日常生活中，我们对于事物的认知都是基于特征的判断与分类，例如，我们要判断一个西瓜是不是好西瓜，通常会进行一系列的判断，如先看它是什么颜色，它敲起来是什么声音。决策树就是采用这样的思想进行甄别。
当有一堆西瓜混在一起，我们要进行好瓜坏瓜区分，就要基于多个特征进行分类决策，过程如下图所示
这个过程确实就像一棵倒置的树
节点：能够进行分叉的结点（图中方块)
叶子节点：没有进行分叉的结点（图中椭圆）
在决策树的每个结点处，根据特征的表现通过某种规则分裂出下一层的叶子节点， 终端的叶子节点即为最终的分类结果。也就是说，我们通过一个又一个条件判断，不断的对这堆西瓜进行划分，最终给出好瓜坏瓜的结论。决策树学习的关键就是选择最优划分属性。随着逐层划分，决策树分支结点所包含的样本类别会逐渐趋于一致，决策树算法追求的目标，就是寻找最有效的特征进行划分，即节点分裂时要使得节点分裂后的信息增益（Information Gain）最大，这里列出决策树中判断信息量增减的方法，信息熵（Entropy）和基尼系数（Gini）的计算公式
t代表给定的节点
i代表标签的任意分类， p(i|t)p(i|t)
p(i|t)p(i|t )代表标签分类i在节点t上所占的比例。
这两个公式就是衡量信息不纯度的指标，可以用来衡量每次决策前后，信息混程度变化的情况。
好了，经过这两个公式和熵、基尼系数、信息增益的概念引入，已经让本篇内容不够亲切了，而且，我们在使用这些机器学习算法的时候，可以进行参数设置，并不能改写算法干预算法内部的逻辑，所以，关于更多原理内容，大家可以参考其他学习资料进行学习，比如周志华《机器学习》等。
接下来我们从应用的层面进行探索。
机器学习有一套固定的建模流程方法， sklearn的基本建模流程如下
在这个流程下，我们分类树对应的代码是
from sklearn import tree #导入需要的模块clf = tree.DecisionTreeClassifier() #实例化clf = clf.fit(x_train,y_train) #用训练集数据训练模型result = clf.score(x_test,y_test) #测试集测试打分
这里我们发现，其实我们在使用机器学习方法的时候，需要使用的代码是非常少的，复杂的算法已经是封装好了的内容。
有了上面的通用建模流程，这里首先进行因子数据获取，我们参考华泰证券《人工智能选股之随机森林模型》研报思路流程
进行特征和标签提取，特征数据即为因子数据，标签即为收益情况。
本篇研究内容中，我们先获取了过去5年每个月月初截面期的47个因子数据（这里因子数据计算参考 西安交大元老师量化小组 的机器学习的因子计算内容），按获取因子数据的日历列表，进行空值和行业市值中性化处理，并将下期的股票收益也计算得出并加其中。
第T期因子值和T 1期的收益均已计算加入数据表中，接下来我们给数据打标签，希望从给定训练数据集学得一个模型用以对新示例进行预测。
这里我们想尝试采用两种方式，以分类和回归方法分别进行学习并检查效果，两种方式都有具体操作代码示例。
这里注意一下，我们直观理解，进行分类的情景多为离散的数值，如判断西瓜好坏的例子中，西瓜纹理是模糊的还是清晰的，就是对样本的离散特征描述。然而一般情况下，我们的样本特征是离散特征，与连续特征并存的。
决策树里面在进行连续值处理时采用二分法，即通过某个值将连续值集合划分为两个子集。即可延续离散值的划分方法
我们这里的y，是股票涨跌幅，是个连续值，所以首先想到的是用决策树回归的方法进行模型拟合。
这里我们对score进行说明，在回归模型中，这个score返回的是R平方，其中
u是残差平方和（MSE * N）
v是总平方和，N是样本数量
i是每一个数据样本
fi是模型回归出的数值
yi是样本点i实际的数值标签
y帽是真实数值标签的平均数
R平方可以为正为负，如果模型的残差平方和远远大于模型的总平方和，模型非常糟糕，R平方就会为负，目前来看，上面的拟合得分结果就非常不理想。
基于这种情况，接着我们用构造分类的模型进行拟合，对于股票涨跌幅超过基准则标签记为1，小于基准则标签记为0，对标签y进行构造，重新构建测试集与训练集合，进行的模拟拟合得分为54.7%，也就是预测的准确率为54.7%(到这里，内心已经蛮崩溃的，这个正确率和随机能有多少差别，看到《人工智能选股之随机森林模型》中模型的预测得分是在55~60%之间，有点释怀了）
''剪枝是决策树学习算法对付‘过拟合’的主要手段，在决策树学习中，为了尽可能正确分类训练样本，结果划分过程将不断重复，有时会造成决策树分支过多，这时就可能因为训练样本学得太好了，以致于把训练集自身的一些特点当做所有数据都具有的一般性质而导致过拟合，因此，可通过主动去掉一些分支来降低过拟合的风险''，这段描述来自《机器学习》决策树部分剪枝处理。
过拟合造成的结果就是，模型会在训练集上表现很好，在测试集上却表现糟糕，为了让决策树有更好的泛化性，需要对决策树进行剪枝处理。
可用于剪枝的参数
| 参数名称 | 参数说明 |
|---|---|
| max_depth | 限制树的最大深度，超过设定深度的数值全部去减掉 |
| min_samples_leaf&min_samples_split | min_samples_leaf限定，一个节点在分枝后的每个子节点都必须包含至少min_samples_leaf个训练样本，否则分枝就不会发生，或者，分枝会朝着满足每个子节点都包含min_samples_leaf个样本的方向去发生 |
| min_impurity_decrease | min_impurity_decrease限制信息增益的大小，信息增益小于设定数值的分枝不会发生 |
| max_features | max_features限制分枝时考虑的特征个数，超过限制个数的特征都会被舍弃。和max_depth异曲同工，max_features是用来限制高维度数据的过拟合的剪枝参数，但其方法比较暴力，是直接限制可以使用的特征数量而强行使决策树停下的参数，在不知道决策树中的各个特征的重要性的情况下，强行设定这个参数可能会导致模型学习不足 |
进行剪枝参数调整，参数优化
我们发现，模型可以进行设置的参数并不少，这里，就可以采取如同策略回测中用到的参数调优方法，以不同参数为横轴坐标，模型得分为纵轴指标，展示不同参数下模型的学习效果，得到的就是超参数学习曲线。
在回归模式中，我们看到，模型测试集得分从一开始就没有到0轴以上，这显示是一个很糟糕的结果，训练集本身的拟合效果随着树的最大深度增加，不断的逼近1。
在分类模式中，我们看到，模型测试集得分一开始在55%左右，在不断增加最大深度后，测试集得分不断下降，靠近50%，训练集部分过拟合，不断靠近1。
目前，暂时只进行了最大深度的参数效果检查，其他参数效果可以在提供的研究代码上进行设置检查。
拟合出的模型，有很多属性和方法（我们可以在拟合的模型后面加一个点然后tab键就可以显示）,
对决策树来说，它的工作原理就是基于特征对模型进行划分的过程，下面展示在我们给的数据集中一棵深度为3的分类树
这就是白盒模型的优势所在，能够追溯整个决策过程，除了能够图形化展示决策过程，决策树可以对各个特征对模型的重要性进行查看，这个方法，可以直接用于检查股票因子模型中各因子在收益中的重要性占比了，非常实用，属性方法是featureimportances，可以在代码中看到。
这里我们取一棵决策树，调用这个方法，并展示这棵树在进行决策分类时的因子重要性情况
我们获取该因子决策树中特征重要性数据，与特征标签匹配后用条形统计图展示
相比其他复杂的机器学习算法，决策树模型易于理解与解释，而且支持处理分类和回归两种变量，属于白盒模型，能够获取到特征在参与决策过程中的重要性数据，作为复杂一些集成学习算法中的基学习器，还是很有必要进行进一步的探索研究的。
我们会继续进行决策树在多因子模型应用探索，并且根据拟合模型做收益预测构建策略。
第一部分：数据获取
第二部分：模型构建
第三部分：参数调优
第四部分：因子重要性-应用
#工具函数#工具函数import timefrom datetime import datetime, timedeltaimport jqdataimport numpy as npimport pandas as pdimport mathfrom statsmodels import regressionimport statsmodels.api as smimport matplotlib.pyplot as pltfrom jqfactor import get_factor_valuesimport datetimefrom jqlib.technical_analysis import *from scipy import stats#设置画图样式plt.style.use('ggplot')#输入起止日期，返回所有自然日日期def get_date_list(begin_date, end_date):dates = []dt = datetime.strptime(begin_date,"%Y-%m-%d")date = begin_date[:]while date <= end_date:dates.append(date)dt += timedelta(days=1)date = dt.strftime("%Y-%m-%d")return dates#去极值函数#mad中位数去极值法def filter_extreme_MAD(series,n): #MAD: 中位数去极值 median = series.quantile(0.5)new_median = ((series - median).abs()).quantile(0.50)max_range = median + n*new_medianmin_range = median - n*new_medianreturn np.clip(series,min_range,max_range)#进行标准化处理def winsorize(factor, std=3, h*e_negative = True):''' 去极值函数 factor:以股票code为index，因子值为value的Series std为几倍的标准差，h*e_negative 为布尔值，是否包括负值 输出Series '''r=factor.dropna().copy()if h*e_negative == False:r = r[r>=0]else:pass#取极值edge_up = r.mean()+std*r.std()edge_low = r.mean()-std*r.std()r[r>edge_up] = edge_upr[r<edge_low] = edge_lowreturn r#标准化函数：def standardize(s,ty=2):''' s为Series数据 