{ "cells": [ { "cell_type": "code", "execution_count": 187, "metadata": { "collapsed": true }, "outputs": [], "source": [ "import pandas as pd\n", "import numpy as np" ] }, { "cell_type": "code", "execution_count": 188, "metadata": {}, "outputs": [], "source": [ "# data = pd.read_excel('3-B_EXAM4.xlsx')\n", "# data" ] }, { "cell_type": "code", "execution_count": 189, "metadata": {}, "outputs": [], "source": [ "# data=data.iloc[:,[0,7,8]]\n", "# data" ] }, { "cell_type": "code", "execution_count": 190, "metadata": {}, "outputs": [], "source": [ "# data.columns=['date','rf','mkt']\n", "# data" ] }, { "cell_type": "code", "execution_count": 191, "metadata": {}, "outputs": [], "source": [ "# import os\n", "# root='./datastk/'\n", "# file_name = os.listdir(root)\n", "# print(file_name)\n", "# stock = pd.DataFrame()\n", "# for i in file_name: # 将文件夹数据整合成一个大的DataFrame\n", "# tmp_df = pd.read_excel(root+i)\n", "# stock = stock.append(tmp_df)\n", "# stock.dropna(how='any',inplace=True)\n", "# # stock\n", "# stock=pd.read_excel('2008-2023.xlsx')\n", "# stock" ] }, { "cell_type": "code", "execution_count": 192, "metadata": {}, "outputs": [], "source": [ "# stock.columns=['stkcode','date','stkclose']\n", "# stock" ] }, { "cell_type": "code", "execution_count": 193, "metadata": {}, "outputs": [], "source": [ "# stock=stock.pivot(index='date',columns='stkcode',values='stkclose')" ] }, { "cell_type": "code", "execution_count": 194, "metadata": {}, "outputs": [], "source": [ "# stock.dropna(inplace=True)\n", "# stock" ] }, { "cell_type": "code", "execution_count": 195, "metadata": {}, "outputs": [], "source": [ "# stock.reset_index(inplace=True)\n", "# # # stock.drop(columns='stkcode')\n", "# stock" ] }, { "cell_type": "code", "execution_count": 196, "metadata": {}, "outputs": [], "source": [ "# stock.reset_index(inplace=True)\n", "# stock\n", "#\n", "# # stock['YYYYmm']=stock['date'].dt.strftime('%Y-%m')\n", "# # stock" ] }, { "cell_type": "code", "execution_count": 197, "metadata": {}, "outputs": [], "source": [ "# stock.reindex()\n", "# stock" ] }, { "cell_type": "code", "execution_count": 198, "metadata": {}, "outputs": [], "source": [ "# stock.drop(columns='index',inplace=True)\n", "# stock.to_excel('stock.xlsx')\n", "# stock" ] }, { "cell_type": "code", "execution_count": 199, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
| \n", " | date | \n", "661 | \n", "858 | \n", "600196 | \n", "600276 | \n", "600519 | \n", "600900 | \n", "
|---|---|---|---|---|---|---|---|
| 0 | \n", "2008-01-31 | \n", "12.53 | \n", "37.75 | \n", "15.71 | \n", "54.81 | \n", "206.03 | \n", "16.94 | \n", "
| 1 | \n", "2008-02-29 | \n", "13.63 | \n", "36.20 | \n", "16.54 | \n", "51.80 | \n", "195.00 | \n", "17.42 | \n", "
| 2 | \n", "2008-03-31 | \n", "12.03 | \n", "24.20 | \n", "14.78 | \n", "42.60 | \n", "187.71 | \n", "14.05 | \n", "
| 3 | \n", "2008-04-30 | \n", "10.45 | \n", "28.45 | \n", "15.94 | \n", "38.81 | \n", "183.13 | \n", "13.99 | \n", "
| 4 | \n", "2008-06-30 | \n", "6.66 | \n", "18.22 | \n", "12.09 | \n", "34.90 | \n", "138.58 | \n", "14.65 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 163 | \n", "2022-11-30 | \n", "169.10 | \n", "156.86 | \n", "37.10 | \n", "39.83 | \n", "1599.00 | \n", "21.22 | \n", "
| 164 | \n", "2022-12-30 | \n", "166.45 | \n", "180.69 | \n", "35.24 | \n", "38.53 | \n", "1727.00 | \n", "21.00 | \n", "
