《Pandas數(shù)據(jù)處理》課件 7.1.1 統(tǒng)計(jì)平均錄取分?jǐn)?shù)最高的前10所學(xué)校

統(tǒng)計(jì)上證指數(shù)月度收益率主講人：xxXXXXXXXXXX學(xué)校問題描述現(xiàn)有1990年12月19日至2021年7月16日的上證指數(shù)的數(shù)據(jù)如表7.1.1所示。OPEN表示開盤價(jià)，HIGH最高價(jià)，LOW表示最低價(jià)，CLOSE表示收盤價(jià)。請求出上證指數(shù)的月度收益率（見表7.1.2），并繪制圖表(見圖7.1.1)。月度收益率是指以上月收盤價(jià)買入，以本月收盤價(jià)賣出所獲得的收益率，用公式表示為:。問題描述表7.1.2上證指數(shù)月度收益率表dateclose收益率1990-12-31127.610NaN1991-01-31129.9700.0184941991-02-28133.0100.0233901991-03-31120.190-0.0963841991-04-30113.940-0.052001.........2021-02-283509.0800.0074682021-03-313441.912-0.0191412021-04-303446.8560.0014362021-05-313615.4770.0489202021-06-303591.197-0.006716圖7.1.1上證指數(shù)月度收益率題前思考問題分析根據(jù)問題描述，填寫以下表格問題描述問題解答怎樣從日股價(jià)數(shù)據(jù)取得月股價(jià)數(shù)據(jù)？

怎樣求月度收益率？1.調(diào)用時(shí)間序列的resample()方法將日股價(jià)數(shù)據(jù)按月份分組；2.調(diào)用分組的ohlc()函數(shù)分別取得每個(gè)分組的開盤價(jià)(o)、最高價(jià)(h)、最低價(jià)(l)和收盤價(jià)(c)；3.調(diào)用pct_change()方法求收盤價(jià)的變化比率(PerCenTofchange)就得到了月度收益率。importpandasaspdfrompylabimportpltplt.rcParams['font.sans-serif']=['SimHei']#步驟一（替換sans-serif字體）plt.rcParams['axes.unicode_minus']=False#步驟二（解決坐標(biāo)軸負(fù)數(shù)的負(fù)號顯示問題）df=pd.read_excel(r"D:\pydata\項(xiàng)目七\(yùn)指數(shù).xlsx",index_col=[0])①month=df.loc[:'2021/6','close'].resample('M').ohlc()②month=month.loc[:,['close']]month['收益率']=month['close'].pct_change()③print(month)month['收益率'].plot(kind='line',figsize=(16,9),grid=True,title="上證指數(shù)月度收益率")④plt.show()程序代碼讀入上證指數(shù)日線數(shù)據(jù)。參數(shù)index_col=[0]指定第0列即日期列作為行索引，構(gòu)成時(shí)間序列，這是處理時(shí)間序列的先決條件。importpandasaspdfrompylabimportpltplt.rcParams['font.sans-serif']=['SimHei']#步驟一（替換sans-serif字體）plt.rcParams['axes.unicode_minus']=False#步驟二（解決坐標(biāo)軸負(fù)數(shù)的負(fù)號顯示問題）df=pd.read_excel(r"D:\pydata\項(xiàng)目七\(yùn)指數(shù).xlsx",index_col=[0])①month=df.loc[:'2021/6','close'].resample('M').ohlc()②month=month.loc[:,['close']]month['收益率']=month['close'].pct_change()③print(month)month['收益率'].plot(kind='line',figsize=(16,9),grid=True,title="上證指數(shù)月度收益率")④plt.show()程序代碼取得月度收盤價(jià)數(shù)據(jù)存放到變量month。程序代碼dateopenhighlowclose1990-12-3199.980127.61099.980127.6101991-01-31128.840134.740128.840129.9701991-02-28129.510134.870128.580133.0101991-03-31132.530132.530120.190120.1901991-04-30120.730121.720113.940113.940...............2021-02-283505.2843696.1683496.3333509.0802021-03-313551.4003576.9053357.7373441.9122021-04-303466.3323484.3923396.4703446.8562021-05-313441.2833615.4773418.8743615.4772021-06-303624.7143624.7143518.3293591.197表7.1.4上證指數(shù)月度數(shù)據(jù)表importpandasaspdfrompylabimportpltplt.rcParams['font.sans-serif']=['SimHei']#步驟一（替換sans-serif字體）plt.rcParams['axes.unicode_minus']=False#步驟二（解決坐標(biāo)軸負(fù)數(shù)的負(fù)號顯示問題）df=pd.read_excel(r"D:\pydata\項(xiàng)目七\(yùn)指數(shù).xlsx",index_col=[0])①month=df.loc[:'2021/6','close'].resample('M').ohlc()②month=month.loc[:,['close']]month['收益率']=month['close'].pct_change()③print(month)month['收益率'].plot(kind='line',figsize=(16,9),grid=True,title="上證指數(shù)月度收益率")④plt.show()程序代碼求月度收盤價(jià)的變化百分比，即月度收益率。importpandasaspdfrompylabimportpltplt.rcParams['font.sans-serif']=['SimHei']#步驟一（替換sans-serif字體）plt.rcParams['axes.unicode_minus']=False#步驟二（解決坐標(biāo)軸負(fù)數(shù)的負(fù)號顯示問題）df=pd.read_excel(r"D:\pydata\項(xiàng)目七\(yùn)指數(shù).xlsx",index_col=[0])①month=df.loc[:'2021/6','close'].resample('M').ohlc()②month=month.loc[:,['close']]month['收益率']=month['close'].pct_change()③print(month)month['收益率'].plot(kind='line',figsize=(16,9),grid=True,title="上證指數(shù)月度收益率")④plt.show()程序代碼繪制上證指數(shù)月度收益率圖。任務(wù)小結(jié)1.描述resample()函數(shù)的作用和各參數(shù)的含義2.描述頻率字符串的含義一展身手統(tǒng)計(jì)上證指數(shù)2000-1-1到2021-7-31間的周平均收益率，要求以每周周一為第一天。請輸出周收益率表(見表7.1.7)并繪制周收益率折線圖（見圖7.1.2）。dateclose收益率2000-01-031366.5800.0000002000-01-101545.1120.1306412000-01-171433.330-0.0723462000-01-241477.3440.0307082000-01-311534.