ty为标准化类型:1 MinMax,2 Standard,3 maxabs '''data=s.dropna().copy()if int(ty)==1:re = (data - data.min())/(data.max() - data.min())elif ty==2:re = (data - data.mean())/data.std()elif ty==3:re = data/10**np.ceil(np.log10(data.abs().max()))return re#中性化函数#传入：mkt_cap：以股票为index，市值为value的Series,#factor：以股票code为index，因子值为value的Series,#输出：中性化后的因子值seriesdef neutralization(factor,mkt_cap = False, industry = True):y = factorif type(mkt_cap) == pd.Series:LnMktCap = mkt_cap.apply(lambda x:math.log(x))if industry: #行业、市值dummy_industry = get_industry_exposure(factor.index)x = pd.concat([LnMktCap,dummy_industry.T],axis = 1)else: #仅市值x = LnMktCapelif industry: #仅行业dummy_industry = get_industry_exposure(factor.index)x = dummy_industry.Tresult = sm.OLS(y.astype(float),x.astype(float)).fit()return result.resid#为股票池添加行业标记,return df格式 ,为中性化函数的子函数 def get_industry_exposure(stock_list):df = pd.DataFrame(index=jqdata.get_industries(name='sw_l1').index, columns=stock_list)for stock in stock_list:try:df[stock][get_industry_code_from_security(stock)] = 1except:continuereturn df.fillna(0)#将NaN赋为0#查询个股所在行业函数代码（申万一级） ,为中性化函数的子函数 def get_industry_code_from_security(security,date=None):industry_index=jqdata.get_industries(name='sw_l1').indexfor i in range(0,len(industry_index)):try:index = get_industry_stocks(industry_index[i],date=date).index(security)return industry_index[i]except:continuereturn u'未找到' def get_win_stand_neutra(stocks):h=get_fundamentals(query(valuation.pb_ratio,valuation.code,valuation.market_cap)\.filter(valuation.code.in_(stocks)))stocks_pb_se=pd.Series(list(h.pb_ratio),index=list(h.code))stocks_pb_win_standse=standardize(winsorize(stocks_pb_se))stocks_mktcap_se=pd.Series(list(h.market_cap),index=list(h.code))stocks_neutra_se=neutralization(stocks_pb_win_standse,stocks_mktcap_se)return stocks_neutra_se #获取日期列表def get_tradeday_list(start,end,frequency=None,count=None):if count != None:df = get_price('000001.XSHG',end_date=end,count=count)else:df = get_price('000001.XSHG',start_date=start,end_date=end)if frequency == None or frequency =='day':return df.indexelse:df['year-month'] = [str(i)[0:7] for i in df.index]if frequency == 'month':return df.drop_duplicates('year-month').indexelif frequency == 'quarter':df['month'] = [str(i)[5:7] for i in df.index]df = df[(df['month']=='01') | (df['month']=='04') | (df['month']=='07') | (df['month']=='10') ]return df.drop_duplicates('year-month').indexelif frequency =='halfyear':df['month'] = [str(i)[5:7] for i in df.index]df = df[(df['month']=='01') | (df['month']=='06')]return df.drop_duplicates('year-month').index
def ret_se(start_date='2018-6-1',end_date='2018-7-1',stock_pool=None,weight=0):pool = stock_poolif len(pool) != 0:#得到股票的历史价格数据df = get_price(list(pool),start_date=start_date,end_date=end_date,fields=['close']).closedf = df.dropna(axis=1)#获取列表中的股票流通市值对数值df_mkt = get_fundamentals(query(valuation.code,valuation.circulating_market_cap).filter(valuation.code.in_(df.columns)))df_mkt.index = df_mkt['code'].valuesfact_se =pd.Series(df_mkt['circulating_market_cap'].values,index = df_mkt['code'].values)fact_se = np.log(fact_se)else:df = get_price('000001.XSHG',start_date=start_date,end_date=end_date,fields=['close'])df['v'] = [1]*len(df)del df['close']#相当于昨天的百分比变化pct = df.pct_change()+1pct.iloc[0,:] = 1if weight == 0:#等权重平均收益结果se = pct.cumsum(axis=1).iloc[:,-1]/pct.shape[1]return seelse:#按权重的方式计算se = (pct*fact_se).cumsum(axis=1).iloc[:,-1]/sum(fact_se)return se#获取所有分组pctdef get_all_pct(pool_dict,trade_list,groups=5):num = 1for s,e in zip(trade_list[:-1],trade_list[1:]):stock_list = pool_dict[s]stock_num = len(stock_list)//groupsif num == 0:pct_se_list = []for i in range(groups):pct_se_list.append(ret_se(start_date=s,end_date=e,stock_pool=stock_list[i*stock_num:(i+1)*stock_num]))pct_df1 = pd.concat(pct_se_list,axis=1)pct_df = pd.concat([pct_df,pct_df1],axis=0)else:pct_se_list = []for i in range(groups):pct_se_list.append(ret_se(start_date=s,end_date=e,stock_pool=stock_list[i*stock_num:(i+1)*stock_num]))pct_df = pd.concat(pct_se_list,axis=1) num = 0return pct_dfdef tradedays_before(date,count):#获取指定交易日往前推count天交易日date = get_price('000001.XSHG',end_date=date,count=count+1).index[0]return date第一部分 数据获取部分
