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原创 python使用tushare获取数据,简单计算F-score因子
个人tushreID:4581351.导入所需的库,设置全局变量import numpy as npimport pandas as pdimport tushare as tsimport datetimeimport calendarfrom sklearn import linear_model#from linearmodels import FamaMacBethimport statsmodels.api as smfrom scipy import statsimp
2022-02-17 09:46:10 2214 1
原创 python使用tushare获取数据,实现多因子双重排序选股回测
1.导入所需的库,设置全局变量import pandas as pdimport tushare as tsimport numpy as npfrom scipy import statsimport matplotlib.pyplot as pltimport seaborn as sns#全局变量part = 5start_date = '20160101'end_date = '20201231'interval = 22数据源采用的是tushare平台Tushare
2021-09-03 16:22:44 2132 2
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