리밸런싱 데이터


리밸런싱 데이터

import pandas as pd from pykrx import stock import time code_name_list = pd.read_excel('종목코드.xlsx',index_col=0) code_name = 'SK하이닉스' start_date = '20180101' end_date = '20210415' rebal_term = 5 code_num = code_name_list.loc[code_name][1] # df = stock.get_market_ohlcv_by_date(start_date,end_date,code_num) # df.to_excel('%s.xlsx' % code_name) df = pd.read_excel('%s.xlsx' % code_name) df['cpd_5td_close'] = df['종가'].shift(rebal_term) df['cpd_1td_close'] = df['종가'].shift(1) df['cpd_5td_open'] = df['시...



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