{"id":3729,"date":"2022-03-18T12:31:19","date_gmt":"2022-03-18T04:31:19","guid":{"rendered":"https:\/\/egonlin.com\/?p=3729"},"modified":"2022-04-26T14:06:19","modified_gmt":"2022-04-26T06:06:19","slug":"%e7%ac%ac%e4%ba%8c%e8%8a%82%ef%bc%9a%e7%bb%83%e4%b9%a0%e9%a2%98","status":"publish","type":"post","link":"https:\/\/egonlin.com\/?p=3729","title":{"rendered":"\u7b2c\u4e8c\u8282\uff1a\u7ec3\u4e60\u9898"},"content":{"rendered":"

\u4e00\u3001\u80a1\u7968\u6570\u636e\u5206\u6790<\/h3>\n
\n

\u9898\u76ee\uff1a<\/p>\n<\/blockquote>\n

1\u3001\u4f7f\u7528tushare\u5305\u83b7\u53d6\u67d0\u80a1\u7968\u7684\u5386\u53f2\u884c\u60c5\u6570\u636e\u3002\n2\u3001\u8f93\u51fa\u8be5\u80a1\u7968\u6240\u6709\u6536\u76d8\u6bd4\u5f00\u76d8\u4e0a\u6da83%\u4ee5\u4e0a\u7684\u65e5\u671f\u3002\n3\u3001\u8f93\u51fa\u8be5\u80a1\u7968\u6240\u6709\u5f00\u76d8\u6bd4\u524d\u65e5\u6536\u76d8\u8dcc\u5e45\u8d85\u8fc72%\u7684\u65e5\u671f\u3002\n4\u3001\u5047\u5982\u6211\u4ece2010\u5e741\u67081\u65e5\u5f00\u59cb\uff0c\u6bcf\u6708\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u4e70\u51651\u624b\u80a1\u7968\uff0c\u6bcf\u5e74\u6700\u540e\u4e00\u4e2a\u4ea4\u6613\u65e5\u5356\u51fa\u6240\u6709\u80a1\u7968\uff0c\u5230\u4eca\u5929\u4e3a\u6b62\uff0c\u6211\u7684\u6536\u76ca\u5982\u4f55\uff1f<\/code><\/pre>\n
\n
\u7b54\u6848\uff1a<\/p>\n<\/blockquote>\n
import numpy as np\nimport pandas as pd\nimport matplotlib.pyplot as plt\nimport tushare as ts<\/code><\/pre>\n
1\u3001\u4f7f\u7528tushare\u5305\u83b7\u53d6\u67d0\u80a1\u7968\u7684\u5386\u53f2\u884c\u60c5\u6570\u636e<\/p>\n
df = ts.get_k_data("600519",start="1988-01-01")\ndf.to_csv("E:\\\\Test\\\\600519.csv")\ndf = pd.read_csv("E:\\\\Test\\\\600519.csv", index_col='date', parse_dates=['date'])[['open','close','high','low']]\ndf<\/code><\/pre>\n
2\u3001\u8f93\u51fa\u8be5\u80a1\u7968\u6240\u6709\u6536\u76d8\u6bd4\u5f00\u76d8\u4e0a\u6da83%\u4ee5\u4e0a\u7684\u65e5\u671f<\/p>\n
df[(df['close']-df['open'])\/df['open']>=0.03].index<\/code><\/pre>\n
3\u3001\u8f93\u51fa\u8be5\u80a1\u7968\u6240\u6709\u5f00\u76d8\u6bd4\u524d\u65e5\u6536\u76d8\u8dcc\u5e45\u8d85\u8fc72%\u7684\u65e5\u671f<\/p>\n
df[(df['open'] - df['close'].shift(1)) \/ df['close'].shift(1) <= -0.02].index<\/code><\/pre>\n
4\u3001\u5047\u5982\u6211\u4ece2010\u5e741\u67081\u65e5\u5f00\u59cb\uff0c\u6bcf\u6708\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u4e70\u51651\u624b\u80a1\u7968\uff0c\u6bcf\u5e74\u6700\u540e\u4e00\u4e2a\u4ea4\u6613\u65e5\u5356\u51fa\u6240\u6709\u80a1\u7968\uff0c\u5230\u4eca\u5929\u4e3a\u6b62\uff0c\u6211\u7684\u6536\u76ca\u5982\u4f55\uff1f<\/p>\n
price_last = df['open'][-1]  # \u5f53\u5929\u5f00\u76d8\u4ef7\ndf = df['2010-01':] #\u5254\u9664\u9996\u5c3e\u65e0\u7528\u7684\u6570\u636e\n\ndf_monthly = df.resample("M").first()  # \u6bcf\u4e2a\u6708\u7b2c\u4e00\u5929\u7684\u6570\u636e\ndf_yearly = df.resample("A").last()[:-1]  # \u6bcf\u5e74\u6700\u540e\u4e00\u5929\u7684\u6570\u636e\n\ncost_money = 0\nhold = 0\nfor year in range(2010, 2020):\n    cost_money -= df_monthly[str(year)]['open'].sum()*100  # \u6bcf\u6708\u7b2c\u4e00\u5929\u4e70\u5165\u4e00\u624b\n    hold += len(df_monthly[str(year)]['open']) * 100  # \u5f53\u524d\u6301\u6709\u80a1\u7968\u6570\u91cf\n    if year != 2019:\n        cost_money += df_yearly[str(year)]['open'][0] * hold  # \u6bcf\u5e74\u6700\u4e00\u5929\u5356\u51fa\u6240\u6709\u80a1\u7968\uff08\u5356\u51fa\u4ef7\u683c\u4ee5\u5f53\u5929\u5f00\u76d8\u4ef7\u4e3a\u51c6\uff09\n        hold = 0  # \u6301\u6709\u80a1\u7968\u5f52\u96f6\n\ncost_money += hold * price_last  # \u5f53\u524d\u6536\u76ca\u548c\u5f53\u524d\u6301\u6709\u80a1\u7968\u4ef7\u503c\u4e4b\u548c\n\nprint(cost_money)<\/code><\/pre>\n
