差值报错
ValueError: not enough values to unpack (expected 2, got 1)
是我数据有问题吗 但是shape都是(94,)
下面是代码
call['Strike'].shape
call['Bid'].shape这两个shape都是(94,)
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import scipy as sp
from scipy.interpolate import splprep
call = pd.read_csv('D:\\x\\spxcall.csv')
mid_price =(call['Bid']+call['Ask'])/2
strike = call['Strike']
plt.scatter(strike,mid_price)
call['Strike'].shape
call['Bid'].shape
p =sp.interpolate.splprep(call['Strike'],call['Bid'],k=4)
x = np.arange(1200,3000,1)
y = sp.interpolate.splev(x,p1,der = 0)