两股票历史价格比较
丹丹
 2019-07-01 00:00:00    263 Words  1 Mins  

项目任务

  1. 获取财务数据
  2. 填充缺失值
  3. 数据归一化
  4. 折线图

代码

依赖

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import matplotlib.pyplot as plt
import numpy as np
import pandas as pd
import tushare as ts
import ssl
context = ssl._create_unverified_context()

获取财务数据

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s_pf = '600000'
s_gd = '601818'
sdate = '2018-01-01'
edate = '2018-12-31'

df_pf = ts.get_hist_data(s_pf, start = sdate, end = edate).sort_index(axis = 0, ascending = True)
df_gd = ts.get_hist_data(s_gd, start = sdate, end = edate).sort_index(axis = 0, ascending = True)

数据处理

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df = pd.concat([df_pf.close, df_gd.close], axis = 1, keys = ['pf_clse','gd_close'])
df.ffill(axis = 0, inplace = True)

df['pf_one'] = df_pf.close / float(df_pf.close[0]) * 100
df['gd_one'] = df_gd.close / float(df_gd.close[0]) * 100

display(df.corr(method = 'pearson', min_periods = 1))
pf_clse gd_close pf_one gd_one
pf_clse 1.000000 0.912252 1.000000 0.912252
gd_close 0.912252 1.000000 0.912252 1.000000
pf_one 1.000000 0.912252 1.000000 0.912252
gd_one 0.912252 1.000000 0.912252 1.000000

画图

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df.pf_one.plot(figsize = (20,15))
df.gd_one.plot(figsize = (20,15))

# 绘图
plt.savefig("../img/2019-07-01_两股票历史价格比较_1.png")
plt.close()

参考：

  1. 廖雪峰Python数据分析
  2. Tushare官网