\u4e8c\u3001\u67e5\u770b\u5386\u53f2\u91d1\u53c9\u6b7b\u53c9\u65e5\u671f<\/h3>\n
\n
\u9898\u76ee<\/p>\n<\/blockquote>\n
1\u3001\u4f7f\u7528tushare\u5305\u83b7\u53d6\u67d0\u80a1\u7968\u7684\u5386\u53f2\u884c\u60c5\u6570\u636e\n2\u3001\u4f7f\u7528pandas\u5305\u8ba1\u7b97\u8be5\u80a1\u7968\u5386\u53f2\u6570\u636e\u76845\u65e5\u5747\u7ebf\u548c60\u65e5\u5747\u7ebf\n3\u3001\u4f7f\u7528matplotlib\u5305\u53ef\u89c6\u5316\u5386\u53f2\u6570\u636e\u7684\u6536\u76d8\u4ef7\u548c\u4e24\u6761\u5747\u7ebf\n4\u3001\u5206\u6790\u8f93\u51fa\u6240\u6709\u91d1\u53c9\u65e5\u671f\u548c\u6b7b\u53c9\u65e5\u671f\n5\u3001\u5982\u679c\u6211\u4ece\u5047\u5982\u6211\u4ece2010\u5e741\u67081\u65e5\u5f00\u59cb\uff0c\u521d\u59cb\u8d44\u91d1\u4e3a100000\u5143\uff0c\u91d1\u53c9\u5c3d\u91cf\u4e70\u5165\uff0c\u6b7b\u53c9\u5168\u90e8\u5356\u51fa\uff0c\u5219\u5230\u4eca\u5929\u4e3a\u6b62\uff0c\u6211\u7684\u7092\u80a1\u6536\u76ca\u7387\u5982\u4f55\uff1f<\/code><\/pre>\n
\n
\u7b54\u6848<\/p>\n<\/blockquote>\n
import numpy as np\nimport pandas as pd\nimport matplotlib.pyplot as plt\nimport tushare as ts<\/code><\/pre>\n
1\u3001\u4f7f\u7528tushare\u5305\u83b7\u53d6\u67d0\u80a1\u7968\u7684\u5386\u53f2\u884c\u60c5\u6570\u636e<\/p>\n
df = ts.get_k_data("600623",start="1988-01-01")  \ndf.to_csv("E:\\\\Test\\\\600623.csv")\ndf = pd.read_csv("E:\\\\Test\\\\600623.csv",index_col='date', parse_dates=['date'])[['open','close','low','high']]<\/code><\/pre>\n
2\u3001\u4f7f\u7528pandas\u5305\u8ba1\u7b97\u8be5\u80a1\u7968\u5386\u53f2\u6570\u636e\u76845\u65e5\u5747\u7ebf\u548c60\u65e5\u5747\u7ebf<\/p>\n
\u6c42\u53d6\u5747\u7ebf\u6709\u4e09\u79cd\u65b9\u5f0f\uff1a<\/p>\n
# \u521b\u5efa\u4e94\u65e5\u5747\u7ebf\u548c30\u5747\u7ebf\u5217\u4e3a\u7f3a\u5931\u503c\ndf['ma5'] = np.nan\ndf['ma30'] = np.nan\n
<\/div>
\u67e5\u770b\u66f4\u591a<\/h2>
\u8054\u7cfb\u7ba1\u7406\u5458\u5fae\u4fe1tutu19192010\uff0c\u6ce8\u518c\u8d26\u53f7<\/p>\n<\/div>
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\u4e00\u3001\u80a1\u7968\u6570\u636e\u5206\u6790 \u9898\u76ee\uff1a 1\u3001\u4f7f\u7528tushare\u5305\u83b7\u53d6\u67d0\u80a1\u7968\u7684\u5386\u53f2\u884c\u60c5\u6570\u636e\u3002 2\u3001\u8f93\u51fa\u8be5\u80a1\u7968\u6240\u6709\u6536\u76d8\u6bd4\u5f00\u76d8\u4e0a\u6da8 […]<\/p>\n","protected":false},"author":3,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":[],"categories":[316,310],"tags":[],"_links":{"self":[{"href":"https:\/\/egonlin.com\/index.php?rest_route=\/wp\/v2\/posts\/3729"}],"collection":[{"href":"https:\/\/egonlin.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/egonlin.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/egonlin.com\/index.php?rest_route=\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/egonlin.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=3729"}],"version-history":[{"count":0,"href":"https:\/\/egonlin.com\/index.php?rest_route=\/wp\/v2\/posts\/3729\/revisions"}],"wp:attachment":[{"href":"https:\/\/egonlin.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=3729"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/egonlin.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=3729"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/egonlin.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=3729"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}