这不是直接启用的，但是您可以这样做
In [29]: barsOut[29]: <class 'pandas.core.frame.Dataframe'>DatetimeIndex: 942 entries, 2010-01-04 00:00:00 to 2013-09-30 00:00:00Data columns (total 6 columns):Open 942 non-null valuesHigh 942 non-null valuesLow 942 non-null valuesClose 942 non-null valuesVolume 942 non-null valuesAdj Close 942 non-null valuesdtypes: float64(5), int64(1)window=30In [30]: concat([ (Series(vwap(bars.iloc[i:i+window]),index=[bars.index[i+window]])) for i in xrange(len(df)-window) ])Out[30]: 2010-02-17 203.212010-02-18 202.952010-02-19 202.642010-02-22 202.412010-02-23 202.192010-02-24 201.852010-02-25 201.652010-02-26 201.502010-03-01 201.312010-03-02 201.352010-03-03 201.422010-03-04 201.092010-03-05 200.952010-03-08 201.502010-03-09 202.02...2013-09-10 485.942013-09-11 487.382013-09-12 486.772013-09-13 487.232013-09-16 487.202013-09-17 486.092013-09-18 485.522013-09-19 485.302013-09-20 485.372013-09-23 484.872013-09-24 485.812013-09-25 486.412013-09-26 486.072013-09-27 485.302013-09-30 484.74Length: 912
