{
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  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "314b20cf",
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import numpy as np\n",
    "import matplotlib.pyplot as plt\n",
    "import statsmodels.api as sm"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "id": "09463116",
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       "      股票代码_Stkcd     日期_Date  收盘价_Clpr\n",
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       "1             20  2000-01-05      7.58\n",
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       "5325          20  2021-12-29      9.12\n",
       "5326          20  2021-12-30      9.14\n",
       "\n",
       "[5327 rows x 3 columns]"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
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   ],
   "source": [
    "stock_data = pd.read_csv('000020.csv', encoding='utf-8', usecols=[0,1,2])\n",
    "stock_data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "2bd7039c",
   "metadata": {},
   "outputs": [
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       "         日期_Date  日无风险收益率_DRFRet\n",
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     "execution_count": 12,
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   "source": [
    "risk_free=pd.read_csv('risk_free.csv',encoding='utf-8')\n",
    "risk_free"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "id": "cf21e63c",
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   "outputs": [
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       "      股票代码_Stkcd     日期_Date  收盘价_Clpr\n",
       "0             20  2000-01-04      7.32\n",
       "1             20  2000-01-05      7.58\n",
       "2             20  2000-01-06      7.56\n",
       "3             20  2000-01-07      7.78\n",
       "4             20  2000-01-10      7.80\n",
       "...          ...         ...       ...\n",
       "5322          20  2021-12-24      9.08\n",
       "5323          20  2021-12-27      9.09\n",
       "5324          20  2021-12-28      9.10\n",
       "5325          20  2021-12-29      9.12\n",
       "5326          20  2021-12-30      9.14\n",
       "\n",
       "[4809 rows x 3 columns]"
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     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stock_data.dropna(inplace=True)\n",
    "stock_data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "id": "34998767",
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   "outputs": [
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       "         日期_Date  日无风险收益率_DRFRet\n",
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       "8034  2021/12/30        0.000069\n",
       "8035  2021/12/31        0.000068\n",
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       "[8036 rows x 2 columns]"
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     "execution_count": 15,
     "metadata": {},
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   ],
   "source": [
    "risk_free.dropna(inplace=True)\n",
    "risk_free"
   ]
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  {
   "cell_type": "code",
   "execution_count": null,
   "id": "5a5f72a1",
   "metadata": {},
   "outputs": [],
   "source": [
    "stock_data['return']="
   ]
  }
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