5일 리밸런싱 수정중

from pykrx import stock import pandas as pd from pandas import ExcelWriter import time code_list = ['000660','005930','091990','068760'] for code in ['000660']: stock_name = stock.get_market_ticker_name(code) df = pd.read_excel('C:/Users/신용환/PycharmProjects/KRX/시총상위 주가데이터.xlsx',sheet_name=stock_name) del df['거래량'] df['cpd_5td_close'] = df['종가'].shift(5) df['cpd_1td_close'] = df['종가'].shift(1) df['cpd_5td_open'] = df['시가'].shift(5) df['exit'] = df['종가'].shift(-4)*(1-0.0028) df['profit'] = df['exi...

원문링크 : 5일 리밸런싱 수정중