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量化交易吧 /  数理科学 帖子:3353611 新帖:1

个股估值择时买入研究

好的名字都没了发表于:9 月 26 日 11:28回复(1)
import pandas as pd
import numpy as np
from jqdata import *


def _get_stock_valuation_date(stock, date):
    q = query(valuation).filter(valuation.code.in_(stock))
    df = get_fundamentals(q, date)
    
    return df['pe_ratio'][0]

def get_stock_valuation(code, start_date='2005-1-1', end_date=pd.datetime.today()):
    ''' 返回指定日期内的全市场PE/PB估值,默认按照月返回数据 '''
    pes=[]
    pbs=[]

    time_list = pd.date_range(start_date, end_date,freq='M')         # 频率为月
 
    for i, d in enumerate(time_list): 
        pes.append(_get_stock_valuation_date([code], d))

    df = pd.DataFrame({'PE' : pd.Series(pes, index=time_list),
            })
    df.columns.name = code
    
    return df

def draw_stock_valuation(df_data, code="000001.XSHG", draw_va=False, draw_analysis=False):
    name = get_security_info(code).display_name
    price = get_price(code, start_date='2005-01-01', end_date=datetime.datetime.today())
    
    plt.rcParams['figure.figsize'] = (16.0, 8.0)
    plt.rcParams['font.sans-serif']=['SimHei'] #用来正常显示中文标签
    plt.rcParams['axes.unicode_minus']=False #用来正常显示负号
    
    fig, ax1 = plt.subplots()
    ax1.plot_date(price.index, price['close'], fmt='b', label=name)
    ax1.set_ylabel(r"point", fontsize=18, color="b")
    for label in ax1.get_yticklabels():
        label.set_color("b")
    ax1.legend(loc='upper left')
    
    
    ax2 = ax1.twinx()
    ax2.plot_date(df_data.index, df_data['PE'], fmt='r.-.', label=name + ' PE估值')
    ax2.legend(loc='upper right')

    ax1.set_title(name + '估值图', fontsize=14)  
    
        
    plt.grid()
    plt.show()

    
stock = "600704.XSHG"
df = get_stock_valuation(stock)
draw_stock_valuation(df, stock)
 

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