量化交易之Python篇 - 盈利持仓周期(pandas) - profitClose_holdPositions_period_api.py

最新推荐文章于 2022-05-22 15:44:19 发布
最新推荐文章于 2022-05-22 15:44:19 发布
阅读量156 收藏
点赞数
分类专栏： python
版权声明：本文为博主原创文章，遵循 CC 4.0 BY-SA 版权协议，转载请附上原文出处链接和本声明。
本文链接：https://blog.csdn.net/Michael_234198652/article/details/119863793
版权 
import re
import os
import pandas

from typing import List

from tools_part.file_path_operator.file_path_operator import TQZFilePathOperator
from tools_part.pandas_operator.pandas_operator import TQZPandas
from tools_part.split_dataframe_operator.split_dataframe_operator import TQZSplitDataframeOperator

from constants_part.tqz_constant import (
    TQZFunctionModuleType,
    TQZClosePositionsDetailColumnType,
    TQZDefaultKey,
    TQZHoldPositionsPeriodKey
)

TQZPandas.pre_set()


class TQZProfitCloseHoldPositionsPeriodApi:

    __datas_part_fold = TQZFilePathOperator.current_file_grandfather_path(
        file=__file__
    ) + f'/source_datas_part'


    # --- api part
    @classmethod
    def tqz_profitClose_hold_positions_period(cls, account_names: List):
        """
        Api of get profit-hold-positions-period of account, return a value(type of dictionary).
        """

        account_profitHoldPositionsPeriod_dictionary = {}
        for datas_part_file in os.listdir(path=cls.__datas_part_fold):  # one datas_part_file is one account

            account_name = re.search(r'^[a-zA-Z0-9]+', datas_part_file).group()
            if account_name not in account_names:
                continue

            current_account_trade_record_fold = f'{cls.__datas_part_fold}/{datas_part_file}/交易记录'
            last_day_profitHold_positions_period_dataframe = cls.__get_last_day_profitClose_hold_positions_period_dataframe(
                current_account_trade_record_fold=current_account_trade_record_fold
            )

            account_profitHoldPositionsPeriod_dictionary[account_name] = last_day_profitHold_positions_period_dataframe
            print("last_day_profitHold_positions_period_dataframe: " + str(last_day_profitHold_positions_period_dataframe))

        return account_profitHoldPositionsPeriod_dictionary


    # --- profit close positions private part ---
    @classmethod
    def __get_today_open_hold_close_profitClose_positions_dataframes(cls, trade_record_all_path):
        """
        Get today_open_positions_dataframe & today_hold_positions_dataframe & today_close_positions_dataframe & today_profitClose_positions_dataframe with trade_record_all_path.
        """

        # today open
        today_open_positions_dataframe = TQZSplitDataframeOperator.get_open_positions_detail_format_dataframe(
            trade_record_all_path=trade_record_all_path
        )

        # today hold
        today_hold_positions_dataframe = TQZSplitDataframeOperator.get_hold_positions_detail_format_dataframe(
            trade_record_all_path=trade_record_all_path
        )

        # today close
        today_close_positions_dataframe = TQZSplitDataframeOperator.get_close_positions_detail_format_dataframe(
            trade_record_all_path=trade_record_all_path
        )

        # today profit close
        today_profitClose_positions_dataframe = TQZSplitDataframeOperator.get_profitClose_positions_detail_format_dataframe(
            trade_record_all_path=trade_record_all_path
        )

        return today_open_positions_dataframe, today_hold_positions_dataframe, today_close_positions_dataframe, today_profitClose_positions_dataframe

