计算上市公司的car，利用三因子

import requests

import pandas as pd
import tushare as ts
from sklearn.linear_model import LinearRegression
import matplotlib.pyplot as plt

events = ['2018-06-25', '2020-12-25']

df_index = pd.read_excel(r"D:\300-学习\car计算\SZ综合指数.xlsx")
df_index.columns = ['trade_date', 'pct_chg']
df_index['trade_date'] = pd.to_datetime(df_index['trade_date'], format="%Y-%m-%d")   #改日期格式
#print(df_index.info())
pro = ts.pro_api('d2f364f7afefc9f34688f86e66610e07cf1456a6faee3eb951acc9f8')
df1 = pro.daily(ts_code='000488.SZ', start_date='20170101', end_date='20211231')
df = df1[['trade_date', 'pct_chg']]
df.columns = ['trade_date', 'return']
df['trade_date'] = pd.to_datetime(df['trade_date'], format="%Y%m%d")    #改日期格式
df = df.sort_values("trade_date")
df['return'] = df[&#