| 165 | \n", "2023-01-31 | \n", "201.10 | \n", "209.00 | \n", "34.02 | \n", "42.21 | \n", "1845.76 | \n", "20.79 | \n", "
| 166 | \n", "2023-02-28 | \n", "197.29 | \n", "204.42 | \n", "33.70 | \n", "43.50 | \n", "1813.74 | \n", "21.16 | \n", "
| 167 | \n", "2023-03-31 | \n", "163.30 | \n", "197.00 | \n", "32.39 | \n", "42.82 | \n", "1820.00 | \n", "21.25 | \n", "
168 rows × 7 columns
\n", "| \n", " | date | \n", "mkt | \n", "rf | \n", "
|---|---|---|---|
| 0 | \n", "2008-01-31 | \n", "-0.1161 | \n", "0.003731 | \n", "
| 1 | \n", "2008-02-29 | \n", "0.0314 | \n", "0.003753 | \n", "
| 2 | \n", "2008-03-31 | \n", "-0.1963 | \n", "0.003751 | \n", "
| 3 | \n", "2008-04-30 | \n", "0.0243 | \n", "0.003745 | \n", "
| 4 | \n", "2008-05-30 | \n", "-0.0805 | \n", "0.003743 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "
| 178 | \n", "2022-11-30 | \n", "0.0863 | \n", "0.001676 | \n", "
| 179 | \n", "2022-12-30 | \n", "-0.0189 | \n", "0.001931 | \n", "
| 180 | \n", "2023-01-31 | \n", "0.0637 | \n", "0.001973 | \n", "
| 181 | \n", "2023-02-28 | \n", "0.0015 | \n", "0.001986 | \n", "
| 182 | \n", "2023-03-31 | \n", "-0.0072 | \n", "0.002042 | \n", "
183 rows × 3 columns
\n", "| \n", " | date | \n", "mkt | \n", "rf | \n", "661 | \n", "858 | \n", "600196 | \n", "600276 | \n", "600519 | \n", "600900 | \n", "
|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "2008-01-31 | \n", "-0.1161 | \n", "0.003731 | \n", "12.53 | \n", "37.75 | \n", "15.71 | \n", "54.81 | \n", "206.03 | \n", "16.94 | \n", "
| 1 | \n", "2008-02-29 | \n", "0.0314 | \n", "0.003753 | \n", "13.63 | \n", "36.20 | \n", "16.54 | \n", "51.80 | \n", "195.00 | \n", "17.42 | \n", "
| 2 | \n", "2008-03-31 | \n", "-0.1963 | \n", "0.003751 | \n", "12.03 | \n", "24.20 | \n", "14.78 | \n", "42.60 | \n", "187.71 | \n", "14.05 | \n", "
| 3 | \n", "2008-04-30 | \n", "0.0243 | \n", "0.003745 | \n", "10.45 | \n", "28.45 | \n", "15.94 | \n", "38.81 | \n", "183.13 | \n", "13.99 | \n", "
| 4 | \n", "2008-06-30 | \n", "-0.2319 | \n", "0.003732 | \n", "6.66 | \n", "18.22 | \n", "12.09 | \n", "34.90 | \n", "138.58 | \n", "14.65 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 163 | \n", "2022-11-30 | \n", "0.0863 | \n", "0.001676 | \n", "169.10 | \n", "156.86 | \n", "37.10 | \n", "39.83 | \n", "1599.00 | \n", "21.22 | \n", "
| 164 | \n", "2022-12-30 | \n", "-0.0189 | \n", "0.001931 | \n", "166.45 | \n", "180.69 | \n", "35.24 | \n", "38.53 | \n", "1727.00 | \n", "21.00 | \n", "
| 165 | \n", "2023-01-31 | \n", "0.0637 | \n", "0.001973 | \n", "201.10 | \n", "209.00 | \n", "34.02 | \n", "42.21 | \n", "1845.76 | \n", "20.79 | \n", "
| 166 | \n", "2023-02-28 | \n", "0.0015 | \n", "0.001986 | \n", "197.29 | \n", "204.42 | \n", "33.70 | \n", "43.50 | \n", "1813.74 | \n", "21.16 | \n", "
| 167 | \n", "2023-03-31 | \n", "-0.0072 | \n", "0.002042 | \n", "163.30 | \n", "197.00 | \n", "32.39 | \n", "42.82 | \n", "1820.00 | \n", "21.25 | \n", "
168 rows × 9 columns
\n", "| \n", " | date | \n", "mkt | \n", "rf | \n", "661 | \n", "858 | \n", "600196 | \n", "600276 | \n", "600519 | \n", "600900 | \n", "YYYYmm | \n", "
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "2008-01-31 | \n", "-0.1161 | \n", "0.003731 | \n", "12.53 | \n", "37.75 | \n", "15.71 | \n", "54.81 | \n", "206.03 | \n", "16.94 | \n", "200801 | \n", "
| 1 | \n", "2008-02-29 | \n", "0.0314 | \n", "0.003753 | \n", "13.63 | \n", "36.20 | \n", "16.54 | \n", "51.80 | \n", "195.00 | \n", "17.42 | \n", "200802 | \n", "