    @classmethod
    def __calculate_todayProfitClose_hold_positions_period(cls, today_profitClose_positions_dataframe, yesterday_hold_positions_dataframe):
        """
        Calculate today-profitClose-hold-positions-period, last-day-profitHold-positions-period-dataframe
        """

        today_profitClose_yesterdayHold_positions_dataframe = pandas.merge(
            today_profitClose_positions_dataframe,
            yesterday_hold_positions_dataframe,
            how=TQZDefaultKey.LEFT.value,
            on=[TQZClosePositionsDetailColumnType.CONTRACT.value, TQZClosePositionsDetailColumnType.BUY_SELL.value]
        )
        today_profitClose_yesterdayHold_positions_dataframe.fillna(0, inplace=True)
        today_profitClose_yesterdayHold_positions_dataframe[
            TQZHoldPositionsPeriodKey.LOT.value
        ] = today_profitClose_yesterdayHold_positions_dataframe[
                TQZHoldPositionsPeriodKey.LOT_X.value
            ] - today_profitClose_yesterdayHold_positions_dataframe[
                TQZHoldPositionsPeriodKey.LOT_Y.value
            ]
        today_profitClose_yesterdayHold_positions_dataframe.rename(
            columns={
                TQZHoldPositionsPeriodKey.LOT_X.value: TQZHoldPositionsPeriodKey.TODAY_CLOSE.value,
                TQZHoldPositionsPeriodKey.LOT_Y.value: TQZHoldPositionsPeriodKey.YESTERDAY_HOLD.value,
                TQZHoldPositionsPeriodKey.LOT.value: TQZHoldPositionsPeriodKey.TODAY_CLOSE_SUB_YESTERDAY_HOLD.value
            },
            inplace=True
        )
        today_profitClose_yesterdayHold_positions_dataframe.loc[
            today_profitClose_yesterdayHold_positions_dataframe[
                TQZHoldPositionsPeriodKey.TODAY_CLOSE_SUB_YESTERDAY_HOLD.value
            ] <= 0, TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
        ] = yesterday_hold_positions_dataframe[
            TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
        ]
        today_profitClose_yesterdayHold_positions_dataframe.loc[
            today_profitClose_yesterdayHold_positions_dataframe[
                TQZHoldPositionsPeriodKey.TODAY_CLOSE_SUB_YESTERDAY_HOLD.value
            ] >= 0, TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
        ] = round(
            (today_profitClose_yesterdayHold_positions_dataframe[
                 TQZHoldPositionsPeriodKey.YESTERDAY_HOLD.value
             ] / today_profitClose_yesterdayHold_positions_dataframe[
                 TQZHoldPositionsPeriodKey.TODAY_CLOSE.value
             ]) * yesterday_hold_positions_dataframe[
                TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
            ],
            5
        )

        today_profitHold_positions_period_dataframe = pandas.DataFrame()
        today_profitHold_positions_period_dataframe[
            TQZHoldPositionsPeriodKey.CONTRACT.value
        ] = today_profitClose_yesterdayHold_positions_dataframe[
            TQZHoldPositionsPeriodKey.CONTRACT.value
        ]
        today_profitHold_positions_period_dataframe[
            TQZHoldPositionsPeriodKey.BUY_SELL.value
        ] = today_profitClose_yesterdayHold_positions_dataframe[
            TQZHoldPositionsPeriodKey.BUY_SELL.value
        ]
        today_profitHold_positions_period_dataframe[
            TQZHoldPositionsPeriodKey.TODAY_CLOSE.value
        ] = today_profitClose_yesterdayHold_positions_dataframe[
            TQZHoldPositionsPeriodKey.TODAY_CLOSE.value
        ]
        today_profitHold_positions_period_dataframe[
            TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
        ] = today_profitClose_yesterdayHold_positions_dataframe[
            TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
        ]
        today_profitHold_positions_period_dataframe.sort_values(
            TQZHoldPositionsPeriodKey.CONTRACT.value,
            inplace=True
        )
        today_profitHold_positions_period_dataframe.reset_index(inplace=True)
        del today_profitHold_positions_period_dataframe[TQZDefaultKey.INDEX.value]

