test_cor.py 文件源码

def iter_over_stocks(stock_lists, db):
    final_result = {}
    for x in stock_lists:
        for y in stock_lists:
            data1 = db.select_data(stock_lists[0], begin='2010-01-01', end='2015-12-30')
            data_frame = db.get_dataframe('sh600741', begin='2010-01-01', end='2015-12-30')
            data_frame = data_frame.set_index(data_frame.date)

            data_frame1 = db.get_dataframe('sh601668', begin='2010-01-01', end='2015-12-30')
            data_frame1 = data_frame1.set_index(data_frame1.date.values)



            base_data1 = raise_value(data_frame)
            base_data2 = raise_value(data_frame1)

            result = pd.merge(base_data1, base_data2, left_index=True, right_index=True, how='inner')
            result = window_similarity(result)
            final_result.update({x + y: result})
    return final_result