[035量化交易] python计算股票涨跌幅天数百分比

# 导入tushare
import tushare as ts

# 初始化pro接口
pro = ts.pro_api('')

data = pro.query('stock_basic', exchange='', list_status='L', fields='ts_code,symbol,name,area,industry,list_date')

start_date = '20170101'
end_date = '20200101'

for i in range(5):
    print('++++++++++++++++++++++++++++++++++++++')
    print(data['name'][i] + ':' + data['ts_code'][i])
    # 拉取数据
    df = pro.daily(**{
        "ts_code": data['ts_code'][i],
        "trade_date": "",
        "start_date": start_date,
        "end_date": end_date,
        "offset": "",
        "limit": ""
    }, fields=[
        "ts_code",
        "trade_date",
        "open",
        "high",
        "low",
        "close",
        "pre_close",
        "change",
        "pct_chg",
        "vol",
        "amount"
    ])

    df['diff'] = df['close'].diff()
    print(type(df['diff']))
    print(df['diff'])
    # diffList= df['diff']
    numlist = list(df['diff'])
    # print(numlist)
    print(len(df))
    res1 = list(filter(lambda x: x > 0, numlist))
    # print(res1)
    print(len(res1))
    print('跌幅幅比例: {:.2%}'.format(len(res1)/len(df)))