Python：如何将均值和标准差进行排序？

我有一个用于多种不同度量的代码（例如，风险价值、欧米茄、索蒂诺等）。我用于计算平均值的公式是：

平均值（平均值）：

标准偏差：

return numpy.std(returns)

我想对计算中使用的平均值（和标准偏差）进行统计。有人能建议怎么做吗？我已经找到了这一部分，但不确定如何实现它（当然，如果是这样的话）：

感谢您提供准确的答案，我们需要您的帮助

假定“e”是一个n数组

import numpy as np
import scipy as sp
from scipy.stats.mstats import winsorize

e = np.random.rand(1,100)
print("{}".format(e))
winsorize(e, limits=(0.25,0.25), inplace=True)
print("{}".format(e))

试试这个：

import os
import numpy as np

from scipy.stats.mstats import winsorize

file_location = input("path to file: ")
dirname = os.path.dirname(file_location)
filename = os.path.basename(file_location)

with open(file_location, 'r') as readfile, \
        open(os.path.join(dirname, 'win_' + filename), 'w') as writefile1, \
        open(os.path.join(dirname, 'mod_' + filename), 'w') as writefile2:
    writefile1.write('adj_mean,adj_std\n')
    for idx, line in enumerate(readfile):
        print("Reading line# {}...".format(idx))
        series = np.array([float(x) for x in line.split(',')])
        print("Read {} values...".format(len(series)))
        winsorized_series = winsorize(series, limits=[0.10, 0.10])
        print("Writing modified series to file...")
        writefile2.write(','.join(map(str, winsorized_series)) + '\n')
        adj_mean = np.mean(winsorized_series)
        adj_std = np.std(winsorized_series)
        print("adj mean and std dev...")
        writefile1.write("{},{}\n".format(adj_mean, adj_std))

import os
import numpy as np

from scipy.stats.mstats import winsorize

file_location = input("path to file: ")
dirname = os.path.dirname(file_location)
filename = os.path.basename(file_location)

with open(file_location, 'r') as readfile, \
        open(os.path.join(dirname, 'win_' + filename), 'w') as writefile1, \
        open(os.path.join(dirname, 'mod_' + filename), 'w') as writefile2:
    writefile1.write('adj_mean,adj_std\n')
    for idx, line in enumerate(readfile):
        print("Reading line# {}...".format(idx))
        series = np.array([float(x) for x in line.split(',')])
        print("Read {} values...".format(len(series)))
        winsorized_series = winsorize(series, limits=[0.10, 0.10])
        print("Writing modified series to file...")
        writefile2.write(','.join(map(str, winsorized_series)) + '\n')
        adj_mean = np.mean(winsorized_series)
        adj_std = np.std(winsorized_series)
        print("adj mean and std dev...")
        writefile1.write("{},{}\n".format(adj_mean, adj_std))