［Python数据分析］新股破板买入，赚钱几率如何？

测试运行如下：

>>> df=ts.get_hist_data('603737')
>>> df
              open    high   close     low     volume  price_change  p_change  
date                                                                            
2016-10-28   82.50   82.70   81.53   81.10    8990.79         -0.57     -0.69   
2016-10-27   82.30   82.35   82.19   81.34    6959.08          0.24      0.29   
2016-10-26   82.04   84.18   81.99   81.51   11004.83         -0.11     -0.13   
2016-10-25   82.68   83.32   82.09   82.03   14014.53         -0.89     -1.07   
2016-10-24   78.98   83.79   83.00   78.31   26251.55          3.93      4.97   
2016-10-21   79.19   79.34   79.08   77.32   12459.65         -0.17     -0.21   
2016-10-20   78.50   79.50   79.25   78.05   10224.54          0.75      0.95   
2016-10-19   80.60   80.60   78.49   78.44   17851.50         -1.27     -1.59   
2016-10-18   77.72   79.80   79.77   77.72   12765.18          1.76      2.26   
2016-10-17   78.60   79.70   78.01   77.80   15855.89         -1.07     -1.35   
2016-10-14   79.42   80.10   79.00   78.21   11452.91         -0.14     -0.18   
2016-10-13   78.85   79.88   79.15   78.20   11277.68          0.18      0.23   
2016-10-12   77.17   79.47   78.95   76.60   18557.77          0.90      1.15   
2016-10-11   77.95   79.30   78.07   76.63   21518.05          0.05      0.06   
2016-10-10   72.93   79.95   78.03   72.93   25128.50          5.11      7.01   
2016-09-30   73.08   73.29   72.90   71.90    7940.73         -0.15     -0.20   
2016-09-29   73.18   74.16   73.46   73.08    9711.11          0.05      0.07   
2016-09-28   73.25   74.10   73.37   72.30    8694.66          0.10      0.14   
2016-09-27   72.02   73.31   73.30   71.88   10588.05          0.78      1.08   
2016-09-26   76.24   76.24   72.51   72.30   18983.21         -3.77     -4.94   
2016-09-23   78.18   78.18   76.31   76.12   13200.18         -1.59     -2.04   
2016-09-22   79.10   79.80   77.90   77.61   15900.57         -0.78     -0.99   
2016-09-21   79.10   79.80   78.67   77.80   13804.02         -0.96     -1.21   
2016-09-20   81.60   81.60   79.64   78.80   15751.28         -1.07     -1.33   
2016-09-19   80.56   81.39   80.71   80.48    8901.68          0.12      0.15   
2016-09-14   81.80   82.80   80.57   80.28   23667.66         -3.47     -4.13   
2016-09-13   86.20   88.16   83.99   83.62   38293.43         -2.19     -2.54   
2016-09-12   82.50   86.22   86.19   81.30   30861.92          1.55      1.83   
2016-09-09   83.78   85.96   84.66   83.55   23143.33          0.95      1.14   
2016-09-08   82.50   83.87   83.71   82.50   13567.35          0.90      1.09   
...            ...     ...     ...     ...        ...           ...       ...   
2016-07-18  100.00  100.98   97.17   96.66   25811.42         -3.71     -3.68   
2016-07-15  100.50  103.20  100.90   99.01   35970.92          1.18      1.18   
2016-07-14   98.00  100.84   99.73   97.50   29597.28          0.87      0.88   
2016-07-13   99.00  101.66   98.87   96.50   38939.97         -1.65     -1.64   
2016-07-12   96.96  101.58  100.51   92.06   54520.75          1.13      1.14   
2016-07-11  110.00  110.80   99.38   99.38   63645.73        -11.04    -10.00   
2016-07-08  111.51  113.40  110.47  110.00   42732.83         -3.25     -2.86   
2016-07-07  111.12  118.50  113.71  111.02   64406.13          0.96      0.85   
2016-07-06  114.00  115.60  112.75  110.00   57436.00         -2.93     -2.53   
2016-07-05  110.11  117.99  115.63  109.10   96591.87          5.25      4.76   
2016-07-04  111.89  112.00  110.46  108.33   56773.07         -1.35     -1.21   
2016-07-01  111.00  116.00  111.82  108.50   87725.18         -4.26     -3.67   
2016-06-30  111.00  116.08  116.08  106.00  179909.75         10.55     10.00   
2016-06-29  105.53  105.53  105.53  105.53    1748.55          9.59     10.00   
2016-06-28   95.94   95.94   95.94   95.94    2631.18          8.72     10.00   
2016-06-27   87.22   87.22   87.22   87.22   10737.11          7.93     10.00   
2016-06-24   79.29   79.29   79.29   79.29    2013.69          7.21     10.00   
2016-06-23   72.08   72.08   72.08   72.08    2413.01          6.55      9.99   
2016-06-22   65.53   65.53   65.53   65.53    1152.33          5.96     10.01   
2016-06-21   59.57   59.57   59.57   59.57     998.79          5.42     10.01   
2016-06-20   54.15   54.15   54.15   54.15    1332.01          4.92      9.99   
2016-06-17   49.23   49.23   49.23   49.23    1086.13          4.48     10.01   
2016-06-16   44.75   44.75   44.75   44.75     257.15          4.07     10.01   
2016-06-15   40.68   40.68   40.68   40.68     286.50          3.70     10.01   
2016-06-14   36.98   36.98   36.98   36.98     627.34          3.36      9.99   
2016-06-13   33.62   33.62   33.62   33.62     346.27          3.06     10.01   
2016-06-08   30.56   30.56   30.56   30.56     158.75          2.78     10.01   
2016-06-07   27.78   27.78   27.78   27.78      35.00          2.53     10.02   
2016-06-06   25.25   25.25   25.25   25.25      22.00          2.30     10.02   
2016-06-03   22.95   22.95   22.95   22.95     155.00          7.01     43.98   

