function_mapping_py.md

DolphinDB 函数到 Python 函数的映射

注意：本篇为 DolphinDB 与 Python 函数库的不完全映射。如发现错误或需要补充相关内容，可以在下方评论或联系我们！联系方式可参考 DolphinDB技术支持攻略。

• 统计函数
• 分布函数
• 数据处理的函数
• 校验函数
• 填充函数
• 排序函数
• TA-lib 函数

以下函数选取自 2.00 版本 用户手册。

统计函数

DolphinDB 函数	Python 函数
med	numpy.median
var	numpy.var(ddof=1)
varp	numpy.var
ewmVar	pandas.DataFrame.ewm.var
covar	pandas.Series.cov
ewmCov	pandas.DataFrame.ewm.cov
covarMatrix	numpy.cov
wcovar	numpy.cov(fweights)
std	numpy.std(ddof=1)
stdp	numpy.std
ewmStd	pandas.ewmstd
percentile	numpy.percentile / pandas.Series.percentile
percentileRank	scipy.stats.percentileofscore
quantile	numpy.quantile / pandas.Series.quantile
quantileSeries	numpy.quantile
corr	pandas.Series.corr
corrMatrix	numpy.corrcoef
ewmCorr	pandas.DataFrame.ewm.corr
max	pandas.DataFrame.max / pandas.Series.max / numpy.max
min	pandas.DataFrame.min / pandas.Series.min / numpy.min
mean	pandas.DataFrame.mean / pandas.Series.mean / numpy.mean
ewmMean	pandas.DataFrame.ewm.mean
avg	pandas.DataFrame.mean / pandas.Series.mean / numpy.mean
wavg	np.averge(weight)
acf	statsmodels.api.tsa.acf
autocorr
isPeak
isValley
sum	pandas.DataFrame.sum / pandas.Series.sum / numpy.sum
sum2
sum3
sum4
contextSum
contextSum2
sem	pandas.DataFrame.sem / pandas.Series.sem / scipy.stats.sem
mad (mean / median)	mean: pandas.DataFrame.mad / pandas.Series.mad
kurtosis	pandas.DataFrame.kurt(kurtosis) / pandas.Series.kurt(kurtosis) / scipy. stats.kurtosis
skew	pandas.DataFrame.skew / pandas.Series.kurt(skew) / scipy.stats.skew
beta(X, Y)	sklearn.linear_model.LinearRegression().fit(Y, X).coef_
mutualInfo	sklearn.metrics.mutual_info_score
spearmanr(X, Y)	scipy.stats.spearmanr(X, Y)[0]
euclidean	scipy.spatial.distance.euclidean
tanimoto	textdistance

分布函数

DolphinDB 函数	Python 函数
cdfBeta(a, b, X)	scipy.stats.beta.cdf(X, a, b)
cdfBinomial(trials, p, X)	scipy.stats.binom.cdf(X, trials, p)
cdfChiSquare(df, X)	scipy.stats.chi2.cdf(x, df)
cdfExp(mean, X)	scipy.stats.expon.cdf(x, scale=mean)
cdfF(dfn, dfd, X)	scipy.stats.f.cdf(X, dfn, dfd)
cdfGamma(shape, scale, X)	scipy.stats.gamma.cdf(X, shape, scale=scale)
cdfKolmogorov
cdfLogistic(mean, scale, X)	scipy.stats.logistic.cdf(X, loc=mean,scale=scale)
cdfNormal(mean,stdev,X)	scipy.stats.norm.cdf(X, loc=mean, scale=stdev)
cdfPoisson(mean, X)	scipy.stats.poisson.cdf(X, mu=mean)
cdfStudent(df, X)	scipy.stats.t.cdf(X, df)
cdfUniform(lower, upper, X)	scipy.stats.uniform.cdf(X, loc=lower, scale=upper-lower)
cdfWeibull(alpha, beta, X)	scipy.stats.weibull_min.cdf(X, alpha, scale=beta)
cdfZipf(num, exponent, X)	scipy.stats.zipfian.cdf(X, exponent, num)
invBeta	scipy.stats.beta.ppf(X, a, b)
invBinomial	scipy.stats.binom.ppf(X, trials, p)
invChiSquare	scipy.stats.chi2.ppf(x, df)
invExp	scipy.stats.expon.ppf(x, scale=mean)
invF	scipy.stats.f.ppf(X, dfn, dfd)
invGamma	scipy.stats.gamma.ppf(X, shape, scale=scale)
invLogistic	scipy.stats.logistic.ppf(X, loc=mean,scale=scale)
invNormal	scipy.stats.norm.ppf(X, loc=mean, scale=stdev)
invPoisson	scipy.stats.poisson.ppf(X, mu=mean)
invStudent	scipy.stats.t.ppf(X, df)
invUniform	scipy.stats.uniform.ppf(X, loc=lower, scale=upper-lower)
invWeibull	scipy.stats.weibull_min.ppf(X, alpha, scale=beta)
randBeta	numpy.random.beta
randBinomial	numpy.random.binomial
randChiSquare	numpy.random.chisquare
randExp	numpy.random.exponential
randF	numpy.random.f
randGamma	numpy.random.gamma
randLogistic	numpy.random.logistic
randNormal	numpy.random.normal
randMultivariateNormal	numpy.random.multivariate_normal
randPoisson	numpy.random.poisson
randStudent	numpy.random.standard_t
rand	numpy.random.rand
randDiscrete
randUniform	numpy.random.uniform
randWeibull	numpy.random.weibull
chiSquareTest	scipy.stats.chisquare
fTest	scipy.stats.f_oneway
zTest	statsmodels.stats.weightstats.ztest
tTest	scipy.stats.ttest_ind
ksTest	scipy.stats.ks_2samp
shapiroTest	scipy.stats.shapiro
mannWhitneyUTest	scipy.stats.mannwhitneyu
norm	np.random.normal

