python：基金净值与龙头股收盘价 数据的相关性分析

广发消费升级股票基金净值 与 贵州茅台收盘价 数据的相关性分析：

diff_corr_2.py

# coding: utf-8
import os, sys
from datetime import datetime
import matplotlib.pyplot as plt
import pandas as pd

# 006671,广发消费升级股票基金
df = pd.read_csv('006671.csv', index_col='date')
df1 = df[['jz']]
print(df1.head())

# 600519,贵州茅台，为了与基金净值比较，收盘价/1000
df = pd.read_csv('600519.csv', index_col='date')
df2 = df[['close']].apply(lambda x:x/1000)
print(df2.head())

# pandas DataFrame 连接表
df3 = pd.merge(df1, df2, left_index=True, right_index=True, how='inner')
#df3 = df1.join(df2, how='inner')
print(df3.tail())

df3.index = pd.to_datetime(df3.index)
print(df3[ df3.index.year==2019 ].head())
# 每一年数据的相关性分析
print("2019Y:\n", df3[ df3.index.year==2019 ].corr()['jz'])
print("2020Y:\n", df3[ df3.index.year==2020 ].corr()['jz'])
print("all:\n", df3.corr()['jz'])

df3.head() 数据格式
                jz    close
date
2019-05-27  1.0000  0.87900
2019-05-31  0.9992  0.89000
2019-06-06  0.9957  0.86213
2019-06-14  1.0039  0.91300
2019-06-21  1.0323  0.97630
计算结果：
2019Y: 0.94088
2020Y: 0.979615
all:       0.973933

结论：两者数据的相关性高达 97.39%

基金净值与龙头股收盘价比较图

diff_show_2.py

# coding: utf-8
import os, sys
import matplotlib.pyplot as plt
import pandas as pd

# 006671,广发消费升级股票基金
df = pd.read_csv('006671.csv', index_col='date')
df1 = df[['jz']]
print(df1.head())

# 600519,贵州茅台，为了与基金净值比较，收盘价/1000
df = pd.read_csv('600519.csv', index_col='date')
df2 = df[['close']].apply(lambda x:x/1000)
print(df2.head())

# pandas DataFrame 连接表
df3 = pd.merge(df1, df2, left_index=True, right_index=True, how='inner')
#df3 = df1.join(df2, how='inner')
print(df3.tail())

df3.index = pd.to_datetime(df3.index)
# 画基金净值与龙头股收盘价比较图
df3[['jz','close']].plot(kind='line',grid=True,title='006671 vs 600519')
plt.show()

运行 python diff_show_2.py