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一:跑回归_多个机器学习模型_对比实验

作者/量化王者 2019-08-02 21:32 0 来源: FX168财经网人物频道
import pandas as pd
df=pd.read_csv('hs2年,季度平均财务数据.csv')
df
.dataframe tbody tr th:only-of-type { vertical-align: middle; } .dataframe tbody tr th { vertical-align: top; } .dataframe thead th { text-align: right; }
Unnamed: 0 eps inc_net_profit_annual inc_operation_profit_annual inc_revenue_annual mean_price net_operate_cash_flow net_profit net_profit_margin operating_profit operating_profit_to_profit operating_revenue retained_profit roe surplus_reserve_fund
0 2016-03-31 0.4253 47.5400 43.3600 10.0800 8.271833 5.926800e+10 6.086000e+09 22.1100 8.014000e+09 87.8300 2.753200e+10 5.901900e+10 3.4900 8.521000e+09
1 2016-06-30 0.3614 1.9700 1.6000 -1.0700 8.370500 -9.246600e+10 6.206000e+09 22.7900 8.142000e+09 86.8100 2.723700e+10 6.303600e+10 3.2700 8.521000e+09
2 2016-09-30 0.3700 3.5600 3.0300 -0.1400 8.921500 -1.197440e+11 6.427000e+09 23.6300 8.389000e+09 462.9000 2.719900e+10 6.946300e+10 3.3000 8.521000e+09
3 2016-12-31 0.2260 -39.6300 -37.6100 -5.3400 8.975500 1.639310e+11 3.880000e+09 15.0700 5.234000e+09 -493.6900 2.574700e+10 6.414300e+10 1.9400 1.078100e+10
4 2017-03-31 0.3619 60.1546 57.2029 7.6320 9.028333 -1.150080e+11 6.214000e+09 22.4235 8.228000e+09 92.3086 2.771200e+10 6.948300e+10 3.0319 1.078100e+10
5 2017-06-30 0.3692 2.0277 0.1458 -4.8751 8.753667 -1.317200e+10 6.340000e+09 24.0507 8.240000e+09 97.5616 2.636100e+10 7.311000e+10 3.0249 1.078100e+10
6 2017-09-30 0.3800 4.0852 3.5437 -2.2799 10.768917 -2.980700e+10 6.599000e+09 25.6172 8.532000e+09 98.0487 2.576000e+10 7.970900e+10 3.0724 1.078100e+10
7 2017-12-31 0.2351 -38.8392 -38.7834 0.7492 12.431917 3.920700e+10 4.036000e+09 15.5512 5.223000e+09 102.8363 2.595300e+10 7.966100e+10 1.8339 1.078100e+10
8 2016-03-31 0.0755 -92.3800 -92.0700 -87.4000 21.820000 -1.072613e+10 1.249823e+09 8.5500 1.646601e+09 74.7700 1.461131e+10 5.343109e+10 0.8300 2.806877e+10
9 2016-06-30 0.4093 367.6500 401.5200 311.9000 21.820000 3.652334e+10 5.844807e+09 9.7100 8.258004e+09 88.0300 6.018398e+10 5.000097e+10 4.5600 2.806877e+10
10 2016-09-30 0.2600 -28.2200 -28.7600 -29.7800 20.037500 1.718868e+10 4.195622e+09 9.9300 5.882695e+09 83.2500 4.225951e+10 5.291205e+10 2.9400 2.806877e+10
11 2016-12-31 1.1559 306.6100 295.0000 192.0600 23.069833 -3.419766e+09 1.706000e+10 13.8200 2.323648e+10 87.8800 1.234224e+11 6.120027e+10 11.9300 3.254077e+10
12 2017-03-31 0.0630 -93.4984 -93.2907 -84.9385 19.356917 -9.523936e+09 1.109171e+09 5.9667 1.559008e+09 82.6764 1.858923e+10 6.189568e+10 0.6116 3.254077e+10
13 2017-06-30 0.5985 706.3518 676.3041 175.5426 19.283500 3.137410e+10 8.943819e+09 17.4611 1.210265e+10 88.4716 5.122125e+10 5.978206e+10 5.8314 3.254077e+10
14 2017-09-30 0.3430 -46.7393 -41.9464 -7.6750 23.069000 -5.143923e+09 4.763538e+09 10.0730 7.026021e+09 72.9184 4.729003e+10 6.357034e+10 3.3083 3.254077e+10
15 2017-12-31 1.5364 370.0679 328.7667 166.0109 27.828917 6.561660e+10 2.239186e+10 17.8001 3.012524e+10 90.1865 1.257966e+11 7.717185e+10 13.6205 3.590007e+10
16 2016-03-31 0.2286 25.6000 344.3000 -30.9700 14.935583 3.945521e+09 1.061152e+09 4.8500 3.142410e+08 31.3500 2.185851e+10 1.462773e+10 3.1800 2.022709e+09
17 2016-06-30 0.1966 6.2200 -42.3500 18.4800 13.704167 -1.590590e+09 1.127202e+09 4.3500 1.811750e+08 -19.1500 2.589879e+10 1.544462e+10 2.6800 2.022709e+09
18 2016-09-30 0.2600 9.3800 152.2100 -8.0800 14.698833 -1.135629e+09 1.232917e+09 5.1800 4.569420e+08 -9.7900 2.380670e+10 1.549858e+10 3.4900 2.022709e+09
19 2016-12-31 -1.2465 -491.6800 -53.3400 24.6300 15.888917 4.040904e+09 -4.829140e+09 -16.2800 2.131900e+08 10.7700 2.966918e+10 1.028224e+10 -17.9600 2.022709e+09
20 2017-03-31 0.2899 127.2813 258.3930 -13.2278 15.712500 -9.711650e+08 1.317453e+09 5.1174 7.640580e+08 44.2163 2.574461e+10 1.149584e+10 4.4960 2.022709e+09
21 2017-06-30 0.2576 -6.9596 231.4621 9.7938 19.197167 -3.235387e+09 1.225763e+09 4.3365 2.532563e+09 75.0814 2.826598e+10 1.257511e+10 3.8153 2.022709e+09
22 2017-09-30 0.3800 42.8370 -21.4213 -20.1544 23.743083 1.036069e+09 1.750843e+09 7.7577 1.990054e+09 -37.8305 2.256914e+10 1.418689e+10 5.3856 2.022709e+09
23 2017-12-31 0.1583 -37.6139 -26.3208 42.8301 34.003917 1.039046e+10 1.092283e+09 3.3884 1.466255e+09 -0.6598 3.223553e+10 1.466768e+10 2.1228 2.205436e+09
24 2016-03-31 0.0732 -73.1400 -69.4400 -62.8300 6.492583 -1.397724e+09 6.400020e+08 11.6400 9.254854e+08 95.1500 5.500350e+09 2.238587e+10 1.5700 2.543815e+09
25 2016-06-30 0.1193 67.2200 48.5900 8.3500 6.177417 6.076731e+08 1.070220e+09 17.9600 1.375193e+09 77.3400 5.959879e+09 2.279104e+10 2.5500 2.543815e+09
26 2016-09-30 0.1630 33.5400 21.4400 27.3400 6.598250 1.097621e+10 1.429121e+09 18.8300 1.670046e+09 93.8000 7.589555e+09 2.412827e+10 3.4200 2.543815e+09
27 2016-12-31 0.4840 191.9000 175.4600 116.5000 6.704000 -5.782313e+09 4.171598e+09 25.3900 4.600311e+09 80.8100 1.643132e+10 2.783806e+10 9.5200 2.805448e+09
28 2017-03-31 0.0923 -80.5276 -75.4480 -62.5386 6.803750 -7.510819e+09 8.123113e+08 13.1967 1.129467e+09 93.1227 6.155396e+09 2.859505e+10 1.7143 2.805448e+09
29 2017-06-30 0.1190 21.9382 29.5916 24.0133 8.113583 -1.018259e+10 9.905180e+08 12.9759 1.463694e+09 96.4607 7.633513e+09 2.876039e+10 2.1770 2.805448e+09
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
2252 2016-09-30 0.0800 4422.4400 333.8700 18.7900 25.900667 6.189952e+07 3.913605e+07 2.9600 4.992677e+07 57.8100 1.322482e+09 5.488654e+08 1.7500 9.548766e+07
2253 2016-12-31 0.0980 41.7100 62.7200 5.9500 23.780000 7.941974e+08 5.546059e+07 3.9600 8.124189e+07 138.1700 1.401104e+09 6.000031e+08 1.7100 1.024114e+08
2254 2017-03-31 0.4246 348.5904 316.1423 24.7000 32.809833 -1.637676e+08 2.487909e+08 14.2396 3.380819e+08 100.0001 1.747176e+09 8.516644e+08 5.6251 1.024114e+08
2255 2017-06-30 0.7141 70.6137 48.3772 16.8343 34.699167 -4.569780e+08 4.244713e+08 20.7942 5.016365e+08 97.5342 2.041301e+09 1.274913e+09 8.8329 1.024114e+08
2256 2017-09-30 0.7100 -0.4746 0.6261 15.4893 52.392000 -5.986665e+08 4.224566e+08 17.9198 5.047771e+08 104.4021 2.357484e+09 1.697863e+09 8.2345 1.024114e+08
2257 2017-12-31 1.3458 86.9817 79.7083 48.7714 60.570167 -5.751204e+08 7.899165e+08 22.5223 9.071263e+08 100.5726 3.507261e+09 2.451631e+09 14.1027 1.462961e+08
2258 2017-03-31 0.1338 NaN NaN NaN 82.927500 -1.867580e+08 5.505919e+07 3.8005 6.943522e+07 97.6214 1.448753e+09 1.789010e+09 1.4188 1.243390e+08
2259 2017-06-30 0.8525 551.1253 425.4695 67.4591 107.537750 8.018877e+08 3.585043e+08 14.7772 3.648609e+08 88.9370 2.426069e+09 2.147579e+09 6.8019 1.243390e+08
2260 2017-09-30 1.2900 47.9250 77.3454 24.8382 102.349333 2.840959e+08 5.303175e+08 17.5100 6.470640e+08 97.7817 3.028661e+09 2.678022e+09 9.0454 1.243390e+08
2261 2017-12-31 0.8455 -32.9753 -33.2852 -7.3288 115.926917 9.786372e+08 3.554438e+08 12.6641 4.316878e+08 84.6964 2.806695e+09 2.966904e+09 5.7561 1.910564e+08
2262 2016-12-31 0.7493 -21.6300 -20.4000 -13.8400 78.570484 1.729370e+08 5.119535e+08 15.4300 5.810783e+08 81.1000 3.318619e+09 7.748695e+09 4.8600 3.314493e+08
2263 2017-03-31 0.3262 -56.9138 -54.7474 -26.8197 64.234083 4.605382e+08 2.205816e+08 9.0828 2.629532e+08 92.6879 2.428574e+09 7.971078e+09 1.7487 3.314493e+08
2264 2017-06-30 0.6684 107.1505 116.9275 36.8238 55.238250 8.443235e+08 4.569359e+08 13.7513 5.704178e+08 95.5545 3.322868e+09 7.326335e+09 3.6437 3.314493e+08
2265 2017-09-30 0.6630 -0.9928 -5.6119 11.1736 50.384417 3.536411e+08 4.523996e+08 12.2464 5.384065e+08 99.5631 3.694151e+09 7.778353e+09 3.6427 3.314493e+08
2266 2017-12-31 0.7449 12.5159 -28.2514 19.6033 45.485250 3.034728e+08 5.090213e+08 11.5207 3.862992e+08 60.2863 4.418326e+09 8.276772e+09 3.9406 3.409000e+08
2267 2016-06-30 0.7217 49.1500 22.2700 12.3100 NaN 3.101109e+07 5.469582e+07 15.7800 4.729878e+07 93.4700 3.465495e+08 3.835460e+08 8.5200 2.848906e+07
2268 2016-09-30 0.6600 -0.2500 -2.5200 13.5200 43.327667 3.466695e+07 5.455966e+07 13.8700 4.610903e+07 76.7200 3.934187e+08 4.382496e+08 5.7600 2.848906e+07
2269 2016-12-31 0.3182 -47.2700 -35.0000 11.9500 63.220000 4.948543e+07 2.876988e+07 6.5300 2.997250e+07 86.4600 4.404252e+08 4.526373e+08 2.5300 4.591953e+07
2270 2017-03-31 0.6949 142.0712 151.4006 2.7122 66.899417 -1.276328e+07 6.964360e+07 15.3953 7.535105e+07 95.2615 4.523703e+08 5.221263e+08 5.2954 4.591953e+07
2271 2017-06-30 0.5425 58.7974 65.6053 7.5063 64.560333 1.466835e+08 1.105922e+08 22.7403 1.247853e+08 87.6914 4.863266e+08 5.790817e+08 7.8822 4.591953e+07
2272 2017-09-30 0.8000 44.0255 45.6430 18.9271 64.561333 1.053011e+08 1.592810e+08 27.5394 1.817411e+08 75.2373 5.783742e+08 7.390937e+08 10.5010 4.591953e+07
2273 2017-12-31 0.2860 -63.5692 -69.9259 -11.3657 109.730583 -4.151713e+07 5.802732e+07 11.3194 5.465697e+07 86.3494 5.126378e+08 7.675425e+08 3.4499 7.543034e+07
2274 2016-03-31 0.0084 28.5500 29.3800 13.2200 3.478917 2.648065e+08 1.346673e+08 11.6400 2.324076e+08 85.6200 1.157333e+09 3.128069e+09 0.8100 7.860501e+08
2275 2016-06-30 0.0220 172.4500 63.2700 -4.7400 3.649667 2.701510e+08 3.668949e+08 33.2800 3.794460e+08 66.4800 1.102519e+09 3.076703e+09 2.1300 7.860501e+08
2276 2016-09-30 0.0043 -81.8300 -65.1100 12.1200 3.999250 3.306001e+08 6.664981e+07 5.3900 1.323896e+08 67.1700 1.236185e+09 3.148299e+09 0.4100 7.860501e+08
2277 2016-12-31 0.0245 576.7100 -94.7700 179.3700 3.865833 2.049269e+09 4.510263e+08 13.0600 6.925479e+06 -1.2500 3.453534e+09 3.508789e+09 2.2700 8.400989e+08
2278 2017-03-31 0.0354 121.4284 21460.4199 67.4380 4.363417 1.427245e+09 9.987004e+08 17.2710 1.493162e+09 98.0996 5.782531e+09 4.106009e+09 3.1374 8.400989e+08
2279 2017-06-30 0.0141 -62.8770 -58.4281 1.5543 4.458667 2.054166e+09 3.707473e+08 6.3134 6.207354e+08 155.7238 5.872410e+09 3.752876e+09 1.2508 8.400989e+08
2280 2017-09-30 0.0400 145.8937 114.6130 3.0512 7.000000 2.185045e+09 9.116443e+08 15.0645 1.332179e+09 100.5395 6.051591e+09 4.522277e+09 2.7485 8.400989e+08
2281 2017-12-31 0.0520 44.1926 44.9506 6.4353 6.722417 2.762356e+09 1.314523e+09 20.4086 1.931002e+09 102.5679 6.441026e+09 5.517441e+09 2.9780 9.681907e+08

