【提交作业】resample函数的应用-简答题-小阳哥

来源:2-7 【作业】resample函数的应用-简答题

慕的地6009831

2022-01-19

作业1:

import pandas as pd
from jqdatasdk import *
import time
auth('135********','*******')
pd.set_option('display.max_rows',100000)
pd.set_option('display.max_columns',10)

# 获取数据
total_data = get_price('000001.XSHE',start_date='2021-1-1', end_date='2021-1-31',
                       frequency='daily', panel=False)
total_data['weekday']=total_data.index.weekday
print(total_data)

#获取周K:开盘价、收盘价、最高价、最低价
data_month=pd.DataFrame()
data_month['open']=total_data['open'].resample('M').first()
data_month['close']=total_data['close'].resample('M').last()
data_month['high']=total_data['high'].resample('M').max()
data_month['low']=total_data['low'].resample('M').min()

print(data_month)

输出结果:
open close high low
2021-01-31 18.95 22.91 23.36 17.66

图片描述

作业2:

import pandas as pd
from jqdatasdk import *
import time
auth('135********','*******')
pd.set_option('display.max_rows',100000)
pd.set_option('display.max_columns',10)

# 获取数据
total_data = get_price('000001.XSHE', start_date='2020-1-1', end_date='2020-12-31',
                       frequency='daily', panel=False)
total_data['weekday']=total_data.index.weekday

#按照月份汇总
per_month_data=pd.DataFrame()
per_month_data['成交量']=total_data['volume'].resample('M').sum()
per_month_data['成交额']=total_data['money'].resample('M').sum()
print(per_month_data)

输出结果:
成交量 成交额
2020-01-31 1.520850e+09 2.466329e+10
2020-02-29 2.595982e+09 3.750110e+10
2020-03-31 2.725267e+09 3.669330e+10
2020-04-30 1.750160e+09 2.244271e+10
2020-05-31 1.244672e+09 1.631273e+10
2020-06-30 1.841689e+09 2.378542e+10
2020-07-31 4.845076e+09 6.941590e+10
2020-08-31 3.148977e+09 4.516316e+10
2020-09-30 2.168742e+09 3.292620e+10
2020-10-31 2.100316e+09 3.589953e+10
2020-11-30 2.073678e+09 3.779005e+10
2020-12-31 1.977047e+09 3.692006e+10

写回答

1回答

DeltaF

2022-01-19

棒棒哒,祝学习愉快

0
0

程序员理财课 Python量化交易系统实战

打造一个自动交易平台,新手也能提升理财收益

1987 学习 · 405 问题

查看课程