#第一部分：数据获取，X,Y#参数及工具函数部分from jqfactor import *import warnings warnings.filterwarnings('ignore')#因子数据获取函数#获取时间为date的全部因子数据def get_factor_data(stock,date):data=pd.DataFrame(index=stock)q = query(valuation,balance,cash_flow,income,indicator).filter(valuation.code.in_(stock))df = get_fundamentals(q, date)df['market_cap']=df['market_cap']*100000000factor_data=get_factor_values(stock,['roe_ttm','roa_ttm','total_asset_turnover_rate',\ 'net_operate_cash_flow_ttm','net_profit_ttm','net_profit_ratio',\ 'cash_to_current_liability','current_ratio',\ 'gross_income_ratio','non_recurring_gain_loss',\'operating_revenue_ttm','net_profit_growth_rate'],end_date=date,count=1)factor=pd.DataFrame(index=stock)for i in factor_data.keys():factor[i]=factor_data[i].iloc[0,:]df.index = df['code']data['code'] = df['code']del df['code'],df['id']#合并得大表df=pd.concat([df,factor],axis=1)#总市值取对数data['size_lg']=np.log(df['market_cap'])#净利润(TTM)/总市值data['EP']=df['net_profit_ttm']/df['market_cap']#净资产/总市值data['BP']=1/df['pb_ratio']#营业收入(TTM)/总市值data['SP']=1/df['ps_ratio']#净现金流(TTM)/总市值data['NCFP']=1/df['pcf_ratio']#经营性现金流(TTM)/总市值data['OCFP']=df['net_operate_cash_flow_ttm']/df['market_cap']#净利润同比增长率data['net_g'] = df['net_profit_growth_rate']#净利润(TTM)同比增长率/PE_TTMdata['G/PE']=df['net_profit_growth_rate']/df['pe_ratio']#ROE_ttmdata['roe_ttm']=df['roe_ttm']#ROE_YTDdata['roe_q']=df['roe']#ROA_ttmdata['roa_ttm']=df['roa_ttm']#ROA_YTDdata['roa_q']=df['roa']#净利率data['netprofitratio_ttm'] = df['net_profit_ratio']#毛利率TTMdata['grossprofitmargin_ttm']=df['gross_income_ratio']#毛利率YTDdata['grossprofitmargin_q']=df['gross_profit_margin']#扣除非经常性损益后净利润率YTDdata['profitmargin_q']=df['adjusted_profit']/df['operating_revenue']#资产周转率TTMdata['assetturnover_ttm']=df['total_asset_turnover_rate']#总资产周转率YTD 营业收入/总资产data['assetturnover_q']=df['operating_revenue']/df['total_assets']#经营性现金流/净利润TTMdata['operationcashflowratio_ttm']=df['net_operate_cash_flow_ttm']/df['net_profit_ttm']#经营性现金流/净利润YTDdata['operationcashflowratio_q']=df['net_operate_cash_flow']/df['net_profit']#净资产df['net_assets']=df['total_assets']-df['total_liability']#总资产/净资产data['financial_leverage']=df['total_assets']/df['net_assets']#非流动负债/净资产data['debtequityratio']=df['total_non_current_liability']/df['net_assets']#现金比率=(货币资金+有价证券)÷流动负债data['cashratio']=df['cash_to_current_liability']#流动比率=流动资产/流动负债*100%data['currentratio']=df['current_ratio']#总市值取对数data['ln_capital']=np.log(df['market_cap'])#TTM所需时间his_date = [pd.to_datetime(date) - datetime.timedelta(90*i) for i in range(0, 4)]tmp = pd.DataFrame()tmp['code']=list(stock)for i in his_date:tmp_adjusted_dividend = get_fundamentals(query(indicator.code, indicator.adjusted_profit, \ cash_flow.dividend_interest_payment). filter(indicator.code.in_(stock)), date = i)tmp=pd.merge(tmp,tmp_adjusted_dividend,how='outer',on='code')tmp=tmp.rename(columns={'adjusted_profit':'adjusted_profit'+str(i.month), \'dividend_interest_payment':'dividend_interest_payment'+str(i.month)})tmp=tmp.set_index('code')tmp_columns=tmp.columns.values.tolist()tmp_adjusted=sum(tmp[[i for i in tmp_columns if 'adjusted_profit'in i ]],1)tmp_dividend=sum(tmp[[i for i in tmp_columns if 'dividend_interest_payment'in i ]],1)#扣除非经常性损益后净利润(TTM)/总市值data['EPcut']=tmp_adjusted/df['market_cap']#近12个月现金红利(按除息日计)/总市值data['DP']=tmp_dividend/df['market_cap']#扣除非经常性损益后净利润率TTMdata['profitmargin_ttm']=tmp_adjusted/df['operating_revenue_ttm']#营业收入(YTD)同比增长率#_x现在 _y前一年his_date = pd.to_datetime(date) - datetime.timedelta(365)name=['operating_revenue','net_profit','net_operate_cash_flow','roe']temp_data=df[name]his_temp_data = get_fundamentals(query(valuation.code, income.operating_revenue,income.net_profit,\cash_flow.net_operate_cash_flow,indicator.roe). filter(valuation.code.in_(stock)), date = his_date)his_temp_data=his_temp_data.set_index('code')#重命名 his_temp_data last_yearfor i in name:his_temp_data=his_temp_data.rename(columns={i:i+'last_year'})temp_data =pd.concat([temp_data,his_temp_data],axis=1)#营业收入(YTD)同比增长率data['sales_g_q']=temp_data['operating_revenue']/temp_data['operating_revenuelast_year']-1#净利润(YTD)同比增长率data['profit_g_q']=temp_data['net_profit']/temp_data['net_profitlast_year']-1#经营性现金流(YTD)同比增长率data['ocf_g_q']=temp_data['net_operate_cash_flow']/temp_data['net_operate_cash_flowlast_year']-1#ROE(YTD)同比增长率data['roe_g_q']=temp_data['roe']/temp_data['roelast_year']-1
#计算beta部分#辅助线性回归的函数def linreg(X,Y,columns=3):X=sm.add_constant(array(X))Y=array(Y)if len(Y)>1:results = regression.linear_model.OLS(Y, X).fit()return results.paramselse:return [float("nan")]*(columns+1)#个股60个月收益与上证综指回归的截距项与BETAstock_close=get_price(list(stock), count = 12*20+1, end_date=date, frequency='daily', fields=['close'])['close']SZ_close=get_price('000001.XSHG', count = 12*20+1, end_date=date, frequency='daily', fields=['close'])['close']stock_pchg=stock_close.pct_change().iloc[1:]SZ_pchg=SZ_close.pct_change().iloc[1:]beta=[]stockalpha=[]for i in stock:temp_beta, temp_stockalpha = stats.linregress(SZ_pchg, stock_pchg[i])[:2]beta.append(temp_beta)stockalpha.append(temp_stockalpha)#此处alpha