"""
Created on Sat Sept 19 9:30:36 2020
@author: mly
"""
import tushare as ts
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from matplotlib import ticker
plt.rcParams['font.sans-serif'] = ['SimHei']
startday = '2015-01-01'
endday = '2020-04-01'
tscode = '600519'
tsindx = 'sh'
df1 = ts.get_k_data(tscode, start = startday, end = endday, ktype = 'M')
df2 = ts.get_k_data(tsindx, start = startday, end = endday, ktype = 'M')
df1.to_excel('600519.xlsx',index=False)
df2.to_excel('sh.xlsx',index=False)
df1=pd.read_excel('600519.xlsx',dtype={'code':'str'})
df2=pd.read_excel('sh.xlsx',dtype={'code':'str'})
df = df2[['date', 'close']].copy()
df.rename(columns={'close': 'indclose'}, inplace = True)
df = pd.merge(df[['date', 'indclose']],
df1[['date', 'close']], on = 'date', how = 'left')
df.fillna(method = 'ffill',inplace=True)
df.fillna(method = 'bfill',inplace=True)
df['stk_log_ret'] = np.round(np.log(df['close']/df['close'].shift(1)), 4)
df['ind_log_ret'] = np.round(np.log(df['indclose']/df['indclose'].shift(1)), 4)
df['stk_log_ret'].fillna(method = 'bfill',inplace=True)
df['ind_log_ret'].fillna(method = 'bfill',inplace=True)
df['xd_ret']=df['stk_log_ret']-df['ind_log_ret']
df['xd_ret'].fillna(method = 'bfill',inplace=True)
df_list=list(df['stk_log_ret'].values)
print(df['stk_log_ret'].values)
ret_year=[]
ret_quarter=[]
for i in range(len(df_list)//3):
ret_quarter.append(np.round(df_list[3*i]+df_list[3*i+1]+df_list[3*i+2],4))
ret_quarter1=pd.Series(ret_quarter)
for n in range(len(ret_quarter)//4):
ret_year.append(np.round(ret_quarter[4*n]+ret_quarter[4*n+1]+ret_quarter[4*n+2]+ret_quarter[4*n+3],4))
ret_year1=pd.Series(ret_year)
quarter_list=[]
year=[]
df_index=list(df.date)
for value in df_index:
tempvalue = value.split("-")
if tempvalue[1] in ['01','02','03']:
quarter_list.append(tempvalue[0] + "Q1")
year.append(tempvalue[0])
elif tempvalue[1] in ['04','05','06']:
quarter_list.append(tempvalue[0] + "Q2")
year.append(tempvalue[0])
elif tempvalue[1] in ['07', '08', '09']:
quarter_list.append(tempvalue[0] + "Q3")
year.append(tempvalue[0])
elif tempvalue[1] in ['10', '11', '12']:
quarter_list.append(tempvalue[0] + "Q4")
year.append(tempvalue[0])
quarter_set = set(quarter_list)
quarter_list = list(quarter_set)
quarter_list.sort()
year_set = set(year)
year = list(year_set)
year.sort()
year.pop()
ymajorFormatter = ticker.FormatStrFormatter('%.2f%%')
fig = plt.figure(figsize=(14, 24))
ax1 = fig.add_subplot(3, 1, 1)
fig.subplots_adjust(bottom = 0.2)
plt.ylabel('季度收益率')
plt.xticks(rotation = 60)
ax1.yaxis.set_major_formatter(ymajorFormatter)
ax1.plot(quarter_list, ret_quarter1*100, '-cs', lw = 1.5, label = tscode+' 季度收益率')
ax1.legend(loc = 'upper left')
ax2 = fig.add_subplot(3, 1, 2)
plt.ylabel('年收益率')
plt.xticks(rotation = 60)
ax2.yaxis.set_major_formatter(ymajorFormatter)
ax2.plot(year, ret_year1*100, '-gp', lw = 1.5, label = tscode+' 年收益率')
ax2.legend(loc = 'upper left')
ax3 = fig.add_subplot(3, 1, 3)
plt.ylabel('相对收益率')
plt.xticks(rotation = 60)
ax3.yaxis.set_major_formatter(ymajorFormatter)
ax3.plot(df.date, df['xd_ret']*100, '-rp', lw = 1.5, label = tscode+' 相对市场收益率')
ax3.legend(loc = 'upper left')
plt.show()
看着结果是已经跑出来了，但是前面那一长串着实然人看着不舒心。再加上==Process finished with exit code 1==让我更加确信这里面有喵腻。
可以看到，让人头疼的红色错误提示已经没有了，而且==Process finished with exit code 0==
问题看起来已经解决了，但是我们自己知道，这只是表面现象，刚才的问题其实并没有解决，而是我们选择不显示了。 治标不治本！
在删除末尾的空行之后再运行程序：
这下完美了！
舒服=。=
注销后在次开机时选择使用Administrator登录，登陆后进入路径：C:\Users
再次右键想改掉的用户名，会惊奇的发现重命名出现了！那就改成心仪的名字吧。（由于我改过，就不示范了）
最后，换回我们以前的账户，注销Administrator之后开机选择登陆我们自己的那个账户就可以了。
看来历史上如果按照这个方法买股票，至少不会亏qwq，233333333...
爬取结果：
