import jqdata_stocks.stock_strategy.momentum_strategy as mmt
import matplotlib.pyplot as plt

“”“
作业：计算持股超过两个月的投资组合收益率
”""
stocks = [‘600111.XSHG’, ‘000831.XSHE’, ‘600392.XSHG’] # 股票代码，三支稀土股
df = mmt.get_stocks_data(stocks=stocks, start_date=‘2021-01-01’, end_date=‘2022-01-01’, col_index=[‘date’, ‘close’])
returns_one = mmt.momentum(data_concat=df, shift_n=1) # 计算持股一个月的组合收益率
returns_two = mmt.momentum(data_concat=df, shift_n=2). # 计算持股两个月的组合收益率

print(returns_one, returns_two)

returns_one.plot()
returns_two.plot()
plt.legend([‘returns_one’, ‘returns_two’])
plt.show()

==== 结果 ====
< ---- 1个月 ---->
date
2021-01-31 NaN
2021-02-28 0.0
2021-03-31 -0.09402
2021-04-30 0.000464
2021-05-31 0.010603
2021-06-30 -0.023172
2021-07-31 -0.175786
2021-08-31 0.041911
2021-09-30 -0.010281
2021-10-31 0.097433
2021-11-30 -0.056868
2021-12-31 0.012541
< ---- 2个月 ---->
Freq: M, dtype: object date
2021-01-31 NaN
2021-02-28 0.0
2021-03-31 0.0
2021-04-30 -0.089663
2021-05-31 0.072528
2021-06-30 -0.014493
2021-07-31 -0.060272
2021-08-31 0.593665
2021-09-30 0.123444
2021-10-31 -0.030519
2021-11-30 0.049715
2021-12-31 -0.032594

==== 结果可视化 ====