股票数据处理仿真

股票数据处理仿真

1. 数据获取

stockData=ts.get_hist_data('600848')
#获取开盘价大于收盘价的交易量
stockData.volume[stockData.open>stockData.close]

!pip install tushare
import tushare as ts
help(ts.get_hist_data)

Help on function get_hist_data in module tushare.stock.trading:

get_hist_data(code=None, start=None, end=None, ktype='D', retry_count=3, pause=0.001)
        获取个股历史交易记录
    Parameters
    ------
      code:string
                  股票代码 e.g. 600848
      start:string
                  开始日期 format：YYYY-MM-DD 为空时取到API所提供的最早日期数据
      end:string
                  结束日期 format：YYYY-MM-DD 为空时取到最近一个交易日数据
      ktype：string
                  数据类型，D=日k线 W=周 M=月 5=5分钟 15=15分钟 30=30分钟 60=60分钟，默认为D
      retry_count : int, 默认 3
                 如遇网络等问题重复执行的次数 
      pause : int, 默认 0
                重复请求数据过程中暂停的秒数，防止请求间隔时间太短出现的问题
    return
    -------
      DataFrame
          属性:日期 ，开盘价， 最高价， 收盘价， 最低价， 成交量， 价格变动 ，涨跌幅，5日均价，10日均价，20日均价，5日均量，10日均量，20日均量，换手率

import tushare as ts
import pandas as pd
stockList = ['600848','600547']
stockDataRaw = []
for stockCode in stockList:
    tmpData = ts.get_hist_data(stockCode)
    #增加一列code，用于区分不同的股票信息
    tmpData['code'] = stockCode
    stockDataRaw.append(tmpData)
stockDataRaw[1].head()

			open	high	close	low		volume	price_changep_change	ma5	ma10	ma20	v_ma5		v_ma10		v_ma20		code
date														
2020-04-03	34.30	35.10	34.32	34.13	450174.44	0.42	1.24	34.316	33.815	32.911	476105.19	593758.48	558680.44	600547
2020-04-02	34.17	34.18	33.90	33.42	406198.56	-0.86	-2.47	34.484	33.393	33.021	527955.09	591879.77	575459.22	600547
2020-04-01	33.16	34.90	34.76	32.84	562402.19	0.42	1.22	34.586	32.896	33.101	574545.03	595051.70	576480.42	600547
2020-03-31	33.95	34.92	34.34	33.55	379957.53	0.08	0.23	34.434	32.368	33.118	618449.48	580082.07	583015.25	600547
2020-03-30	34.43	35.40	34.26	33.73	581793.25	-0.90	-2.56	34.166	31.940	33.130	729601.73	593872.79	589913.88	600547

stockDataRaw[0].head()
			open	high	close	low	 volume	price_change	p_change	ma5	ma10	ma20	v_ma5		v_ma10		v_ma20		code
date														
2020-03-19	19.11	19.25	19.20	18.66	61516.41	0.00	0.00	19.556	20.263	20.915	59916.25	59714.33	70934.42	600848
2020-03-18	19.58	19.78	19.20	19.05	48093.72	-0.20	-1.03	19.848	20.507	21.046	57235.60	59874.07	71795.66	600848
2020-03-17	20.00	20.07	19.40	19.18	52294.24	-0.40	-2.02	20.214	20.734	21.166	60959.79	60316.61	72138.82	600848
2020-03-16	20.31	20.61	19.80	19.70	65306.74	-0.38	-1.88	20.512	20.924	21.284	64058.86	61356.19	72836.33	600848
2020-03-13	19.85	20.36	20.18	19.58	72370.12	-0.48	-2.32	20.714	21.052	21.378	65007.02	60015.78	74068.74	600848

2. 数据探索

2.1 统计性描述

stockDataRaw[0].describe()
		open		high		close		low			volume		price_change	p_change	ma5	ma10	ma20	v_ma5	v_ma10	v_ma20
count	531.000000	531.000000	531.000000	531.000000	531.000000	531.000000	531.000000	531.000000	531.000000	531.000000	531.000000	531.000000	531.000000
mean	25.269529	25.862750	25.299454	24.809868	94063.363032	-0.014557	-0.015009	25.327944	25.362077	25.433814	94429.341921	94677.080151	95666.325009
std		4.470016	4.666589	4.480347	4.292618	72605.740257	0.828934	3.076116	4.399293	4.307300	4.137030	62339.064202	57344.750402	51714.109126
min		14.760000	16.300000	15.700000	14.760000	14082.000000	-3.520000	-10.010000	16.298000	16.684000	17.516000	17098.100000	24382.830000	35231.770000
25%		21.915000	22.240000	21.895000	21.630000	45430.220000	-0.365000	-1.490000	22.028000	22.108500	22.548500	49811.225000	54176.465000	56236.895000
50%		24.400000	24.800000	24.370000	24.040000	69768.170000	0.020000	0.110000	24.410000	24.441000	24.441000	73995.030000	77534.590000	77430.850000
75%		27.790000	28.215000	27.640000	27.335000	115424.025000	0.335000	1.400000	27.582000	27.472500	27.527500	118145.360000	119103.220000	120233.255000
max		37.800000	38.810000	37.490000	36.200000	501915.410000	3.080000	10.010000	36.126000	35.766000	34.274000	404443.540000	360028.160000	269280.790000

stockDataRaw[0].apply(lambda x: pd.Series((min(x), max(x)), index=['最小值','最大值']))

		open	high	close	low	volume	price_change	p_change	ma5	ma10	ma20	v_ma5	v_ma10	v_ma20	code
最小值	14.76	16.30	15.70	14.76	14082.00