2282 rows × 15 columns

df.dropna(axis=0, how='any',inplace=True)
df
.dataframe tbody tr th:only-of-type { vertical-align: middle; } .dataframe tbody tr th { vertical-align: top; } .dataframe thead th { text-align: right; }
Unnamed: 0 eps inc_net_profit_annual inc_operation_profit_annual inc_revenue_annual mean_price net_operate_cash_flow net_profit net_profit_margin operating_profit operating_profit_to_profit operating_revenue retained_profit roe surplus_reserve_fund
0 2016-03-31 0.4253 47.5400 43.3600 10.0800 8.271833 5.926800e+10 6.086000e+09 22.1100 8.014000e+09 87.8300 2.753200e+10 5.901900e+10 3.4900 8.521000e+09
1 2016-06-30 0.3614 1.9700 1.6000 -1.0700 8.370500 -9.246600e+10 6.206000e+09 22.7900 8.142000e+09 86.8100 2.723700e+10 6.303600e+10 3.2700 8.521000e+09
2 2016-09-30 0.3700 3.5600 3.0300 -0.1400 8.921500 -1.197440e+11 6.427000e+09 23.6300 8.389000e+09 462.9000 2.719900e+10 6.946300e+10 3.3000 8.521000e+09
3 2016-12-31 0.2260 -39.6300 -37.6100 -5.3400 8.975500 1.639310e+11 3.880000e+09 15.0700 5.234000e+09 -493.6900 2.574700e+10 6.414300e+10 1.9400 1.078100e+10
4 2017-03-31 0.3619 60.1546 57.2029 7.6320 9.028333 -1.150080e+11 6.214000e+09 22.4235 8.228000e+09 92.3086 2.771200e+10 6.948300e+10 3.0319 1.078100e+10
5 2017-06-30 0.3692 2.0277 0.1458 -4.8751 8.753667 -1.317200e+10 6.340000e+09 24.0507 8.240000e+09 97.5616 2.636100e+10 7.311000e+10 3.0249 1.078100e+10
6 2017-09-30 0.3800 4.0852 3.5437 -2.2799 10.768917 -2.980700e+10 6.599000e+09 25.6172 8.532000e+09 98.0487 2.576000e+10 7.970900e+10 3.0724 1.078100e+10
7 2017-12-31 0.2351 -38.8392 -38.7834 0.7492 12.431917 3.920700e+10 4.036000e+09 15.5512 5.223000e+09 102.8363 2.595300e+10 7.966100e+10 1.8339 1.078100e+10
8 2016-03-31 0.0755 -92.3800 -92.0700 -87.4000 21.820000 -1.072613e+10 1.249823e+09 8.5500 1.646601e+09 74.7700 1.461131e+10 5.343109e+10 0.8300 2.806877e+10
9 2016-06-30 0.4093 367.6500 401.5200 311.9000 21.820000 3.652334e+10 5.844807e+09 9.7100 8.258004e+09 88.0300 6.018398e+10 5.000097e+10 4.5600 2.806877e+10
10 2016-09-30 0.2600 -28.2200 -28.7600 -29.7800 20.037500 1.718868e+10 4.195622e+09 9.9300 5.882695e+09 83.2500 4.225951e+10 5.291205e+10 2.9400 2.806877e+10
11 2016-12-31 1.1559 306.6100 295.0000 192.0600 23.069833 -3.419766e+09 1.706000e+10 13.8200 2.323648e+10 87.8800 1.234224e+11 6.120027e+10 11.9300 3.254077e+10
12 2017-03-31 0.0630 -93.4984 -93.2907 -84.9385 19.356917 -9.523936e+09 1.109171e+09 5.9667 1.559008e+09 82.6764 1.858923e+10 6.189568e+10 0.6116 3.254077e+10
13 2017-06-30 0.5985 706.3518 676.3041 175.5426 19.283500 3.137410e+10 8.943819e+09 17.4611 1.210265e+10 88.4716 5.122125e+10 5.978206e+10 5.8314 3.254077e+10
14 2017-09-30 0.3430 -46.7393 -41.9464 -7.6750 23.069000 -5.143923e+09 4.763538e+09 10.0730 7.026021e+09 72.9184 4.729003e+10 6.357034e+10 3.3083 3.254077e+10
15 2017-12-31 1.5364 370.0679 328.7667 166.0109 27.828917 6.561660e+10 2.239186e+10 17.8001 3.012524e+10 90.1865 1.257966e+11 7.717185e+10 13.6205 3.590007e+10
16 2016-03-31 0.2286 25.6000 344.3000 -30.9700 14.935583 3.945521e+09 1.061152e+09 4.8500 3.142410e+08 31.3500 2.185851e+10 1.462773e+10 3.1800 2.022709e+09
17 2016-06-30 0.1966 6.2200 -42.3500 18.4800 13.704167 -1.590590e+09 1.127202e+09 4.3500 1.811750e+08 -19.1500 2.589879e+10 1.544462e+10 2.6800 2.022709e+09
18 2016-09-30 0.2600 9.3800 152.2100 -8.0800 14.698833 -1.135629e+09 1.232917e+09 5.1800 4.569420e+08 -9.7900 2.380670e+10 1.549858e+10 3.4900 2.022709e+09
19 2016-12-31 -1.2465 -491.6800 -53.3400 24.6300 15.888917 4.040904e+09 -4.829140e+09 -16.2800 2.131900e+08 10.7700 2.966918e+10 1.028224e+10 -17.9600 2.022709e+09
20 2017-03-31 0.2899 127.2813 258.3930 -13.2278 15.712500 -9.711650e+08 1.317453e+09 5.1174 7.640580e+08 44.2163 2.574461e+10 1.149584e+10 4.4960 2.022709e+09
21 2017-06-30 0.2576 -6.9596 231.4621 9.7938 19.197167 -3.235387e+09 1.225763e+09 4.3365 2.532563e+09 75.0814 2.826598e+10 1.257511e+10 3.8153 2.022709e+09
22 2017-09-30 0.3800 42.8370 -21.4213 -20.1544 23.743083 1.036069e+09 1.750843e+09 7.7577 1.990054e+09 -37.8305 2.256914e+10 1.418689e+10 5.3856 2.022709e+09
23 2017-12-31 0.1583 -37.6139 -26.3208 42.8301 34.003917 1.039046e+10 1.092283e+09 3.3884 1.466255e+09 -0.6598 3.223553e+10 1.466768e+10 2.1228 2.205436e+09
24 2016-03-31 0.0732 -73.1400 -69.4400 -62.8300 6.492583 -1.397724e+09 6.400020e+08 11.6400 9.254854e+08 95.1500 5.500350e+09 2.238587e+10 1.5700 2.543815e+09
25 2016-06-30 0.1193 67.2200 48.5900 8.3500 6.177417 6.076731e+08 1.070220e+09 17.9600 1.375193e+09 77.3400 5.959879e+09 2.279104e+10 2.5500 2.543815e+09
26 2016-09-30 0.1630 33.5400 21.4400 27.3400 6.598250 1.097621e+10 1.429121e+09 18.8300 1.670046e+09 93.8000 7.589555e+09 2.412827e+10 3.4200 2.543815e+09
27 2016-12-31 0.4840 191.9000 175.4600 116.5000 6.704000 -5.782313e+09 4.171598e+09 25.3900 4.600311e+09 80.8100 1.643132e+10 2.783806e+10 9.5200 2.805448e+09
28 2017-03-31 0.0923 -80.5276 -75.4480 -62.5386 6.803750 -7.510819e+09 8.123113e+08 13.1967 1.129467e+09 93.1227 6.155396e+09 2.859505e+10 1.7143 2.805448e+09
29 2017-06-30 0.1190 21.9382 29.5916 24.0133 8.113583 -1.018259e+10 9.905180e+08 12.9759 1.463694e+09 96.4607 7.633513e+09 2.876039e+10 2.1770 2.805448e+09
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
2250 2016-03-31 -0.0652 82.9500 88.2200 26.2300 13.292000 -9.905389e+07 -3.735655e+07 -3.5500 -3.394274e+07 140.0600 1.052482e+09 5.027835e+08 -1.4700 9.548766e+07
2251 2016-06-30 0.0068 102.3200 37.1100 5.7800 20.172750 2.154776e+08 8.653756e+05 0.0800 -2.134785e+07 32.3600 1.113317e+09 5.064022e+08 0.1500 9.548766e+07
2252 2016-09-30 0.0800 4422.4400 333.8700 18.7900 25.900667 6.189952e+07 3.913605e+07 2.9600 4.992677e+07 57.8100 1.322482e+09 5.488654e+08 1.7500 9.548766e+07
2253 2016-12-31 0.0980 41.7100 62.7200 5.9500 23.780000 7.941974e+08 5.546059e+07 3.9600 8.124189e+07 138.1700 1.401104e+09 6.000031e+08 1.7100 1.024114e+08
2254 2017-03-31 0.4246 348.5904 316.1423 24.7000 32.809833 -1.637676e+08 2.487909e+08 14.2396 3.380819e+08 100.0001 1.747176e+09 8.516644e+08 5.6251 1.024114e+08
2255 2017-06-30 0.7141 70.6137 48.3772 16.8343 34.699167 -4.569780e+08 4.244713e+08 20.7942 5.016365e+08 97.5342 2.041301e+09 1.274913e+09 8.8329 1.024114e+08
2256 2017-09-30 0.7100 -0.4746 0.6261 15.4893 52.392000 -5.986665e+08 4.224566e+08 17.9198 5.047771e+08 104.4021 2.357484e+09 1.697863e+09 8.2345 1.024114e+08
2257 2017-12-31 1.3458 86.9817 79.7083 48.7714 60.570167 -5.751204e+08 7.899165e+08 22.5223 9.071263e+08 100.5726 3.507261e+09 2.451631e+09 14.1027 1.462961e+08
2259 2017-06-30 0.8525 551.1253 425.4695 67.4591 107.537750 8.018877e+08 3.585043e+08 14.7772 3.648609e+08 88.9370 2.426069e+09 2.147579e+09 6.8019 1.243390e+08
2260 2017-09-30 1.2900 47.9250 77.3454 24.8382 102.349333 2.840959e+08 5.303175e+08 17.5100 6.470640e+08 97.7817 3.028661e+09 2.678022e+09 9.0454 1.243390e+08
2261 2017-12-31 0.8455 -32.9753 -33.2852 -7.3288 115.926917 9.786372e+08 3.554438e+08 12.6641 4.316878e+08 84.6964 2.806695e+09 2.966904e+09 5.7561 1.910564e+08
2262 2016-12-31 0.7493 -21.6300 -20.4000 -13.8400 78.570484 1.729370e+08 5.119535e+08 15.4300 5.810783e+08 81.1000 3.318619e+09 7.748695e+09 4.8600 3.314493e+08
2263 2017-03-31 0.3262 -56.9138 -54.7474 -26.8197 64.234083 4.605382e+08 2.205816e+08 9.0828 2.629532e+08 92.6879 2.428574e+09 7.971078e+09 1.7487 3.314493e+08
2264 2017-06-30 0.6684 107.1505 116.9275 36.8238 55.238250 8.443235e+08 4.569359e+08 13.7513 5.704178e+08 95.5545 3.322868e+09 7.326335e+09 3.6437 3.314493e+08
2265 2017-09-30 0.6630 -0.9928 -5.6119 11.1736 50.384417 3.536411e+08 4.523996e+08 12.2464 5.384065e+08 99.5631 3.694151e+09 7.778353e+09 3.6427 3.314493e+08
2266 2017-12-31 0.7449 12.5159 -28.2514 19.6033 45.485250 3.034728e+08 5.090213e+08 11.5207 3.862992e+08 60.2863 4.418326e+09 8.276772e+09 3.9406 3.409000e+08
2268 2016-09-30 0.6600 -0.2500 -2.5200 13.5200 43.327667 3.466695e+07 5.455966e+07 13.8700 4.610903e+07 76.7200 3.934187e+08 4.382496e+08 5.7600 2.848906e+07
2269 2016-12-31 0.3182 -47.2700 -35.0000 11.9500 63.220000 4.948543e+07 2.876988e+07 6.5300 2.997250e+07 86.4600 4.404252e+08 4.526373e+08 2.5300 4.591953e+07
2270 2017-03-31 0.6949 142.0712 151.4006 2.7122 66.899417 -1.276328e+07 6.964360e+07 15.3953 7.535105e+07 95.2615 4.523703e+08 5.221263e+08 5.2954 4.591953e+07
2271 2017-06-30 0.5425 58.7974 65.6053 7.5063 64.560333 1.466835e+08 1.105922e+08 22.7403 1.247853e+08 87.6914 4.863266e+08 5.790817e+08 7.8822 4.591953e+07
2272 2017-09-30 0.8000 44.0255 45.6430 18.9271 64.561333 1.053011e+08 1.592810e+08 27.5394 1.817411e+08 75.2373 5.783742e+08 7.390937e+08 10.5010 4.591953e+07
2273 2017-12-31 0.2860 -63.5692 -69.9259 -11.3657 109.730583 -4.151713e+07 5.802732e+07 11.3194 5.465697e+07 86.3494 5.126378e+08 7.675425e+08 3.4499 7.543034e+07
2274 2016-03-31 0.0084 28.5500 29.3800 13.2200 3.478917 2.648065e+08 1.346673e+08 11.6400 2.324076e+08 85.6200 1.157333e+09 3.128069e+09 0.8100 7.860501e+08
2275 2016-06-30 0.0220 172.4500 63.2700 -4.7400 3.649667 2.701510e+08 3.668949e+08 33.2800 3.794460e+08 66.4800 1.102519e+09 3.076703e+09 2.1300 7.860501e+08
2276 2016-09-30 0.0043 -81.8300 -65.1100 12.1200 3.999250 3.306001e+08 6.664981e+07 5.3900 1.323896e+08 67.1700 1.236185e+09 3.148299e+09 0.4100 7.860501e+08
2277 2016-12-31 0.0245 576.7100 -94.7700 179.3700 3.865833 2.049269e+09 4.510263e+08 13.0600 6.925479e+06 -1.2500 3.453534e+09 3.508789e+09 2.2700 8.400989e+08
2278 2017-03-31 0.0354 121.4284 21460.4199 67.4380 4.363417 1.427245e+09 9.987004e+08 17.2710 1.493162e+09 98.0996 5.782531e+09 4.106009e+09 3.1374 8.400989e+08
2279 2017-06-30 0.0141 -62.8770 -58.4281 1.5543 4.458667 2.054166e+09 3.707473e+08 6.3134 6.207354e+08 155.7238 5.872410e+09 3.752876e+09 1.2508 8.400989e+08
2280 2017-09-30 0.0400 145.8937 114.6130 3.0512 7.000000 2.185045e+09 9.116443e+08 15.0645 1.332179e+09 100.5395 6.051591e+09 4.522277e+09 2.7485 8.400989e+08
2281 2017-12-31 0.0520 44.1926 44.9506 6.4353 6.722417 2.762356e+09 1.314523e+09 20.4086 1.931002e+09 102.5679 6.441026e+09 5.517441e+09 2.9780 9.681907e+08

