{ "cells": [ { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [], "source": [ "import xalpha as xa\n", "import pandas as pd" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# 多基金或指数的综合分析" ] }, { "cell_type": "code", "execution_count": 4, "metadata": {}, "outputs": [], "source": [ "sz50, hs300, zz500, cyb = (\n", " xa.indexinfo(\"0000016\"),\n", " xa.indexinfo(\"0000300\"),\n", " xa.indexinfo(\"0000905\"),\n", " xa.indexinfo(\"1399006\"),\n", ")\n", "# 四个基本指数的数据获取" ] }, { "cell_type": "code", "execution_count": 5, "metadata": {}, "outputs": [], "source": [ "comparison = xa.evaluate(sz50, hs300, zz500, cyb)\n", "# 综合分析，未指定 start 参数的化，比较的开始时间默认为最新的指数的开始时间" ] }, { "cell_type": "code", "execution_count": 10, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
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19872018-08-021.2766931.2284111.2410021.551620
19882018-08-031.2626681.2081231.2245431.522355
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19902018-08-071.2973411.2276501.2312801.520130
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" ], "text/plain": [ " date 0000016 0000300 0000905 1399006\n", "1987 2018-08-02 1.276693 1.228411 1.241002 1.551620\n", "1988 2018-08-03 1.262668 1.208123 1.224543 1.522355\n", "1989 2018-08-06 1.259023 1.192813 1.198585 1.480422\n", "1990 2018-08-07 1.297341 1.227650 1.231280 1.520130\n", "1991 2018-08-08 1.280191 1.207840 1.212326 1.487575\n", "1992 2018-08-09 1.310335 1.238094 1.243178 1.538795\n", "1993 2018-08-10 1.309597 1.240823 1.249572 1.553284" ] }, "execution_count": 10, "metadata": {}, "output_type": "execute_result" } ], "source": [ "comparison.totprice[comparison.totprice[\"date\"] > \"2018-08-01\"] # 这一类的核心数据，是归一化过的净值表" ] }, { "cell_type": "code", "execution_count": 6, "metadata": {}, "outputs": [ { "data": { "text/html": [ "\n", "
\n", "\n", "\n", "\n" ], "text/plain": [ "" ] }, "execution_count": 6, "metadata": {}, "output_type": "execute_result" } ], "source": [ "comparison.v_netvalue() # 指数起点归一化净值的变动情况，神创威武" ] }, { "cell_type": "code", "execution_count": 7, "metadata": {}, "outputs": [ { "data": { "text/html": [ "\n", "
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