                ma5     ma10    ma20     v_ma5    v_ma10    v_ma20  turnover  
date                                                                          
2016-10-28   82.160   80.540  78.207  13444.16  13637.75  14011.51      3.60  
2016-10-27   81.670   80.287  77.946  14137.93  13883.97  14221.98      2.78  
2016-10-26   81.082   79.983  77.732  14791.02  14315.83  14669.05      4.40  
2016-10-25   80.382   79.679  77.566  16160.35  15071.12  14809.01      5.61  
2016-10-24   79.918   79.277  77.443  15910.48  15821.47  14895.85     10.50  
2016-10-21   78.920   78.780  77.329  13831.35  15709.17  14028.36      4.98  
2016-10-20   78.904   78.162  77.403  13630.00  15257.28  14588.76      4.09  
2016-10-19   78.884   77.583  77.640  13840.63  15205.93  15992.20      7.14  
2016-10-18   78.976   77.071  78.025  13981.89  14290.25  16642.72      5.11  
2016-10-17   78.636   76.424  78.270  15732.46  14072.54  17161.63      6.34  
2016-10-14   78.640   75.874  78.555  17586.98  14385.27  17047.20      4.58  
2016-10-13   77.420   75.605  78.744  16884.55  14559.99  16960.55      4.51  
2016-10-12   76.282   75.480  78.975  16571.23  15022.28  17103.11      7.42  
2016-10-11   75.166   75.452  79.172  14598.61  14546.91  16525.29      8.61  
2016-10-10   74.212   75.609  79.420  12412.61  13970.23  15914.86     10.05  
2016-09-30   73.108   75.877  79.673  11183.55  12347.55  15266.72      3.18  
2016-09-29   73.790   76.644  80.274  12235.44  13920.24  15776.66      3.88  
2016-09-28   74.678   77.697  80.795  13473.33  16778.47  15717.01      3.48  
2016-09-27   75.738   78.979  81.333  14495.21  18995.20  15837.12      4.24  
2016-09-26   77.006   80.115  81.848  15527.85  20250.73  16159.17      7.59  
2016-09-23   78.646   81.235  82.447  13511.55  19709.14  16344.07      5.28  
2016-09-22   79.498   81.883  82.944  15605.04  19361.10  16273.08      6.36  
2016-09-21   80.716   82.470  83.386  20083.61  19183.94  16362.07      5.52  
2016-09-20   82.220   82.891  83.768  23495.19  18503.67  17271.29      6.30  
2016-09-19   83.224   83.231  84.417  24973.60  17859.48  17452.37      3.56  
2016-09-14   83.824   83.469  85.042  25906.74  18185.89  18336.10      9.47  
2016-09-13   84.268   83.905  85.753  23117.16  17633.07  18567.30     15.32  
2016-09-12   84.224   83.894  86.355  18284.26  14655.54  18866.01     12.34  
2016-09-09   83.562   83.686  86.659  13512.14  12679.05  19115.24      9.26  
2016-09-08   83.238   83.580  86.929  10745.36  12067.61  19107.11      5.43  
...             ...      ...     ...       ...       ...       ...       ...  