2256 rows × 15 columns

df.set_index('Unnamed: 0', inplace=True) # 再将 列column 改为 index
#df
df
.dataframe tbody tr th:only-of-type { vertical-align: middle; } .dataframe tbody tr th { vertical-align: top; } .dataframe thead th { text-align: right; }
eps inc_net_profit_annual inc_operation_profit_annual inc_revenue_annual mean_price net_operate_cash_flow net_profit net_profit_margin operating_profit operating_profit_to_profit operating_revenue retained_profit roe surplus_reserve_fund
Unnamed: 0
2016-03-31 0.4253 47.5400 43.3600 10.0800 8.271833 5.926800e+10 6.086000e+09 22.1100 8.014000e+09 87.8300 2.753200e+10 5.901900e+10 3.4900 8.521000e+09
2016-06-30 0.3614 1.9700 1.6000 -1.0700 8.370500 -9.246600e+10 6.206000e+09 22.7900 8.142000e+09 86.8100 2.723700e+10 6.303600e+10 3.2700 8.521000e+09
2016-09-30 0.3700 3.5600 3.0300 -0.1400 8.921500 -1.197440e+11 6.427000e+09 23.6300 8.389000e+09 462.9000 2.719900e+10 6.946300e+10 3.3000 8.521000e+09
2016-12-31 0.2260 -39.6300 -37.6100 -5.3400 8.975500 1.639310e+11 3.880000e+09 15.0700 5.234000e+09 -493.6900 2.574700e+10 6.414300e+10 1.9400 1.078100e+10
2017-03-31 0.3619 60.1546 57.2029 7.6320 9.028333 -1.150080e+11 6.214000e+09 22.4235 8.228000e+09 92.3086 2.771200e+10 6.948300e+10 3.0319 1.078100e+10
2017-06-30 0.3692 2.0277 0.1458 -4.8751 8.753667 -1.317200e+10 6.340000e+09 24.0507 8.240000e+09 97.5616 2.636100e+10 7.311000e+10 3.0249 1.078100e+10
2017-09-30 0.3800 4.0852 3.5437 -2.2799 10.768917 -2.980700e+10 6.599000e+09 25.6172 8.532000e+09 98.0487 2.576000e+10 7.970900e+10 3.0724 1.078100e+10
2017-12-31 0.2351 -38.8392 -38.7834 0.7492 12.431917 3.920700e+10 4.036000e+09 15.5512 5.223000e+09 102.8363 2.595300e+10 7.966100e+10 1.8339 1.078100e+10
2016-03-31 0.0755 -92.3800 -92.0700 -87.4000 21.820000 -1.072613e+10 1.249823e+09 8.5500 1.646601e+09 74.7700 1.461131e+10 5.343109e+10 0.8300 2.806877e+10
2016-06-30 0.4093 367.6500 401.5200 311.9000 21.820000 3.652334e+10 5.844807e+09 9.7100 8.258004e+09 88.0300 6.018398e+10 5.000097e+10 4.5600 2.806877e+10
2016-09-30 0.2600 -28.2200 -28.7600 -29.7800 20.037500 1.718868e+10 4.195622e+09 9.9300 5.882695e+09 83.2500 4.225951e+10 5.291205e+10 2.9400 2.806877e+10
2016-12-31 1.1559 306.6100 295.0000 192.0600 23.069833 -3.419766e+09 1.706000e+10 13.8200 2.323648e+10 87.8800 1.234224e+11 6.120027e+10 11.9300 3.254077e+10
2017-03-31 0.0630 -93.4984 -93.2907 -84.9385 19.356917 -9.523936e+09 1.109171e+09 5.9667 1.559008e+09 82.6764 1.858923e+10 6.189568e+10 0.6116 3.254077e+10
2017-06-30 0.5985 706.3518 676.3041 175.5426 19.283500 3.137410e+10 8.943819e+09 17.4611 1.210265e+10 88.4716 5.122125e+10 5.978206e+10 5.8314 3.254077e+10
2017-09-30 0.3430 -46.7393 -41.9464 -7.6750 23.069000 -5.143923e+09 4.763538e+09 10.0730 7.026021e+09 72.9184 4.729003e+10 6.357034e+10 3.3083 3.254077e+10
2017-12-31 1.5364 370.0679 328.7667 166.0109 27.828917 6.561660e+10 2.239186e+10 17.8001 3.012524e+10 90.1865 1.257966e+11 7.717185e+10 13.6205 3.590007e+10
2016-03-31 0.2286 25.6000 344.3000 -30.9700 14.935583 3.945521e+09 1.061152e+09 4.8500 3.142410e+08 31.3500 2.185851e+10 1.462773e+10 3.1800 2.022709e+09
2016-06-30 0.1966 6.2200 -42.3500 18.4800 13.704167 -1.590590e+09 1.127202e+09 4.3500 1.811750e+08 -19.1500 2.589879e+10 1.544462e+10 2.6800 2.022709e+09
2016-09-30 0.2600 9.3800 152.2100 -8.0800 14.698833 -1.135629e+09 1.232917e+09 5.1800 4.569420e+08 -9.7900 2.380670e+10 1.549858e+10 3.4900 2.022709e+09
2016-12-31 -1.2465 -491.6800 -53.3400 24.6300 15.888917 4.040904e+09 -4.829140e+09 -16.2800 2.131900e+08 10.7700 2.966918e+10 1.028224e+10 -17.9600 2.022709e+09
2017-03-31 0.2899 127.2813 258.3930 -13.2278 15.712500 -9.711650e+08 1.317453e+09 5.1174 7.640580e+08 44.2163 2.574461e+10 1.149584e+10 4.4960 2.022709e+09
2017-06-30 0.2576 -6.9596 231.4621 9.7938 19.197167 -3.235387e+09 1.225763e+09 4.3365 2.532563e+09 75.0814 2.826598e+10 1.257511e+10 3.8153 2.022709e+09
2017-09-30 0.3800 42.8370 -21.4213 -20.1544 23.743083 1.036069e+09 1.750843e+09 7.7577 1.990054e+09 -37.8305 2.256914e+10 1.418689e+10 5.3856 2.022709e+09
2017-12-31 0.1583 -37.6139 -26.3208 42.8301 34.003917 1.039046e+10 1.092283e+09 3.3884 1.466255e+09 -0.6598 3.223553e+10 1.466768e+10 2.1228 2.205436e+09
2016-03-31 0.0732 -73.1400 -69.4400 -62.8300 6.492583 -1.397724e+09 6.400020e+08 11.6400 9.254854e+08 95.1500 5.500350e+09 2.238587e+10 1.5700 2.543815e+09
2016-06-30 0.1193 67.2200 48.5900 8.3500 6.177417 6.076731e+08 1.070220e+09 17.9600 1.375193e+09 77.3400 5.959879e+09 2.279104e+10 2.5500 2.543815e+09
2016-09-30 0.1630 33.5400 21.4400 27.3400 6.598250 1.097621e+10 1.429121e+09 18.8300 1.670046e+09 93.8000 7.589555e+09 2.412827e+10 3.4200 2.543815e+09
2016-12-31 0.4840 191.9000 175.4600 116.5000 6.704000 -5.782313e+09 4.171598e+09 25.3900 4.600311e+09 80.8100 1.643132e+10 2.783806e+10 9.5200 2.805448e+09
2017-03-31 0.0923 -80.5276 -75.4480 -62.5386 6.803750 -7.510819e+09 8.123113e+08 13.1967 1.129467e+09 93.1227 6.155396e+09 2.859505e+10 1.7143 2.805448e+09
2017-06-30 0.1190 21.9382 29.5916 24.0133 8.113583 -1.018259e+10 9.905180e+08 12.9759 1.463694e+09 96.4607 7.633513e+09 2.876039e+10 2.1770 2.805448e+09
... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
2016-03-31 -0.0652 82.9500 88.2200 26.2300 13.292000 -9.905389e+07 -3.735655e+07 -3.5500 -3.394274e+07 140.0600 1.052482e+09 5.027835e+08 -1.4700 9.548766e+07
2016-06-30 0.0068 102.3200 37.1100 5.7800 20.172750 2.154776e+08 8.653756e+05 0.0800 -2.134785e+07 32.3600 1.113317e+09 5.064022e+08 0.1500 9.548766e+07
2016-09-30 0.0800 4422.4400 333.8700 18.7900 25.900667 6.189952e+07 3.913605e+07 2.9600 4.992677e+07 57.8100 1.322482e+09 5.488654e+08 1.7500 9.548766e+07
2016-12-31 0.0980 41.7100 62.7200 5.9500 23.780000 7.941974e+08 5.546059e+07 3.9600 8.124189e+07 138.1700 1.401104e+09 6.000031e+08 1.7100 1.024114e+08
2017-03-31 0.4246 348.5904 316.1423 24.7000 32.809833 -1.637676e+08 2.487909e+08 14.2396 3.380819e+08 100.0001 1.747176e+09 8.516644e+08 5.6251 1.024114e+08
2017-06-30 0.7141 70.6137 48.3772 16.8343 34.699167 -4.569780e+08 4.244713e+08 20.7942 5.016365e+08 97.5342 2.041301e+09 1.274913e+09 8.8329 1.024114e+08
2017-09-30 0.7100 -0.4746 0.6261 15.4893 52.392000 -5.986665e+08 4.224566e+08 17.9198 5.047771e+08 104.4021 2.357484e+09 1.697863e+09 8.2345 1.024114e+08
2017-12-31 1.3458 86.9817 79.7083 48.7714 60.570167 -5.751204e+08 7.899165e+08 22.5223 9.071263e+08 100.5726 3.507261e+09 2.451631e+09 14.1027 1.462961e+08
2017-06-30 0.8525 551.1253 425.4695 67.4591 107.537750 8.018877e+08 3.585043e+08 14.7772 3.648609e+08 88.9370 2.426069e+09 2.147579e+09 6.8019 1.243390e+08
2017-09-30 1.2900 47.9250 77.3454 24.8382 102.349333 2.840959e+08 5.303175e+08 17.5100 6.470640e+08 97.7817 3.028661e+09 2.678022e+09 9.0454 1.243390e+08
2017-12-31 0.8455 -32.9753 -33.2852 -7.3288 115.926917 9.786372e+08 3.554438e+08 12.6641 4.316878e+08 84.6964 2.806695e+09 2.966904e+09 5.7561 1.910564e+08
2016-12-31 0.7493 -21.6300 -20.4000 -13.8400 78.570484 1.729370e+08 5.119535e+08 15.4300 5.810783e+08 81.1000 3.318619e+09 7.748695e+09 4.8600 3.314493e+08
2017-03-31 0.3262 -56.9138 -54.7474 -26.8197 64.234083 4.605382e+08 2.205816e+08 9.0828 2.629532e+08 92.6879 2.428574e+09 7.971078e+09 1.7487 3.314493e+08
2017-06-30 0.6684 107.1505 116.9275 36.8238 55.238250 8.443235e+08 4.569359e+08 13.7513 5.704178e+08 95.5545 3.322868e+09 7.326335e+09 3.6437 3.314493e+08
2017-09-30 0.6630 -0.9928 -5.6119 11.1736 50.384417 3.536411e+08 4.523996e+08 12.2464 5.384065e+08 99.5631 3.694151e+09 7.778353e+09 3.6427 3.314493e+08
2017-12-31 0.7449 12.5159 -28.2514 19.6033 45.485250 3.034728e+08 5.090213e+08 11.5207 3.862992e+08 60.2863 4.418326e+09 8.276772e+09 3.9406 3.409000e+08
2016-09-30 0.6600 -0.2500 -2.5200 13.5200 43.327667 3.466695e+07 5.455966e+07 13.8700 4.610903e+07 76.7200 3.934187e+08 4.382496e+08 5.7600 2.848906e+07
2016-12-31 0.3182 -47.2700 -35.0000 11.9500 63.220000 4.948543e+07 2.876988e+07 6.5300 2.997250e+07 86.4600 4.404252e+08 4.526373e+08 2.5300 4.591953e+07
2017-03-31 0.6949 142.0712 151.4006 2.7122 66.899417 -1.276328e+07 6.964360e+07 15.3953 7.535105e+07 95.2615 4.523703e+08 5.221263e+08 5.2954 4.591953e+07
2017-06-30 0.5425 58.7974 65.6053 7.5063 64.560333 1.466835e+08 1.105922e+08 22.7403 1.247853e+08 87.6914 4.863266e+08 5.790817e+08 7.8822 4.591953e+07
2017-09-30 0.8000 44.0255 45.6430 18.9271 64.561333 1.053011e+08 1.592810e+08 27.5394 1.817411e+08 75.2373 5.783742e+08 7.390937e+08 10.5010 4.591953e+07
2017-12-31 0.2860 -63.5692 -69.9259 -11.3657 109.730583 -4.151713e+07 5.802732e+07 11.3194 5.465697e+07 86.3494 5.126378e+08 7.675425e+08 3.4499 7.543034e+07
2016-03-31 0.0084 28.5500 29.3800 13.2200 3.478917 2.648065e+08 1.346673e+08 11.6400 2.324076e+08 85.6200 1.157333e+09 3.128069e+09 0.8100 7.860501e+08
2016-06-30 0.0220 172.4500 63.2700 -4.7400 3.649667 2.701510e+08 3.668949e+08 33.2800 3.794460e+08 66.4800 1.102519e+09 3.076703e+09 2.1300 7.860501e+08
2016-09-30 0.0043 -81.8300 -65.1100 12.1200 3.999250 3.306001e+08 6.664981e+07 5.3900 1.323896e+08 67.1700 1.236185e+09 3.148299e+09 0.4100 7.860501e+08
2016-12-31 0.0245 576.7100 -94.7700 179.3700 3.865833 2.049269e+09 4.510263e+08 13.0600 6.925479e+06 -1.2500 3.453534e+09 3.508789e+09 2.2700 8.400989e+08
2017-03-31 0.0354 121.4284 21460.4199 67.4380 4.363417 1.427245e+09 9.987004e+08 17.2710 1.493162e+09 98.0996 5.782531e+09 4.106009e+09 3.1374 8.400989e+08
2017-06-30 0.0141 -62.8770 -58.4281 1.5543 4.458667 2.054166e+09 3.707473e+08 6.3134 6.207354e+08 155.7238 5.872410e+09 3.752876e+09 1.2508 8.400989e+08
2017-09-30 0.0400 145.8937 114.6130 3.0512 7.000000 2.185045e+09 9.116443e+08 15.0645 1.332179e+09 100.5395 6.051591e+09 4.522277e+09 2.7485 8.400989e+08
2017-12-31 0.0520 44.1926 44.9506 6.4353 6.722417 2.762356e+09 1.314523e+09 20.4086 1.931002e+09 102.5679 6.441026e+09 5.517441e+09 2.9780 9.681907e+08

2256 rows × 14 columns

#数据去极值及标准化 去均值 不用写常数项
def winsorize_and_standarlize(data,qrange=[0.01,0.98],axis=0):
    '''
    input:
    data:Dataframe or series,输入数据
    qrange:list,list[0]下分位数,list[1],上分位数,极值用分位数代替
    '''
    if isinstance(data,pd.DataFrame):
        if axis == 0:
            q_down = data.quantile(qrange[0])
            q_up = data.quantile(qrange[1])
            
            index = data.index
            col = data.columns
            print('q_up上分位数',q_up)
            print('data.mean均值',data.mean(),'ok均值')
            print('price.mean()',data['mean_price'].mean())
            for n in col:
                
                
                #去掉极端值
                data[n][data[n] > q_up[n]] = q_up[n]
                data[n][data[n] < q_down[n]] = q_down[n]
                '''
                #标准化 未用
                data[n] = (data[n] - data[n].mean())/data[n].std()
                print(n,'data[n].mean()的值为',data[n].mean())
                #data[n] = data[n].fillna(0)
                '''
        else:
            data = data.stack()
            data = data.unstack(0)
            q = data.quantile(qrange)
            index = data.index
            col = data.columns
            for n in col:
                data[n][data[n] > q[n]] = q[n]
            data = (data - data.mean())/data.std()
            data = data.stack().unstack(0)
            data = data.fillna(0)
            
    elif isinstance(data,pd.Series):
        name = data.name
        q = data.quantile(qrange)
        data[data>q] = q
        data = (data - data.mean())/data.std()
        