        today_profitHold_positions_period_dataframe[
            TQZHoldPositionsPeriodKey.TODAY_BUY.value
        ] = today_profitHold_positions_period_dataframe.loc[
            today_profitHold_positions_period_dataframe[
                TQZHoldPositionsPeriodKey.BUY_SELL.value
            ] == TQZHoldPositionsPeriodKey.BUY.value,
            TQZHoldPositionsPeriodKey.TODAY_CLOSE.value
        ]
        today_profitHold_positions_period_dataframe[
            TQZHoldPositionsPeriodKey.TODAY_SELL.value
        ] = today_profitHold_positions_period_dataframe.loc[
            today_profitHold_positions_period_dataframe[
                TQZHoldPositionsPeriodKey.BUY_SELL.value
            ] == TQZHoldPositionsPeriodKey.SELL.value,
            TQZHoldPositionsPeriodKey.TODAY_CLOSE.value
        ]
        today_profitHold_positions_period_dataframe[
            TQZHoldPositionsPeriodKey.BUY_PROFIT_HOLD_POSITION_PERIOD.value
        ] = today_profitHold_positions_period_dataframe.loc[
            today_profitHold_positions_period_dataframe[
                TQZHoldPositionsPeriodKey.BUY_SELL.value
            ] == TQZHoldPositionsPeriodKey.BUY.value,
            TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
        ]
        today_profitHold_positions_period_dataframe[
            TQZHoldPositionsPeriodKey.SELL_PROFIT_HOLD_POSITION_PERIOD.value
        ] = today_profitHold_positions_period_dataframe.loc[
            today_profitHold_positions_period_dataframe[
                TQZHoldPositionsPeriodKey.BUY_SELL.value
            ] == TQZHoldPositionsPeriodKey.SELL.value,
            TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
        ]
        today_profitHold_positions_period_dataframe.fillna(0, inplace=True)
        today_profitHold_positions_period_dataframe = today_profitHold_positions_period_dataframe.groupby(
            [TQZHoldPositionsPeriodKey.CONTRACT.value]
        ).sum()
        today_profitHold_positions_period_dataframe.reset_index(inplace=True)
        del today_profitHold_positions_period_dataframe[TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value]

        today_profitHold_positions_period_dataframe[
            TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
        ] = round(
            (today_profitHold_positions_period_dataframe[TQZHoldPositionsPeriodKey.TODAY_BUY.value] /
             today_profitHold_positions_period_dataframe[TQZHoldPositionsPeriodKey.TODAY_CLOSE.value]) *
            today_profitHold_positions_period_dataframe[
                TQZHoldPositionsPeriodKey.BUY_PROFIT_HOLD_POSITION_PERIOD.value] + (
                        today_profitHold_positions_period_dataframe[TQZHoldPositionsPeriodKey.TODAY_SELL.value] /
                        today_profitHold_positions_period_dataframe[TQZHoldPositionsPeriodKey.TODAY_CLOSE.value]) *
            today_profitHold_positions_period_dataframe[
                TQZHoldPositionsPeriodKey.SELL_PROFIT_HOLD_POSITION_PERIOD.value],
            5
        )
        today_profitHold_positions_period_dataframe = today_profitHold_positions_period_dataframe.loc[:, [TQZHoldPositionsPeriodKey.CONTRACT.value, TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value]]
        today_profitHold_positions_period_dataframe[
            TQZHoldPositionsPeriodKey.CONTRACT.value
        ] = today_profitHold_positions_period_dataframe.apply(
            lambda x: cls.__tqz_get_sym(x, TQZHoldPositionsPeriodKey.CONTRACT.value),
            axis=1
        )
        last_day_profitHold_positions_period_dataframe = today_profitHold_positions_period_dataframe

        return last_day_profitHold_positions_period_dataframe, today_profitHold_positions_period_dataframe

    @classmethod
    def __get_last_day_profitClose_hold_positions_period_dataframe(cls, current_account_trade_record_fold):
        """
        Get last_day_profitClose_hold_positions_period_dataframe.
        """

        yesterday_hold_positions_dataframe = pandas.DataFrame()
        last_day_profitHold_positions_period_dataframe = pandas.DataFrame()
        for trade_record in os.listdir(path=current_account_trade_record_fold):
            trade_record_all_path = f'{current_account_trade_record_fold}/{trade_record}'

