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))

要获得准确答案，需要MCVE。
假设“e”是一个错误

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))

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

def winsorized_mean(x, ql, qr):
    return np.mean(winsorize(x, limits=(ql, qr))

def winsorized_std(x, ql, qr):
    return np.std(winsorize(x, limits=(ql, qr))