beta为list#data['alpha']=stockalphadata['beta']=beta#反转data['reverse_1m']=stock_close.iloc[-21]/stock_close.iloc[-1]-1data['reverse_3m']=stock_close.iloc[-63]/stock_close.iloc[-1]-1#波动率（一个月、三个月标准差）data['std_1m']=stock_close[-20:].std()data['std_3m']=stock_close[-60:].std()#换手率#tradedays_1m = get_tradeday_list(start=date,end=date,frequency='day',count=21)#最近一个月交易日tradedays_3m = get_tradeday_list(start=date,end=date,frequency='day',count=63)#最近一个月交易日data_turnover_ratio=pd.DataFrame()data_turnover_ratio['code']=list(stock)for i in tradedays_3m:q = query(valuation.code,valuation.turnover_ratio).filter(valuation.code.in_(stock))temp = get_fundamentals(q, i)data_turnover_ratio=pd.merge(data_turnover_ratio, temp,how='left',on='code')data_turnover_ratio=data_turnover_ratio.rename(columns={'turnover_ratio':i})data['turn_3m']= (data_turnover_ratio.set_index('code').T).mean()data['turn_1m']= (data_turnover_ratio.set_index('code').T)[-21:].mean()
#技术指标部分date_1 = tradedays_before(date,1)data['PSY']=pd.Series(PSY(stock, date_1, timeperiod=20))data['RSI']=pd.Series(RSI(stock, date_1, N1=20))data['BIAS']=pd.Series(BIAS(stock,date_1, N1=20)[0])dif,dea,macd=MACD(stock, date_1, SHORT = 10, LONG = 30, MID = 15)#data['DIF']=pd.Series(dif)#data['DEA']=pd.Series(dea)data['MACD']=pd.Series(macd)return data#多期获取数据#输入：指数名称,统计时间列表#输出：字典，key为时间，vlaues为因子值数据factor_data_dict = {}#设置统计数据区间index = '000906.XSHG'date_start = '2014-1-1'date_end = '2019-1-1'#获取交易日列表，每月首个交易日date_list = get_tradeday_list(start=date_start,end=date_end,frequency='month',count=None)date_list
DatetimeIndex(['2014-01-02', '2014-02-07', '2014-03-03', '2014-04-01', '2014-05-05', '2014-06-03', '2014-07-01', '2014-08-01', '2014-09-01', '2014-10-08', '2014-11-03', '2014-12-01', '2015-01-05', '2015-02-02', '2015-03-02', '2015-04-01', '2015-05-04', '2015-06-01', '2015-07-01', '2015-08-03', '2015-09-01', '2015-10-08', '2015-11-02', '2015-12-01', '2016-01-04', '2016-02-01', '2016-03-01', '2016-04-01', '2016-05-03', '2016-06-01', '2016-07-01', '2016-08-01', '2016-09-01', '2016-10-10', '2016-11-01', '2016-12-01', '2017-01-03', '2017-02-03', '2017-03-01', '2017-04-05', '2017-05-02', '2017-06-01', '2017-07-03', '2017-08-01', '2017-09-01', '2017-10-09', '2017-11-01', '2017-12-01', '2018-01-02', '2018-02-01', '2018-03-01', '2018-04-02', '2018-05-02', '2018-06-01', '2018-07-02', '2018-08-01', '2018-09-03', '2018-10-08', '2018-11-01', '2018-12-03'], dtype='datetime64[ns]', freq=None)
#循环获取因子数据，并将值存在字典里面(耗时较长)#并计算个期股票收益情况，加入指数涨跌幅import time t1 = time.time()for date_1,date_2 in zip(date_list[:-1],date_list[1:]):pool = get_index_stocks(index,date = date_1)#计算指数涨跌幅df_1 = get_price(index,end_date=date_1,fields=['close'],count = 1)['close']df_2 = get_price(index,end_date=date_2,fields=['close'],count = 1)['close']index_pct = df_2.values[0]/df_1.values[0] - 1#具体数值#计算各股票涨跌幅df_1 = get_price(pool,end_date=date_1,fields=['close'],count = 1)['close']df_2 = get_price(pool,end_date=date_2,fields=['close'],count = 1)['close']df_3 = pd.concat([df_1,df_2],axis=0).T #进行合并stock_pct = df_3.iloc[:,1]/df_3.iloc[:,0] - 1 #计算pct，series#记录因子值factor_df = get_factor_data(pool,date=date_1)factor_df['init_pct'] = stock_pctfactor_df['pct'] = stock_pct-index_pctdel factor_df['code']#对数据进行处理、标准化、去极值、中性化factor_df = winsorize_med(factor_df, scale=3, inclusive=True, inf2nan=True, axis=0) #中位数去极值处理factor_df = standardlize(factor_df, inf2nan=True, axis=0) #对每列做标准化处理factor_df = neutralize(factor_df, how=['sw_l1', 'market_cap'], date=date_1, axis=0,fillna='sw_l1')factor_df['pct_init'] = stock_pct-index_pctfactor_df['pct_'] = stock_pctfactor_data_dict[date_1] = factor_dft2 = time.time()print('计算因子耗时：{0}'.format(t2-t1))factor_data_dict[date_1].head(5)计算因子耗时：1434.9676821231842
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| size_lg | EP | BP | SP | NCFP | OCFP | net_g | G/PE | roe_ttm | roe_q | roa_ttm | roa_q | netprofitratio_ttm | grossprofitmargin_ttm | grossprofitmargin_q | profitmargin_q | assetturnover_ttm | assetturnover_q | operationcashflowratio_ttm | operationcashflowratio_q | financial_leverage | debtequityratio | cashratio | currentratio | ln_capital | EPcut | DP | profitmargin_ttm | sales_g_q | profit_g_q | ocf_g_q | roe_g_q | beta | reverse_1m | reverse_3m | std_1m | std_3m | turn_3m | turn_1m | PSY | RSI | BIAS | MACD | init_pct | pct | pct_init | pct_ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 000001.XSHE | 1.114135 | 0.170584 | -0.006604 | 0.374626 | 2.156981 | 1.666387 | 0.012859 | -0.255262 | -0.074692 | 0.055085 | 0.042949 | 0.073487 | -0.515868 | NaN | NaN | -0.052610 | 0.103475 | 0.105547 | 0.813457 | -1.048646 | 0.029938 | NaN | NaN | NaN | 1.114135 | 0.214248 | -0.408066 | 0.018181 | 0.053979 | 0.022831 | 0.439754 | 0.135250 | 1.627475 | -0.075274 | -0.780722 | 0.454464 | 0.873603 | 0.013800 | 0.126677 | 0.419795 | 0.060545 | -0.230059 | -0.508670 | -0.323988 | -0.323988 | -0.054136 | -0.022161 |