            # get today_open & today_hold & today_close & today_profitClose
            today_open_positions_dataframe, today_hold_positions_dataframe, today_close_positions_dataframe, today_profitClose_positions_dataframe = cls.__get_today_open_hold_close_profitClose_positions_dataframes(
                trade_record_all_path=trade_record_all_path
            )

            if len(yesterday_hold_positions_dataframe) is 0:  # yesterday_hold_positions_dataframe have no position

                yesterday_hold_positions_dataframe = today_hold_positions_dataframe
                yesterday_hold_positions_dataframe[TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value] = 0

            else:  # yesterday_hold_positions_dataframe have position
                yesterday_hold_positions_dataframe[TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value] += 1

                # calculate today profitClose period
                last_day_profitHold_positions_period_dataframe, today_profitHold_positions_period_dataframe = cls.__calculate_todayProfitClose_hold_positions_period(
                    today_profitClose_positions_dataframe=today_profitClose_positions_dataframe,
                    yesterday_hold_positions_dataframe=yesterday_hold_positions_dataframe
                )

                # update yesterday hold positions dataframe
                yesterday_hold_positions_dataframe = cls.__update_profitClose_yesterday_hold_positions_dataframe(
                    today_open_positions_dataframe=today_open_positions_dataframe,
                    today_hold_positions_dataframe=today_hold_positions_dataframe,
                    today_close_positions_dataframe=today_close_positions_dataframe,
                    yesterday_hold_positions_dataframe=yesterday_hold_positions_dataframe
                )

        last_day_profitHold_positions_period_dataframe[
            TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
        ] = round(
            last_day_profitHold_positions_period_dataframe[
                TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
            ]
        )

        last_day_profitHold_positions_period_dataframe[
            TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
        ] = last_day_profitHold_positions_period_dataframe[
            TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
        ].astype(int)

        return last_day_profitHold_positions_period_dataframe


    @classmethod
    def __update_profitClose_yesterday_hold_positions_dataframe(cls, today_open_positions_dataframe, today_hold_positions_dataframe, today_close_positions_dataframe, yesterday_hold_positions_dataframe):
        """
        Update yesterday-hold-positions-dataframe.
        """

        yesterday_hold_positions_dataframe.set_index([
            TQZHoldPositionsPeriodKey.CONTRACT.value,
            TQZHoldPositionsPeriodKey.BUY_SELL.value
        ], inplace=True)
        yesterday_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.YESTERDAY_HOLD.value
        ] = yesterday_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.LOT.value
        ]
        del yesterday_hold_positions_dataframe[TQZHoldPositionsPeriodKey.LOT.value]

        today_hold_positions_dataframe.set_index([
            TQZHoldPositionsPeriodKey.CONTRACT.value,
            TQZHoldPositionsPeriodKey.BUY_SELL.value
        ], inplace=True)
        today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.TODAY_HOLD.value
        ] = today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.LOT.value
        ]
        del today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.LOT.value
        ]

        today_open_positions_dataframe.set_index([
            TQZHoldPositionsPeriodKey.CONTRACT.value,
            TQZHoldPositionsPeriodKey.BUY_SELL.value
        ], inplace=True)
        today_close_positions_dataframe.set_index([
            TQZHoldPositionsPeriodKey.CONTRACT.value,
            TQZHoldPositionsPeriodKey.BUY_SELL.value
        ], inplace=True)

