]['score'] = 0
# 每个股票的均值和标准分需要除以相应的总数
for key in ['mean', 'stdscore']:
wsum = weights[key].sum()
weights[key] = weights[key]/wsum
# 得分是标准分和均值的均值
weights['score'] = (weights['stdscore'] + weights['mean'])/2 weights['score'].sort()
# 打印每个股票的信息
for record in weights:
print("%s,mean=%.4f,stdscore=%.4f,score=%.4f" % (record['symbol'], record['mean'], record['stdscore'], record['score']))
'''
MRK,mean=0.8185,stdscore=0.2938,score=0.2177
T,mean=0.0927,stdscore=0.3427,score=0.2262
VZ,mean=0.0888,stdscore=0.3636,score=0.5561
'''
