Catalog

• Preface
• One 、tushare
• Two 、 Stock data preprocessing
• 3、 ... and 、 The output of the stock all closed higher than the opening 3% The above date
• Four 、 The output of all the shares opened more than the day before yesterday's closing decline 2% Date
• 5、 ... and 、 Case study ： Analysis of trading income of decline
• • 1 - demand
  • 2 - Capture the original data according to the date
  • 3 - Buy stock calculation
  • 4 - Sell stock calculation
  • 5 - Revenue calculation
• 6、 ... and 、jupyter note

Preface

• Before that, we have learned the pre process of data analysis , Next we pass tushare Get stock data and preprocess

One 、tushare

• tushare： Old official website address 、 New official website address
• tushare install
  

Two 、 Stock data preprocessing

• Use tushare Interface to get historical data of stocks ：ts.set_token You need to register on the official website , Then you can get your own token
  

• Save the acquired data to the local
  

• Delete df in Unnamed Column data for
  

• take trade_date To time series type
  

• take trade_date As the row index of the source data
  

3、 ... and 、 The output of the stock all closed higher than the opening 3% The above date

• (df['open'] - df['close']) / df['open'] > 0.03： You can set the date when the condition is met to True, Discontented is False
  

• take boolean Value as the index of the source data
  

• Take out the date data
  

Four 、 The output of all the shares opened more than the day before yesterday's closing decline 2% Date

• Analysis of implementation ideas ： Because today's opening needs to be compared with the closing of the previous day , We can close Move the whole down one bit ; In this way, we can integrate today's opening and yesterday's closing into the same line
  

5、 ... and 、 Case study ： Analysis of trading income of decline

1 - demand

• demand ： If I start from 2010 year 1 month 1 The day begins , Buy on the first trading day of each month 1 Hand stock , Sell all the stocks on the last trading day every year , As of today , What's my income ？
• analysis
  • Time node ：2010-2020
  • First hand stocks ：100 Shares
  • buy ： A full year needs to buy 1200 Shares
  • sell ： A full year needs to be sold 1200 Shares
  • The unit price for buying and selling shares ： Are assumed to be the opening price

2 - Capture the original data according to the date

3 - Buy stock calculation

• Filter out the row data on the first trading day of each month
  
• Calculate the total purchase price
  

4 - Sell stock calculation

• To filter out 2020 Years of data ： because 2020 In, we only got 2 month , It's not the end of the year
  
• Sell calculation
  

5 - Revenue calculation

• Need to put 2020 Still held in 2 Hand stocks are valued and added to total earnings ： The valuation price is based on 2 The closing price of the previous trading day on the last trading day of the month shall be calculated
  

6、 ... and 、jupyter note

Click to download jupyter note