data_fq.py 文件源码

def QA_data_make_qfq(bfq_data, xdxr_data):
    '???????????'
    info = xdxr_data[xdxr_data['category'] == 1]
    bfq_data['if_trade'] = 1
    data = pd.concat([bfq_data, info[['category']]
                      [bfq_data.index[0]:bfq_data.index[-1]]], axis=1)
    data['if_trade'].fillna(value=0, inplace=True)
    data = data.fillna(method='ffill')
    data = pd.concat([data, info[['fenhong', 'peigu', 'peigujia',
                                  'songzhuangu']][bfq_data.index[0]:bfq_data.index[-1]]], axis=1)
    data = data.fillna(0)
    data['preclose'] = (data['close'].shift(1) * 10 - data['fenhong'] + data['peigu']
                        * data['peigujia']) / (10 + data['peigu'] + data['songzhuangu'])
    data['adj'] = (data['preclose'].shift(-1) /
                   data['close']).fillna(1)[::-1].cumprod()
    data['open'] = data['open'] * data['adj']
    data['high'] = data['high'] * data['adj']
    data['low'] = data['low'] * data['adj']
    data['close'] = data['close'] * data['adj']
    data['preclose'] = data['preclose'] * data['adj']

    return data.query('if_trade==1').drop(['fenhong', 'peigu', 'peigujia', 'songzhuangu',
                                           'if_trade', 'category'], axis=1).query("open != 0")