Numpy攻略:模擬在隨機時間點
阿新 • • 發佈:2018-12-05
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()