计算出了每日的对数收益率：
import osimport sysimport timeimport randomimport mathimport pandas as pdimport numpy as npimport matplotlib.pyplot as pltfrom itertools import accumulateos.chdir(C:/Users\Administrator.spyder-py3\Daily)time0=time.time()files=os.listdir()#剔除无效文件files=[x for x in files if len(x)==11 and x.endswith(csv)]print(股票数量： ,len(files))#根据数据长度确定完整的交易日，随机选择100个文件以最长行数为基准maxlength=max([len(pd.read_csv(file)) for file in random.sample(files,100)])#print(交易周期： ,maxlength)#print(运行时间： ,time.time()-time0)data=pd.read_csv( 00001D.csv).iloc[:,[0,2]]for file in files[1:]:stock=pd.read_csv(file).iloc[:,[0,2]]if len(stock)==maxlength:data=pd.merge(data,stock,how=inner,on=datetime)data.to_csv(data.csv)data=pd.read_csv(data.csv)#print(&#