| 2 | \n", "2008-03-31 | \n", "-0.1963 | \n", "0.003751 | \n", "12.03 | \n", "24.20 | \n", "14.78 | \n", "42.60 | \n", "187.71 | \n", "14.05 | \n", "200803 | \n", "
| 3 | \n", "2008-04-30 | \n", "0.0243 | \n", "0.003745 | \n", "10.45 | \n", "28.45 | \n", "15.94 | \n", "38.81 | \n", "183.13 | \n", "13.99 | \n", "200804 | \n", "
| 4 | \n", "2008-06-30 | \n", "-0.2319 | \n", "0.003732 | \n", "6.66 | \n", "18.22 | \n", "12.09 | \n", "34.90 | \n", "138.58 | \n", "14.65 | \n", "200806 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 163 | \n", "2022-11-30 | \n", "0.0863 | \n", "0.001676 | \n", "169.10 | \n", "156.86 | \n", "37.10 | \n", "39.83 | \n", "1599.00 | \n", "21.22 | \n", "202211 | \n", "
| 164 | \n", "2022-12-30 | \n", "-0.0189 | \n", "0.001931 | \n", "166.45 | \n", "180.69 | \n", "35.24 | \n", "38.53 | \n", "1727.00 | \n", "21.00 | \n", "202212 | \n", "
| 165 | \n", "2023-01-31 | \n", "0.0637 | \n", "0.001973 | \n", "201.10 | \n", "209.00 | \n", "34.02 | \n", "42.21 | \n", "1845.76 | \n", "20.79 | \n", "202301 | \n", "
| 166 | \n", "2023-02-28 | \n", "0.0015 | \n", "0.001986 | \n", "197.29 | \n", "204.42 | \n", "33.70 | \n", "43.50 | \n", "1813.74 | \n", "21.16 | \n", "202302 | \n", "
| 167 | \n", "2023-03-31 | \n", "-0.0072 | \n", "0.002042 | \n", "163.30 | \n", "197.00 | \n", "32.39 | \n", "42.82 | \n", "1820.00 | \n", "21.25 | \n", "202303 | \n", "
168 rows × 10 columns
\n", "| \n", " | mkt | \n", "rf | \n", "661 | \n", "858 | \n", "600196 | \n", "600276 | \n", "600519 | \n", "600900 | \n", "YYYYmm | \n", "
|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "-0.1161 | \n", "0.003731 | \n", "12.53 | \n", "37.75 | \n", "15.71 | \n", "54.81 | \n", "206.03 | \n", "16.94 | \n", "200801 | \n", "
| 1 | \n", "0.0314 | \n", "0.003753 | \n", "13.63 | \n", "36.20 | \n", "16.54 | \n", "51.80 | \n", "195.00 | \n", "17.42 | \n", "200802 | \n", "
| 2 | \n", "-0.1963 | \n", "0.003751 | \n", "12.03 | \n", "24.20 | \n", "14.78 | \n", "42.60 | \n", "187.71 | \n", "14.05 | \n", "200803 | \n", "
| 3 | \n", "0.0243 | \n", "0.003745 | \n", "10.45 | \n", "28.45 | \n", "15.94 | \n", "38.81 | \n", "183.13 | \n", "13.99 | \n", "200804 | \n", "
| 4 | \n", "-0.2319 | \n", "0.003732 | \n", "6.66 | \n", "18.22 | \n", "12.09 | \n", "34.90 | \n", "138.58 | \n", "14.65 | \n", "200806 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 163 | \n", "0.0863 | \n", "0.001676 | \n", "169.10 | \n", "156.86 | \n", "37.10 | \n", "39.83 | \n", "1599.00 | \n", "21.22 | \n", "202211 | \n", "
| 164 | \n", "-0.0189 | \n", "0.001931 | \n", "166.45 | \n", "180.69 | \n", "35.24 | \n", "38.53 | \n", "1727.00 | \n", "21.00 | \n", "202212 | \n", "
| 165 | \n", "0.0637 | \n", "0.001973 | \n", "201.10 | \n", "209.00 | \n", "34.02 | \n", "42.21 | \n", "1845.76 | \n", "20.79 | \n", "202301 | \n", "
| 166 | \n", "0.0015 | \n", "0.001986 | \n", "197.29 | \n", "204.42 | \n", "33.70 | \n", "43.50 | \n", "1813.74 | \n", "21.16 | \n", "202302 | \n", "
| 167 | \n", "-0.0072 | \n", "0.002042 | \n", "163.30 | \n", "197.00 | \n", "32.39 | \n", "42.82 | \n", "1820.00 | \n", "21.25 | \n", "202303 | \n", "
168 rows × 9 columns
\n", "| \n", " | 661 | \n", "858 | \n", "600196 | \n", "600276 | \n", "600519 | \n", "600900 | \n", "
|---|---|---|---|---|---|---|
| 0 | \n", "0.207138 | \n", "-0.049509 | \n", "0.030700 | \n", "0.077593 | \n", "0.280550 | \n", "0.453528 | \n", "
| 1 | \n", "0.212465 | \n", "-0.033178 | \n", "0.017228 | \n", "0.073487 | \n", "0.278148 | \n", "0.451850 | \n", "
