你太牛了，不服不行！[em17]

#期货33品种随机游走检验
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import statsmodels.tsa.stattools as ts
import statsmodels.api as sm
from statsmodels.graphics.api import qqplot
from statsmodels.sandbox.stats.runs import runstest_1samp

namelist=['cu','al','zn','pb','sn','au','ag','rb','hc','bu','ru','m9','y9','a9',
              'p9','c9','cs','jd','l9','v9','pp','j9','jm','i9','sr','cf',
              'zc','fg','ta','ma','oi','rm','sm']
j=0
for i in namelist:
   
    filename='C:/Users/HXWD/Desktop/数据/'+i+'.csv'
    data=pd.read_csv(filename,encoding='gbk')
    data.columns=['date','open','high','low','close','amt','opi']
    data.head()
    data=np.log(data['close'])
    r=data-data.shift(1)
    r=r.dropna()
    #print(r)
    x = np.array(r)
    x[x>=0]=1
    x[x<0]=0
    t=runstest_1samp(x)
    if abs(t[0])<1.96 and t[1]>0.05:
        print('{}该收益序列属于随机游走'.format(i))