python金融蒙特卡洛模拟相关参数计算

python金融蒙特卡洛模拟相关参数计算并生成图片

import numpy as np
import numpy.random as npr
import pandas as pd
import matplotlib.pyplot as plt

# 导入外部数据
stock_price = pd.read_excel("D:\python代码\\first\daorutry.xlsx",sheet_name="Sheet1",header =0,index_col=0)
# print(stock_price)

# X为置信水平，I为蒙特卡洛模拟的次数，P0为固值（是后台设定还是老师设定待定）
# X = float(input("请输入置信水平："))
I = 10000
P0 = 1000


# 股票日收益
stock_return = np.log(stock_price/stock_price.shift(1))
# 删除缺失行
stock_return = stock_return.dropna