将 pd.ewma 从 pandas 0.17.0 迁移到 1.1.2

Question

我试图将这行代码从 Python 2.7/Pandas 0.17.0 移植到 Python 3.7/Pandas 1.1.2：python 2.7 / pandas 0.17.0returnVar = pd.ewma(varSeries, span = varSpan)python 3.7 / pandas 1.1.2。returnVar = varSeries.ewm(span = varSpan)在遗留代码中，返回类型为，pandas.core.series.Series而在迁移代码中，返回类型为pandas.core.window.ewm.ExponentialMovingWindow如何修复此问题以便获得完全相同的返回值和类型？蟒蛇2.7/熊猫0.17.0>>>type(varSeries)<class 'pandas.core.series.Series'>>>>type(varSpan)<type 'numpy.float64'>>>>varSpan3.0>>>varSeriesIndexDate2002-01-07    347.98470                 ...  2020-09-29     89.11943Name: SPGSCLP, dtype: float64>>>>>>returnVar = pd.ewma(varSeries,span=varSpan)>>>type(returnVar)<class 'pandas.core.series.Series'>>>>returnVarIndexDate2002-01-07    347.984700                 ...  2002-01-08    345.500633Name: SPGSCLP, dtype: float64蟒蛇 3.7 / 熊猫 1.1.2>>>returnVar = varSeries.ewm(span=varSpan)>>>type(returnVar)<class 'pandas.core.window.ewm.ExponentialMovingWindow'>>>>returnVarExponentialMovingWindow [com=1.0,min_periods=1,adjust=True,ignore_na=False,axis=0]

Answer 1

移植的代码应该是：

returnVar = varSeries.ewm(span=varSpan).mean()