| 000002.XSHE | 1.468931 | 0.670578 | -1.066056 | 0.288482 | 1.160440 | 0.985456 | 0.210032 | 0.923766 | 1.187481 | 0.601396 | -0.023768 | 0.090088 | -0.038764 | -0.067665 | -0.095874 | -0.223399 | -0.004151 | 0.032228 | 0.017129 | -1.904290 | 0.571376 | 0.376750 | -0.533810 | -0.595216 | 1.468931 | -0.653381 | 0.316987 | -0.561497 | 1.307646 | 1.001958 | 1.809738 | 0.285803 | 1.567841 | -0.834585 | -1.116022 | 1.938306 | 1.259167 | 0.247598 | 0.261474 | -0.261923 | 1.110612 | 1.527999 | 1.511018 | -0.019883 | -0.019883 | 0.021669 | 0.053645 |
| 000006.XSHE | -0.935909 | 0.805707 | -0.214255 | -1.104264 | -2.050500 | 0.195089 | -0.487386 | -1.123963 | 0.872498 | -0.160925 | 1.340967 | 0.373559 | 1.342074 | 0.040273 | 0.242982 | 0.814322 | -0.000430 | 0.075096 | -0.116359 | 1.658413 | -1.406860 | -1.322063 | 1.051403 | 0.498942 | -0.935909 | 1.453553 | -1.045465 | 1.713627 | 0.231633 | -0.011790 | 1.431648 | -0.027236 | 0.081035 | 0.363418 | 0.183138 | -0.488402 | -0.371700 | 1.343414 | 1.476470 | 1.753311 | 0.033327 | -0.145652 | -0.444257 | 0.399598 | 0.399598 | 0.067231 | 0.099206 |
| 000008.XSHE | 0.090345 | 0.428272 | -0.340658 | -1.075341 | -0.384540 | -0.977290 | 1.544050 | 1.365231 | 0.570091 | -0.552015 | 1.235925 | -0.216654 | 1.939573 | 1.236827 | 1.212971 | 0.607139 | -0.606102 | -0.712566 | -1.139866 | -0.344538 | -1.023280 | -0.908178 | -0.522767 | 0.551211 | 0.090345 | -0.645806 | -0.840517 | -0.028701 | 0.809077 | -0.434391 | -0.390820 | -0.477984 | -1.937900 | -0.835856 | -0.299002 | -0.363675 | -0.465777 | 1.404068 | 1.683548 | 0.005807 | 1.103938 | 1.599842 | 0.559164 | -1.983017 | -1.983017 | -0.119332 | -0.087356 |
| 000009.XSHE | -0.503647 | -0.851466 | -0.853017 | 0.204092 | 0.915581 | 1.459378 | -0.806277 | -0.724275 | -0.361597 | -0.562867 | -0.219834 | -0.248957 | -0.406263 | 0.968993 | 0.975792 | -0.029783 | -0.240436 | -0.239175 | 0.984216 | 2.118355 | 0.245722 | 0.958213 | 0.443264 | 0.355503 | -0.503647 | 0.138067 | 0.653921 | 0.115530 | 0.121267 | -1.284855 | 1.871150 | -1.710994 | 0.333986 | 0.285984 | -0.008741 | 0.165043 | -0.035090 | -0.061175 | 0.076849 | 1.035094 | 0.109951 | 0.012609 | 0.036751 | 0.946070 | 0.946070 | 0.186387 | 0.218362 |
下面两段代码将因子值存储
主要是方便下次使用的时候不用计算
#将计算出来的因子值进行存储#使用pickle模块将数据对象保存到文件import picklepkl_file = open('factor_data.pkl', 'wb')pickle.dump(factor_data_dict, pkl_file, 0)pkl_file.close()#读取计算出来的因子值import picklepkl_file = open('factor_data.pkl', 'rb')factor_data_dict = pickle.load(pkl_file)pkl_file.close()factor_data_dict{Timestamp('2014-01-02 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.885508 1.401700e+00 ... -0.042047 -0.069486
000002.XSHE 1.965575 7.447531e-01 ... -0.044536 -0.071975
000006.XSHE -0.301513 7.307250e-01 ... -0.066167 -0.093607
000009.XSHE 0.383408 6.535704e-01 ... 0.046704 0.019264
000012.XSHE 0.575228 -6.735325e-01 ... 0.020114 -0.007326
000021.XSHE -0.290860 -3.653234e-01 ... 0.312055 0.284615
000024.XSHE 1.832898 8.629292e-01 ... -0.070584 -0.098024
000028.XSHE 0.153150 2.341041e-01 ... 0.173398 0.145958
000030.XSHE -0.651954 3.520633e-01 ... -0.002635 -0.030075
000031.XSHE -0.281820 9.270159e-01 ... -0.014577 -0.042017
000039.XSHE 1.924981 1.112062e-01 ... 0.058668 0.031228
000042.XSHE -0.392792 -7.034994e-01 ... -0.030900 -0.058340
000046.XSHE 1.152965 -7.644511e-01 ... -0.004738 -0.032178
000049.XSHE 0.140727 -5.226250e-02 ... -0.075957 -0.103397
000050.XSHE -0.387139 3.687711e-01 ... 0.221958 0.194518
000060.XSHE 0.354210 4.356372e-04 ... -0.096938 -0.124378
000061.XSHE 0.690867 -1.601748e+00 ... 0.057106 0.029666
000063.XSHE 1.868682 -1.087335e+00 ... 0.017610 -0.009830
000066.XSHE -0.843641 -1.540594e+00 ... 0.130799 0.103359
000069.XSHE 1.930696 8.562631e-01 ... -0.039227 -0.066667
000078.XSHE -0.989171 -2.712828e-01 ... 0.064477 0.037037
000088.XSHE 0.072980 -6.943990e-01 ... -0.047760 -0.075200
000090.XSHE -1.041626 -6.082503e-01 ... -0.008274 -0.035714
000099.XSHE -1.136607 -7.651770e-01 ... 0.054723 0.027284
000100.XSHE 0.464561 1.067168e+00 ... 0.151202 0.123762
000156.XSHE 0.921908 -5.625036e-01 ... 0.284555 0.257115
000157.XSHE 1.934243 1.972602e+00 ... -0.033166 -0.060606
000333.XSHE 1.331045 3.183778e-14 ... -0.038326 -0.065766
000338.XSHE 1.304163 1.383431e+00 ... -0.031528 -0.058968
000400.XSHE 0.705101 5.538394e-01 ... 0.119416 0.091977
... ... ... ... ... ...