| 2 | \n", "0.210014 | \n", "-0.031199 | \n", "0.008308 | \n", "0.077506 | \n", "0.285647 | \n", "0.449724 | \n", "
| 3 | \n", "0.212620 | \n", "-0.034185 | \n", "0.004245 | \n", "0.085995 | \n", "0.284604 | \n", "0.446722 | \n", "
| 4 | \n", "0.219615 | \n", "-0.042209 | \n", "0.018370 | \n", "0.086381 | \n", "0.285745 | \n", "0.432098 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 62 | \n", "0.111745 | \n", "-0.006676 | \n", "0.008226 | \n", "0.026951 | \n", "0.316348 | \n", "0.543406 | \n", "
| 63 | \n", "0.149310 | \n", "-0.016662 | \n", "0.023747 | \n", "0.016585 | \n", "0.312064 | \n", "0.514956 | \n", "
| 64 | \n", "0.144827 | \n", "-0.012052 | \n", "0.025989 | \n", "0.012523 | \n", "0.315518 | \n", "0.513197 | \n", "
| 65 | \n", "0.139491 | \n", "0.002624 | \n", "0.020286 | \n", "0.011511 | \n", "0.315709 | \n", "0.510380 | \n", "
| 66 | \n", "0.147367 | \n", "0.011505 | \n", "0.011975 | \n", "0.012013 | \n", "0.317157 | \n", "0.499983 | \n", "
67 rows × 6 columns
\n", "| \n", " | 661 | \n", "858 | \n", "600196 | \n", "600276 | \n", "600519 | \n", "600900 | \n", "
|---|---|---|---|---|---|---|
| 0 | \n", "0.193971 | \n", "-0.028580 | \n", "0.099456 | \n", "0.117262 | \n", "0.240696 | \n", "0.377195 | \n", "
| 1 | \n", "0.199862 | \n", "-0.011642 | \n", "0.085507 | \n", "0.110914 | \n", "0.242019 | \n", "0.373340 | \n", "
| 2 | \n", "0.198058 | \n", "-0.008130 | \n", "0.077671 | \n", "0.113043 | \n", "0.249280 | \n", "0.370079 | \n", "
| 3 | \n", "0.199953 | \n", "-0.011557 | \n", "0.075070 | \n", "0.121811 | \n", "0.247786 | \n", "0.366938 | \n", "
| 4 | \n", "0.203031 | \n", "-0.019992 | \n", "0.089057 | \n", "0.127604 | \n", "0.246588 | \n", "0.353713 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 62 | \n", "0.100343 | \n", "0.069938 | \n", "0.011099 | \n", "0.049432 | \n", "0.290040 | \n", "0.479148 | \n", "
| 63 | \n", "0.133765 | \n", "0.065404 | \n", "0.023039 | \n", "0.040722 | \n", "0.288680 | \n", "0.448389 | \n", "
| 64 | \n", "0.128558 | \n", "0.069767 | \n", "0.024690 | \n", "0.037375 | \n", "0.290800 | \n", "0.448811 | \n", "
| 65 | \n", "0.121615 | \n", "0.081475 | \n", "0.019124 | \n", "0.037911 | \n", "0.290353 | \n", "0.449522 | \n", "
| 66 | \n", "0.126990 | \n", "0.088118 | \n", "0.012635 | \n", "0.040514 | \n", "0.291939 | \n", "0.439803 | \n", "
67 rows × 6 columns
\n", "| \n", " | 661 | \n", "858 | \n", "600196 | \n", "600276 | \n", "600519 | \n", "600900 | \n", "
|---|---|---|---|---|---|---|
| 0 | \n", "0.225241 | \n", "-0.114374 | \n", "-0.075847 | \n", "0.054357 | \n", "0.360095 | \n", "0.550528 | \n", "
| 1 | \n", "0.229909 | \n", "-0.101592 | \n", "-0.086268 | \n", "0.052639 | \n", "0.355374 | \n", "0.549938 | \n", "
| 2 | \n", "0.225939 | \n", "-0.101482 | \n", "-0.095773 | \n", "0.059390 | \n", "0.362352 | \n", "0.549575 | \n", "
| 3 | \n", "0.228334 | \n", "-0.103657 | \n", "-0.100824 | \n", "0.066762 | \n", "0.361608 | \n", "0.547777 | \n", "
| 4 | \n", "0.241254 | \n", "-0.111597 | \n", "-0.089881 | \n", "0.059371 | \n", "0.366096 | \n", "0.534757 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 62 | \n", "0.118905 | \n", "-0.149731 | \n", "0.006724 | \n", "0.018679 | \n", "0.394937 | \n", "0.610486 | \n", "
| 63 | \n", "0.158248 | \n", "-0.169417 | \n", "0.024283 | \n", "0.005395 | \n", "0.393531 | \n", "0.587960 | \n", "
