二话不说,上梯子,导库拉数据:
import pandas as pd import pandas_datareader.data as web import numpy as np from datetime import datetime
数据甭多了,来个3年的:
end = datetime.date.today() start = end - datetime.timedelta(days = 365*3)
我大A股,最牛X的股票,要说是茅台,没人反对吧?那咱搞茅台的行情数据:
cowB = web.DataReader('600519.ss', 'yahoo', start, end) cowB.head()
拉下来本仙就惊了,2019年1月的时候,大茅台才600多块钱啊!不过估计当时让本仙买,本仙也不敢。那时候我大A股过百的股票也没多少吧!
然后我按照书里的方法,做下特征工程:
cowB['open-close'] = cowB['Open'] - cowB ['Close'] cowB ['high-low'] = cowB ['High'] - cowB ['Low'] cowB ['target'] = np.where(cowB['Close'].shift(-1) > cowB['Close'],1