简单股票选股公式分析评测函数

import pandas as pd
import os

def Quant(funs,name):
    K_path='data/K'
    files=[files for root, dirs, files in os.walk(K_path)][0]
    outdf=pd.DataFrame()
    for file in files:
        path=os.path.join(K_path, file)
        df=pd.read_csv(path,encoding="gbk",index_col = 0,parse_dates=['日期'])
        df = funs(df)
        df['Buy'] = df["开盘"].shift(-1)
        for i in range(8):
            if i == 0:
                continue
            elif i==1:
                df['sell_%d' %i]=df["开盘"].shift(-2)
            else:
                df['sell_%d' %i]=df['收盘'].shift(-i)
        df_new=df[df[name]]
        outdf=outdf.append(df_new)
    if len(outdf)==0:
        print('从未出现')
        return outdf
    order={}
    for i in range(8):
        if i !=0:
            sy=outdf['sell_%d' %i]/outdf['Buy']

            order['第%d日' %i]={
                '出现总次数（次）':len(outdf),
                '成功次数（次）':sum(sy>1),
                '平均收益率(%)':((sy-1)*100).mean(),
                '累计收益率(%)':(sy.prod()-1)*100,
                '盈亏比':(sy[sy>1].mean()-1)/(1-sy[sy<1].mean()),
                '成功率':round(sum(sy>1)/len(outdf)*100,0)
                }
    order_df=pd.DataFrame(order).T
    order_df['%s'%name]=name
    order_df.to_csv('temp/%s量化.csv' %name,encoding='gbk')
    return order_df

从data/K目录读取历史K线数据，数据包含日期、开盘、收盘、最高、最低等价格信息。返回分析结果并保存为csv文件。参数funs为选股函数名，name为选股函数对结果的标记名称。