| 64 | \n", "0.156108 | \n", "-0.166881 | \n", "0.026401 | \n", "0.000331 | \n", "0.398824 | \n", "0.585217 | \n", "
| 65 | \n", "0.154504 | \n", "-0.151300 | \n", "0.020938 | \n", "-0.004755 | \n", "0.400848 | \n", "0.579766 | \n", "
| 66 | \n", "0.166832 | \n", "-0.141100 | \n", "0.011081 | \n", "-0.009423 | \n", "0.402870 | \n", "0.569739 | \n", "
67 rows × 6 columns
\n", "| \n", " | 661 | \n", "858 | \n", "600196 | \n", "600276 | \n", "600519 | \n", "600900 | \n", "661ret | \n", "858ret | \n", "600196ret | \n", "600276ret | \n", "600519ret | \n", "600900ret | \n", "
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "0.193971 | \n", "-0.028580 | \n", "0.099456 | \n", "0.117262 | \n", "0.240696 | \n", "0.377195 | \n", "0.001103 | \n", "-0.001457 | \n", "0.006956 | \n", "-0.008712 | \n", "0.016566 | \n", "0.024191 | \n", "
| 1 | \n", "0.199862 | \n", "-0.011642 | \n", "0.085507 | \n", "0.110914 | \n", "0.242019 | \n", "0.373340 | \n", "0.023827 | \n", "-0.001753 | \n", "-0.001883 | \n", "0.001768 | \n", "0.015302 | \n", "0.014099 | \n", "
| 2 | \n", "0.198058 | \n", "-0.008130 | \n", "0.077671 | \n", "0.113043 | \n", "0.249280 | \n", "0.370079 | \n", "-0.011658 | \n", "-0.000015 | \n", "-0.004754 | \n", "0.001355 | \n", "0.004902 | \n", "-0.004113 | \n", "
| 3 | \n", "0.199953 | \n", "-0.011557 | \n", "0.075070 | \n", "0.121811 | \n", "0.247786 | \n", "0.366938 | \n", "0.021281 | \n", "0.000056 | \n", "0.000283 | \n", "0.006801 | \n", "0.005061 | \n", "-0.005591 | \n", "
| 4 | \n", "0.203031 | \n", "-0.019992 | \n", "0.089057 | \n", "0.127604 | \n", "0.246588 | \n", "0.353713 | \n", "0.018819 | \n", "-0.000635 | \n", "0.013867 | \n", "0.012965 | \n", "0.012953 | \n", "0.002119 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 62 | \n", "0.100343 | \n", "0.069938 | \n", "0.011099 | \n", "0.049432 | \n", "0.290040 | \n", "0.479148 | \n", "-0.003888 | \n", "0.000848 | \n", "-0.003456 | \n", "0.000624 | \n", "-0.007869 | \n", "-0.025440 | \n", "
| 63 | \n", "0.133765 | \n", "0.065404 | \n", "0.023039 | \n", "0.040722 | \n", "0.288680 | \n", "0.448389 | \n", "-0.006805 | \n", "-0.015511 | \n", "0.002557 | \n", "0.005525 | \n", "-0.094448 | \n", "-0.051779 | \n", "
| 64 | \n", "0.128558 | \n", "0.069767 | \n", "0.024690 | \n", "0.037375 | \n", "0.290800 | \n", "0.448811 | \n", "0.005594 | \n", "0.011250 | \n", "0.002869 | \n", "-0.000346 | \n", "0.049225 | \n", "0.020778 | \n", "
| 65 | \n", "0.121615 | \n", "0.081475 | \n", "0.019124 | \n", "0.037911 | \n", "0.290353 | \n", "0.449522 | \n", "-0.001921 | \n", "0.011523 | \n", "-0.000984 | \n", "-0.001258 | \n", "0.022359 | \n", "-0.004685 | \n", "
| 66 | \n", "0.126990 | \n", "0.088118 | \n", "0.012635 | \n", "0.040514 | \n", "0.291939 | \n", "0.439803 | \n", "0.024015 | \n", "0.012826 | \n", "-0.000445 | \n", "0.003696 | \n", "0.019416 | \n", "-0.004420 | \n", "
67 rows × 12 columns
\n", "| \n", " | 661ret | \n", "858ret | \n", "600196ret | \n", "600276ret | \n", "600519ret | \n", "600900ret | \n", "
|---|---|---|---|---|---|---|
| 0 | \n", "0.001103 | \n", "-0.001457 | \n", "0.006956 | \n", "-0.008712 | \n", "0.016566 | \n", "0.024191 | \n", "
| 1 | \n", "0.023827 | \n", "-0.001753 | \n", "-0.001883 | \n", "0.001768 | \n", "0.015302 | \n", "0.014099 | \n", "
| 2 | \n", "-0.011658 | \n", "-0.000015 | \n", "-0.004754 | \n", "0.001355 | \n", "0.004902 | \n", "-0.004113 | \n", "
| 3 | \n", "0.021281 | \n", "0.000056 | \n", "0.000283 | \n", "0.006801 | \n", "0.005061 | \n", "-0.005591 | \n", "
