股票预测模型的改良

import numpy as np
import pandas as pd
from sklearn import svm
from sklearn.linear_model import LogisticRegression
import tushare as ts
from sklearn import cross_validation

data=ts.get_k_data('600000',start='2007-01-01',end='2018-04-13')

print(data.head())
print(data.tail())

         date   open  close   high    low     volume    code
0  2007-01-04  3.702  3.670  4.009  3.413  508894.23  600000
1  2007-01-05  3.670  3.562  3.670  3.338  357055.86  600000
2  2007-01-08  3.557  3.634  3.708  3.525  254888.76  600000
3  2007-01-09  3.596  3.897  3.916  3.591  329619.46  600000
4  2007-01-10  3.904  4.041  4.152  3.904  352768.36  600000
            date   open  close   high    low    volume    code
2686  2018-04-09  11.53  11.50  11.59  11.49  167224.0  600000
2687  2018-04-10  11.52  11.77  11.79  11.51  287482.0  600000
2688  2018-04-11  11.79  11.91  12.02  11.75  312985.0  600000
2689  2018-04-12  11.91  11.78  11.96  11.76  188242.0  600000
2690  2018-04-13  11.83  11.69  11.89  11.69  140948.0  600000

data_SZ_index=ts.get_k_data('000001',index=