    return data
data_pro = winsorize_and_standarlize(df)
data_pro
q_up上分位数 eps                            9.745900e-01
inc_net_profit_annual          8.806128e+02
inc_operation_profit_annual    8.235947e+02
inc_revenue_annual             1.868470e+02
mean_price                     6.516511e+01
net_operate_cash_flow          8.268597e+10
net_profit                     1.935970e+10
net_profit_margin              6.222397e+01
operating_profit               2.433390e+10
operating_profit_to_profit     1.604999e+02
operating_revenue              1.773546e+11
retained_profit                2.578779e+11
roe                            1.255319e+01
surplus_reserve_fund           1.246179e+11
Name: 0.98, dtype: float64
data.mean均值 eps                            2.329984e-01
inc_net_profit_annual          3.470843e+02
inc_operation_profit_annual    1.681235e+02
inc_revenue_annual             4.591364e+01
mean_price                     1.848996e+01
net_operate_cash_flow          3.960397e+09
net_profit                     2.305853e+09
net_profit_margin              1.932793e+01
operating_profit               2.851361e+09
operating_profit_to_profit     5.386575e+01
operating_revenue              2.064629e+10
retained_profit                3.035775e+10
roe                            3.589128e+00
surplus_reserve_fund           7.106409e+09
dtype: float64 ok均值
price.mean() 18.489957369723257
.dataframe tbody tr th:only-of-type { vertical-align: middle; } .dataframe tbody tr th { vertical-align: top; } .dataframe thead th { text-align: right; }
eps inc_net_profit_annual inc_operation_profit_annual inc_revenue_annual mean_price net_operate_cash_flow net_profit net_profit_margin operating_profit operating_profit_to_profit operating_revenue retained_profit roe surplus_reserve_fund
Unnamed: 0
2016-03-31 0.425300 47.540000 43.36000 10.08000 8.271833 5.926800e+10 6.086000e+09 22.1100 8.014000e+09 87.83000 2.753200e+10 5.901900e+10 3.49000 8.521000e+09
2016-06-30 0.361400 1.970000 1.60000 -1.07000 8.370500 -7.926415e+10 6.206000e+09 22.7900 8.142000e+09 86.81000 2.723700e+10 6.303600e+10 3.27000 8.521000e+09
2016-09-30 0.370000 3.560000 3.03000 -0.14000 8.921500 -7.926415e+10 6.427000e+09 23.6300 8.389000e+09 160.49987 2.719900e+10 6.946300e+10 3.30000 8.521000e+09
2016-12-31 0.226000 -39.630000 -37.61000 -5.34000 8.975500 8.268597e+10 3.880000e+09 15.0700 5.234000e+09 -380.68499 2.574700e+10 6.414300e+10 1.94000 1.078100e+10
2017-03-31 0.361900 60.154600 57.20290 7.63200 9.028333 -7.926415e+10 6.214000e+09 22.4235 8.228000e+09 92.30860 2.771200e+10 6.948300e+10 3.03190 1.078100e+10
2017-06-30 0.369200 2.027700 0.14580 -4.87510 8.753667 -1.317200e+10 6.340000e+09 24.0507 8.240000e+09 97.56160 2.636100e+10 7.311000e+10 3.02490 1.078100e+10
2017-09-30 0.380000 4.085200 3.54370 -2.27990 10.768917 -2.980700e+10 6.599000e+09 25.6172 8.532000e+09 98.04870 2.576000e+10 7.970900e+10 3.07240 1.078100e+10
2017-12-31 0.235100 -38.839200 -38.78340 0.74920 12.431917 3.920700e+10 4.036000e+09 15.5512 5.223000e+09 102.83630 2.595300e+10 7.966100e+10 1.83390 1.078100e+10
2016-03-31 0.075500 -92.380000 -92.07000 -72.64127 21.820000 -1.072613e+10 1.249823e+09 8.5500 1.646601e+09 74.77000 1.461131e+10 5.343109e+10 0.83000 2.806877e+10
2016-06-30 0.409300 367.650000 401.52000 186.84700 21.820000 3.652334e+10 5.844807e+09 9.7100 8.258004e+09 88.03000 6.018398e+10 5.000097e+10 4.56000 2.806877e+10
2016-09-30 0.260000 -28.220000 -28.76000 -29.78000 20.037500 1.718868e+10 4.195622e+09 9.9300 5.882695e+09 83.25000 4.225951e+10 5.291205e+10 2.94000 2.806877e+10
2016-12-31 0.974590 306.610000 295.00000 186.84700 23.069833 -3.419766e+09 1.706000e+10 13.8200 2.323648e+10 87.88000 1.234224e+11 6.120027e+10 11.93000 3.254077e+10
2017-03-31 0.063000 -93.498400 -93.29070 -72.64127 19.356917 -9.523936e+09 1.109171e+09 5.9667 1.559008e+09 82.67640 1.858923e+10 6.189568e+10 0.61160 3.254077e+10
2017-06-30 0.598500 706.351800 676.30410 175.54260 19.283500 3.137410e+10 8.943819e+09 17.4611 1.210265e+10 88.47160 5.122125e+10 5.978206e+10 5.83140 3.254077e+10
2017-09-30 0.343000 -46.739300 -41.94640 -7.67500 23.069000 -5.143923e+09 4.763538e+09 10.0730 7.026021e+09 72.91840 4.729003e+10 6.357034e+10 3.30830 3.254077e+10
2017-12-31 0.974590 370.067900 328.76670 166.01090 27.828917 6.561660e+10 1.935970e+10 17.8001 2.433390e+10 90.18650 1.257966e+11 7.717185e+10 12.55319 3.590007e+10
2016-03-31 0.228600 25.600000 344.30000 -30.97000 14.935583 3.945521e+09 1.061152e+09 4.8500 3.142410e+08 31.35000 2.185851e+10 1.462773e+10 3.18000 2.022709e+09
2016-06-30 0.196600 6.220000 -42.35000 18.48000 13.704167 -1.590590e+09 1.127202e+09 4.3500 1.811750e+08 -19.15000 2.589879e+10 1.544462e+10 2.68000 2.022709e+09
2016-09-30 0.260000 9.380000 152.21000 -8.08000 14.698833 -1.135629e+09 1.232917e+09 5.1800 4.569420e+08 -9.79000 2.380670e+10 1.549858e+10 3.49000 2.022709e+09
2016-12-31 -0.129495 -221.470985 -53.34000 24.63000 15.888917 4.040904e+09 -6.429817e+08 -16.2800 2.131900e+08 10.77000 2.966918e+10 1.028224e+10 -3.64750 2.022709e+09
2017-03-31 0.289900 127.281300 258.39300 -13.22780 15.712500 -9.711650e+08 1.317453e+09 5.1174 7.640580e+08 44.21630 2.574461e+10 1.149584e+10 4.49600 2.022709e+09
2017-06-30 0.257600 -6.959600 231.46210 9.79380 19.197167 -3.235387e+09 1.225763e+09 4.3365 2.532563e+09 75.08140 2.826598e+10 1.257511e+10 3.81530 2.022709e+09
2017-09-30 0.380000 42.837000 -21.42130 -20.15440 23.743083 1.036069e+09 1.750843e+09 7.7577 1.990054e+09 -37.83050 2.256914e+10 1.418689e+10 5.38560 2.022709e+09
2017-12-31 0.158300 -37.613900 -26.32080 42.83010 34.003917 1.039046e+10 1.092283e+09 3.3884 1.466255e+09 -0.65980 3.223553e+10 1.466768e+10 2.12280 2.205436e+09
2016-03-31 0.073200 -73.140000 -69.44000 -62.83000 6.492583 -1.397724e+09 6.400020e+08 11.6400 9.254854e+08 95.15000 5.500350e+09 2.238587e+10 1.57000 2.543815e+09
2016-06-30 0.119300 67.220000 48.59000 8.35000 6.177417 6.076731e+08 1.070220e+09 17.9600 1.375193e+09 77.34000 5.959879e+09 2.279104e+10 2.55000 2.543815e+09
2016-09-30 0.163000 33.540000 21.44000 27.34000 6.598250 1.097621e+10 1.429121e+09 18.8300 1.670046e+09 93.80000 7.589555e+09 2.412827e+10 3.42000 2.543815e+09
2016-12-31 0.484000 191.900000 175.46000 116.50000 6.704000 -5.782313e+09 4.171598e+09 25.3900 4.600311e+09 80.81000 1.643132e+10 2.783806e+10 9.52000 2.805448e+09
2017-03-31 0.092300 -80.527600 -75.44800 -62.53860 6.803750 -7.510819e+09 8.123113e+08 13.1967 1.129467e+09 93.12270 6.155396e+09 2.859505e+10 1.71430 2.805448e+09
2017-06-30 0.119000 21.938200 29.59160 24.01330 8.113583 -1.018259e+10 9.905180e+08 12.9759 1.463694e+09 96.46070 7.633513e+09 2.876039e+10 2.17700 2.805448e+09
... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
2016-03-31 -0.065200 82.950000 88.22000 26.23000 13.292000 -9.905389e+07 -3.735655e+07 -3.5500 -3.394274e+07 140.06000 1.052482e+09 5.027835e+08 -1.47000 9.548766e+07
2016-06-30 0.006800 102.320000 37.11000 5.78000 20.172750 2.154776e+08 8.653756e+05 0.0800 -2.134785e+07 32.36000 1.113317e+09 5.064022e+08 0.15000 9.548766e+07
2016-09-30 0.080000 880.612820 333.87000 18.79000 25.900667 6.189952e+07 3.913605e+07 2.9600 4.992677e+07 57.81000 1.322482e+09 5.488654e+08 1.75000 9.548766e+07
2016-12-31 0.098000 41.710000 62.72000 5.95000 23.780000 7.941974e+08 5.546059e+07 3.9600 8.124189e+07 138.17000 1.401104e+09 6.000031e+08 1.71000 1.024114e+08
2017-03-31 0.424600 348.590400 316.14230 24.70000 32.809833 -1.637676e+08 2.487909e+08 14.2396 3.380819e+08 100.00010 1.747176e+09 8.516644e+08 5.62510 1.024114e+08
2017-06-30 0.714100 70.613700 48.37720 16.83430 34.699167 -4.569780e+08 4.244713e+08 20.7942 5.016365e+08 97.53420 2.041301e+09 1.274913e+09 8.83290 1.024114e+08
2017-09-30 0.710000 -0.474600 0.62610 15.48930 52.392000 -5.986665e+08 4.224566e+08 17.9198 5.047771e+08 104.40210 2.357484e+09 1.697863e+09 8.23450 1.024114e+08
2017-12-31 0.974590 86.981700 79.70830 48.77140 60.570167 -5.751204e+08 7.899165e+08 22.5223 9.071263e+08 100.57260 3.507261e+09 2.451631e+09 12.55319 1.462961e+08
2017-06-30 0.852500 551.125300 425.46950 67.45910 65.165108 8.018877e+08 3.585043e+08 14.7772 3.648609e+08 88.93700 2.426069e+09 2.147579e+09 6.80190 1.243390e+08
2017-09-30 0.974590 47.925000 77.34540 24.83820 65.165108 2.840959e+08 5.303175e+08 17.5100 6.470640e+08 97.78170 3.028661e+09 2.678022e+09 9.04540 1.243390e+08
2017-12-31 0.845500 -32.975300 -33.28520 -7.32880 65.165108 9.786372e+08 3.554438e+08 12.6641 4.316878e+08 84.69640 2.806695e+09 2.966904e+09 5.75610 1.910564e+08
2016-12-31 0.749300 -21.630000 -20.40000 -13.84000 65.165108 1.729370e+08 5.119535e+08 15.4300 5.810783e+08 81.10000 3.318619e+09 7.748695e+09 4.86000 3.314493e+08
2017-03-31 0.326200 -56.913800 -54.74740 -26.81970 64.234083 4.605382e+08 2.205816e+08 9.0828 2.629532e+08 92.68790 2.428574e+09 7.971078e+09 1.74870 3.314493e+08
2017-06-30 0.668400 107.150500 116.92750 36.82380 55.238250 8.443235e+08 4.569359e+08 13.7513 5.704178e+08 95.55450 3.322868e+09 7.326335e+09 3.64370 3.314493e+08
2017-09-30 0.663000 -0.992800 -5.61190 11.17360 50.384417 3.536411e+08 4.523996e+08 12.2464 5.384065e+08 99.56310 3.694151e+09 7.778353e+09 3.64270 3.314493e+08
2017-12-31 0.744900 12.515900 -28.25140 19.60330 45.485250 3.034728e+08 5.090213e+08 11.5207 3.862992e+08 60.28630 4.418326e+09 8.276772e+09 3.94060 3.409000e+08
2016-09-30 0.660000 -0.250000 -2.52000 13.52000 43.327667 3.466695e+07 5.455966e+07 13.8700 4.610903e+07 76.72000 3.934187e+08 4.382496e+08 5.76000 2.848906e+07
2016-12-31 0.318200 -47.270000 -35.00000 11.95000 63.220000 4.948543e+07 2.876988e+07 6.5300 2.997250e+07 86.46000 4.404252e+08 4.526373e+08 2.53000 4.591953e+07
2017-03-31 0.694900 142.071200 151.40060 2.71220 65.165108 -1.276328e+07 6.964360e+07 15.3953 7.535105e+07 95.26150 4.523703e+08 5.221263e+08 5.29540 4.591953e+07
2017-06-30 0.542500 58.797400 65.60530 7.50630 64.560333 1.466835e+08 1.105922e+08 22.7403 1.247853e+08 87.69140 4.863266e+08 5.790817e+08 7.88220 4.591953e+07
2017-09-30 0.800000 44.025500 45.64300 18.92710 64.561333 1.053011e+08 1.592810e+08 27.5394 1.817411e+08 75.23730 5.783742e+08 7.390937e+08 10.50100 4.591953e+07
2017-12-31 0.286000 -63.569200 -69.92590 -11.36570 65.165108 -4.151713e+07 5.802732e+07 11.3194 5.465697e+07 86.34940 5.126378e+08 7.675425e+08 3.44990 7.543034e+07
2016-03-31 0.008400 28.550000 29.38000 13.22000 3.478917 2.648065e+08 1.346673e+08 11.6400 2.324076e+08 85.62000 1.157333e+09 3.128069e+09 0.81000 7.860501e+08
2016-06-30 0.022000 172.450000 63.27000 -4.74000 3.649667 2.701510e+08 3.668949e+08 33.2800 3.794460e+08 66.48000 1.102519e+09 3.076703e+09 2.13000 7.860501e+08
2016-09-30 0.004300 -81.830000 -65.11000 12.12000 3.999250 3.306001e+08 6.664981e+07 5.3900 1.323896e+08 67.17000 1.236185e+09 3.148299e+09 0.41000 7.860501e+08
2016-12-31 0.024500 576.710000 -94.77000 179.37000 3.865833 2.049269e+09 4.510263e+08 13.0600 6.925479e+06 -1.25000 3.453534e+09 3.508789e+09 2.27000 8.400989e+08
2017-03-31 0.035400 121.428400 823.59474 67.43800 4.363417 1.427245e+09 9.987004e+08 17.2710 1.493162e+09 98.09960 5.782531e+09 4.106009e+09 3.13740 8.400989e+08
2017-06-30 0.014100 -62.877000 -58.42810 1.55430 4.458667 2.054166e+09 3.707473e+08 6.3134 6.207354e+08 155.72380 5.872410e+09 3.752876e+09 1.25080 8.400989e+08
2017-09-30 0.040000 145.893700 114.61300 3.05120 7.000000 2.185045e+09 9.116443e+08 15.0645 1.332179e+09 100.53950 6.051591e+09 4.522277e+09 2.74850 8.400989e+08
2017-12-31 0.052000 44.192600 44.95060 6.43530 6.722417 2.762356e+09 1.314523e+09 20.4086 1.931002e+09 102.56790 6.441026e+09 5.517441e+09 2.97800 9.681907e+08