601801.XSHG -0.025925 6.043069e-01 ... 0.060773 0.033333
601808.XSHG 1.777520 5.122960e-01 ... 0.024411 -0.003029
601818.XSHG 0.815676 1.352586e+00 ... -0.034172 -0.061611
601857.XSHG -2.394430 -1.499061e+00 ... 0.005950 -0.021490
601866.XSHG 1.150547 -2.585351e+00 ... -0.097058 -0.124498
601880.XSHG -0.007451 2.984267e-01 ... -0.018856 -0.046296
601888.XSHG 1.706660 5.310127e-01 ... 0.003630 -0.023810
601898.XSHG 1.878908 1.702840e+00 ... -0.038785 -0.066225
601899.XSHG 1.862213 1.647462e+00 ... -0.015829 -0.043269
601901.XSHG 0.818260 -5.778709e-01 ... -0.013727 -0.041166
601908.XSHG -0.293053 -3.217306e-01 ... 0.064846 0.037406
601918.XSHG 0.088824 -4.345423e-01 ... -0.121278 -0.148718
601928.XSHG 0.911759 1.606477e-01 ... 0.198254 0.170814
601929.XSHG 0.042775 2.054930e-01 ... 0.387734 0.360294
601933.XSHG 1.304060 -8.651397e-01 ... 0.061390 0.033951
601939.XSHG -2.069054 -6.762568e-01 ... -0.017005 -0.044444
601958.XSHG 1.083034 -3.006670e-01 ... -0.068002 -0.095442
601965.XSHG -0.626526 -1.021589e-01 ... 0.218037 0.190597
601988.XSHG -1.118272 -7.567615e-03 ... -0.022311 -0.049751
601989.XSHG 1.366897 -9.408745e-01 ... -0.014002 -0.041441
601991.XSHG 1.491338 1.107344e+00 ... -0.064452 -0.091892
601992.XSHG 1.221613 1.201427e+00 ... -0.061168 -0.088608
601998.XSHG 0.629510 1.221655e+00 ... -0.030842 -0.058282
601999.XSHG -1.528201 -2.574419e-01 ... 0.185335 0.157895
603000.XSHG 0.763030 -5.000614e-01 ... 0.214419 0.186979
603001.XSHG -0.076508 1.525268e-01 ... -0.037396 -0.064836
603077.XSHG -0.271432 -6.374733e-01 ... -0.011395 -0.038835
603366.XSHG -1.139022 9.105869e-02 ... -0.006722 -0.034161
603766.XSHG -0.729560 9.116489e-01 ... 0.055132 0.027692
603993.XSHG 1.502426 1.493022e-01 ... -0.042560 -0.070000
[800 rows x 47 columns],
Timestamp('2014-02-07 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.868104 1.360762e+00 ... -0.029018 -0.029221
000002.XSHE 2.018067 7.767655e-01 ... -0.103758 -0.103960
000006.XSHE -0.396323 8.893298e-01 ... -0.017429 -0.017632
000009.XSHE 0.380832 5.623271e-01 ... 0.168588 0.168385
000012.XSHE 0.629573 -7.367473e-01 ... -0.005332 -0.005535
000021.XSHE -0.048974 -3.795564e-01 ... -0.086624 -0.086826
000024.XSHE 1.701212 8.903466e-01 ... -0.161550 -0.161752
000028.XSHE 0.321399 6.667164e-02 ... -0.081166 -0.081368
000030.XSHE -0.718951 3.783773e-01 ... 0.312864 0.312661
000031.XSHE -0.309490 9.483632e-01 ... -0.055353 -0.055556
000039.XSHE 1.904752 8.898201e-02 ... -0.049595 -0.049798
000042.XSHE -0.439237 -6.536720e-01 ... -0.071350 -0.071553
000046.XSHE 1.118324 -7.504502e-01 ... -0.007470 -0.007673
000049.XSHE -0.088741 5.188981e-02 ... -0.094408 -0.094610
000050.XSHE -0.241972 2.220006e-01 ... -0.050871 -0.051073
000060.XSHE 0.217344 4.271458e-02 ... 0.088271 0.088068
000061.XSHE 0.730668 -1.573649e+00 ... -0.074227 -0.074430
000063.XSHE 1.804669 -9.960236e-01 ... -0.015140 -0.015343
000066.XSHE -0.787370 -1.495817e+00 ... -0.011507 -0.011710
000069.XSHE 1.838331 8.814938e-01 ... -0.098012 -0.098214
000078.XSHE -0.928140 -2.916517e-01 ... -0.003044 -0.003247
000088.XSHE 0.010382 -6.420513e-01 ... -0.018828 -0.019031
000090.XSHE -1.048951 -5.896398e-01 ... 0.042938 0.042735
000099.XSHE -1.046444 -8.131509e-01 ... -0.019428 -0.019630
000100.XSHE 0.570713 9.221282e-01 ... 0.061877 0.061674
000156.XSHE 0.936573 -4.820936e-01 ... -0.053903 -0.054106
000157.XSHE 1.806695 2.051204e+00 ... -0.015926 -0.016129
000333.XSHE 1.336121 2.585112e-14 ... -0.127087 -0.127290
000338.XSHE 1.169021 1.464163e+00 ... -0.028518 -0.028721
000400.XSHE 0.783838 4.275311e-01 ... 0.151188 0.150986
... ... ... ... ... ...
601801.XSHG -0.229517 6.467806e-01 ... 0.000203 0.000000
601808.XSHG 1.879198 2.748793e-01 ... -0.068658 -0.068861
601818.XSHG 0.843068 1.343843e+00 ... -0.014949 -0.015152
601857.XSHG -2.422615 -1.611320e+00 ... 0.032414 0.032211
601866.XSHG 1.005564 -2.616004e+00 ... 0.027726 0.027523
601880.XSHG -0.033953 3.158868e-01 ... -0.048341 -0.048544
601888.XSHG 1.547561 5.558727e-01 ... 0.100265 0.100063
601898.XSHG 2.019365 1.658171e+00 ... -0.021074 -0.021277
601899.XSHG 1.923667 1.618347e+00 ... 0.085630 0.085427
601901.XSHG 0.740881 -5.833533e-01 ... 0.028825 0.028623
601908.XSHG -0.262115 -3.004154e-01 ... 0.057895 0.057692
601918.XSHG -0.005319 -3.863956e-01 ... -0.026906 -0.027108
601928.XSHG 0.841232 1.221543e-01 ... -0.120570 -0.120773
601929.XSHG 0.183719 4.863278e-02 ... 0.032635 0.032432
601933.XSHG 1.335505 -9.019170e-01 ... -0.086364 -0.086567
601939.XSHG -2.082296 -6.330842e-01 ... -0.023053 -0.023256
601958.XSHG 0.977177 -2.910956e-01 ... 0.000203 0.000000
601965.XSHG -0.431164 -2.691755e-01 ... 0.026884 0.026681
601988.XSHG -1.113927 2.132805e-02 ... 0.005438 0.005236
601989.XSHG 1.320704 -9.537639e-01 ... -0.020474 -0.020677
601991.XSHG 1.574717 1.086793e+00 ... 0.038893 0.038690
601992.XSHG 1.160893 1.169543e+00 ... -0.121325 -0.121528
601998.XSHG 0.658991 1.219446e+00 ... 0.410626 0.410423
601999.XSHG -1.560881 -1.922856e-01 ... -0.076000 -0.076203
603000.XSHG 0.713323 -4.133638e-01 ... -0.173119 -0.173322
603001.XSHG -0.074136 1.512296e-01 ... 0.043433 0.043230
603077.XSHG -0.255222 -6.296444e-01 ... 0.111314 0.111111
603366.XSHG -1.197442 1.558186e-01 ... -0.027128 -0.027331
603766.XSHG -0.720150 8.055795e-01 ... 0.072059 0.071856
603993.XSHG 1.427538 1.546628e-01 ... 0.005579 0.005376
[800 rows x 47 columns],
