通过python相关性分析剖析美的集团与格力电器股价相关性

相关性分析剖析美的集团与格力电器股价相关性"/>

通过python相关性分析剖析美的集团与格力电器股价相关性

import matplotlib.pyplot as plt #提供类matlab里绘图框架
import numpy as np
import pandas as pd
import tushare as ts#获取数据s_md = '000333.SZ' #美的
s_gl = '000651.SZ' #格力
sdate = '2016-01-01'#起止日期
edate = '2019-04-25'ts.set_token("your token")
pro = ts.pro_api()df_md = pro.daily(ts_code=str(s_md), start_date=str(sdate), end_date=str(edate))
df_gl = pro.daily(ts_code=str(s_gl), start_date=str(sdate), end_date=str(edate))
df = pd.concat([df_md.trade_date,df_md.close,df_gl.close], axis = 1, keys=['trade_date','md_close', 'gl_close'])#合并
df.ffill(axis=0, inplace=True)#填充缺失数据
df.to_csv('md_gl.csv')#pearson方法计算相关性
corr = df.corr(method = 'pearson', min_periods = 1)
print(corr)#打印图像
df.plot(figsize = (20,12))
plt.savefig('md_gl.png')
plt.close()#归一化处理打印图像
df['md_one'] = df.md_close / float(df.md_close[0])*100
df['gl_one'] = df.gl_close / float(df.gl_close[0])*100
df.md_one.plot(figsize = (20,12))
df.gl_one.plot(figsize = (20,12))
plt.savefig('md_gl_one.png')