        today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.TODAY_CLOSE.value
        ] = today_close_positions_dataframe[
            TQZHoldPositionsPeriodKey.LOT.value
        ]
        today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.TODAY_OPEN.value
        ] = today_open_positions_dataframe[
            TQZHoldPositionsPeriodKey.LOT.value
        ]
        today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.YESTERDAY_HOLD.value
        ] = yesterday_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.YESTERDAY_HOLD.value
        ]
        today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.PROFIT_HOLD_POSITION_PERIOD_YESTERDAY.value
        ] = yesterday_hold_positions_dataframe[
            TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
        ]
        today_hold_positions_dataframe.fillna(0, inplace=True)

        today_hold_positions_dataframe.loc[
            today_hold_positions_dataframe[
                TQZHoldPositionsPeriodKey.TODAY_CLOSE.value
            ] >= today_hold_positions_dataframe[
                TQZHoldPositionsPeriodKey.YESTERDAY_HOLD.value
            ],
            TQZHoldPositionsPeriodKey.YESTERDAY_POSITION.value
        ] = 0
        today_hold_positions_dataframe.loc[
            today_hold_positions_dataframe[
                TQZHoldPositionsPeriodKey.TODAY_CLOSE.value
            ] >= today_hold_positions_dataframe[
                TQZHoldPositionsPeriodKey.YESTERDAY_HOLD.value
            ],
            TQZHoldPositionsPeriodKey.TODAY_POSITION.value
        ] = today_hold_positions_dataframe[TQZHoldPositionsPeriodKey.TODAY_HOLD.value]
        today_hold_positions_dataframe.loc[
            today_hold_positions_dataframe[
                TQZHoldPositionsPeriodKey.TODAY_CLOSE.value
            ] < today_hold_positions_dataframe[
                TQZHoldPositionsPeriodKey.YESTERDAY_HOLD.value
            ],
            TQZHoldPositionsPeriodKey.YESTERDAY_POSITION.value
        ] = today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.YESTERDAY_HOLD.value
        ] - today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.TODAY_CLOSE.value
        ]
        today_hold_positions_dataframe.loc[
            today_hold_positions_dataframe[
                TQZHoldPositionsPeriodKey.TODAY_CLOSE.value
            ] < today_hold_positions_dataframe[
                TQZHoldPositionsPeriodKey.YESTERDAY_HOLD.value
            ],
            TQZHoldPositionsPeriodKey.TODAY_POSITION.value
        ] = today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.TODAY_HOLD.value
        ] - today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.YESTERDAY_POSITION.value
        ]
        today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.PROFIT_HOLD_POSITION_PERIOD_TODAY.value
        ] = round(
            (today_hold_positions_dataframe[TQZHoldPositionsPeriodKey.YESTERDAY_POSITION.value] / today_hold_positions_dataframe[TQZHoldPositionsPeriodKey.TODAY_HOLD.value]) * today_hold_positions_dataframe[TQZHoldPositionsPeriodKey.PROFIT_HOLD_POSITION_PERIOD_YESTERDAY.value],
            5
        )
        today_hold_positions_dataframe.reset_index(inplace=True)

        today_hold_positions_format_dataframe = pandas.DataFrame()
        today_hold_positions_format_dataframe[
            TQZHoldPositionsPeriodKey.CONTRACT.value
        ] = today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.CONTRACT.value
        ]
        today_hold_positions_format_dataframe[
            TQZHoldPositionsPeriodKey.BUY_SELL.value
        ] = today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.BUY_SELL.value
        ]
        today_hold_positions_format_dataframe[
            TQZHoldPositionsPeriodKey.LOT.value
        ] = today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.TODAY_HOLD.value
        ]
        today_hold_positions_format_dataframe[
            TQZFunctionModuleType.PROFIT_HOLD_POSITION_PERIOD.value
        ] = today_hold_positions_dataframe[
            TQZHoldPositionsPeriodKey.PROFIT_HOLD_POSITION_PERIOD_TODAY.value
        ]

        yesterday_hold_positions_dataframe = today_hold_positions_format_dataframe

        return yesterday_hold_positions_dataframe


    @classmethod
    def __tqz_get_sym(cls, source_dataframe, column):
        return re.match(r"^[a-zA-Z]{1,3}", source_dataframe[column]).group()


if __name__ == '__main__':
    TQZProfitCloseHoldPositionsPeriodApi.tqz_profitClose_hold_positions_period(account_names=["JHcy0125"])