数据处理的函数

DolphinDB 函数	Python 函数
winsorize	scipy.stats.mstats.winsorize
resample	pandas.Series.resample / pandas.DataFrame.resample
spline
neville
dividedDifference
loess
copy	pandas.Series.copy / pandas.DataFrame.copy
stl	statsmodels.tsa.seasonal.STL
stat	pandas.Series.describe / pandas.DataFrame.describe 类似
trueRange	talib.TRANGE
manova	statsmodels.multivariate.manova.MANOVA
anova	statsmodels.api.stats.anova_lm
zigzag
zscore	scipy.stats.zscore(ddof=1)
crossStat
adaBoostClassifier	sklearn.ensemble.AdaBoostClassifier
adaBoostRegressor	sklearn.ensemble.AdaBoostRegressor
randomForestClassifier	sklearn.ensemble.RandomForestClassifier
randomForestRegressor	sklearn.ensemble.RandomForestRegressor
gaussianNB	sklearn.naive_bayes.GaussianNB
multinomialNB	sklearn.naive_bayes.MultinomialNB
logisticRegression	sklearn.linear_model.LogisticRegression
glm
gmm	sklearn.mixture.GaussianMixture
kmeans	sklearn.cluster.k_means
knn	sklearn.neighbors.KNeighborsClassifier
elasticNet	sklearn.linear_model.ElasticNet
lasso	sklearn.linear_model.Lasso
ridge	sklearn.linear_model.Ridge
linearTimeTrend
pca	sklearn.decomposition.PCA
olsolsEx	statsmodels.regression.linear_model.OLS
wls	statsmodels.regression.linear_model.WLS
residual

校验函数

DolphinDB 函数	Python 函数
all	all
any	any
hasNull
isNothing
isNull	pandas.DataFrame.isnull/pandas.DataFrame.isna
isValid	pandas.DataFrame.notnull/pandas.DataFrame.notna
isVoid
in	in
between	pandas.Series.between
isSpace	Series.str.isspace
isAlNum	Series.str.isalnum
isAlpha	Series.str.isalpha
isNumeric	Series.str.isnumeric
isDecimal	Series.str.isdecimal
isDigit	Series.str.isdigit
isLower	Series.str.islower
isUpper	Series.str.isupper
isTitle	Series.str.istitle
startsWith	pandas.Series.str.startswith
endsWith	pandas.Series.str.endswith
regexFind	pandas.Series.str.find
isDuplicated	pandas.Series.duplicated /pandas.DataFrame.duplicated
isSorted
isMonotonicIncreasing	pandas.Series.is_monotonic_decreasing
isMonotonicDecreasing	pandas.Series.is_monotonic_increasing
iif
ifNull
ifValid
mask	pandas.DataFrame.mask / pandas.Series.mask

填充函数

DolphinDB 函数	Python 函数
bfill/bfill!	pandas.DataFrame.bfill
ffill/ffill!	DataFrame.ffill
interpolate	DataFrame.interpolate
lfill/lfill!	DataFrame.interpolate(method='linear')
nullFill/nullFill!	DataFrame.fillna
fill!	obj[index]=value

排序函数

DolphinDB 函数	Python 函数
sort/sort!	pandas.Series.sort_values
isort/isort!	numpy.argsort
isortTop
rank	pandas.Series.rank/pandas.DataFrame.rank
denseRank	pandas.Series.rank(method='dense')/pandas.DataFrame.rank(method='dense')

TA-lib 函数

DolphinDB 函数	Python 函数
ma	talib.MA
ema	talib.EMA
wma	talib.WMA
sma	talib.SMA
trima	talib.TRIMA
tema	talib.TEMA
dema	talib.DEMA
gema
kama	talib.KAMA
wilder
t3	talib.T3
linearTimeTrend	talib.LINEARREG_SLOPE / talib.LINEARREG_INTERCEPT

以上列出的 TA-lib 函数为 DolphinDB 的内置函数。

更多 TA-lib 指标函数请参考 DolphinDB 的 ta 模块。