Numpy 用scikits-statsmodels做正态性检验

import datetime
import numpy
from matplotlib import finance
from statsmodels.stats.adnorm import normal_ad
import sys

#1. 下载股价数据

# 2011到2012
start = datetime.datetime(2011, 01, 01)
end = datetime.datetime(2012, 01, 01)

print "Retrieving data for", sys.argv[1]
quotes = finance.quotes_historical_yahoo(sys.argv[1], start, end, asobject=True)

close = numpy.array(quotes.close).astype(numpy.float)
print close.shape

print normal_ad(numpy.diff(numpy.log(close)))

Retrieving data for AAPL
(252,)
(0.57103805516803163, 0.13725944999430437)