事件研究法-python-万矿

import pandas as pd
from WindPy import *
import numpy as np
import scipy as sp
import matplotlib.pyplot as plt
from scipy.optimize import leastsq

w.start()
data_df_QTJY=w.wsd("300359.SZ", "close", "2018-12-01", "2019-02-28", "Fill=Previous;PriceAdj=F")
data_df_CYBZ=w.wsd("399006.SZ", "close", "2018-12-01", "2019-02-28", "Fill=Previous;PriceAdj=F")

data_df_QTJY=pd.DataFrame(data_df_QTJY.Data,columns=data_df_QTJY.Times,index=data_df_QTJY.Fields)
data_df_QTJY=data_df_QTJY.T
data_df_CYBZ=pd.DataFrame(data_df_CYBZ.Data,columns=data_df_CYBZ.Times,index=data_df_CYBZ.Fields)
data_df_CYBZ=data_df_CYBZ.T

data_df_QTJY['return']=np.log(data_df_QTJY['CLOSE']/data_df_QTJY['CLOSE'].shift(1))
data_df_QTJY['index_return']=np.log(data_df_CYBZ['CLOSE']/data_df_CYBZ['CLOSE'].shift(1))
data_df_QTJY=data_df_QTJY.dropna()

##样本数据(Xi,Yi)，需要转换成数组(列表)形式
xi=np.array(data_df_QTJY['index_return'])
yi=np.array(data_df_QTJY['return'])
xi
##需要拟合的函数func 
def func(p,x):
    k,b=p
    return k*x+b
 
##偏差函数：x,y都是列表:这里的x,y更上面的Xi,Yi中是一一对应的
def