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| from numpy import std
hs_histo_2452 = [24964.37, 24710.6, 24500.61, 24700.3, 24222.58, 24027.18, 23693.02, 23214.46, 23637.39, 23605.71, 23524.02, 22896.14, 23023.86, 23054.68, 22877.25, 23166.22, 23007.99, 23249.8]
# calcul des espérances
e_hs_2452 = []
e = 0.
i = 1
for i in hs_histo_2452:
e = hs_histo_2452[i]-hs_histo_2452[i-1]
e_hs_2452 = e_hs_2452.append(e)
i+=1
# calcul de la moyenne
somme = 0.
mu = 0.
j = 0
for j in e_hs_2452:
somme = somme + e_hs_2452[j]
j+=1
mu = somme / j
print("mu = ", mu)
# calcul vol histo
# calcul des perfs
perf_hs_2452 = []
perf_int = 0.
perf = 0.
k = 1
vol_histo = 0.
for k in hs_histo_2452:
perf_int = hs_histo_2452[k]-hs_histo_2452[k-1]
perf = perf_int/hs_histo_2452[k-1]
perf_hs_2452 = perf_hs_2452.append(perf)
k+=1
vol_histo = numpy.std(perf_hs_2452)
print("sigma = ", vol_histo) |
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