tmp保存csv的信息,如下图所示
然后按照f1的大小将其排序:
score = tmp['f1'].order()
score.head()
len(score)
然后将整个数据5等分:
df = {}
close = tmp['close']
port1 = list(score.index)[: len(score)//5]
port2 = list(score.index)[ len(score)//5: 2*len(score)//5]
port3 = list(score.index)[ 2len(score)//5: -2len(score)//5]
port4 = list(score.index)[ -2*len(score)//5: -len(score)//5]
port5 = list(score.index)[ -len(score)//5: ]
想要按port的不同,分别获取其中stock的close的值进行相应的计算
def caculate_port_daily_return(port,start,end,close):
for stock in port
如何获取?请指教~谢谢~~~