2256 rows × 14 columns

price = data_pro['mean_price']
data_pro.drop(labels=['mean_price'], axis=1,inplace = True)
#df.insert(0, 'close', close)
data_pro.insert( 0, 'price', price)
#close
data_pro
.dataframe tbody tr th:only-of-type { vertical-align: middle; } .dataframe tbody tr th { vertical-align: top; } .dataframe thead th { text-align: right; }
price eps inc_net_profit_annual inc_operation_profit_annual inc_revenue_annual net_operate_cash_flow net_profit net_profit_margin operating_profit operating_profit_to_profit operating_revenue retained_profit roe surplus_reserve_fund
Unnamed: 0
2016-03-31 8.271833 0.425300 47.540000 43.36000 10.08000 5.926800e+10 6.086000e+09 22.1100 8.014000e+09 87.83000 2.753200e+10 5.901900e+10 3.49000 8.521000e+09
2016-06-30 8.370500 0.361400 1.970000 1.60000 -1.07000 -7.926415e+10 6.206000e+09 22.7900 8.142000e+09 86.81000 2.723700e+10 6.303600e+10 3.27000 8.521000e+09
2016-09-30 8.921500 0.370000 3.560000 3.03000 -0.14000 -7.926415e+10 6.427000e+09 23.6300 8.389000e+09 160.49987 2.719900e+10 6.946300e+10 3.30000 8.521000e+09
2016-12-31 8.975500 0.226000 -39.630000 -37.61000 -5.34000 8.268597e+10 3.880000e+09 15.0700 5.234000e+09 -380.68499 2.574700e+10 6.414300e+10 1.94000 1.078100e+10
2017-03-31 9.028333 0.361900 60.154600 57.20290 7.63200 -7.926415e+10 6.214000e+09 22.4235 8.228000e+09 92.30860 2.771200e+10 6.948300e+10 3.03190 1.078100e+10
2017-06-30 8.753667 0.369200 2.027700 0.14580 -4.87510 -1.317200e+10 6.340000e+09 24.0507 8.240000e+09 97.56160 2.636100e+10 7.311000e+10 3.02490 1.078100e+10
2017-09-30 10.768917 0.380000 4.085200 3.54370 -2.27990 -2.980700e+10 6.599000e+09 25.6172 8.532000e+09 98.04870 2.576000e+10 7.970900e+10 3.07240 1.078100e+10
2017-12-31 12.431917 0.235100 -38.839200 -38.78340 0.74920 3.920700e+10 4.036000e+09 15.5512 5.223000e+09 102.83630 2.595300e+10 7.966100e+10 1.83390 1.078100e+10
2016-03-31 21.820000 0.075500 -92.380000 -92.07000 -72.64127 -1.072613e+10 1.249823e+09 8.5500 1.646601e+09 74.77000 1.461131e+10 5.343109e+10 0.83000 2.806877e+10
2016-06-30 21.820000 0.409300 367.650000 401.52000 186.84700 3.652334e+10 5.844807e+09 9.7100 8.258004e+09 88.03000 6.018398e+10 5.000097e+10 4.56000 2.806877e+10
2016-09-30 20.037500 0.260000 -28.220000 -28.76000 -29.78000 1.718868e+10 4.195622e+09 9.9300 5.882695e+09 83.25000 4.225951e+10 5.291205e+10 2.94000 2.806877e+10
2016-12-31 23.069833 0.974590 306.610000 295.00000 186.84700 -3.419766e+09 1.706000e+10 13.8200 2.323648e+10 87.88000 1.234224e+11 6.120027e+10 11.93000 3.254077e+10
2017-03-31 19.356917 0.063000 -93.498400 -93.29070 -72.64127 -9.523936e+09 1.109171e+09 5.9667 1.559008e+09 82.67640 1.858923e+10 6.189568e+10 0.61160 3.254077e+10
2017-06-30 19.283500 0.598500 706.351800 676.30410 175.54260 3.137410e+10 8.943819e+09 17.4611 1.210265e+10 88.47160 5.122125e+10 5.978206e+10 5.83140 3.254077e+10
2017-09-30 23.069000 0.343000 -46.739300 -41.94640 -7.67500 -5.143923e+09 4.763538e+09 10.0730 7.026021e+09 72.91840 4.729003e+10 6.357034e+10 3.30830 3.254077e+10
2017-12-31 27.828917 0.974590 370.067900 328.76670 166.01090 6.561660e+10 1.935970e+10 17.8001 2.433390e+10 90.18650 1.257966e+11 7.717185e+10 12.55319 3.590007e+10
2016-03-31 14.935583 0.228600 25.600000 344.30000 -30.97000 3.945521e+09 1.061152e+09 4.8500 3.142410e+08 31.35000 2.185851e+10 1.462773e+10 3.18000 2.022709e+09
2016-06-30 13.704167 0.196600 6.220000 -42.35000 18.48000 -1.590590e+09 1.127202e+09 4.3500 1.811750e+08 -19.15000 2.589879e+10 1.544462e+10 2.68000 2.022709e+09
2016-09-30 14.698833 0.260000 9.380000 152.21000 -8.08000 -1.135629e+09 1.232917e+09 5.1800 4.569420e+08 -9.79000 2.380670e+10 1.549858e+10 3.49000 2.022709e+09
2016-12-31 15.888917 -0.129495 -221.470985 -53.34000 24.63000 4.040904e+09 -6.429817e+08 -16.2800 2.131900e+08 10.77000 2.966918e+10 1.028224e+10 -3.64750 2.022709e+09
2017-03-31 15.712500 0.289900 127.281300 258.39300 -13.22780 -9.711650e+08 1.317453e+09 5.1174 7.640580e+08 44.21630 2.574461e+10 1.149584e+10 4.49600 2.022709e+09
2017-06-30 19.197167 0.257600 -6.959600 231.46210 9.79380 -3.235387e+09 1.225763e+09 4.3365 2.532563e+09 75.08140 2.826598e+10 1.257511e+10 3.81530 2.022709e+09
2017-09-30 23.743083 0.380000 42.837000 -21.42130 -20.15440 1.036069e+09 1.750843e+09 7.7577 1.990054e+09 -37.83050 2.256914e+10 1.418689e+10 5.38560 2.022709e+09
2017-12-31 34.003917 0.158300 -37.613900 -26.32080 42.83010 1.039046e+10 1.092283e+09 3.3884 1.466255e+09 -0.65980 3.223553e+10 1.466768e+10 2.12280 2.205436e+09
2016-03-31 6.492583 0.073200 -73.140000 -69.44000 -62.83000 -1.397724e+09 6.400020e+08 11.6400 9.254854e+08 95.15000 5.500350e+09 2.238587e+10 1.57000 2.543815e+09
2016-06-30 6.177417 0.119300 67.220000 48.59000 8.35000 6.076731e+08 1.070220e+09 17.9600 1.375193e+09 77.34000 5.959879e+09 2.279104e+10 2.55000 2.543815e+09
2016-09-30 6.598250 0.163000 33.540000 21.44000 27.34000 1.097621e+10 1.429121e+09 18.8300 1.670046e+09 93.80000 7.589555e+09 2.412827e+10 3.42000 2.543815e+09
2016-12-31 6.704000 0.484000 191.900000 175.46000 116.50000 -5.782313e+09 4.171598e+09 25.3900 4.600311e+09 80.81000 1.643132e+10 2.783806e+10 9.52000 2.805448e+09
2017-03-31 6.803750 0.092300 -80.527600 -75.44800 -62.53860 -7.510819e+09 8.123113e+08 13.1967 1.129467e+09 93.12270 6.155396e+09 2.859505e+10 1.71430 2.805448e+09
2017-06-30 8.113583 0.119000 21.938200 29.59160 24.01330 -1.018259e+10 9.905180e+08 12.9759 1.463694e+09 96.46070 7.633513e+09 2.876039e+10 2.17700 2.805448e+09
... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
2016-03-31 13.292000 -0.065200 82.950000 88.22000 26.23000 -9.905389e+07 -3.735655e+07 -3.5500 -3.394274e+07 140.06000 1.052482e+09 5.027835e+08 -1.47000 9.548766e+07
2016-06-30 20.172750 0.006800 102.320000 37.11000 5.78000 2.154776e+08 8.653756e+05 0.0800 -2.134785e+07 32.36000 1.113317e+09 5.064022e+08 0.15000 9.548766e+07
2016-09-30 25.900667 0.080000 880.612820 333.87000 18.79000 6.189952e+07 3.913605e+07 2.9600 4.992677e+07 57.81000 1.322482e+09 5.488654e+08 1.75000 9.548766e+07
2016-12-31 23.780000 0.098000 41.710000 62.72000 5.95000 7.941974e+08 5.546059e+07 3.9600 8.124189e+07 138.17000 1.401104e+09 6.000031e+08 1.71000 1.024114e+08
2017-03-31 32.809833 0.424600 348.590400 316.14230 24.70000 -1.637676e+08 2.487909e+08 14.2396 3.380819e+08 100.00010 1.747176e+09 8.516644e+08 5.62510 1.024114e+08
2017-06-30 34.699167 0.714100 70.613700 48.37720 16.83430 -4.569780e+08 4.244713e+08 20.7942 5.016365e+08 97.53420 2.041301e+09 1.274913e+09 8.83290 1.024114e+08
2017-09-30 52.392000 0.710000 -0.474600 0.62610 15.48930 -5.986665e+08 4.224566e+08 17.9198 5.047771e+08 104.40210 2.357484e+09 1.697863e+09 8.23450 1.024114e+08
2017-12-31 60.570167 0.974590 86.981700 79.70830 48.77140 -5.751204e+08 7.899165e+08 22.5223 9.071263e+08 100.57260 3.507261e+09 2.451631e+09 12.55319 1.462961e+08
2017-06-30 65.165108 0.852500 551.125300 425.46950 67.45910 8.018877e+08 3.585043e+08 14.7772 3.648609e+08 88.93700 2.426069e+09 2.147579e+09 6.80190 1.243390e+08
2017-09-30 65.165108 0.974590 47.925000 77.34540 24.83820 2.840959e+08 5.303175e+08 17.5100 6.470640e+08 97.78170 3.028661e+09 2.678022e+09 9.04540 1.243390e+08
2017-12-31 65.165108 0.845500 -32.975300 -33.28520 -7.32880 9.786372e+08 3.554438e+08 12.6641 4.316878e+08 84.69640 2.806695e+09 2.966904e+09 5.75610 1.910564e+08
2016-12-31 65.165108 0.749300 -21.630000 -20.40000 -13.84000 1.729370e+08 5.119535e+08 15.4300 5.810783e+08 81.10000 3.318619e+09 7.748695e+09 4.86000 3.314493e+08
2017-03-31 64.234083 0.326200 -56.913800 -54.74740 -26.81970 4.605382e+08 2.205816e+08 9.0828 2.629532e+08 92.68790 2.428574e+09 7.971078e+09 1.74870 3.314493e+08
2017-06-30 55.238250 0.668400 107.150500 116.92750 36.82380 8.443235e+08 4.569359e+08 13.7513 5.704178e+08 95.55450 3.322868e+09 7.326335e+09 3.64370 3.314493e+08
2017-09-30 50.384417 0.663000 -0.992800 -5.61190 11.17360 3.536411e+08 4.523996e+08 12.2464 5.384065e+08 99.56310 3.694151e+09 7.778353e+09 3.64270 3.314493e+08
2017-12-31 45.485250 0.744900 12.515900 -28.25140 19.60330 3.034728e+08 5.090213e+08 11.5207 3.862992e+08 60.28630 4.418326e+09 8.276772e+09 3.94060 3.409000e+08
2016-09-30 43.327667 0.660000 -0.250000 -2.52000 13.52000 3.466695e+07 5.455966e+07 13.8700 4.610903e+07 76.72000 3.934187e+08 4.382496e+08 5.76000 2.848906e+07
2016-12-31 63.220000 0.318200 -47.270000 -35.00000 11.95000 4.948543e+07 2.876988e+07 6.5300 2.997250e+07 86.46000 4.404252e+08 4.526373e+08 2.53000 4.591953e+07
2017-03-31 65.165108 0.694900 142.071200 151.40060 2.71220 -1.276328e+07 6.964360e+07 15.3953 7.535105e+07 95.26150 4.523703e+08 5.221263e+08 5.29540 4.591953e+07
2017-06-30 64.560333 0.542500 58.797400 65.60530 7.50630 1.466835e+08 1.105922e+08 22.7403 1.247853e+08 87.69140 4.863266e+08 5.790817e+08 7.88220 4.591953e+07
2017-09-30 64.561333 0.800000 44.025500 45.64300 18.92710 1.053011e+08 1.592810e+08 27.5394 1.817411e+08 75.23730 5.783742e+08 7.390937e+08 10.50100 4.591953e+07
2017-12-31 65.165108 0.286000 -63.569200 -69.92590 -11.36570 -4.151713e+07 5.802732e+07 11.3194 5.465697e+07 86.34940 5.126378e+08 7.675425e+08 3.44990 7.543034e+07
2016-03-31 3.478917 0.008400 28.550000 29.38000 13.22000 2.648065e+08 1.346673e+08 11.6400 2.324076e+08 85.62000 1.157333e+09 3.128069e+09 0.81000 7.860501e+08
2016-06-30 3.649667 0.022000 172.450000 63.27000 -4.74000 2.701510e+08 3.668949e+08 33.2800 3.794460e+08 66.48000 1.102519e+09 3.076703e+09 2.13000 7.860501e+08
2016-09-30 3.999250 0.004300 -81.830000 -65.11000 12.12000 3.306001e+08 6.664981e+07 5.3900 1.323896e+08 67.17000 1.236185e+09 3.148299e+09 0.41000 7.860501e+08
2016-12-31 3.865833 0.024500 576.710000 -94.77000 179.37000 2.049269e+09 4.510263e+08 13.0600 6.925479e+06 -1.25000 3.453534e+09 3.508789e+09 2.27000 8.400989e+08
2017-03-31 4.363417 0.035400 121.428400 823.59474 67.43800 1.427245e+09 9.987004e+08 17.2710 1.493162e+09 98.09960 5.782531e+09 4.106009e+09 3.13740 8.400989e+08
2017-06-30 4.458667 0.014100 -62.877000 -58.42810 1.55430 2.054166e+09 3.707473e+08 6.3134 6.207354e+08 155.72380 5.872410e+09 3.752876e+09 1.25080 8.400989e+08
2017-09-30 7.000000 0.040000 145.893700 114.61300 3.05120 2.185045e+09 9.116443e+08 15.0645 1.332179e+09 100.53950 6.051591e+09 4.522277e+09 2.74850 8.400989e+08
2017-12-31 6.722417 0.052000 44.192600 44.95060 6.43530 2.762356e+09 1.314523e+09 20.4086 1.931002e+09 102.56790 6.441026e+09 5.517441e+09 2.97800 9.681907e+08

2256 rows × 14 columns

df=data_pro
X= df.values[:, 1:]
Y =df.values[:, 0]
X.shape  #划分 x和标签y 
(2256, 13)
import numpy as np
import matplotlib.pyplot as plt

sampleRatio=0.2               #划分训练集和测试集各一半
m=len(X)
sampleBoundary=int(m*sampleRatio)
myshuffle=list(range(m))      #注意Python3中range()返回range对象而不是数组对象,要将其转为序列
np.random.shuffle(myshuffle)  #shuffle()函数将序列内的元素全部随机排序
#分别取出训练集和测试集的数据
train_fea= X[myshuffle[sampleBoundary:]]    #前一半数据集作为训练集
train_tar= Y[myshuffle[sampleBoundary:]]

test_fea=  X[myshuffle[:sampleBoundary]]     #后一半数据作为测试集
test_tar=  Y[myshuffle[:sampleBoundary]]
train_fea.shape
(1805, 13)
from sklearn.preprocessing import StandardScaler
ss_x = StandardScaler()
ss_y = StandardScaler()
X=train_fea
y=train_tar
Xt=test_fea
yt=test_tar
X
array([[ 1.59000000e-01, -3.69370000e+00, -6.24900000e+00, ...,
         5.43710403e+09,  2.84870000e+00,  3.91315683e+08],
       [ 1.46000000e-01,  8.80612820e+02,  1.86533700e+02, ...,
         1.33470467e+10,  4.15210000e+00,  9.10232816e+08],
       [ 1.12600000e-01, -6.52300000e+01, -1.43286600e+02, ...,
         1.33002496e+10,  2.15000000e+00,  1.36442470e+09],
       ...,
       [ 1.17300000e-01, -4.63040000e+00, -2.03390000e+00, ...,
         7.83867392e+08,  4.87600000e+00,  3.88474752e+08],
       [ 5.01000000e-02,  8.93000000e+00,  7.55000000e+00, ...,
         6.22280909e+09,  1.28000000e+00,  2.70854323e+09],
       [ 6.00000000e-02, -6.03700000e+01, -5.79800000e+01, ...,
         7.80361165e+09,  1.46000000e+00,  9.09954112e+08]])
X= ss_x.fit_transform(X)

Xt = ss_x.transform(Xt)

X
array([[-0.28493819, -0.31704479, -0.3499504 , ..., -0.35944818,
        -0.22173938, -0.27304024],
       [-0.34466505,  4.87134214,  0.81888137, ..., -0.18737853,
         0.23614074, -0.24715465],
       [-0.49811715, -0.67808943, -1.18080245, ..., -0.18839654,
        -0.46719038, -0.2244978 ],
       ...,
       [-0.47652359, -0.32254058, -0.32439446, ..., -0.46067278,
         0.49044441, -0.27318196],
       [-0.78526553, -0.24297925, -0.26628776, ..., -0.34235627,
        -0.7728185 , -0.15744796],
       [-0.73978122, -0.64957493, -0.66359284, ..., -0.30796814,
        -0.7095851 , -0.24716855]])
# 导入库
import numpy as np  # numpy库
from sklearn.linear_model import BayesianRidge, LinearRegression, ElasticNet  # 批量导入要实现的回归算法
from sklearn.svm import SVR  # SVM中的回归算法
from sklearn.ensemble.gradient_boosting import GradientBoostingRegressor  # 集成算法
from sklearn.model_selection import cross_val_score  # 交叉检验
from sklearn.metrics import explained_variance_score, mean_absolute_error, mean_squared_error, r2_score  # 批量导入指标算法
import pandas as pd  # 导入pandas
import matplotlib.pyplot as plt  # 导入图形展示库

from sklearn.neural_network import MLPRegressor  # 多层线性回归
# 训练回归模型
n_folds = 8  # 设置交叉检验的次数
model_br = BayesianRidge()     # 建立贝叶斯岭回归模型对象

model_lr = LinearRegression()  # 建立普通线性回归模型对象
model_etc = ElasticNet()       # 建立弹性网络回归模型对象

model_svr = SVR()              # 建立支持向量机回归模型对象

model_gbr = GradientBoostingRegressor()  # 建立梯度增强回归模型对象  ,未用

model_mlp = MLPRegressor(solver='lbfgs', alpha=1e-5,hidden_layer_sizes=(8, 4,2), random_state=1)

      
model_names = ['BayesianRidge', 'LinearRegression', 'SVR', 'mlp']  # 不同模型的名称列表 , 'ElasticNet' 'GBR',
model_dic = [model_br, model_lr, model_svr, model_mlp]  # 不同回归模型对象的集合  , model_gbr  , model_etc
cv_score_list = []  # 交叉检验结果列表


pre_y_list = []  # 各个回归模型  预测的y值列表

for model in model_dic:  # 读出每个回归模型对象
    scores = cross_val_score(model, X, y, cv=n_folds)  # 将每个回归模型 导入交叉检验模型中  做训练检验
    cv_score_list.append(scores)                     # 将交叉检验结果存入结果列表
    
    pre_y_list.append(model.fit(X, y).predict(Xt))  # 将回归训练中 得到的预测y 存入列表  测试集合
    
# 模型效果指标评估
n_samples, n_features = X.shape  # 总样本量,总特征数
model_metrics_name = [explained_variance_score, mean_absolute_error, mean_squared_error, r2_score]  # 回归评估指标对象集
model_metrics_list = []  # 回归评估指标列表

for i in range(len(model_names)):  # 循环 每个模型索引
    
    tmp_list = []  # 每个内循环的临时结果列表
    for m in model_metrics_name:  # 循环每个指标对象
        
        tmp_score = m(yt, pre_y_list[i])  # 计算每个回归指标结果            # 测试集合
        
        tmp_list.append(tmp_score)  # 将结果存入每个内循环的临时结果列表
        
    model_metrics_list.append(tmp_list)  # 将结果存入回归评估指标列表
    
df1 = pd.DataFrame(cv_score_list, index=model_names)  # 建立交叉检验的数据框
df2 = pd.DataFrame(model_metrics_list, index=model_names, columns=['ev', 'mae', 'mse', 'r2'])  # 建立回归指标的数据框
print('ok')
ok
print('ok')
print ('samples: %d \t features: %d' % (n_samples, n_features))  # 打印输出样本量和特征数量


print (70 * '-')  # 打印分隔线
print ('cross validation result:')  # 打印输出 标题
print (df1)  # 打印输出 交叉检验的数据框


print (70 * '-')  # 打印分隔线
print ('regression metrics:')  # 打印输出 标题
print (df2)  # 打印输出回归指标的数据框


print (70 * '-')  # 打印分隔线
print ('short name \t full name')  # 打印输出 缩写和全名标题
print ('ev \t explained_variance')
print ('mae \t mean_absolute_error')
print ('mse \t mean_squared_error')
print ('r2 \t r2')
print (70 * '-')  # 打印分隔线
ok
samples: 1805 	 features: 13
----------------------------------------------------------------------
cross validation result:
                         0         1         2         3         4         5  \
BayesianRidge     0.396419  0.322424  0.433829  0.517023  0.306590  0.472300   
LinearRegression  0.395534  0.318223  0.438346  0.521255  0.313822  0.472499   
SVR               0.344441  0.317279  0.416976  0.417177  0.274501  0.348430   
mlp               0.539338  0.536839  0.552823  0.668490  0.400322  0.604423   

