조건만족 + 리밸런싱 기간 조절 진입/청산

import pandas as pd from pykrx import stock import time code_name_list = pd.read_excel('종목코드.xlsx',index_col=0) code_name = '위지윅스튜디오' start_date = '20170728' end_date = '20210510' 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['시가']...

원문링크 : 조건만족 + 리밸런싱 기간 조절 진입/청산