#引入panda包,读取csv文件
#引入numpy包,计算收益率
#引入matplotlib包,画直方图
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
data = pd.read_csv("C:\sj\FBNDX_investment.csv")
data['Simple Return']=data['Close'].pct_change(1)
plt.hist(data['Simple Return'])
plt.show()
data['Log Return']=np.log(data['Close']/data['Close'].shift(1))
plt.hist(data['Log Return'])
data['Log Return']=np.log(data['Close']/data['Close'].shift(1))
#对数收益率直方图
plt.hist(data['Log Return'])
plt.show()
# 计算正态分布曲线(拟合参数:mu,sigma)
mu, std = norm.fit(data)
xmin, xmax = plt.xlim()
x = np.linspace(xmin, xmax, 100)
y = norm.pdf(x, mu, std)
# 绘制正态分布曲线
plt.plot(x, y, 'k', linewidth=2)
# 添加标题、标签等
plt.title('简单收益率直方图')plt.xlabel('区间')plt.ylabel('频次')
plt.show()
补充中......