python - pandas 从 yahoo finance 读取 BIDU 数据进行descriptive statistics

# coding: utf-8

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# pip install pandas_datareader
import pandas_datareader as pdr
df = pdr.DataReader('BIDU', data_source='yahoo')
df.tail()

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df.columns

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df['Close'].sum()
df['Close'].mean()
df['Close'].std()
df['Close'].min()
df['Close'].max()
df['Close'].count()

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df['diff'] = df['Close'] - df['Open']
df.head()

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df['rise'] = df['diff'] > 0
df['fall'] = df['diff'] < 0
df.head()

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df[['rise', 'fall']].sum()

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# 查看某段时间的股票涨跌情况
df.ix[(df.index >= '2017-01-01') & (df.index <= '2017-09-01'), ['rise', 'fall']].sum()

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# 根据年、月 统计股票涨跌
df.groupby([df.index.year, df.index.month])['rise', 'fall'].sum()

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# 每日报酬
df['ret'] = df['Close'].pct_change(1) # 相邻（period）的数据的变换百分比
df.head()

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# 每月报酬
df.groupby([df.index.year, df.index.month])['ret'].sum()