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')