Timestamp('2014-03-03 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.843349 3.241073e-01 ... -0.001716 -0.021739
000002.XSHE 2.094741 8.093977e-01 ... 0.237335 0.217311
000006.XSHE -0.391668 9.055980e-01 ... 0.261049 0.241026
000009.XSHE 0.506923 4.282702e-01 ... -0.015271 -0.035294
000012.XSHE 1.086226 -4.853025e-01 ... 0.012602 -0.007421
000021.XSHE -0.512130 -2.792168e-01 ... -0.071780 -0.091803
000024.XSHE 1.583992 8.758420e-01 ... 0.235099 0.215075
000028.XSHE 0.184697 1.754475e-01 ... -0.076758 -0.096781
000030.XSHE -0.270405 -2.054857e-01 ... -0.123677 -0.143701
000031.XSHE -0.351281 9.053395e-01 ... 0.075751 0.055728
000039.XSHE 1.714349 -4.935717e-02 ... 0.017191 -0.002833
000042.XSHE -0.510883 -5.801392e-01 ... 0.042580 0.022556
000046.XSHE 1.188624 -7.558478e-01 ... 0.334456 0.314433
000049.XSHE -0.228695 3.206365e-01 ... -0.057959 -0.077983
000050.XSHE -0.325040 2.753285e-01 ... -0.001817 -0.021841
000060.XSHE 0.279272 2.506981e-02 ... -0.013919 -0.033943
000061.XSHE 0.659426 -1.546812e+00 ... 0.151022 0.130999
000063.XSHE 1.769950 -1.132811e+00 ... -0.003808 -0.023831
000066.XSHE -1.171637 -1.426615e+00 ... -0.072394 -0.092417
000069.XSHE 1.820436 8.679163e-01 ... 0.076954 0.056931
000078.XSHE -1.004968 -2.751786e-01 ... 0.055854 0.035831
000088.XSHE -0.045794 -5.976120e-01 ... -0.001141 -0.021164
000090.XSHE -0.985997 -6.762451e-01 ... 0.077401 0.057377
000099.XSHE -1.140410 -7.791590e-01 ... -0.056537 -0.076561
000100.XSHE 0.719572 1.025185e+00 ... -0.042217 -0.062241
000156.XSHE 1.044263 -5.103724e-01 ... 0.020023 0.000000
000157.XSHE 1.654477 1.845828e+00 ... -0.001054 -0.021077
000333.XSHE 1.402052 -1.393415e-13 ... 0.197924 0.177901
000338.XSHE 1.292968 1.360178e+00 ... 0.001206 -0.018817
000400.XSHE 0.949991 5.383074e-01 ... -0.167987 -0.188011
... ... ... ... ... ...
601801.XSHG -0.093993 5.974867e-01 ... -0.065460 -0.085484
601808.XSHG 1.968037 3.942789e-01 ... -0.071874 -0.091898
601818.XSHG 0.814395 3.115419e-01 ... 0.035408 0.015385
601857.XSHG -2.398885 -6.729355e-01 ... 0.000165 -0.019858
601866.XSHG 1.044348 -2.576071e+00 ... 0.011095 -0.008929
601880.XSHG -0.131605 4.519650e-01 ... 0.040432 0.020408
601888.XSHG 1.690268 4.979055e-01 ... -0.073211 -0.093235
601898.XSHG 2.086166 1.595141e+00 ... 0.046594 0.026570
601899.XSHG 1.851099 1.513247e+00 ... -0.044791 -0.064815
601901.XSHG 0.844485 -2.431287e-01 ... -0.040846 -0.060870
601908.XSHG -0.237510 -6.639421e-02 ... -0.079977 -0.100000
601918.XSHG 0.019483 -4.620025e-01 ... -0.014032 -0.034056
601928.XSHG 0.852197 2.003321e-01 ... -0.067889 -0.087912
601929.XSHG 0.375288 -9.606939e-02 ... 0.063653 0.043630
601933.XSHG 1.272106 -7.872254e-01 ... -0.045336 -0.065359
601939.XSHG -1.973451 -8.983113e-01 ... 0.067643 0.047619
601958.XSHG 0.956730 -2.486823e-01 ... -0.020921 -0.040945
601965.XSHG -0.297166 -5.120902e-01 ... 0.006510 -0.013514
601988.XSHG -1.111440 -5.242208e-01 ... 0.056482 0.036458
601989.XSHG 1.021363 -4.205267e-02 ... -0.093220 -0.113244
601991.XSHG 1.483874 1.155601e+00 ... -0.034418 -0.054441
601992.XSHG 1.479406 1.415726e+00 ... 0.257178 0.237154
601998.XSHG 0.398853 1.312075e-01 ... -0.072355 -0.092379
601999.XSHG -1.578226 -2.186076e-01 ... -0.019050 -0.039074
603000.XSHG 0.640000 -3.974945e-01 ... -0.046325 -0.066348
603001.XSHG -0.076126 1.320410e-01 ... 0.034879 0.014855
603077.XSHG -0.187170 -6.668031e-01 ... -0.025431 -0.045455
603366.XSHG -1.223943 1.026213e-01 ... 0.006800 -0.013223
603766.XSHG -0.539253 4.625764e-01 ... -0.128021 -0.148045
603993.XSHG 1.428144 3.435763e-01 ... -0.038800 -0.058824
[800 rows x 47 columns],
Timestamp('2014-04-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.847923 3.690730e-01 ... 0.026505 0.017094
000002.XSHE 1.900737 9.029708e-01 ... -0.032949 -0.042360
000006.XSHE -0.207098 5.419257e-01 ... -0.098027 -0.107438
000009.XSHE 0.546428 4.602327e-01 ... -0.050040 -0.059451
000012.XSHE 1.053286 1.001889e+00 ... -0.037318 -0.046729
000021.XSHE -0.498071 -1.859443e-01 ... -0.102503 -0.111913
000024.XSHE 1.767159 9.905619e-01 ... -0.144435 -0.153846
000028.XSHE 0.407667 1.735616e-02 ... -0.095178 -0.104589
000030.XSHE -0.408854 -1.883794e-01 ... -0.015877 -0.025287
000031.XSHE -0.388002 1.030862e+00 ... -0.058038 -0.067449
000039.XSHE 1.794409 6.072401e-01 ... -0.161044 -0.170455
000042.XSHE -0.591608 -3.553119e-02 ... -0.018163 -0.027574
000046.XSHE 1.469831 -8.118877e-01 ... -0.149413 -0.158824
000049.XSHE -0.278722 3.017235e-01 ... 0.162216 0.152805
000050.XSHE -0.297442 3.532960e-01 ... 0.026157 0.016746
000060.XSHE 0.299707 2.879524e-01 ... -0.055454 -0.064865
000061.XSHE 0.902012 -1.619643e+00 ... 0.226154 0.216743
000063.XSHE 1.795391 -1.799047e-01 ... 0.003777 -0.005634
000066.XSHE -1.171565 -1.585900e+00 ... -0.050641 -0.060052
000069.XSHE 1.829282 9.880467e-01 ... 0.009411 0.000000
000078.XSHE -0.925509 -3.393617e-01 ... -0.040904 -0.050314
000088.XSHE -0.076481 -5.279982e-01 ... -0.012211 -0.021622
000090.XSHE -1.030823 5.327965e-01 ... 0.081762 0.072351
000099.XSHE -1.270472 -6.589050e-01 ... 0.033645 0.024235
000100.XSHE 0.692261 1.117043e+00 ... -0.056961 -0.066372
000156.XSHE 1.173788 -5.680432e-01 ... 0.147747 0.138337
000157.XSHE 1.708358 1.662169e+00 ... -0.059967 -0.069378
000333.XSHE 1.375453 1.373645e-13 ... -0.014041 -0.023452
000338.XSHE 1.370301 1.428917e+00 ... 0.042287 0.032877
000400.XSHE 1.208486 3.201701e-01 ... -0.123859 -0.133269
... ... ... ... ... ...
