In [1]:
import QUANTAXIS as QA
QUANTAXIS>> start QUANTAXIS
QUANTAXIS>> Welcome to QUANTAXIS, the Version is 1.1.0
QUANTAXIS>>
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``````````````````````````Copyright``yutiansut``2018``````QUANTITATIVE FINANCIAL FRAMEWORK`````````````````````````````
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In [2]:
block=QA.QA_fetch_stock_block_adv().get_block('国产软件')
In [3]:
ana_block=QA.QAAnalysis_block(block.code,'国产软件','2018-01-01','2018-08-21')
In [4]:
import pandas as pd
data=pd.concat([ana_block.block_index('mv'),ana_block.block_index('lv'),ana_block.block_index('close'),ana_block.block_index('volume')],axis=1)
In [5]:
data.columns=['market_value_index','liquidity_value_index','close_index','volume_index']
In [6]:
data
Out[6]:
market_value_index
liquidity_value_index
close_index
volume_index
date
2018-01-02
1000.000000
1000.000000
1000.000000
1000.000000
2018-01-03
1011.453024
1012.182096
1008.337584
975.469066
2018-01-04
1003.560174
1001.358703
1006.729271
1056.706287
2018-01-05
1003.848439
1003.589129
998.030722
975.631041
2018-01-08
996.559477
995.978208
998.446338
1030.988371
2018-01-09
989.878685
988.047231
1003.188614
1033.557579
2018-01-10
1036.900702
1029.346390
1042.809040
923.158626
2018-01-11
1048.696506
1048.619200
1043.009857
916.778726
2018-01-12
1026.559950
1030.715050
1023.014229
934.860977
2018-01-15
992.648805
992.361915
1005.000270
893.688104
2018-01-16
1000.611250
1001.170835
1030.831364
953.352003
2018-01-17
978.065707
975.901259
1012.136857
896.470122
2018-01-18
973.550934
970.749573
1017.435022
995.058247
2018-01-19
981.517452
978.968538
1033.038066
948.801935
2018-01-22
1000.028560
998.473826
1038.586046
922.276647
2018-01-23
996.547914
997.383436
1008.898722
950.387815
2018-01-24
1024.916180
1025.600445
1023.618186
955.437238
2018-01-25
1016.702427
1015.620097
1020.301983
957.674326
2018-01-26
1021.361714
1020.953671
1019.447501
905.021597
2018-01-29
997.159722
996.566772
986.956853
903.352829
2018-01-30
991.720484
993.869024
968.107394
922.339447
2018-01-31
959.109953
960.706700
931.313820
809.884577
2018-02-01
930.519978
930.071331
900.816962
790.886165
2018-02-02
933.961077
932.705735
907.479885
863.475067
2018-02-05
926.828526
924.184230
888.553406
851.211078
2018-02-06
878.933119
875.504627
834.555396
783.804645
2018-02-07
896.127060
891.676870
856.039506
835.541742
2018-02-08
915.256499
909.988125
874.070814
907.743916
2018-02-09
888.161055
881.614976
851.009496
811.176043
2018-02-12
929.173229
921.578302
886.123656
923.145583
...
...
...
...
...
2018-07-11
956.376087
973.601324
866.424075
1008.687609
2018-07-12
995.439882
1006.605653
895.751106
1074.682265
2018-07-13
992.908178
1005.055786
889.668011
1128.961097
2018-07-16
1007.978088
1019.936057
905.781094
1163.990188
2018-07-17
1020.898577
1033.533484
907.551091
1185.662054
2018-07-18
1011.804315
1019.806941
900.318514
1196.243829
2018-07-19
997.999284
1006.349877
883.350950
1128.745491
2018-07-20
1035.347870
1047.310141
910.317985
1065.442383
2018-07-23
1060.684924
1068.856942
937.722433
1062.993133
2018-07-24
1032.841221
1067.721397
939.294896
1044.345976
2018-07-25
1034.514386
1070.511771
936.619792
1022.665308
2018-07-26
1004.671651
1039.325472
911.107410
1056.518468
2018-07-27
990.587295
1024.335010
896.128905
1051.446315
2018-07-30
976.918756
1008.584207
881.816573
1007.835203
2018-07-31
974.830274
1005.313447
887.082768
1020.989358
2018-08-01
958.391659
987.359058
876.628446
1008.441377
2018-08-02
933.471050
962.281212
854.931199
977.782224
2018-08-03
907.259280
934.961851
834.310289
1027.376249
2018-08-06
897.962282
926.593474
824.516689
994.954650
2018-08-07
941.531997
970.775368
859.385246
1088.979337
2018-08-08
921.450875
950.309072
841.804499
1052.628599
2018-08-09
976.573279
1007.456907
889.425529
1067.261762
2018-08-10
988.982228
1021.546861
899.647136
1215.312627
2018-08-13
1026.991583
1060.881426
927.220493
1249.425534
2018-08-14
1008.923816
1041.278697
912.439758
1273.975459
2018-08-15
984.170452
1016.857866
892.038180
1201.077448
2018-08-16
973.581384
1005.703070
885.334804
1187.929543
2018-08-17
950.012903
982.627198
864.683411
1021.629353
2018-08-20
977.102901
1012.167651
881.245263
1020.462768
2018-08-21
977.071590
1010.399519
887.653875
1058.146078
156 rows × 4 columns
In [14]:
ana_block.plot_index()
In [8]:
ana_block_min=QA.QAAnalysis_block(block.code,'国产软件','2018-08-01','2018-08-21','15min')
In [9]:
