[035量化交易] python计算股票涨跌幅天数百分比

# 导入tushareimport tushare as ts# 初始化pro接口pro = ts.pro_api('')data = pro.query('stock_basic', exchange='', list_status='L', fields='ts_code,symbol,name,area,industry,list_date')start_date = '0101'end_date = '0101'for i in range(5):print('++++++++++++++++++++++++++++++++++++++')print(data['name'][i] + ':' + data['ts_code'][i])# 拉取数据df = pro.daily(**{"ts_code": data['ts_code'][i],"trade_date": "","start_date": start_date,"end_date": end_date,"offset": "","limit": ""}, fields=["ts_code","trade_date","open","high","low","close","pre_close","change","pct_chg","vol","amount"])df['diff'] = df['close'].diff()print(type(df['diff']))print(df['diff'])# diffList= df['diff']numlist = list(df['diff'])# print(numlist)print(len(df))res1 = list(filter(lambda x: x > 0, numlist))# print(res1)print(len(res1))print('跌幅幅比例: {:.2%}'.format(len(res1)/len(df)))