Code Error

[dingo9]

In Python-End-to-end-Data-Analysis/Module2/Python_Data_Analysis_code/Chapter 7/random_walk.ipynb

according to the formula given in the book

ratiosratios  ==  [][]

  for  symbol  in  ch7util.STOCKS:
    ohlc = dl.data.OHLC()
    P = ohlc.get(symbol)['Adj Close'].values
    N = len(P)
    mu = (np.log(P[-1]) - np.log(P[0]))/N
    var_a = 0
    var_b = 0

    for k in range(1, N):
        var_a = (np.log(P[k]) - np.log(P[k - 1]) - mu) ** 2
        var_a = var_a / N

    for k in range(1, N//2):
        var_b = (np.log(P[2 * k]) - np.log(P[2 * k - 2]) - 2 * mu) ** 2
        var_b = var_b / N

    ratios.append(np.sqrt(N) * (var_b/var_a - 1))

should be

    for k in range(1, N):
        var_a += (np.log(P[k]) - np.log(P[k - 1]) - mu) ** 2
    var_a = var_a / N

    for k in range(1, N//2):
        var_b += (np.log(P[2 * k]) - np.log(P[2 * k - 2]) - 2 * mu) ** 2
    var_b = var_b / N