                         6         7  
BayesianRidge     0.246520  0.332698  
LinearRegression  0.248438  0.332534  
SVR               0.310007  0.227168  
mlp               0.483398  0.481540  
----------------------------------------------------------------------
regression metrics:
                        ev       mae         mse        r2
BayesianRidge     0.393803  7.583999  107.046468  0.393748
LinearRegression  0.398220  7.514669  106.274107  0.398122
SVR               0.374950  7.084663  118.931724  0.326436
mlp               0.571992  6.051157   75.583389  0.571937
----------------------------------------------------------------------
short name 	 full name
ev 	 explained_variance
mae 	 mean_absolute_error
mse 	 mean_squared_error
r2 	 r2
----------------------------------------------------------------------
# 模型效果可视化
plt.figure()  # 创建画布
plt.plot(np.arange(Xt.shape[0]), yt, color='k', label='true y')  # 画出原始值的曲线
color_list = ['r', 'b', 'y', 'c','<', 'g']  # 颜色列表
linestyle_list = ['-', '.', 'o', 'v', '*','m']  # 样式列表
#print(pre_y_list.shape())
for i, pre_y in enumerate(pre_y_list):  # 读出通过回归模型 预测得到的索引及结果
    #print(i)
    #print(len(pre_y))
   
    plt.plot(np.arange(Xt.shape[0]), pre_y_list[i], color_list[i], label=model_names[i])  # 画出每条预测结果线
    
    
plt.title('regression result comparison')  # 标题
plt.legend(loc='upper right')            # 图例位置
plt.ylabel('real and predicted value')  # y轴标题
plt.show()  # 展示图像
 
from sklearn import linear_model
#使用最小二乘线性回归进行拟合,导入相应的模块
lr=linear_model.LinearRegression()

lr.fit(train_fea,train_tar)  #拟合
y_pred=lr.predict(test_fea)       #得到预测值集合y
plt.scatter(y_pred,test_tar)      #画出散点图,横轴是预测值,纵轴是真实值
plt.plot([y_pred.min(), y_pred.max()], [y_pred.min(), y_pred.max()], 'b',lw=5) #直线的起点为(y.min(),y.min()),终点是(y.max(),y.max())
plt.show()
coef=lr.coef_                #获得该回该方程的回归系数与截距
intercept=lr.intercept_
print("预测方程回归系数:",coef)
print("预测方程截距:",intercept)


score=lr.score(test_fea,test_tar)    #对得到的模型打分
print("对该模型的评分是:%.5f" %score)
#--------------------- 
预测方程回归系数: [ 4.94600385e+01 -4.60689931e-03 -4.91319668e-03 -1.43372238e-02
  2.24022698e-11 -4.31800044e-09 -1.30375890e-02  1.90868281e-09
 -3.93320621e-03 -3.00157607e-11  1.31595091e-11 -5.89393971e-01
  1.45230980e-10]
预测方程截距: 12.127608740032237
对该模型的评分是:0.39812
train_fea1= ss_x.fit_transform(train_fea)

test_fea1 = ss_x.transform(test_fea)

test_fea1 
array([[-0.83626308, -0.18383806, -0.48382639, ..., -0.02133176,
        -0.89225938, -0.22886553],
       [-0.55462795,  4.87134214,  1.53034606, ..., -0.33164304,
        -0.76579257, -0.27966881],
       [ 0.82230595, -0.23399014, -0.28125294, ..., -0.42781367,
         0.95306703, -0.27456991],
       ...,
       [ 0.13314985, -0.35535514, -0.37431921, ..., -0.42063523,
         0.92594693, -0.28566841],
       [-0.21602258, -0.51809139, -0.55173142, ..., -0.1192583 ,
        -0.68148136, -0.16249456],
       [-0.29596469,  4.87134214,  4.68135027, ..., -0.44479642,
        -0.15102335, -0.28701121]])
from sklearn import linear_model
#使用最小二乘线性回归进行拟合,导入相应的模块
lr=linear_model.LinearRegression()

lr.fit(train_fea1,train_tar)  #拟合
y_pred=lr.predict(test_fea1)       #得到预测值集合y
plt.scatter(y_pred,test_tar)      #画出散点图,横轴是预测值,纵轴是真实值
plt.plot([y_pred.min(), y_pred.max()], [y_pred.min(), y_pred.max()], 'b',lw=5) #直线的起点为(y.min(),y.min()),终点是(y.max(),y.max())
plt.show()
coef=lr.coef_                #获得该回该方程的回归系数与截距
intercept=lr.intercept_
print("预测方程回归系数:",coef)
print("预测方程截距:",intercept)


score=lr.score(test_fea1,test_tar)    #对得到的模型打分
print("对该模型的评分是:%.5f" %score)
#--------------------- 
预测方程回归系数: [ 10.76534865  -0.78519801  -0.81036411  -0.6334516    0.36665001
 -15.76471913  -0.20603864   8.75917736  -0.25310459  -1.0281977
   0.60493502  -1.67776691   2.91138111]
预测方程截距: 17.05397318789621
对该模型的评分是:0.39812
df
.dataframe tbody tr th:only-of-type { vertical-align: middle; } .dataframe tbody tr th { vertical-align: top; } .dataframe thead th { text-align: right; }
price eps inc_net_profit_annual inc_operation_profit_annual inc_revenue_annual net_operate_cash_flow net_profit net_profit_margin operating_profit operating_profit_to_profit operating_revenue retained_profit roe surplus_reserve_fund
Unnamed: 0
2016-03-31 8.271833 0.42530 47.54000 43.36000 10.0800 5.926800e+10 6.086000e+09 22.11000 8.014000e+09 87.83000 2.753200e+10 5.901900e+10 3.49000 8.521000e+09
2016-06-30 8.370500 0.36140 1.97000 1.60000 -1.0700 -3.381803e+10 6.206000e+09 22.79000 8.142000e+09 86.81000 2.723700e+10 6.303600e+10 3.27000 8.521000e+09
2016-09-30 8.921500 0.37000 3.56000 3.03000 -0.1400 -3.381803e+10 6.427000e+09 23.63000 8.389000e+09 160.49987 2.719900e+10 6.946300e+10 3.30000 8.521000e+09
2016-12-31 8.975500 0.22600 -39.63000 -37.61000 -5.3400 8.268597e+10 3.880000e+09 15.07000 5.234000e+09 -228.93400 2.574700e+10 6.414300e+10 1.94000 1.078100e+10
2017-03-31 9.028333 0.36190 60.15460 57.20290 7.6320 -3.381803e+10 6.214000e+09 22.42350 8.228000e+09 92.30860 2.771200e+10 6.948300e+10 3.03190 1.078100e+10
2017-06-30 8.753667 0.36920 2.02770 0.14580 -4.8751 -1.317200e+10 6.340000e+09 24.05070 8.240000e+09 97.56160 2.636100e+10 7.311000e+10 3.02490 1.078100e+10
2017-09-30 10.768917 0.38000 4.08520 3.54370 -2.2799 -2.980700e+10 6.599000e+09 25.61720 8.532000e+09 98.04870 2.576000e+10 7.970900e+10 3.07240 1.078100e+10
2017-12-31 12.431917 0.23510 -38.83920 -38.78340 0.7492 3.920700e+10 4.036000e+09 15.55120 5.223000e+09 102.83630 2.595300e+10 7.966100e+10 1.83390 1.078100e+10
2016-03-31 21.820000 0.07550 -92.38000 -92.07000 -63.6409 -1.072613e+10 1.249823e+09 8.55000 1.646601e+09 74.77000 1.461131e+10 5.343109e+10 0.83000 2.806877e+10
2016-06-30 21.820000 0.40930 367.65000 401.52000 186.8470 3.652334e+10 5.844807e+09 9.71000 8.258004e+09 88.03000 6.018398e+10 5.000097e+10 4.56000 2.806877e+10
2016-09-30 20.037500 0.26000 -28.22000 -28.76000 -29.7800 1.718868e+10 4.195622e+09 9.93000 5.882695e+09 83.25000 4.225951e+10 5.291205e+10 2.94000 2.806877e+10
2016-12-31 23.069833 0.97459 306.61000 295.00000 186.8470 -3.419766e+09 1.706000e+10 13.82000 2.323648e+10 87.88000 1.234224e+11 6.120027e+10 11.93000 3.254077e+10
2017-03-31 19.356917 0.06300 -93.49840 -93.29070 -63.6409 -9.523936e+09 1.109171e+09 5.96670 1.559008e+09 82.67640 1.858923e+10 6.189568e+10 0.61160 3.254077e+10
2017-06-30 19.283500 0.59850 706.35180 676.30410 175.5426 3.137410e+10 8.943819e+09 17.46110 1.210265e+10 88.47160 5.122125e+10 5.978206e+10 5.83140 3.254077e+10
2017-09-30 23.069000 0.34300 -46.73930 -41.94640 -7.6750 -5.143923e+09 4.763538e+09 10.07300 7.026021e+09 72.91840 4.729003e+10 6.357034e+10 3.30830 3.254077e+10
2017-12-31 27.828917 0.97459 370.06790 328.76670 166.0109 6.561660e+10 1.935970e+10 17.80010 2.433390e+10 90.18650 1.257966e+11 7.717185e+10 12.55319 3.590007e+10
2016-03-31 14.935583 0.22860 25.60000 344.30000 -30.9700 3.945521e+09 1.061152e+09 4.85000 3.142410e+08 31.35000 2.185851e+10 1.462773e+10 3.18000 2.022709e+09
2016-06-30 13.704167 0.19660 6.22000 -42.35000 18.4800 -1.590590e+09 1.127202e+09 4.35000 1.811750e+08 -19.15000 2.589879e+10 1.544462e+10 2.68000 2.022709e+09
2016-09-30 14.698833 0.26000 9.38000 152.21000 -8.0800 -1.135629e+09 1.232917e+09 5.18000 4.569420e+08 -9.79000 2.380670e+10 1.549858e+10 3.49000 2.022709e+09
2016-12-31 15.888917 -0.06989 -143.27383 -53.34000 24.6300 4.040904e+09 -2.288674e+08 -9.38658 2.131900e+08 10.77000 2.966918e+10 1.028224e+10 -1.85600 2.022709e+09
2017-03-31 15.712500 0.28990 127.28130 258.39300 -13.2278 -9.711650e+08 1.317453e+09 5.11740 7.640580e+08 44.21630 2.574461e+10 1.149584e+10 4.49600 2.022709e+09
2017-06-30 19.197167 0.25760 -6.95960 231.46210 9.7938 -3.235387e+09 1.225763e+09 4.33650 2.532563e+09 75.08140 2.826598e+10 1.257511e+10 3.81530 2.022709e+09
2017-09-30 23.743083 0.38000 42.83700 -21.42130 -20.1544 1.036069e+09 1.750843e+09 7.75770 1.990054e+09 -37.83050 2.256914e+10 1.418689e+10 5.38560 2.022709e+09
2017-12-31 34.003917 0.15830 -37.61390 -26.32080 42.8301 1.039046e+10 1.092283e+09 3.38840 1.466255e+09 -0.65980 3.223553e+10 1.466768e+10 2.12280 2.205436e+09
2016-03-31 6.492583 0.07320 -73.14000 -69.44000 -62.8300 -1.397724e+09 6.400020e+08 11.64000 9.254854e+08 95.15000 5.500350e+09 2.238587e+10 1.57000 2.543815e+09
2016-06-30 6.177417 0.11930 67.22000 48.59000 8.3500 6.076731e+08 1.070220e+09 17.96000 1.375193e+09 77.34000 5.959879e+09 2.279104e+10 2.55000 2.543815e+09
2016-09-30 6.598250 0.16300 33.54000 21.44000 27.3400 1.097621e+10 1.429121e+09 18.83000 1.670046e+09 93.80000 7.589555e+09 2.412827e+10 3.42000 2.543815e+09
2016-12-31 6.704000 0.48400 191.90000 175.46000 116.5000 -5.782313e+09 4.171598e+09 25.39000 4.600311e+09 80.81000 1.643132e+10 2.783806e+10 9.52000 2.805448e+09
2017-03-31 6.803750 0.09230 -80.52760 -75.44800 -62.5386 -7.510819e+09 8.123113e+08 13.19670 1.129467e+09 93.12270 6.155396e+09 2.859505e+10 1.71430 2.805448e+09
2017-06-30 8.113583 0.11900 21.93820 29.59160 24.0133 -1.018259e+10 9.905180e+08 12.97590 1.463694e+09 96.46070 7.633513e+09 2.876039e+10 2.17700 2.805448e+09
... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
2016-03-31 13.292000 -0.06520 82.95000 88.22000 26.2300 -9.905389e+07 -3.735655e+07 -3.55000 -3.394274e+07 140.06000 1.052482e+09 5.027835e+08 -1.47000 9.548766e+07
2016-06-30 20.172750 0.00680 102.32000 37.11000 5.7800 2.154776e+08 8.653756e+05 0.08000 -2.134785e+07 32.36000 1.113317e+09 5.064022e+08 0.15000 9.548766e+07
2016-09-30 25.900667 0.08000 880.61282 333.87000 18.7900 6.189952e+07 3.913605e+07 2.96000 4.992677e+07 57.81000 1.322482e+09 5.488654e+08 1.75000 9.548766e+07
2016-12-31 23.780000 0.09800 41.71000 62.72000 5.9500 7.941974e+08 5.546059e+07 3.96000 8.124189e+07 138.17000 1.401104e+09 6.000031e+08 1.71000 1.024114e+08
2017-03-31 32.809833 0.42460 348.59040 316.14230 24.7000 -1.637676e+08 2.487909e+08 14.23960 3.380819e+08 100.00010 1.747176e+09 8.516644e+08 5.62510 1.024114e+08
2017-06-30 34.699167 0.71410 70.61370 48.37720 16.8343 -4.569780e+08 4.244713e+08 20.79420 5.016365e+08 97.53420 2.041301e+09 1.274913e+09 8.83290 1.024114e+08
2017-09-30 52.392000 0.71000 -0.47460 0.62610 15.4893 -5.986665e+08 4.224566e+08 17.91980 5.047771e+08 104.40210 2.357484e+09 1.697863e+09 8.23450 1.024114e+08
2017-12-31 60.570167 0.97459 86.98170 79.70830 48.7714 -5.751204e+08 7.899165e+08 22.52230 9.071263e+08 100.57260 3.507261e+09 2.451631e+09 12.55319 1.462961e+08
2017-06-30 65.165108 0.85250 551.12530 425.46950 67.4591 8.018877e+08 3.585043e+08 14.77720 3.648609e+08 88.93700 2.426069e+09 2.147579e+09 6.80190 1.243390e+08
2017-09-30 65.165108 0.97459 47.92500 77.34540 24.8382 2.840959e+08 5.303175e+08 17.51000 6.470640e+08 97.78170 3.028661e+09 2.678022e+09 9.04540 1.243390e+08
2017-12-31 65.165108 0.84550 -32.97530 -33.28520 -7.3288 9.786372e+08 3.554438e+08 12.66410 4.316878e+08 84.69640 2.806695e+09 2.966904e+09 5.75610 1.910564e+08
2016-12-31 65.165108 0.74930 -21.63000 -20.40000 -13.8400 1.729370e+08 5.119535e+08 15.43000 5.810783e+08 81.10000 3.318619e+09 7.748695e+09 4.86000 3.314493e+08
2017-03-31 64.234083 0.32620 -56.91380 -54.74740 -26.8197 4.605382e+08 2.205816e+08 9.08280 2.629532e+08 92.68790 2.428574e+09 7.971078e+09 1.74870 3.314493e+08
2017-06-30 55.238250 0.66840 107.15050 116.92750 36.8238 8.443235e+08 4.569359e+08 13.75130 5.704178e+08 95.55450 3.322868e+09 7.326335e+09 3.64370 3.314493e+08
2017-09-30 50.384417 0.66300 -0.99280 -5.61190 11.1736 3.536411e+08 4.523996e+08 12.24640 5.384065e+08 99.56310 3.694151e+09 7.778353e+09 3.64270 3.314493e+08
2017-12-31 45.485250 0.74490 12.51590 -28.25140 19.6033 3.034728e+08 5.090213e+08 11.52070 3.862992e+08 60.28630 4.418326e+09 8.276772e+09 3.94060 3.409000e+08
2016-09-30 43.327667 0.66000 -0.25000 -2.52000 13.5200 3.466695e+07 5.455966e+07 13.87000 4.610903e+07 76.72000 3.934187e+08 4.382496e+08 5.76000 2.954503e+07
2016-12-31 63.220000 0.31820 -47.27000 -35.00000 11.9500 4.948543e+07 2.876988e+07 6.53000 2.997250e+07 86.46000 4.404252e+08 4.526373e+08 2.53000 4.591953e+07
2017-03-31 65.165108 0.69490 142.07120 151.40060 2.7122 -1.276328e+07 6.964360e+07 15.39530 7.535105e+07 95.26150 4.523703e+08 5.221263e+08 5.29540 4.591953e+07
2017-06-30 64.560333 0.54250 58.79740 65.60530 7.5063 1.466835e+08 1.105922e+08 22.74030 1.247853e+08 87.69140 4.863266e+08 5.790817e+08 7.88220 4.591953e+07
2017-09-30 64.561333 0.80000 44.02550 45.64300 18.9271 1.053011e+08 1.592810e+08 27.53940 1.817411e+08 75.23730 5.783742e+08 7.390937e+08 10.50100 4.591953e+07
2017-12-31 65.165108 0.28600 -63.56920 -69.92590 -11.3657 -4.151713e+07 5.802732e+07 11.31940 5.465697e+07 86.34940 5.126378e+08 7.675425e+08 3.44990 7.543034e+07
2016-03-31 3.478917 0.00840 28.55000 29.38000 13.2200 2.648065e+08 1.346673e+08 11.64000 2.324076e+08 85.62000 1.157333e+09 3.128069e+09 0.81000 7.860501e+08
2016-06-30 3.649667 0.02200 172.45000 63.27000 -4.7400 2.701510e+08 3.668949e+08 33.28000 3.794460e+08 66.48000 1.102519e+09 3.076703e+09 2.13000 7.860501e+08
2016-09-30 3.999250 0.00430 -81.83000 -65.11000 12.1200 3.306001e+08 6.664981e+07 5.39000 1.323896e+08 67.17000 1.236185e+09 3.148299e+09 0.41000 7.860501e+08
2016-12-31 3.865833 0.02450 576.71000 -94.77000 179.3700 2.049269e+09 4.510263e+08 13.06000 6.925479e+06 -1.25000 3.453534e+09 3.508789e+09 2.27000 8.400989e+08
2017-03-31 4.363417 0.03540 121.42840 823.59474 67.4380 1.427245e+09 9.987004e+08 17.27100 1.493162e+09 98.09960 5.782531e+09 4.106009e+09 3.13740 8.400989e+08
2017-06-30 4.458667 0.01410 -62.87700 -58.42810 1.5543 2.054166e+09 3.707473e+08 6.31340 6.207354e+08 155.72380 5.872410e+09 3.752876e+09 1.25080 8.400989e+08
2017-09-30 7.000000 0.04000 145.89370 114.61300 3.0512 2.185045e+09 9.116443e+08 15.06450 1.332179e+09 100.53950 6.051591e+09 4.522277e+09 2.74850 8.400989e+08
2017-12-31 6.722417 0.05200 44.19260 44.95060 6.4353 2.762356e+09 1.314523e+09 20.40860 1.931002e+09 102.56790 6.441026e+09 5.517441e+09 2.97800 9.681907e+08