| 4 | \n", "0.018819 | \n", "-0.000635 | \n", "0.013867 | \n", "0.012965 | \n", "0.012953 | \n", "0.002119 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 62 | \n", "-0.003888 | \n", "0.000848 | \n", "-0.003456 | \n", "0.000624 | \n", "-0.007869 | \n", "-0.025440 | \n", "
| 63 | \n", "-0.006805 | \n", "-0.015511 | \n", "0.002557 | \n", "0.005525 | \n", "-0.094448 | \n", "-0.051779 | \n", "
| 64 | \n", "0.005594 | \n", "0.011250 | \n", "0.002869 | \n", "-0.000346 | \n", "0.049225 | \n", "0.020778 | \n", "
| 65 | \n", "-0.001921 | \n", "0.011523 | \n", "-0.000984 | \n", "-0.001258 | \n", "0.022359 | \n", "-0.004685 | \n", "
| 66 | \n", "0.024015 | \n", "0.012826 | \n", "-0.000445 | \n", "0.003696 | \n", "0.019416 | \n", "-0.004420 | \n", "
67 rows × 6 columns
\n", "| \n", " | 661ret | \n", "858ret | \n", "600196ret | \n", "600276ret | \n", "600519ret | \n", "600900ret | \n", "ret | \n", "
|---|---|---|---|---|---|---|---|
| 0 | \n", "0.001103 | \n", "-0.001457 | \n", "0.006956 | \n", "-0.008712 | \n", "0.016566 | \n", "0.024191 | \n", "0.038647 | \n", "
| 1 | \n", "0.023827 | \n", "-0.001753 | \n", "-0.001883 | \n", "0.001768 | \n", "0.015302 | \n", "0.014099 | \n", "0.051360 | \n", "
| 2 | \n", "-0.011658 | \n", "-0.000015 | \n", "-0.004754 | \n", "0.001355 | \n", "0.004902 | \n", "-0.004113 | \n", "-0.014283 | \n", "
| 3 | \n", "0.021281 | \n", "0.000056 | \n", "0.000283 | \n", "0.006801 | \n", "0.005061 | \n", "-0.005591 | \n", "0.027891 | \n", "
| 4 | \n", "0.018819 | \n", "-0.000635 | \n", "0.013867 | \n", "0.012965 | \n", "0.012953 | \n", "0.002119 | \n", "0.060088 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 62 | \n", "-0.003888 | \n", "0.000848 | \n", "-0.003456 | \n", "0.000624 | \n", "-0.007869 | \n", "-0.025440 | \n", "-0.039182 | \n", "
| 63 | \n", "-0.006805 | \n", "-0.015511 | \n", "0.002557 | \n", "0.005525 | \n", "-0.094448 | \n", "-0.051779 | \n", "-0.160461 | \n", "
| 64 | \n", "0.005594 | \n", "0.011250 | \n", "0.002869 | \n", "-0.000346 | \n", "0.049225 | \n", "0.020778 | \n", "0.089370 | \n", "
| 65 | \n", "-0.001921 | \n", "0.011523 | \n", "-0.000984 | \n", "-0.001258 | \n", "0.022359 | \n", "-0.004685 | \n", "0.025035 | \n", "
| 66 | \n", "0.024015 | \n", "0.012826 | \n", "-0.000445 | \n", "0.003696 | \n", "0.019416 | \n", "-0.004420 | \n", "0.055086 | \n", "
67 rows × 7 columns
\n", "| \n", " | 661ret | \n", "858ret | \n", "600196ret | \n", "600276ret | \n", "600519ret | \n", "600900ret | \n", "ret | \n", "
|---|---|---|---|---|---|---|---|
| 0 | \n", "0.001281 | \n", "-0.005831 | \n", "-0.005305 | \n", "-0.004038 | \n", "0.024784 | \n", "0.035307 | \n", "0.046197 | \n", "
| 1 | \n", "0.027409 | \n", "-0.015296 | \n", "0.001900 | \n", "0.000839 | \n", "0.022469 | \n", "0.020769 | \n", "0.058089 | \n", "
| 2 | \n", "-0.013299 | \n", "-0.000182 | \n", "0.005862 | \n", "0.000712 | \n", "0.007125 | \n", "-0.006108 | \n", "-0.005890 | \n", "
| 3 | \n", "0.024301 | \n", "0.000503 | \n", "-0.000380 | \n", "0.003728 | \n", "0.007386 | \n", "-0.008347 | \n", "0.027191 | \n", "
| 4 | \n", "0.022361 | \n", "-0.003543 | \n", "-0.013996 | \n", "0.006032 | \n", "0.019231 | \n", "0.003203 | \n", "0.033290 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 62 | \n", "-0.004607 | \n", "-0.001816 | \n", "-0.002094 | \n", "0.000236 | \n", "-0.010715 | \n", "-0.032414 | \n", "-0.051410 | \n", "