_Erwin_
关注
  • 0
    点赞
  • 踩
  • 0
    收藏
    觉得还不错? 一键收藏
  • 0
    评论
专栏目录
Python掘金3量化交易代码：判断当前持仓，如果是今天买的不能卖
sz168998的博客
12-28 684
#判断当前持仓，如果是今天买的不能卖 coding=utf-8 from future import print_function, absolute_import, unicode_literals from gm.api import * from datetime import timedelta import numpy as np import pandas as pd import talib def init(context): today = context.now mysymbols=[‘
python_dateutil-2.8.1-py2.py3-none-any.whl
03-12
安装pandas需要先安装这个，本来是会自动安装，如果网不好的话会安装失败，所以可以先自己手动安装dateutil再安装pandas
量化交易之Python篇 - 总体持仓周期(pandas) - totalClose_holdPostions_period_api.py
08-23 213
import re import os import pandas from typing import List from tools_part.file_path_operator.file_path_operator import TQZFilePathOperator from tools_part.pandas_operator.pandas_operator import TQZPandas from tools_part.split_dataframe_operator.split_da.
量化交易之Python篇 - 亏损持仓周期(pandas) - lossClose_holdPositions_period_api.py
08-23 154
import re import os import pandas from typing import List from tools_part.file_path_operator.file_path_operator import TQZFilePathOperator from tools_part.pandas_operator.pandas_operator import TQZPandas from tools_part.split_dataframe_operator.split_da.
量化交易之Python篇 - 持仓周期算法(pandas) - split_dataframe_operator.py
08-23 546
import os import re import datetime import pandas from typing import List from tools_part.file_path_operator.file_path_operator import TQZFilePathOperator from tools_part.pandas_operator.pandas_operator import TQZPandas from constants_part.tqz_constant.
Python3对多股票的投资组合进行分析
热门推荐
Asia-Lee
04-21 5万+
目录 概述： 一、股票数据准备 1、股票选择 2、获取每支股票的收盘价 3、计算股票的日收益率 二、投资组合的收益计算 1、给定权重的投资组合 2、等权重的投资组合 3、市值加权的投资组合 三、投资组合的相关性分析 1、投资组合的相关矩阵 2、投资组合的协方差矩阵 3、投资组合的标准差 四、探索股票的最优投资组合 1、使用蒙特卡洛模拟Markowitz模型 2、投资...
deap-master.zip_Python量化交易_chickenju1_deap python_量化交易_量化交易pytho
07-14
Python作为量化交易的首选语言，拥有丰富的库支持，如pandas用于数据处理，NumPy和SciPy提供数值计算，matplotlib和seaborn用于数据可视化，以及像yfinance和pandas_datareader这样的库用于获取金融市场数据。...
pandas-1.4.3-cp310-cp310-win_amd64.zip
最新发布
11-21
Pandas-1.4.3是该库的最新稳定版本，针对Python 3.10版本进行了优化，并且适用于64位的Windows操作系统。本文将详细介绍如何在Windows x64环境下安装Pandas 1.4.3以及其主要功能和应用场景。 首先，我们需要理解...
Python数据科学速查表 - Scikit-seaborn-pandas_pandas_python_
10-03
在Python的世界里，数据科学是一片广阔的领域，涵盖了数据分析、机器学习、可视化等多个方面。其中，pandas、seaborn和scikit-learn是至关重要的工具库，它们为数据科学家提供了强大的功能。以下是对这些库及其相关...
Python库 | pandas-1.1.4-cp38-cp38-manylinux1_x86_64.whl
05-08
资源分类：Python库 所属语言：Python 资源全名：pandas-1.1.4-cp38-cp38-manylinux1_x86_64.whl 资源来源：官方 安装方法：https://lanzao.blog.csdn.net/article/details/101784059
python金融分析小知识(21)——如何计算股票、基金的收益净值曲线并通过python绘制
qq_41281698的博客
05-22 6707
Hello 大家好，我是一名新来的金融领域打工人，日常分享一些python知识，都是自己在学习生活中遇到的一些问题，分享给大家，希望对大家有一定的帮助！ 今天给大家讲讲如何计算股票或者基金的净值曲线，什么是净值曲线呢？净值曲线是一组时间序列的曲线，其含义表示为股票或基金在不同时间的价值相对于期初的价值的倍数。可以这么理解：比如说期初的1元钱，那么如果你在某个时间点手里的净值是1.4元钱，那么就意味着你如今手里的钱是期初的1.4倍。 大家可以看看常见的券商报告中的净值曲线： 如上图所示，一般净值曲线
