python-pour-finance/02-NumPy/.ipynb_checkpoints/2-Numpy-Operations-checkpoi...

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{
"cells": [
{
"cell_type": "markdown",
"metadata": {
"collapsed": true
},
"source": [
"# Opérations NumPy"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Arithmétique\n",
"\n",
"Vous pouvez facilement effectuer un tableau avec l'arithmétique tableau, ou scalaire avec l'arithmétique tableau. Voyons quelques exemples :"
]
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {
"collapsed": true
},
"outputs": [],
"source": [
"import numpy as np\n",
"arr = np.arange(0,10)"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"array([ 0, 2, 4, 6, 8, 10, 12, 14, 16, 18])"
]
},
"execution_count": 2,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"arr + arr"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"array([ 0, 1, 4, 9, 16, 25, 36, 49, 64, 81])"
]
},
"execution_count": 3,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"arr * arr"
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"array([0, 0, 0, 0, 0, 0, 0, 0, 0, 0])"
]
},
"execution_count": 4,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"arr - arr"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"/Users/marci/anaconda/lib/python3.5/site-packages/ipykernel/__main__.py:1: RuntimeWarning: invalid value encountered in true_divide\n",
" if __name__ == '__main__':\n"
]
},
{
"data": {
"text/plain": [
"array([ nan, 1., 1., 1., 1., 1., 1., 1., 1., 1.])"
]
},
"execution_count": 5,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# Avertissement en cas de division par zéro, mais pas une erreur !\n",
"# Seulement remplacé par nan\n",
"arr/arr"
]
},
{
"cell_type": "code",
"execution_count": 6,
"metadata": {},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"/Users/marci/anaconda/lib/python3.5/site-packages/ipykernel/__main__.py:1: RuntimeWarning: divide by zero encountered in true_divide\n",
" if __name__ == '__main__':\n"
]
},
{
"data": {
"text/plain": [
"array([ inf, 1. , 0.5 , 0.33333333, 0.25 ,\n",
" 0.2 , 0.16666667, 0.14285714, 0.125 , 0.11111111])"
]
},
"execution_count": 6,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# Avertissement aussi, mais pas une erreur, remplacé par l'infini\n",
"1/arr"
]
},
{
"cell_type": "code",
"execution_count": 10,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"array([ 0, 1, 8, 27, 64, 125, 216, 343, 512, 729])"
]
},
"execution_count": 10,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"arr**3"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Fonctions universelles de tableau\n",
"\n",
"Numpy vient avec beaucoup de [fonctions universelles de tableau](http://docs.scipy.org/doc/numpy/reference/ufuncs.html), qui sont essentiellement juste des opérations mathématiques que vous pouvez utiliser pour effectuer l'opération à travers le tableau. En voici quelques unes :"
]
},
{
"cell_type": "code",
"execution_count": 12,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"array([ 0. , 1. , 1.41421356, 1.73205081, 2. ,\n",
" 2.23606798, 2.44948974, 2.64575131, 2.82842712, 3. ])"
]
},
"execution_count": 12,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# Prendre la racine carrée\n",
"np.sqrt(arr)"
]
},
{
"cell_type": "code",
"execution_count": 13,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"array([ 1.00000000e+00, 2.71828183e+00, 7.38905610e+00,\n",
" 2.00855369e+01, 5.45981500e+01, 1.48413159e+02,\n",
" 4.03428793e+02, 1.09663316e+03, 2.98095799e+03,\n",
" 8.10308393e+03])"
]
},
"execution_count": 13,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# Calcul exponentiel (e^)\n",
"np.exp(arr)"
]
},
{
"cell_type": "code",
"execution_count": 14,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"9"
]
},
"execution_count": 14,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"np.max(arr) # comme arr.max()"
]
},
{
"cell_type": "code",
"execution_count": 15,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"array([ 0. , 0.84147098, 0.90929743, 0.14112001, -0.7568025 ,\n",
" -0.95892427, -0.2794155 , 0.6569866 , 0.98935825, 0.41211849])"
]
},
"execution_count": 15,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"np.sin(arr)"
]
},
{
"cell_type": "code",
"execution_count": 16,
"metadata": {},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"/Users/marci/anaconda/lib/python3.5/site-packages/ipykernel/__main__.py:1: RuntimeWarning: divide by zero encountered in log\n",
" if __name__ == '__main__':\n"
]
},
{
"data": {
"text/plain": [
"array([ -inf, 0. , 0.69314718, 1.09861229, 1.38629436,\n",
" 1.60943791, 1.79175947, 1.94591015, 2.07944154, 2.19722458])"
]
},
"execution_count": 16,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"np.log(arr)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Bon travail!\n",
"\n",
"C'est tout ce que nous avons besoin de savoir pour l'instant !"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
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"language_info": {
"codemirror_mode": {
"name": "ipython",
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"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
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