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Numpy攻略:模擬在隨機時間點

具體步驟:
1.生成隨機索引:用randint函式生成隨機整數
2.模擬交易過程:用Numpy的take函式,從收盤價陣列中選取若干函式。
3.繪製利潤直方圖
完整程式碼如下:

import numpy
import fix_yahoo_finance as yf
yf.pdr_override()
import pandas_datareader as web
from datetime import date
import sys
import matplotlib.pyplot
def get_indices(high,size):
    #2.生成隨機索引
    return numpy.random.randint(0,high,size)
#1.獲取收價盤
if len(sys.argv)!=3:
    print("Usage Python %s SYMBOL k"%(sys.argv[0]) )
    print("For instance python %s AAPL 1"%(sys.argv[0]))
    sys.exit()
#datetimie:日期時間函式
today=date.today()
start=(today.year-1,today.month,today.day)
quotes=web.get_data_yahoo(sys.argv[1],start,today)
close=[q[4] for q in quotes]
nbuys=int(sys.argv[2])
N=int(sys.argv[3])
profits=numpy.zeros(N)
for i in range(N):
    #3.交易模擬過程
    buys=numpy.take(close,get_indices(len(close),nbuys))
    sells=numpy.take(close,get_indices(len(close),nbuys))
    profits[i]=sells.sum()-buys.sun()
    print("Mean",profits.mean())
    print("Std",profits.std())
#4.繪製利潤直方圖
matplotlib.pyplot.hist(profits)
matplotlib.pyplot.show()