| 63 | \n", "-0.008051 | \n", "0.040179 | \n", "0.002695 | \n", "0.000732 | \n", "-0.128751 | \n", "-0.067896 | \n", "-0.161093 | \n", "
| 64 | \n", "0.006792 | \n", "-0.026910 | \n", "0.003068 | \n", "-0.000003 | \n", "0.067510 | \n", "0.027093 | \n", "0.077551 | \n", "
| 65 | \n", "-0.002440 | \n", "-0.021398 | \n", "-0.001077 | \n", "0.000158 | \n", "0.030868 | \n", "-0.006042 | \n", "0.000068 | \n", "
| 66 | \n", "0.031549 | \n", "-0.020537 | \n", "-0.000390 | \n", "-0.000860 | \n", "0.026793 | \n", "-0.005726 | \n", "0.030829 | \n", "
67 rows × 7 columns
\n", "| \n", " | 661ret | \n", "858ret | \n", "600196ret | \n", "600276ret | \n", "600519ret | \n", "600900ret | \n", "ret | \n", "
|---|---|---|---|---|---|---|---|
| 0 | \n", "0.001281 | \n", "-0.005831 | \n", "-0.005305 | \n", "-0.004038 | \n", "0.024784 | \n", "0.035307 | \n", "0.046197 | \n", "
| 1 | \n", "0.027409 | \n", "-0.015296 | \n", "0.001900 | \n", "0.000839 | \n", "0.022469 | \n", "0.020769 | \n", "0.058089 | \n", "
| 2 | \n", "-0.013299 | \n", "-0.000182 | \n", "0.005862 | \n", "0.000712 | \n", "0.007125 | \n", "-0.006108 | \n", "-0.005890 | \n", "
| 3 | \n", "0.024301 | \n", "0.000503 | \n", "-0.000380 | \n", "0.003728 | \n", "0.007386 | \n", "-0.008347 | \n", "0.027191 | \n", "
| 4 | \n", "0.022361 | \n", "-0.003543 | \n", "-0.013996 | \n", "0.006032 | \n", "0.019231 | \n", "0.003203 | \n", "0.033290 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 62 | \n", "-0.004607 | \n", "-0.001816 | \n", "-0.002094 | \n", "0.000236 | \n", "-0.010715 | \n", "-0.032414 | \n", "-0.051410 | \n", "
| 63 | \n", "-0.008051 | \n", "0.040179 | \n", "0.002695 | \n", "0.000732 | \n", "-0.128751 | \n", "-0.067896 | \n", "-0.161093 | \n", "
| 64 | \n", "0.006792 | \n", "-0.026910 | \n", "0.003068 | \n", "-0.000003 | \n", "0.067510 | \n", "0.027093 | \n", "0.077551 | \n", "
| 65 | \n", "-0.002440 | \n", "-0.021398 | \n", "-0.001077 | \n", "0.000158 | \n", "0.030868 | \n", "-0.006042 | \n", "0.000068 | \n", "
| 66 | \n", "0.031549 | \n", "-0.020537 | \n", "-0.000390 | \n", "-0.000860 | \n", "0.026793 | \n", "-0.005726 | \n", "0.030829 | \n", "
67 rows × 7 columns
\n", "| \n", " | 661ret | \n", "858ret | \n", "600196ret | \n", "600276ret | \n", "600519ret | \n", "600900ret | \n", "ret | \n", "
|---|---|---|---|---|---|---|---|
| 0 | \n", "0.001103 | \n", "-0.001457 | \n", "0.006956 | \n", "-0.008712 | \n", "0.016566 | \n", "0.024191 | \n", "0.038647 | \n", "
| 1 | \n", "0.023827 | \n", "-0.001753 | \n", "-0.001883 | \n", "0.001768 | \n", "0.015302 | \n", "0.014099 | \n", "0.051360 | \n", "
| 2 | \n", "-0.011658 | \n", "-0.000015 | \n", "-0.004754 | \n", "0.001355 | \n", "0.004902 | \n", "-0.004113 | \n", "-0.014283 | \n", "
| 3 | \n", "0.021281 | \n", "0.000056 | \n", "0.000283 | \n", "0.006801 | \n", "0.005061 | \n", "-0.005591 | \n", "0.027891 | \n", "
| 4 | \n", "0.018819 | \n", "-0.000635 | \n", "0.013867 | \n", "0.012965 | \n", "0.012953 | \n", "0.002119 | \n", "0.060088 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 62 | \n", "-0.003888 | \n", "0.000848 | \n", "-0.003456 | \n", "0.000624 | \n", "-0.007869 | \n", "-0.025440 | \n", "-0.039182 | \n", "
| 63 | \n", "-0.006805 | \n", "-0.015511 | \n", "0.002557 | \n", "0.005525 | \n", "-0.094448 | \n", "-0.051779 | \n", "-0.160461 | \n", "
| 64 | \n", "0.005594 | \n", "0.011250 | \n", "0.002869 | \n", "-0.000346 | \n", "0.049225 | \n", "0.020778 | \n", "0.089370 | \n", "