import pandas as pd
data=pd.concat([ana_block_min.block_index('mv'),ana_block_min.block_index('lv'),ana_block_min.block_index('close'),ana_block_min.block_index('volume')],axis=1)
In [10]:
data.columns=['market_value_index','liquidity_value_index','close_index','volume_index']
In [11]:
data
Out[11]:
market_value_index
liquidity_value_index
close_index
volume_index
2018-08-01 09:45:00
1000.000000
1000.000000
1000.000000
1000.000000
2018-08-01 10:00:00
989.499512
986.552350
992.956433
1153.007943
2018-08-01 10:15:00
991.025053
987.581746
996.803779
1203.882713
2018-08-01 10:30:00
989.467008
985.264633
996.862607
1132.050620
2018-08-01 10:45:00
984.476900
980.128006
992.450513
1120.021606
2018-08-01 11:00:00
983.095259
978.819059
991.273954
837.726381
2018-08-01 11:15:00
981.167456
976.731614
989.932678
742.593640
2018-08-01 11:30:00
980.989234
976.616300
989.791491
887.053120
2018-08-01 13:15:00
978.457618
974.123437
987.261890
971.443206
2018-08-01 13:30:00
974.872964
970.470008
984.767587
1033.549936
2018-08-01 13:45:00
971.165090
966.944426
980.767288
850.413280
2018-08-01 14:00:00
972.832465
968.673186
981.461458
973.323171
2018-08-01 14:15:00
971.376172
967.379690
978.873029
982.001982
2018-08-01 14:30:00
966.385004
962.243534
974.449170
926.556343
2018-08-01 14:45:00
963.305842
958.669819
972.872582
953.098680
2018-08-01 15:00:00
957.183255
952.140114
967.836912
1008.641529
2018-08-02 09:45:00
933.542602
929.290300
945.211694
1083.335978
2018-08-02 10:00:00
930.774819
927.025042
941.399645
989.191049
2018-08-02 10:15:00
939.429414
935.649062
948.894322
916.627868
2018-08-02 10:30:00
934.846798
930.793832
945.729380
948.594477
2018-08-02 10:45:00
931.972894
927.951978
942.729156
935.205812
2018-08-02 11:00:00
936.842840
933.193617
945.682318
917.608561
2018-08-02 11:15:00
931.990996
928.316918
941.976159
966.149796
2018-08-02 11:30:00
925.715720
921.963929
936.658115
840.992764
2018-08-02 13:15:00
914.606020
910.487675
926.610307
901.963691
2018-08-02 13:30:00
915.328831
911.000532
927.104461
820.540467
2018-08-02 13:45:00
919.021441
914.759803
930.116451
886.924683
2018-08-02 14:00:00
920.856036
916.778302
931.222415
914.322410
2018-08-02 14:15:00
927.999307
923.787867
938.270000
981.635255
2018-08-02 14:30:00
926.506300
922.268836
937.199332
1023.758095
...
...
...
...
...
2018-08-20 10:15:00
958.588829
958.640863
955.346675
767.096640
2018-08-20 10:30:00
955.312646
954.865206
953.370057
897.483254
2018-08-20 10:45:00
946.223625
945.812143
945.003123
880.982161
2018-08-20 11:00:00
943.101982
943.117519
940.802809
911.975431
2018-08-20 11:15:00
941.785322
941.744719
940.589424
1050.611186
2018-08-20 11:30:00
948.896440
949.094431
947.069587
973.925134
2018-08-20 13:15:00
946.388717
946.645870
944.666199
911.822233
2018-08-20 13:30:00
943.357857
943.546656
941.409272
919.611061
2018-08-20 13:45:00
940.886215
941.196210
938.736345
920.848206
2018-08-20 14:00:00
950.543251
950.706604
948.069127
1040.108428
2018-08-20 14:15:00
955.160722
955.715533
952.415440
1069.189952
2018-08-20 14:30:00
967.386169
968.119418
963.062224
1208.509899
2018-08-20 14:45:00
972.451406
972.416257
970.306080
1159.115740
2018-08-20 15:00:00
975.870904
976.063789
972.934084
1024.854118
2018-08-21 09:45:00
967.269756
966.321123
968.295770
1072.700130
2018-08-21 10:00:00
958.067031
957.161679
959.883912
1063.094797
2018-08-21 10:15:00
959.076390
958.039618
960.243297
1059.939142
2018-08-21 10:30:00
963.709052
962.861663
963.185763
906.408626
2018-08-21 10:45:00
974.196422
973.283347
975.955165
927.114044
2018-08-21 11:00:00
975.483587
974.535860
978.459629
972.855411
2018-08-21 11:15:00
975.356197
974.205878
978.639322
908.633070
2018-08-21 11:30:00
976.735964
975.534156
979.009938
1049.635025
2018-08-21 13:15:00
974.759037
973.947719
976.786243
988.852532
2018-08-21 13:30:00
976.804540
976.088361
978.684245
1117.267459
2018-08-21 13:45:00
974.594183
973.636622
978.560706
1034.909894
2018-08-21 14:00:00
976.627075
975.151153
981.110095
1198.558488
2018-08-21 14:15:00
980.995021
979.555021
985.209331
1127.062723
2018-08-21 14:30:00
977.458390
976.221987
981.031479
1093.871192
2018-08-21 14:45:00
976.718716
975.272335
980.559786
1064.560175
2018-08-21 15:00:00
975.839633
974.358725
980.009478
1060.346423
240 rows × 4 columns
In [13]:
ana_block_min.plot_index()
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Content source: QUANTAXIS/QUANTAXIS
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