{"id":107,"date":"2024-03-06T19:25:45","date_gmt":"2024-03-06T11:25:45","guid":{"rendered":"https:\/\/www.nickchan.cn\/?p=107"},"modified":"2024-07-10T18:27:40","modified_gmt":"2024-07-10T10:27:40","slug":"%e8%82%a1%e7%a5%a8%e5%88%86%e6%9e%90","status":"publish","type":"post","link":"https:\/\/www.nickchan.cn\/index.php\/2024\/03\/06\/%e8%82%a1%e7%a5%a8%e5%88%86%e6%9e%90\/","title":{"rendered":"\u80a1\u7968\u5206\u6790"},"content":{"rendered":"

\u529f\u80fd\uff1a<\/h1>\n

\u901a\u8fc7tushare\u548cpandas\uff0c\u5b9e\u73b0\u80a1\u7968\u5206\u6790\u53ca\u76ee\u6807\u80a1\u7968\u7b5b\u9009<\/p>\n

\u4ee3\u7801\uff1a<\/h1>\n
import tushare as ts\nimport pandas as pd\nfrom pandas import DataFrame, Series\nimport numpy as np\n\n# \u83b7\u53d6\u67d0\u53ea\u80a1\u7968\u7684\u5386\u53f2\u884c\u60c5\u6570\u636e\n# code:\u5b57\u7b26\u4e32\u5f62\u5f0f\u7684\u80a1\u7968\u4ee3\u7801\ndf = ts.get_k_data(code='600519', start='2000-01-01', end='2020-12-31')  # \u4e0d\u77e5\u9053\u80a1\u7968\u6570\u636e\u4ece\u54ea\u5e74\u5f00\u59cb\uff0c\u53ef\u4ee5\u6307\u5b9a\u4e00\u4e2a\u6bd4\u8f83\u65e9\u7684\u65e5\u671f\u3002\ndf.to_csv('.\/\u8305\u53f0.csv') #\u8c03\u7528to_xxx\u65b9\u6cd5\u5c06df\u4e2d\u7684\u6570\u636e\u5199\u5165\u672c\u5730\u8fdb\u884c\u5b58\u50a8\ndf=pd.read_csv('\u8305\u53f0.csv')\ndf.head()\n\n#\u67e5\u770b\u4fee\u6539\u524d\u7684\u6570\u636e\u7c7b\u578b\ndf.info()\n#\u56e0\u4e3adate\u4fdd\u5b58\u4e3a\u5b57\u7b26\u4e32\u7c7b\u578b\uff0c\u56e0\u6b64\u9700\u8981\u5c06date\u5217\u8f6c\u6362\u6210\u65f6\u95f4\u5e8f\u5217\u7c7b\u578b\ndf['date']=pd.to_datetime(df['date'])\ndf.head()\n#\u67e5\u770b\u4fee\u6539\u540e\u7684\u6570\u636e\u7c7b\u578b\ndf.info()\n\n#\u5c06date\u8fd9\u4e00\u5217\u4f5c\u4e3a\u6e90\u6570\u636e\u7684\u884c\u7d22\u5f15\ndf.set_index('date',inplace=True)\ndf.head()\n\n#\u8f93\u51fa\u8be5\u80a1\u7968\u6240\u6709\u6536\u76d8\u6bd4\u5f00\u76d8\u4e0a\u6da83%\u4ee5\u4e0a\u7684\u65e5\u671f\n#\u4f2a\u4ee3\u7801\uff1a (\u6536\u76d8-\u5f00\u76d8)\/\u5f00\u76d8 >0.03\n#(df['close']-df['open'])\/df['open']>0.03\n\ndf.loc[(df['close']-df['open'])\/df['open']>0.03] #\u83b7\u53d6\u4e86True\u5bf9\u5e94\u7684\u884c\u6570\u636e\uff08\u6ee1\u8db3\u9700\u6c42\u7684\u884c\u6570\u636e\uff09\n#\u5c06\u8fd9\u4e9b\u6570\u636e\u4f5c\u4e3a\u884c\u7d22\u5f15\n#\u539f\u56e0\uff1a\u5982\u679c\u5e03\u5c14\u503c\u4f5c\u4e3a\u6e90\u6570\u636e\u7684\u884c\u7d22\u5f15\uff0c\u5219\u53ef\u4ee5\u53d6\u51fatrue\u5bf9\u5e94\u7684\u884c\u6570\u636e\uff0c\u5ffd\u7565False\u5bf9\u5e94\u7684\u884c\u6570\u636e\u3002\ndf.loc[(df