tushare 使用（专业作业

我的tushare ID:471789

# 获取多只股票财务数据，进行主成分分析以及K-均值聚类分析

import pandas as pd

import numpy as np

import tushare as ts

pro = ts.pro_api(token')  # 输入token

zong=pd.DataFrame()

for t in ['600519.SH','600809.SH','688169.SH','600887.SH','002709.SZ','300750.SZ','603799.SH','688599.SH','002594.SZ','300015.SH',

         '002475.SZ','300014.SZ','603486.SH','600309.SH','605117.SH','600436.SH','600238.SH','603259.SH','002142.SZ','603288.SH']:

    df = pro.query('fina_indicator', ts_code=t,fields='ts_code,end_date,eps,roe,roic,profit_to_gr,gc_of_gr,ar_turn,debt_to_eqt,assets_turn',period='20210930')

    df=df.head(1)

    zong=zong.append(df)

zong.to_excel('20只股票分析数据.xlsx')

# 主成分分析过程

import pandas as pd

# 读取财务数据数据

data=pd.read_excel('20只股票分析数据.xlsx')

# 去掉nan值   

data=data.dropna()

# 截取需要分析的数据列

data2=data.iloc[:,3:] 

# 数据规范化处理

from sklearn.preprocessing import StandardScaler

X=data2.iloc[:,2:]

scaler=StandardScaler()

scaler.fit(X)

X=scaler.transform(X)

# 主成分分析

from sklearn.decomposition import PCA

pca=PCA(n_components=0.95)

Y=pca.fit_transform(X)

tzxl=pca.components_

gxl=pca.explained_variance_ratio_

import numpy as np

# 预定义综合得分数组F

F=np.zeros((len(Y)))

for i in range(len(gxl)):

    f=Y[:,i]*gxl[i]           # 第i个主成分与第i个成分贡献率乘积

    F=F+f                     # 数组累积求和

dm=list(data['ts_code'].values)

fs1=pd.Series(F,index=dm)

Fscore=fs1.sort_values(ascending=False)

Fscore.to_excel('选股排名.xlsx')

# K均值聚类分析

from sklearn.cluster import KMeans

model=KMeans(n_clusters=4,random_state=0,max_iter=500)

model.fit(Y)

c=model.labels_

center=model.cluster_centers_

center=pd.DataFrame(center)

center.columns=('Y1','Y2','Y3')

fs=pd.Series(c,index=data['ts_code'])

fs=fs.sort_values()