In[76]: df.head()
Out[76]:
000001 000002 000004 000005 000006 000007 \
2004-09-30 0.006165 0.001848 -0.016529 -0.021818 -0.045045 -0.024444
2004-10-08 0.004902 0.025830 0.058824 0.033457 0.035377 0.041002
2004-10-11 0.004878 -0.003597 0.014550 -0.014388 0.015945 -0.017505
2004-10-12 -0.023058 0.045126 -0.027379 -0.010949 -0.020179 -0.022272
2004-10-13 0.012422 0.000000 0.067024 -0.003690 -0.043478 -0.006834
000008 000009 000010 000011 ... 600987 \
2004-09-30 -0.031891 -0.015000 -0.076923 -0.030380 ... -0.013657
2004-10-08 0.023529 0.027919 0.029167 0.044386 ... 0.030769
2004-10-11 -0.012644 -0.002469 -0.010121 0.050000 ... -0.007463
2004-10-12 -0.017462 -0.029703 -0.002045 0.050000 ... -0.033083
2004-10-13 -0.016588 0.012755 -0.020492 -0.006803 ... -0.004666
In[41]: df.info()
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 67 entries, 2004-09-30 to 2005-01-10
Columns: 1330 entries, 000001 to 990018
dtypes: float64(1330)
memory usage: 696.7 KB
correls = df.rolling(window=63).corr()运算,计算结果一直出不来,df一共67行,用df[0:63].corr()一下就能算出来了,想滚动计算这些,该怎么解决