# 定义一个容器存放sharpes
sharpes = []
# sharpes转换为pd.Dataframe
sharpes = pd.DataFrame(sharpes, columns=['code', 'sharpe']).set_index('code')
# 注意这里引入的是matplotlib.pyplot
import matplotlib.pyplot as plt
# 可视化柱状图显示
sharpes.plot.bar(title="compare sharpe rotio")
# x轴的文本旋转角度
plt.xticks(rotation=0)
# 图表展示
plt.show()
codes = ['000001.XSHE', '000002.XSHE', '000004.XSHE']
# 定义一个容器存放sharpes
sharpes = []
# 定义一个close价格的容器
closes = []
for code in codes:
# 计算他们的夏普比率
data = st.get_csv_price(code, '2021-02-01', None, None)
print(data.head())
daily_sharpe, annual_sharpe = stb.calculate_sharpe(data)
# print(annual_sharpe)
sharpes.append([code, annual_sharpe])
print(sh