按申万三级行业分类计算个股的标准正态累计分布值

数据来源于聚源数据库，navicat下载后使用python处理。
首先下载并关联数据。

import pandas as pd
lirun= pd.read_csv("./0515利润表.csv",encoding = "gbk",low_memory=False)
zuoshoupan = pd.read_csv("./0515昨收盘.csv",encoding = "gbk",low_memory=False)
zhubiao = pd.read_csv("./0515证券主表.csv",encoding = "gbk",low_memory=False)
zichan = pd.read_csv("./0515资产负债数据.csv",encoding = "gbk",low_memory=False)
ebit = pd.read_csv("./0515ebitda.csv",encoding = "gbk",low_memory=False)
hangye = pd.read_csv("./申万.csv",encoding = "gbk",low_memory=False)
lian1 = pd.merge(zichan,lirun,on="CompanyCode")
lian2 = pd.merge(lian1,zhubiao,on="CompanyCode")
lian3 = pd.merge(lian2,zuoshoupan,on="InnerCode")
lian4 = pd.merge(lian3,ebit,on = "CompanyCode")
lian5 = pd.merge(lian4,hangye,on = "CompanyCode")
print(lian5)
lian5.to_csv("./0517shi.csv",encoding = "gbk",index = False)

对数据处理

import numpy as np
import pandas as pd
import scipy.stats as st
df= pd.read_csv("./ev0518.csv",encoding = "gbk",low_memory=False)
b = df[df["ebitda/ev"]=="#DIV/0!"].index.tolist()
df = df.drop(b)
a = df.groupby(by="ThirdIndustryName")

new_data=pd.DataFrame(columns =['CompanyCode', 'EndDate', 'CashEquivalents', 'MinorityInterests', 'ShortTermLoan', 'LongtermLoan', 'BondsPayable', 'TradingAssets', 'TradingLiability', 'LoanAndAdvance', 'HoldForSaleAssets', 'HoldToMaturityInvestments', 'PaidInCapital', 'OperatingRevenue', 'ID', 'InnerCode', 'SecuCode', 'SecuAbbr', 'PrevClosePrice', 'EBITDA', 'ThirdIndustryName', '超额现金', '非经营性资产', 'ev', 'ev/ebitda', 'ebitda/ev'] )
for x,y in a:
    y["ebitda/ev"] = y["ebitda/ev"].astype(np.float)
    mean = y["ebitda/ev"].mean()
    std = y["ebitda/ev"].std()
    new=[]
    for i in range(y.shape[0]):
        k = y.iloc[i,:]["ebitda/ev"]
        n = (k - mean)/std
        new.append(n)
    if new is not None:
        y["p"] = new
    new1=[]
    for i in range(y.shape[0]):
        l = st.norm.cdf(y.iloc[i,:]["p"])
        new1.append(l)
    if new1 is not None:
        y["pp"] = new1
    new_data = pd.concat([new_data,y])
new_data.to_csv("./0518_pp.csv",encoding = "gbk",index = False)

心得：使用groupby函数对每组数据进行处理后，将各分组重新整合成dataframe的方法：
（1）设立空的dataframe： new_data=pd.DataFrame(columns =~~），需要写出列名，且和分组后的列名一致，注意比原dataframe少了分组的那一列。
（2）使用concat函数，不知道为什么使用append追加dataframe无法得出的是空值。
new_data = pd.concat([new_data,y])