['close']-df['open'])\/df['open']>0.03].index\nprint('\u6536\u76d8\u6bd4\u5f00\u76d8\u4e0a\u6da83%\u4ee5\u4e0a\u7684\u65e5\u671f:')\nprint(df)\n\n#\u627e\u5230\u8be5\u80a1\u7968\u6240\u6709\u5f00\u76d8\u6bd4\u524d\u65e5\u6536\u76d8\u8dcc\u5e45\u8d85\u8fc72%\u7684\u65e5\u671f\n#\u600e\u4e48\u7528\u4eca\u65e5\u5f00\u76d8-\u524d\u65e5\u6536\u76d8\uff1f\n# \uff08\u524d\u65e5\u6536\u76d8\u4e3a\u5f00\u76d8\u7684\u524d\u4e00\u5929\u7684\u6536\u76d8\uff0c\u4e5f\u5c31\u662f\u6bd4\u5982\u4eca\u5929\u662f2001\u5e748\u670828\u65e5\uff0c\u524d\u65e5\u5c31\u662f2001\u5e748\u670827\u65e5\uff0c\n# 8\u670828\u65e5\u5f00\u76d8\u4e0e8\u670827\u65e5\u7684\u6536\u76d8\u6570\u636e\u521a\u597d\u662f\u9519\u884c\u4e86\uff0c\u8981\u600e\u4e48\u5b9e\u73b0\u9519\u884c\u76f8\u51cf\u5462\uff1f\u8fd9\u65f6\u5019\u53ef\u4ee5\u8003\u8651\u5c06close\u8fd9\u4e00\u5217\u6574\u4f53\u4e0b\u79fb\u4e00\u884c\u6765\u8868\u793a\u3002\uff09\n\n#\u627e\u5230\u8be5\u80a1\u7968\u6240\u6709\u5f00\u76d8\u6bd4\u524d\u65e5\u6536\u76d8\u8dcc\u5e45\u8d85\u8fc72%\u7684\u65e5\u671f\u3002\n#\u4f2a\u4ee3\u7801\uff1a(\u5f00\u76d8-\u524d\u65e5\u6536\u76d8)\/\u524d\u65e5\u6536\u76d8<-0.02\n# (df['open']-df['close'].shift(1))\/df['close'].shift(1)<-0.02\n# shift(1)\u8868\u793aclose\u8fd9\u4e00\u5217\u6574\u4f53\u4e0b\u79fb\u4e00\u884c\uff0c\u82e5\u662fshift(-1)\u5219\u8868\u793a\u6574\u4f53\u4e0a\u79fb\u4e00\u4f4d\u3002\ndf.loc[(df['open']-df['close'].shift(1))\/df['close'].shift(1)<-0.02]\ndf.loc[(df['open']-df['close'].shift(1))\/df['close'].shift(1)<-0.02].index\nprint('\u5f00\u76d8\u6bd4\u524d\u65e5\u6536\u76d8\u8dcc\u5e45\u8d85\u8fc72%\u7684\u65e5\u671f:')\nprint(df)\n\n#\u5982\u679c\u6211\u4ece2010\u5e741\u67081\u65e5\u5f00\u59cb\uff0c\u6bcf\u6708\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u4e70\u5165\u4e00\u624b\u80a1\u7968\uff0c\u6bcf\u5e74\u6700\u540e\u4e00\u4e2a\u4ea4\u6613\u65e5\u5356\u51fa\u6240\u6709\u80a1\u7968\uff0c\u52302020\u5e742\u670818\u65e5\u4e3a\u6b62\uff0c\u6211\u7684\u80a1\u7968\u6536\u76ca\u5982\u4f55\uff1f\n\n# \u5206\u6790\uff1a\n# \u65f6\u95f4\u8282\u70b9\uff1a2010-2020\u5e74\n# \u4e00\u624b\u80a1\u7968\uff1a100\u80a1\n# \u4e70\uff1a\n# \u4e00\u4e2a\u5b8c\u6574\u7684\u5e74\u9700\u8981\u4e70\u5165\u591a\u5c11\u80a1\uff1f\n# 10012=1200\n# \u5356\uff1a\n# \u4e00\u4e2a\u5b8c\u6574\u7684\u5e74\u9700\u8981\u5356\u51fa\u591a\u5c11\u80a1\uff1f\n# 