2256 rows × 14 columns

df.drop(labels=['price'], axis=1,inplace = True)
#df.insert(0, 'close', close)
df
.dataframe tbody tr th:only-of-type { vertical-align: middle; } .dataframe tbody tr th { vertical-align: top; } .dataframe thead th { text-align: right; }
eps inc_net_profit_annual inc_operation_profit_annual inc_revenue_annual net_operate_cash_flow net_profit net_profit_margin operating_profit operating_profit_to_profit operating_revenue retained_profit roe surplus_reserve_fund
Unnamed: 0
2016-03-31 0.42530 47.54000 43.36000 10.0800 5.926800e+10 6.086000e+09 22.11000 8.014000e+09 87.83000 2.753200e+10 5.901900e+10 3.49000 8.521000e+09
2016-06-30 0.36140 1.97000 1.60000 -1.0700 -3.381803e+10 6.206000e+09 22.79000 8.142000e+09 86.81000 2.723700e+10 6.303600e+10 3.27000 8.521000e+09
2016-09-30 0.37000 3.56000 3.03000 -0.1400 -3.381803e+10 6.427000e+09 23.63000 8.389000e+09 160.49987 2.719900e+10 6.946300e+10 3.30000 8.521000e+09
2016-12-31 0.22600 -39.63000 -37.61000 -5.3400 8.268597e+10 3.880000e+09 15.07000 5.234000e+09 -228.93400 2.574700e+10 6.414300e+10 1.94000 1.078100e+10
2017-03-31 0.36190 60.15460 57.20290 7.6320 -3.381803e+10 6.214000e+09 22.42350 8.228000e+09 92.30860 2.771200e+10 6.948300e+10 3.03190 1.078100e+10
2017-06-30 0.36920 2.02770 0.14580 -4.8751 -1.317200e+10 6.340000e+09 24.05070 8.240000e+09 97.56160 2.636100e+10 7.311000e+10 3.02490 1.078100e+10
2017-09-30 0.38000 4.08520 3.54370 -2.2799 -2.980700e+10 6.599000e+09 25.61720 8.532000e+09 98.04870 2.576000e+10 7.970900e+10 3.07240 1.078100e+10
2017-12-31 0.23510 -38.83920 -38.78340 0.7492 3.920700e+10 4.036000e+09 15.55120 5.223000e+09 102.83630 2.595300e+10 7.966100e+10 1.83390 1.078100e+10
2016-03-31 0.07550 -92.38000 -92.07000 -63.6409 -1.072613e+10 1.249823e+09 8.55000 1.646601e+09 74.77000 1.461131e+10 5.343109e+10 0.83000 2.806877e+10
2016-06-30 0.40930 367.65000 401.52000 186.8470 3.652334e+10 5.844807e+09 9.71000 8.258004e+09 88.03000 6.018398e+10 5.000097e+10 4.56000 2.806877e+10
2016-09-30 0.26000 -28.22000 -28.76000 -29.7800 1.718868e+10 4.195622e+09 9.93000 5.882695e+09 83.25000 4.225951e+10 5.291205e+10 2.94000 2.806877e+10
2016-12-31 0.97459 306.61000 295.00000 186.8470 -3.419766e+09 1.706000e+10 13.82000 2.323648e+10 87.88000 1.234224e+11 6.120027e+10 11.93000 3.254077e+10
2017-03-31 0.06300 -93.49840 -93.29070 -63.6409 -9.523936e+09 1.109171e+09 5.96670 1.559008e+09 82.67640 1.858923e+10 6.189568e+10 0.61160 3.254077e+10
2017-06-30 0.59850 706.35180 676.30410 175.5426 3.137410e+10 8.943819e+09 17.46110 1.210265e+10 88.47160 5.122125e+10 5.978206e+10 5.83140 3.254077e+10
2017-09-30 0.34300 -46.73930 -41.94640 -7.6750 -5.143923e+09 4.763538e+09 10.07300 7.026021e+09 72.91840 4.729003e+10 6.357034e+10 3.30830 3.254077e+10
2017-12-31 0.97459 370.06790 328.76670 166.0109 6.561660e+10 1.935970e+10 17.80010 2.433390e+10 90.18650 1.257966e+11 7.717185e+10 12.55319 3.590007e+10
2016-03-31 0.22860 25.60000 344.30000 -30.9700 3.945521e+09 1.061152e+09 4.85000 3.142410e+08 31.35000 2.185851e+10 1.462773e+10 3.18000 2.022709e+09
2016-06-30 0.19660 6.22000 -42.35000 18.4800 -1.590590e+09 1.127202e+09 4.35000 1.811750e+08 -19.15000 2.589879e+10 1.544462e+10 2.68000 2.022709e+09
2016-09-30 0.26000 9.38000 152.21000 -8.0800 -1.135629e+09 1.232917e+09 5.18000 4.569420e+08 -9.79000 2.380670e+10 1.549858e+10 3.49000 2.022709e+09
2016-12-31 -0.06989 -143.27383 -53.34000 24.6300 4.040904e+09 -2.288674e+08 -9.38658 2.131900e+08 10.77000 2.966918e+10 1.028224e+10 -1.85600 2.022709e+09
2017-03-31 0.28990 127.28130 258.39300 -13.2278 -9.711650e+08 1.317453e+09 5.11740 7.640580e+08 44.21630 2.574461e+10 1.149584e+10 4.49600 2.022709e+09
2017-06-30 0.25760 -6.95960 231.46210 9.7938 -3.235387e+09 1.225763e+09 4.33650 2.532563e+09 75.08140 2.826598e+10 1.257511e+10 3.81530 2.022709e+09
2017-09-30 0.38000 42.83700 -21.42130 -20.1544 1.036069e+09 1.750843e+09 7.75770 1.990054e+09 -37.83050 2.256914e+10 1.418689e+10 5.38560 2.022709e+09
2017-12-31 0.15830 -37.61390 -26.32080 42.8301 1.039046e+10 1.092283e+09 3.38840 1.466255e+09 -0.65980 3.223553e+10 1.466768e+10 2.12280 2.205436e+09
2016-03-31 0.07320 -73.14000 -69.44000 -62.8300 -1.397724e+09 6.400020e+08 11.64000 9.254854e+08 95.15000 5.500350e+09 2.238587e+10 1.57000 2.543815e+09
2016-06-30 0.11930 67.22000 48.59000 8.3500 6.076731e+08 1.070220e+09 17.96000 1.375193e+09 77.34000 5.959879e+09 2.279104e+10 2.55000 2.543815e+09
2016-09-30 0.16300 33.54000 21.44000 27.3400 1.097621e+10 1.429121e+09 18.83000 1.670046e+09 93.80000 7.589555e+09 2.412827e+10 3.42000 2.543815e+09
2016-12-31 0.48400 191.90000 175.46000 116.5000 -5.782313e+09 4.171598e+09 25.39000 4.600311e+09 80.81000 1.643132e+10 2.783806e+10 9.52000 2.805448e+09
2017-03-31 0.09230 -80.52760 -75.44800 -62.5386 -7.510819e+09 8.123113e+08 13.19670 1.129467e+09 93.12270 6.155396e+09 2.859505e+10 1.71430 2.805448e+09
2017-06-30 0.11900 21.93820 29.59160 24.0133 -1.018259e+10 9.905180e+08 12.97590 1.463694e+09 96.46070 7.633513e+09 2.876039e+10 2.17700 2.805448e+09
... ... ... ... ... ... ... ... ... ... ... ... ... ...
2016-03-31 -0.06520 82.95000 88.22000 26.2300 -9.905389e+07 -3.735655e+07 -3.55000 -3.394274e+07 140.06000 1.052482e+09 5.027835e+08 -1.47000 9.548766e+07
2016-06-30 0.00680 102.32000 37.11000 5.7800 2.154776e+08 8.653756e+05 0.08000 -2.134785e+07 32.36000 1.113317e+09 5.064022e+08 0.15000 9.548766e+07
2016-09-30 0.08000 880.61282 333.87000 18.7900 6.189952e+07 3.913605e+07 2.96000 4.992677e+07 57.81000 1.322482e+09 5.488654e+08 1.75000 9.548766e+07
2016-12-31 0.09800 41.71000 62.72000 5.9500 7.941974e+08 5.546059e+07 3.96000 8.124189e+07 138.17000 1.401104e+09 6.000031e+08 1.71000 1.024114e+08
2017-03-31 0.42460 348.59040 316.14230 24.7000 -1.637676e+08 2.487909e+08 14.23960 3.380819e+08 100.00010 1.747176e+09 8.516644e+08 5.62510 1.024114e+08
2017-06-30 0.71410 70.61370 48.37720 16.8343 -4.569780e+08 4.244713e+08 20.79420 5.016365e+08 97.53420 2.041301e+09 1.274913e+09 8.83290 1.024114e+08
2017-09-30 0.71000 -0.47460 0.62610 15.4893 -5.986665e+08 4.224566e+08 17.91980 5.047771e+08 104.40210 2.357484e+09 1.697863e+09 8.23450 1.024114e+08
2017-12-31 0.97459 86.98170 79.70830 48.7714 -5.751204e+08 7.899165e+08 22.52230 9.071263e+08 100.57260 3.507261e+09 2.451631e+09 12.55319 1.462961e+08
2017-06-30 0.85250 551.12530 425.46950 67.4591 8.018877e+08 3.585043e+08 14.77720 3.648609e+08 88.93700 2.426069e+09 2.147579e+09 6.80190 1.243390e+08
2017-09-30 0.97459 47.92500 77.34540 24.8382 2.840959e+08 5.303175e+08 17.51000 6.470640e+08 97.78170 3.028661e+09 2.678022e+09 9.04540 1.243390e+08
2017-12-31 0.84550 -32.97530 -33.28520 -7.3288 9.786372e+08 3.554438e+08 12.66410 4.316878e+08 84.69640 2.806695e+09 2.966904e+09 5.75610 1.910564e+08
2016-12-31 0.74930 -21.63000 -20.40000 -13.8400 1.729370e+08 5.119535e+08 15.43000 5.810783e+08 81.10000 3.318619e+09 7.748695e+09 4.86000 3.314493e+08
2017-03-31 0.32620 -56.91380 -54.74740 -26.8197 4.605382e+08 2.205816e+08 9.08280 2.629532e+08 92.68790 2.428574e+09 7.971078e+09 1.74870 3.314493e+08
2017-06-30 0.66840 107.15050 116.92750 36.8238 8.443235e+08 4.569359e+08 13.75130 5.704178e+08 95.55450 3.322868e+09 7.326335e+09 3.64370 3.314493e+08
2017-09-30 0.66300 -0.99280 -5.61190 11.1736 3.536411e+08 4.523996e+08 12.24640 5.384065e+08 99.56310 3.694151e+09 7.778353e+09 3.64270 3.314493e+08
2017-12-31 0.74490 12.51590 -28.25140 19.6033 3.034728e+08 5.090213e+08 11.52070 3.862992e+08 60.28630 4.418326e+09 8.276772e+09 3.94060 3.409000e+08
2016-09-30 0.66000 -0.25000 -2.52000 13.5200 3.466695e+07 5.455966e+07 13.87000 4.610903e+07 76.72000 3.934187e+08 4.382496e+08 5.76000 2.954503e+07
2016-12-31 0.31820 -47.27000 -35.00000 11.9500 4.948543e+07 2.876988e+07 6.53000 2.997250e+07 86.46000 4.404252e+08 4.526373e+08 2.53000 4.591953e+07
2017-03-31 0.69490 142.07120 151.40060 2.7122 -1.276328e+07 6.964360e+07 15.39530 7.535105e+07 95.26150 4.523703e+08 5.221263e+08 5.29540 4.591953e+07
2017-06-30 0.54250 58.79740 65.60530 7.5063 1.466835e+08 1.105922e+08 22.74030 1.247853e+08 87.69140 4.863266e+08 5.790817e+08 7.88220 4.591953e+07
2017-09-30 0.80000 44.02550 45.64300 18.9271 1.053011e+08 1.592810e+08 27.53940 1.817411e+08 75.23730 5.783742e+08 7.390937e+08 10.50100 4.591953e+07
2017-12-31 0.28600 -63.56920 -69.92590 -11.3657 -4.151713e+07 5.802732e+07 11.31940 5.465697e+07 86.34940 5.126378e+08 7.675425e+08 3.44990 7.543034e+07
2016-03-31 0.00840 28.55000 29.38000 13.2200 2.648065e+08 1.346673e+08 11.64000 2.324076e+08 85.62000 1.157333e+09 3.128069e+09 0.81000 7.860501e+08
2016-06-30 0.02200 172.45000 63.27000 -4.7400 2.701510e+08 3.668949e+08 33.28000 3.794460e+08 66.48000 1.102519e+09 3.076703e+09 2.13000 7.860501e+08
2016-09-30 0.00430 -81.83000 -65.11000 12.1200 3.306001e+08 6.664981e+07 5.39000 1.323896e+08 67.17000 1.236185e+09 3.148299e+09 0.41000 7.860501e+08
2016-12-31 0.02450 576.71000 -94.77000 179.3700 2.049269e+09 4.510263e+08 13.06000 6.925479e+06 -1.25000 3.453534e+09 3.508789e+09 2.27000 8.400989e+08
2017-03-31 0.03540 121.42840 823.59474 67.4380 1.427245e+09 9.987004e+08 17.27100 1.493162e+09 98.09960 5.782531e+09 4.106009e+09 3.13740 8.400989e+08
2017-06-30 0.01410 -62.87700 -58.42810 1.5543 2.054166e+09 3.707473e+08 6.31340 6.207354e+08 155.72380 5.872410e+09 3.752876e+09 1.25080 8.400989e+08
2017-09-30 0.04000 145.89370 114.61300 3.0512 2.185045e+09 9.116443e+08 15.06450 1.332179e+09 100.53950 6.051591e+09 4.522277e+09 2.74850 8.400989e+08
2017-12-31 0.05200 44.19260 44.95060 6.4353 2.762356e+09 1.314523e+09 20.40860 1.931002e+09 102.56790 6.441026e+09 5.517441e+09 2.97800 9.681907e+08

