运行 Dickey-Fuller 测试时获得空列表

Question

我正在运行以下代码来对币安的加密货币运行 Dickey-Fuller 测试，但结果是我得到一个空列表。

import pandas as pd
import numpy as np
from binance.um_futures import UMFutures
from binance.exceptions import BinanceAPIException
from binance.client import Client
import time

api_key = ''
api_secret = ''
client = UMFutures(key = api_key, secret = api_secret)

def klines(symbol):
    try:
        df = pd.DataFrame(client.klines(symbol, '1h', limit = 720))
    except BinanceAPIException as e:
        print(e)
        sleep(60)
        df = pd.DataFrame(client.klines(symbol, '1h', limit = 720))
    df = df.iloc[:,:6]
    df.columns = ['Time', 'Open', 'High', 'Low', 'Close', 'Volume']
    df = df.set_index('Time')
    df.index = pd.to_datetime(df.index, unit='ms')
    df.drop(columns = ['Open', 'High', 'Low', 'Volume'], axis = 1, inplace = True)
    df = df.astype(float)
    return df

from statsmodels.tsa.stattools import adfuller

base = ['BTCUSDT', 'ETHUSDT','BCHUSDT','XRPUSDT', 'FLOWUSDT', 'MATICUSDT', 'ZENUSDT', 'SUSHIUSDT', 
        'BANDUSDT', 'LRCUSDT','FLMUSDT', 'BAKEUSDT', 'BELUSDT', 'MANAUSDT', 'CRVUSDT', 'ATAUSDT', 'BELUSDT', 'DGBUSDT', 'DOGEUSDT']
res = []
for i in base:
    for j in base[base.index(i):]:
        if i != j:
            spreadcheck = adfuller((klines(i)['Close'])/(klines(j)['Close']).dropna(), autolag='AIC')
            if spreadcheck[1] < 0.001:
               res.append([i,j, spreadcheck[0], spreadcheck[1]])   

def PValue(inputList):
    return inputList[3]
res = sorted(res, key=PValue)
res

为什么会发生这种情况？我缺少的是什么？谢谢！！！

Answer 1

我遇到错误“ModuleNotFoundError：没有名为“binance.um_futures”的模块” 那么我无法运行代码，但为什么要从“inputList”中选择第三个索引？ “inputList”有价值吗？