Investment.py 文件源码

def index_model(self):
        """
        Build a asset protfolio using index model.
        """
        hs300_data = ts.get_hist_data('hs300', self.start, self.end)
        self.stockdata['hs300'] = hs300_data['close']
        for stock_single in self.stocklist:
            self.stockdata[stock_single] = ts.get_hist_data(stock_single, self.start, self.end)['close']
        returns = (self.stockdata/self.stockdata.shift(1))-1





        print('This function will be completed later!')

        # To be continued