标签:port tushare log col blog end 数据 data tar
1.导入函数
import numpy as np import pandas as pd import matplotlib.pyplot as plt import tushare as ts import math
2. 数据获取
data = ts.get_hist_data(‘000012‘,start=‘2015-06-23‘,end=‘2017-11-16‘)
3.移动平均值
# 滚动窗口的使用
data[‘42d‘]= pd.rolling_mean(data[‘close‘],window=42)
data[‘252d‘] =pd.rolling_mean(data[‘close‘],window=252)
print(data[[‘close‘,‘42d‘,‘252d‘]].tail())
data[[‘close‘,‘42d‘,‘252d‘]].plot(figsize=(8,5))
plt.show()
4.移动历史波动
data[‘return‘]=np.log(data[‘close‘]/data[‘close‘].shift(1)) data[‘mov_vol‘] = pd.rolling_std(data[‘return‘],window=252)*math.sqrt(252) data[[‘close‘,‘return‘,‘mov_vol‘]].plot(subplots=True,style=‘b‘,figsize=(8,7)) plt.show()
标签:port tushare log col blog end 数据 data tar
原文地址:http://www.cnblogs.com/hanbb/p/7868627.html