51cto??_??????.py 文件源码

def stock():
     #?????????????????, ?????????
    stock_list = {"zsyh":"600036","jsyh":"601939","szzs":"000001","pfyh":"600000","msyh":"600061"}
    for stock, code in stock_list.items():
        globals()[stock] = tsh.get_hist_data(code,start="2015-01-01",end="2016-04-16")
    stock_list2 = stock_list.keys()
    #print(stock_list2)
    sl = [globals()[st]["close"] for st in stock_list2]
    df_close = pd.concat(sl,axis=1,join='inner')
    df_close.columns = stock_list2
    #print(df_close)
    df_close.sort_index(ascending=True,inplace=True) #ascending ??????????????????
    pc_ret = df_close.pct_change() #????????????????
    print(pc_ret)
    make_end_line()
    print(pc_ret.mean())
    make_end_line()
    #????????????
    plt.show(sns.jointplot("zsyh","jsyh",pc_ret,kind="hex")) #?? ????????1?????????? 0????? -1????????
    plt.show(sns.jointplot("zsyh","jsyh",pc_ret,kind="scatter"))
    plt.show(sns.jointplot("zsyh","szzs",pc_ret,kind="scatter"))
    plt.show(sns.pairplot(pc_ret[["jsyh","zsyh","pfyh","msyh"]].dropna())) #??????????
    print(pc_ret.std()) #????????????????????????????
    make_end_line()
    rets = pc_ret.dropna()
    print(rets.mean())
    make_end_line()
    area = np.pi *20 #????
    plt.scatter(rets.mean(),rets.std())    #???rets?????????xy? 
    plt.xlabel("Expected Return")#????xy????
    plt.ylabel("Risk")
    for label,x,y in zip(rets.columns,rets.mean(),rets.std()):
        plt.annotate(
            label,
            xy = (x,y),xytext = (50,50),
            textcoords = "offset points",ha = "right",va = "bottom",
            arrowprops = dict(arrowstyle = "-",connectionstyle = "arc3,rad=-0.3"))
    plt.show()