2016-07-18   99.436  104.912  97.632  36968.07  50965.29  42787.78     10.32  
2016-07-15   99.878  106.241  95.481  44534.93  54061.45  41563.81     14.39  
2016-07-14  101.792  107.333  92.898  45887.31  59236.88  39819.57     11.84  
2016-07-13  104.588  108.968  90.149  52849.08  74268.13  38352.56     15.58  
2016-07-12  107.364  109.634  87.239  56548.29  70548.99  36419.89     21.81  
2016-07-11  110.388  109.177  84.063  64962.51  65360.03  33725.22     25.46  
2016-07-08  112.604  107.961  80.774  63587.98  60069.17  30560.24     17.09  
2016-07-07  112.874  104.843  76.779  72586.45  55997.25  28431.54     25.76  
2016-07-06  113.348  100.680  72.483  95687.17  49797.94  25212.98     22.97  
2016-07-05  111.904   95.958  68.108  84549.68  44169.57  22342.28     38.64  
2016-07-04  107.966   90.352  63.474  65757.55  34610.27  17520.44     22.71  
2016-07-01  103.318   84.721  61.001  56550.35  29066.16  15454.51     35.09  
2016-06-30   96.812   78.462  58.177  39408.06  20402.25  11439.48     71.96  
2016-06-29   88.012   71.329  54.771   3908.71   2437.00   1529.46      0.70  
2016-06-28   80.012   64.844  51.599   3789.46   2290.79   1515.77      1.05  
2016-06-27   72.738   58.948  48.643   3462.99   2090.41   1441.41      4.29  
2016-06-24   66.124   53.588  45.887   1581.97   1051.32    777.43      0.81  
2016-06-23   60.112   48.715  43.318   1396.45    865.83    682.33      0.97  
2016-06-22   54.646   44.285  40.921    965.28    628.03    538.11      0.46  
2016-06-21   49.676   40.257  38.684    792.12    514.99    482.27      0.40  
2016-06-20   45.158   36.595  36.595    717.83    430.62    430.62      0.53  
2016-06-17   41.052   34.644  34.644    520.68    330.46    330.46      0.43  
2016-06-16   37.318   32.821  32.821    335.20    236.00    236.00      0.10  
2016-06-15   33.924   31.117  31.117    290.77    232.98    232.98      0.11  
2016-06-14   30.838   29.523  29.523    237.87    224.06    224.06      0.25  
2016-06-13   28.032   28.032  28.032    143.40    143.40    143.40      0.14  
2016-06-08   26.635   26.635  26.635     92.69     92.69     92.69      0.06  
2016-06-07   25.327   25.327  25.327     70.67     70.67     70.67      0.01  
2016-06-06   24.100   24.100  24.100     88.50     88.50     88.50      0.01  
2016-06-03   22.950   22.950  22.950    155.00    155.00    155.00      0.06  

[97 rows x 14 columns]

同样，按照第一步的思路对数据稍加处理：

df=df[['date','open','close','p_change']]

（编辑：源码网）

【声明】本站内容均来自网络，其相关言论仅代表作者个人观点，不代表本站立场。若无意侵犯到您的权利，请及时与联系站长删除相关内容!