10012=1200\n\n#\u9009\u62e9\u5b50\u96c6\nnew_df=df['2010-01-01':'2020-02-18']\nprint(new_df)\n\n#\u627e\u6bcf\u4e2a\u6708\u7684\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u5bf9\u5e94\u7684\u884c\u6570\u636e\uff08\u6355\u83b7\u5230\u5f00\u76d8\u4ef7\uff09--\u6bcf\u6708\u7684\u7b2c\u4e00\u884c\u6570\u636e\n#\u6839\u636e\u6708\u4efd\u4ece\u539f\u59cb\u6570\u636e\u4e2d\u63d0\u53d6\u6307\u5b9a\u7684\u6570\u636e\n#\u6bcf\u6708\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u5bf9\u5e94\u7684\u6570\u636e\n#\u6570\u636e\u7684\u91cd\u65b0\u53d6\u6837\uff0cM\u8868\u793a\u6309\u6708\uff0cfirst()\u8868\u793a\u7b2c\u4e00\u884c\u6570\u636e\ndf_m=new_df.resample('M').first()\nprint(df_m)\n\ncost=df_m['open'].sum()*100\nprint('cost = ', cost)\n\n#\u7279\u6b8a\u60c5\u51b5\uff1a2020\u5e74\u7684\u80a1\u7968\u5356\u4e0d\u51fa\u53bb,\u56e0\u4e3a\u8fd8\u6ca1\u5230\u5e74\u5e95\n#\u5c062020\u5e74\u6700\u540e1\u884c\u5207\u51fa\u53bb\ndf_y=new_df.resample('A').last()[:-1]\nprint(df)\n\nprint('cost = ',cost)\nresv=df_y['open'].sum()*1200\nprint('resv = ',resv)\n\n#\u5c062020\u5e742\u670817\u65e5\u7684\u6536\u76d8\u4ef7\u4f5c\u4e3a\u5269\u4f59\u80a1\u7968\u7684\u5355\u4ef7\nprice=df.loc['2020-2-17','close']\nlast_monry=200*price\nprint('last_monry = ',last_monry)\n\nsum_resv = resv+last_monry-cost\nprint('sum_resv = ',sum_resv)<\/code><\/pre>\n","protected":false},"excerpt":{"rendered":"
\u529f\u80fd\uff1a \u901a\u8fc7tushare\u548cpandas\uff0c\u5b9e\u73b0\u80a1\u7968\u5206\u6790\u53ca\u76ee\u6807\u80a1\u7968\u7b5b\u9009 \u4ee3\u7801\uff1a import tushare a … <\/p>\n
\u7ee7\u7eed\u9605\u8bfb\u201c\u80a1\u7968\u5206\u6790\u201d<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[138],"tags":[],"_links":{"self":[{"href":"https:\/\/www.nickchan.cn\/index.php\/wp-json\/wp\/v2\/posts\/107"}],"collection":[{"href":"https:\/\/www.nickchan.cn\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.nickchan.cn\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.nickchan.cn\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.nickchan.cn\/index.php\/wp-json\/wp\/v2\/comments?post=107"}],"version-history":[{"count":2,"href":"https:\/\/www.nickchan.cn\/index.php\/wp-json\/wp\/v2\/posts\/107\/revisions"}],"predecessor-version":[{"id":109,"href":"https:\/\/www.nickchan.cn\/index.php\/wp-json\/wp\/v2\/posts\/107\/revisions\/109"}],"wp:attachment":[{"href":"https:\/\/www.nickchan.cn\/index.php\/wp-json\/wp\/v2\/media?parent=107"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.nickchan.cn\/index.php\/wp-json\/wp\/v2\/categories?post=107"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.nickchan.cn\/index.php\/wp-json\/wp\/v2\/tags?post=107"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}