量化交易之python篇 - remi库 - 基础控件和响应方法
12-08 2721
from remi.server import App, start import remi.gui as gui # 基本控件 label、test_input、drop_down、button、table_list class FirstApp(App): def __init__(self, *args): super(FirstApp, self).__init__(*args) def main(self): window = gui.
量化交易之python篇 - remi库 - 自动循环刷新数据demo
12-13 1140
from remi.server import App, start, Server import remi.gui as gui import time from position_operator.position_operator import PositionJsonOperator as TQZJsonOperator class FirstApp(App): def __init__(self, *args): super(FirstApp, self).__ini.
量化交易之python篇 - 初识网络通信
11-03 763
import socket def send_message(): # 创建一个udp套接字 udp_socket = socket.socket(socket.AF_INET, socket.SOCK_DGRAM) udp_socket.bind(("", 7080)) # 使用套接字收发数据 message = input("请输入要发送的信息:") udp_socket.sendto(message.encode(encoding="UTF-8").
量化交易之python篇 - remi_web - 内网前端（remi_web.py）
12-28 680
from remi.server import App, Server import remi.gui as gui import time from position_operator.position_operator import PositionJsonOperator as TQZJsonOperator from position_operator.position_operator import ContractModel from remi_model import Administrat.
量化交易之python篇 - 遍历数组元素的坐标及对应值
03-10 652
test_list = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10] for index, value in enumerate(test_list): print(f'index: {index}, value: {value}') """ terminal output: index: 0, value: 1 index: 1, value: 2 index: 2, value: 3 index: 3, value: 4 index: 4, value.
量化交易之python篇 - request - 网络爬虫（爬取图片）
11-06 579
import requests url_string = 'https://timgsa.baidu.com/timg?image&quality=80&size=b9999_10000&sec=1604477860189&di' \ '=36cb7012199130f653c1e11304652272&imgtype=0&src=http%3A%2F%2Fimg.08087.cc%2Fuploads%2F20190321%2F1.
量化交易之python篇 - remi_web - 解析数据模型（remi_mode.py）
12-28 578
from position_operator.position_operator import PositionJsonOperator as TQZJsonOperator class AccountModel: def __init__(self, account_name, account_jsonfile): self.account_name = account_name self.account_jsonfile = account_jsonfil.
cannot import name 'datetime' from 'pandas' (C:\Program Files\Python311\Lib\site-packages\pandas\__init__.py)
08-12
引用问题描述中也提到了C extension: No module named pandas._libs.tslibs.base的错误。引用中的代码中使用了datetime模块。问题中提到了无法从pandas中导入datetime的错误。 问题:cannot import name 'datetime' ...

“相关推荐”对你有帮助么？

  • 非常没帮助
  • 没帮助
  • 一般
  • 有帮助
  • 非常有帮助
提交
评论
添加红包

请填写红包祝福语或标题

个

红包个数最小为10个

元

红包金额最低5元

当前余额3.43元 前往充值 >
需支付：10.00元
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付元
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明：

1.余额是钱包充值的虚拟货币，按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载，可以购买VIP、付费专栏及课程。

余额充值