| 65 | \n", "-0.001921 | \n", "0.011523 | \n", "-0.000984 | \n", "-0.001258 | \n", "0.022359 | \n", "-0.004685 | \n", "0.025035 | \n", "
| 66 | \n", "0.024015 | \n", "0.012826 | \n", "-0.000445 | \n", "0.003696 | \n", "0.019416 | \n", "-0.004420 | \n", "0.055086 | \n", "
67 rows × 7 columns
\n", "| \n", " | 661ret | \n", "858ret | \n", "600196ret | \n", "600276ret | \n", "600519ret | \n", "600900ret | \n", "ret | \n", "
|---|---|---|---|---|---|---|---|
| 0 | \n", "0.001178 | \n", "-0.002524 | \n", "0.002147 | \n", "-0.005765 | \n", "0.019309 | \n", "0.029086 | \n", "0.043432 | \n", "
| 1 | \n", "0.025329 | \n", "-0.004995 | \n", "-0.000379 | \n", "0.001171 | \n", "0.017586 | \n", "0.017064 | \n", "0.055777 | \n", "
| 2 | \n", "-0.012361 | \n", "-0.000056 | \n", "-0.000509 | \n", "0.000929 | \n", "0.005617 | \n", "-0.004999 | \n", "-0.011379 | \n", "
| 3 | \n", "0.022629 | \n", "0.000166 | \n", "0.000016 | \n", "0.004801 | \n", "0.005813 | \n", "-0.006807 | \n", "0.026618 | \n", "
| 4 | \n", "0.020356 | \n", "-0.001340 | \n", "0.002860 | \n", "0.008777 | \n", "0.015010 | \n", "0.002588 | \n", "0.048251 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 62 | \n", "-0.004330 | \n", "-0.000081 | \n", "-0.002562 | \n", "0.000340 | \n", "-0.008583 | \n", "-0.028852 | \n", "-0.044067 | \n", "
| 63 | \n", "-0.007596 | \n", "0.003951 | \n", "0.002636 | \n", "0.002250 | \n", "-0.102098 | \n", "-0.059466 | \n", "-0.160323 | \n", "
| 64 | \n", "0.006302 | \n", "-0.001943 | \n", "0.003020 | \n", "-0.000116 | \n", "0.053409 | \n", "0.023759 | \n", "0.084430 | \n", "
| 65 | \n", "-0.002203 | \n", "0.000371 | \n", "-0.001043 | \n", "-0.000382 | \n", "0.024312 | \n", "-0.005319 | \n", "0.015735 | \n", "
| 66 | \n", "0.027868 | \n", "0.001675 | \n", "-0.000422 | \n", "0.001096 | \n", "0.021093 | \n", "-0.005025 | \n", "0.046284 | \n", "
67 rows × 7 columns
\n", "| \n", " | 661ret | \n", "858ret | \n", "600196ret | \n", "600276ret | \n", "600519ret | \n", "600900ret | \n", "ret | \n", "
|---|---|---|---|---|---|---|---|
| 0 | \n", "0.001281 | \n", "-0.005831 | \n", "-0.005305 | \n", "-0.004038 | \n", "0.024784 | \n", "0.035307 | \n", "0.092395 | \n", "
| 1 | \n", "0.027409 | \n", "-0.015296 | \n", "0.001900 | \n", "0.000839 | \n", "0.022469 | \n", "0.020769 | \n", "0.116179 | \n", "
| 2 | \n", "-0.013299 | \n", "-0.000182 | \n", "0.005862 | \n", "0.000712 | \n", "0.007125 | \n", "-0.006108 | \n", "-0.011780 | \n", "
| 3 | \n", "0.024301 | \n", "0.000503 | \n", "-0.000380 | \n", "0.003728 | \n", "0.007386 | \n", "-0.008347 | \n", "0.054383 | \n", "
| 4 | \n", "0.022361 | \n", "-0.003543 | \n", "-0.013996 | \n", "0.006032 | \n", "0.019231 | \n", "0.003203 | \n", "0.066579 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 62 | \n", "-0.004607 | \n", "-0.001816 | \n", "-0.002094 | \n", "0.000236 | \n", "-0.010715 | \n", "-0.032414 | \n", "-0.102820 | \n", "
| 63 | \n", "-0.008051 | \n", "0.040179 | \n", "0.002695 | \n", "0.000732 | \n", "-0.128751 | \n", "-0.067896 | \n", "-0.322185 | \n", "
| 64 | \n", "0.006792 | \n", "-0.026910 | \n", "0.003068 | \n", "-0.000003 | \n", "0.067510 | \n", "0.027093 | \n", "0.155102 | \n", "
| 65 | \n", "-0.002440 | \n", "-0.021398 | \n", "-0.001077 | \n", "0.000158 | \n", "0.030868 | \n", "-0.006042 | \n", "0.000136 | \n", "
| 66 | \n", "0.031549 | \n", "-0.020537 | \n", "-0.000390 | \n", "-0.000860 | \n", "0.026793 | \n", "-0.005726 | \n", "0.061658 | \n", "
67 rows × 7 columns
\n", "