2256 rows × 13 columns

from sklearn.decomposition import PCA
from sklearn.model_selection import train_test_split
#PCA降维
def pca_analysis(data,n_components='mle'):
    index = data.index
    model = PCA(n_components=n_components)
    model.fit(data)
    data_pca = model.transform(data)
    df = pd.DataFrame(data_pca,index=index)
    return df
data_pca = pca_analysis(df,n_components=0.95)
data_pca
.dataframe tbody tr th:only-of-type { vertical-align: middle; } .dataframe tbody tr th { vertical-align: top; } .dataframe thead th { text-align: right; }
0 1 2
Unnamed: 0
2016-03-31 4.343270e+10 -1.026006e+10 4.902812e+10
2016-06-30 3.287826e+10 -1.140296e+10 -4.315701e+10
2016-09-30 3.790962e+10 -1.440138e+10 -4.418137e+10
2016-12-31 5.024880e+10 -1.478877e+10 7.160921e+10
2017-03-31 3.883285e+10 -1.456683e+10 -4.409100e+10
2017-06-30 4.397330e+10 -1.759138e+10 -2.427773e+10
2017-09-30 4.642744e+10 -2.097654e+10 -4.166044e+10
2017-12-31 5.615690e+10 -2.129316e+10 2.637746e+10
2016-03-31 2.711036e+10 -2.272108e+10 -1.687393e+10
2016-06-30 5.590668e+10 1.651445e+10 2.711221e+10
2016-09-30 4.571670e+10 3.596123e+08 8.816557e+09
2016-12-31 9.497311e+10 6.315073e+10 -1.820863e+10
2017-03-31 3.727789e+10 -2.443916e+10 -1.703291e+10
2017-06-30 5.986892e+10 3.056683e+09 2.108105e+10
2017-09-30 5.485090e+10 -1.302605e+09 -1.495390e+10
2017-12-31 1.199402e+11 5.610649e+10 4.711828e+10
2016-03-31 -5.016827e+09 8.076258e+09 1.970677e+09
2016-06-30 -3.075231e+09 1.117917e+10 -3.843394e+09
2016-09-30 -4.036353e+09 9.365956e+09 -3.289650e+09
2016-12-31 -4.388740e+09 1.672073e+10 2.316428e+09
2017-03-31 -6.097973e+09 1.282599e+10 -2.623242e+09
2017-06-30 -4.142437e+09 1.442046e+10 -5.220753e+09
2017-09-30 -5.253224e+09 8.822691e+09 -9.293062e+08
2017-12-31 1.524061e+09 1.667456e+10 7.657516e+09
2016-03-31 -8.125639e+09 -9.416483e+09 -3.510938e+09
2016-06-30 -7.219796e+09 -9.265356e+09 -1.653201e+09
2016-09-30 -3.770571e+09 -8.630082e+09 8.219842e+09
2016-12-31 1.759500e+09 -2.950616e+09 -9.516879e+09
2017-03-31 -3.720857e+09 -1.173234e+10 -1.053979e+10
2017-06-30 -3.172705e+09 -1.054898e+10 -1.329641e+10
... ... ... ...
2016-03-31 -2.818630e+10 -2.436792e+09 1.406017e+09
2016-06-30 -2.810275e+10 -2.391915e+09 1.709901e+09
2016-09-30 -2.797513e+10 -2.236869e+09 1.536625e+09
2016-12-31 -2.778218e+10 -2.204958e+09 2.243209e+09
2017-03-31 -2.751445e+10 -2.033910e+09 1.228395e+09
2017-06-30 -2.705078e+10 -1.988206e+09 8.466173e+08
2017-09-30 -2.657533e+10 -1.913468e+09 6.215314e+08
2017-12-31 -2.531843e+10 -1.325950e+09 4.386200e+08
2017-06-30 -2.599141e+10 -2.074676e+09 1.930794e+09
2017-09-30 -2.530689e+10 -1.819447e+09 1.289378e+09
2017-12-31 -2.510212e+10 -2.150891e+09 1.954085e+09
2016-12-31 -2.115495e+10 -3.952395e+09 3.753818e+08
2017-03-31 -2.144472e+10 -4.788801e+09 6.927114e+08
2017-06-30 -2.138881e+10 -3.759743e+09 1.103803e+09
2017-09-30 -2.091530e+10 -3.646689e+09 5.286290e+08
2017-12-31 -2.015903e+10 -3.260688e+09 3.607933e+08
2016-09-30 -2.857067e+10 -2.954438e+09 1.579328e+09
2016-12-31 -2.853049e+10 -2.924369e+09 1.590736e+09
2017-03-31 -2.847343e+10 -2.948562e+09 1.515527e+09
2017-06-30 -2.838206e+10 -2.950828e+09 1.658926e+09
2017-09-30 -2.820804e+10 -2.949721e+09 1.584637e+09
2017-12-31 -2.824783e+10 -3.016628e+09 1.447283e+09
2016-03-31 -2.579608e+10 -3.756812e+09 1.366496e+09
2016-06-30 -2.584040e+10 -3.792631e+09 1.373294e+09
2016-09-30 -2.574046e+10 -3.694048e+09 1.427834e+09
2016-12-31 -2.401904e+10 -2.023038e+09 2.925835e+09
2017-03-31 -2.228576e+10 -3.958155e+08 2.024033e+09
2017-06-30 -2.252161e+10 -1.105224e+08 2.731423e+09
2017-09-30 -2.172586e+10 -3.580749e+08 2.694390e+09
2017-12-31 -2.055700e+10 -5.614782e+08 3.061337e+09

2256 rows × 3 columns

data_pca.insert( 0, 'price', price)
data_pca
.dataframe tbody tr th:only-of-type { vertical-align: middle; } .dataframe tbody tr th { vertical-align: top; } .dataframe thead th { text-align: right; }
price 0 1 2
Unnamed: 0
2016-03-31 8.271833 4.343270e+10 -1.026006e+10 4.902812e+10
2016-06-30 8.370500 3.287826e+10 -1.140296e+10 -4.315701e+10
2016-09-30 8.921500 3.790962e+10 -1.440138e+10 -4.418137e+10
2016-12-31 8.975500 5.024880e+10 -1.478877e+10 7.160921e+10
2017-03-31 9.028333 3.883285e+10 -1.456683e+10 -4.409100e+10
2017-06-30 8.753667 4.397330e+10 -1.759138e+10 -2.427773e+10
2017-09-30 10.768917 4.642744e+10 -2.097654e+10 -4.166044e+10
2017-12-31 12.431917 5.615690e+10 -2.129316e+10 2.637746e+10
2016-03-31 21.820000 2.711036e+10 -2.272108e+10 -1.687393e+10
2016-06-30 21.820000 5.590668e+10 1.651445e+10 2.711221e+10
2016-09-30 20.037500 4.571670e+10 3.596123e+08 8.816557e+09
2016-12-31 23.069833 9.497311e+10 6.315073e+10 -1.820863e+10
2017-03-31 19.356917 3.727789e+10 -2.443916e+10 -1.703291e+10
2017-06-30 19.283500 5.986892e+10 3.056683e+09 2.108105e+10
2017-09-30 23.069000 5.485090e+10 -1.302605e+09 -1.495390e+10
2017-12-31 27.828917 1.199402e+11 5.610649e+10 4.711828e+10
2016-03-31 14.935583 -5.016827e+09 8.076258e+09 1.970677e+09
2016-06-30 13.704167 -3.075231e+09 1.117917e+10 -3.843394e+09
2016-09-30 14.698833 -4.036353e+09 9.365956e+09 -3.289650e+09
2016-12-31 15.888917 -4.388740e+09 1.672073e+10 2.316428e+09
2017-03-31 15.712500 -6.097973e+09 1.282599e+10 -2.623242e+09
2017-06-30 19.197167 -4.142437e+09 1.442046e+10 -5.220753e+09
2017-09-30 23.743083 -5.253224e+09 8.822691e+09 -9.293062e+08
2017-12-31 34.003917 1.524061e+09 1.667456e+10 7.657516e+09
2016-03-31 6.492583 -8.125639e+09 -9.416483e+09 -3.510938e+09
2016-06-30 6.177417 -7.219796e+09 -9.265356e+09 -1.653201e+09
2016-09-30 6.598250 -3.770571e+09 -8.630082e+09 8.219842e+09
2016-12-31 6.704000 1.759500e+09 -2.950616e+09 -9.516879e+09
2017-03-31 6.803750 -3.720857e+09 -1.173234e+10 -1.053979e+10
2017-06-30 8.113583 -3.172705e+09 -1.054898e+10 -1.329641e+10
... ... ... ... ...
2016-03-31 13.292000 -2.818630e+10 -2.436792e+09 1.406017e+09
2016-06-30 20.172750 -2.810275e+10 -2.391915e+09 1.709901e+09
2016-09-30 25.900667 -2.797513e+10 -2.236869e+09 1.536625e+09
2016-12-31 23.780000 -2.778218e+10 -2.204958e+09 2.243209e+09
2017-03-31 32.809833 -2.751445e+10 -2.033910e+09 1.228395e+09
2017-06-30 34.699167 -2.705078e+10 -1.988206e+09 8.466173e+08
2017-09-30 52.392000 -2.657533e+10 -1.913468e+09 6.215314e+08
2017-12-31 60.570167 -2.531843e+10 -1.325950e+09 4.386200e+08
2017-06-30 65.165108 -2.599141e+10 -2.074676e+09 1.930794e+09
2017-09-30 65.165108 -2.530689e+10 -1.819447e+09 1.289378e+09
2017-12-31 65.165108 -2.510212e+10 -2.150891e+09 1.954085e+09
2016-12-31 65.165108 -2.115495e+10 -3.952395e+09 3.753818e+08
2017-03-31 64.234083 -2.144472e+10 -4.788801e+09 6.927114e+08
2017-06-30 55.238250 -2.138881e+10 -3.759743e+09 1.103803e+09
2017-09-30 50.384417 -2.091530e+10 -3.646689e+09 5.286290e+08
2017-12-31 45.485250 -2.015903e+10 -3.260688e+09 3.607933e+08
2016-09-30 43.327667 -2.857067e+10 -2.954438e+09 1.579328e+09
2016-12-31 63.220000 -2.853049e+10 -2.924369e+09 1.590736e+09
2017-03-31 65.165108 -2.847343e+10 -2.948562e+09 1.515527e+09
2017-06-30 64.560333 -2.838206e+10 -2.950828e+09 1.658926e+09
2017-09-30 64.561333 -2.820804e+10 -2.949721e+09 1.584637e+09
2017-12-31 65.165108 -2.824783e+10 -3.016628e+09 1.447283e+09
2016-03-31 3.478917 -2.579608e+10 -3.756812e+09 1.366496e+09
2016-06-30 3.649667 -2.584040e+10 -3.792631e+09 1.373294e+09
2016-09-30 3.999250 -2.574046e+10 -3.694048e+09 1.427834e+09
2016-12-31 3.865833 -2.401904e+10 -2.023038e+09 2.925835e+09
2017-03-31 4.363417 -2.228576e+10 -3.958155e+08 2.024033e+09
2017-06-30 4.458667 -2.252161e+10 -1.105224e+08 2.731423e+09
2017-09-30 7.000000 -2.172586e+10 -3.580749e+08 2.694390e+09
2017-12-31 6.722417 -2.055700e+10 -5.614782e+08 3.061337e+09

2256 rows × 4 columns

data_pca
#df=data_pro
X2= data_pca.values[:, 1:]
Y2 =data_pca.values[:, 0]
X2.shape  #划分 x和标签y 
(2256, 3)
import numpy as np
import matplotlib.pyplot as plt

sampleRatio=0.2               #划分训练集和测试集各一半
m=len(X)
sampleBoundary=int(m*sampleRatio)
myshuffle=list(range(m))      #注意Python3中range()返回range对象而不是数组对象,要将其转为序列
np.random.shuffle(myshuffle)  #shuffle()函数将序列内的元素全部随机排序
#分别取出训练集和测试集的数据
train_fea2= X2[myshuffle[sampleBoundary:]]    #前一半数据集作为训练集
train_tar2= Y2[myshuffle[sampleBoundary:]]

test_fea2=  X2[myshuffle[:sampleBoundary]]     #后一半数据作为测试集
test_tar2=  Y2[myshuffle[:sampleBoundary]]
train_fea2.shape
(1444, 3)
from sklearn import linear_model
#使用最小二乘线性回归进行拟合,导入相应的模块
lr=linear_model.LinearRegression()

lr.fit(train_fea2,train_tar2)  #拟合
y_pred=lr.predict(test_fea2)       #得到预测值集合y
plt.scatter(y_pred,test_tar2)      #画出散点图,横轴是预测值,纵轴是真实值
plt.plot([y_pred.min(), y_pred.max()], [y_pred.min(), y_pred.max()], 'b',lw=5) #直线的起点为(y.min(),y.min()),终点是(y.max(),y.max())
plt.show()
coef=lr.coef_                #获得该回该方程的回归系数与截距
intercept=lr.intercept_
print("预测方程回归系数:",coef)
print("预测方程截距:",intercept)


score=lr.score(test_fea2,test_tar2)    #对得到的模型打分
print("对该模型的评分是:%.5f" %score)
#--------------------- 
预测方程回归系数: [-4.16038761e-11 -7.75401816e-11 -8.45493194e-12]
预测方程截距: 17.425738170000557
对该模型的评分是:0.03062
 
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