601801.XSHG -0.110058 6.466172e-01 ... 0.004120 -0.005291
601808.XSHG 1.971754 7.378347e-01 ... -0.064242 -0.073653
601818.XSHG 0.806703 3.490460e-01 ... -0.010791 -0.020202
601857.XSHG -2.190083 -6.855871e-01 ... -0.002167 -0.011577
601866.XSHG 1.056511 -2.561200e+00 ... -0.031130 -0.040541
601880.XSHG -0.105785 2.916405e-01 ... 0.109411 0.100000
601888.XSHG 1.684034 5.676372e-01 ... -0.005636 -0.015047
601898.XSHG 2.053689 6.053723e-01 ... -0.047060 -0.056471
601899.XSHG 1.870762 8.443223e-01 ... -0.005441 -0.014851
601901.XSHG 0.817580 -2.257572e-01 ... 0.059411 0.050000
601908.XSHG -0.285025 -4.030823e-01 ... -0.033519 -0.042929
601918.XSHG -0.008639 -1.209912e+00 ... -0.089948 -0.099359
601928.XSHG 0.858951 2.184677e-01 ... -0.062878 -0.072289
601929.XSHG 0.546467 -1.929453e-01 ... 0.016100 0.006689
601933.XSHG 1.273215 -7.843108e-01 ... -0.004575 -0.013986
601939.XSHG -2.026081 -1.027265e+00 ... -0.006823 -0.016234
601958.XSHG 0.981383 -4.168031e-01 ... -0.051345 -0.060755
601965.XSHG -0.248254 -3.967954e-01 ... -0.104393 -0.113804
601988.XSHG -1.129400 -5.916117e-01 ... 0.014436 0.005025
601989.XSHG 1.128240 -5.182068e-02 ... -0.038208 -0.047619
601991.XSHG 1.527306 1.273506e+00 ... -0.045135 -0.054545
601992.XSHG 1.881467 1.044862e+00 ... -0.096021 -0.105431
601998.XSHG 0.480940 1.907740e-01 ... 0.022133 0.012723
601999.XSHG -1.557100 -2.668959e-01 ... -0.047818 -0.057229
603000.XSHG 0.670418 -4.405534e-01 ... 0.024760 0.015350
603001.XSHG -0.077590 1.414564e-01 ... -0.052223 -0.061633
603077.XSHG -0.232863 -7.343856e-01 ... 0.009411 0.000000
603366.XSHG -1.197021 -3.421645e-01 ... 0.086463 0.077052
603766.XSHG -0.694939 6.602764e-01 ... 0.058591 0.049180
603993.XSHG 1.442008 3.379404e-01 ... 0.026456 0.017045
[800 rows x 47 columns],
Timestamp('2014-05-05 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.825354 3.891433e-01 ... 0.047518 0.047059
000002.XSHE 1.912098 1.009792e+00 ... 0.145798 0.145340
000006.XSHE -0.287083 8.257319e-01 ... -0.022689 -0.023148
000009.XSHE 0.510928 3.067840e-01 ... 0.006942 0.006483
000012.XSHE 0.998126 9.382620e-01 ... -0.023071 -0.023529
000021.XSHE -0.598062 -6.371536e-01 ... 0.039077 0.038618
000024.XSHE 1.623124 1.105441e+00 ... 0.089413 0.088954
000028.XSHE 0.308064 1.562939e-01 ... -0.017491 -0.017950
000030.XSHE -0.421930 2.149156e-01 ... -0.032560 -0.033019
000031.XSHE -0.405552 1.140923e+00 ... -0.002686 -0.003145
000039.XSHE 1.619919 9.232224e-01 ... 0.004740 0.004281
000042.XSHE -0.554292 4.598847e-01 ... -0.001432 -0.001890
000046.XSHE 1.317532 -4.750596e-01 ... -0.029844 -0.030303
000049.XSHE -0.110408 2.542691e-01 ... 0.012198 0.011739
000050.XSHE -0.293407 5.881595e-01 ... -0.040325 -0.040784
000060.XSHE 0.228421 4.263831e-01 ... 0.049592 0.049133
000061.XSHE 1.155921 -1.580718e+00 ... -0.129607 -0.130066
000063.XSHE 1.801442 -8.043070e-03 ... -0.002374 -0.002833
000066.XSHE -1.193409 -1.499746e+00 ... 0.150459 0.150000
000069.XSHE 1.899159 1.094491e+00 ... 0.035588 0.035129
000078.XSHE -0.946849 2.182143e-01 ... -0.002852 -0.003311
000088.XSHE -0.092640 -5.377057e-01 ... -0.040057 -0.040516
000090.XSHE -0.862113 3.307919e-02 ... -0.018818 -0.019277
000099.XSHE -1.222048 -5.695533e-01 ... -0.002032 -0.002491
000100.XSHE 0.739573 1.030625e+00 ... -0.004281 -0.004739
000156.XSHE 1.350585 -6.324935e-01 ... -0.010589 -0.011048
000157.XSHE 1.678031 1.687894e+00 ... -0.004683 -0.005141
000333.XSHE 1.325258 8.378768e-14 ... 0.005262 0.004803
000338.XSHE 1.428353 1.320220e+00 ... 0.008416 0.007958
000400.XSHE 1.083582 3.482878e-01 ... 0.027561 0.027102
... ... ... ... ... ...
601801.XSHG -0.103383 7.051456e-01 ... 0.028828 0.028369
601808.XSHG 1.950798 1.267258e+00 ... 0.028255 0.027796
601818.XSHG 0.797422 3.745975e-01 ... 0.021077 0.020619
601857.XSHG -2.164890 -5.424105e-01 ... 0.016564 0.016105
601866.XSHG 1.013377 -2.489228e+00 ... -0.004236 -0.004695
601880.XSHG 0.037686 -7.386515e-02 ... -0.090450 -0.090909
601888.XSHG 1.651352 5.092399e-01 ... -0.056830 -0.057288
601898.XSHG 2.023295 3.973452e-01 ... -0.009516 -0.009975
601899.XSHG 1.818945 7.881091e-01 ... -0.019642 -0.020101
601901.XSHG 0.859730 -2.568090e-01 ... -0.029524 -0.029982
601908.XSHG -0.277516 -4.804924e-01 ... -0.047035 -0.047493
601918.XSHG -0.116285 -1.760949e+00 ... 0.028929 0.028470
601928.XSHG 0.772532 3.367319e-01 ... 0.052407 0.051948
601929.XSHG 0.568125 -1.126406e-01 ... -0.082598 -0.083056
601933.XSHG 1.231373 -8.160355e-01 ... 0.053650 0.053191
601939.XSHG -1.977986 -1.070713e+00 ... 0.026861 0.026403
601958.XSHG 0.918683 -3.826537e-01 ... 0.175284 0.174825
601965.XSHG -0.389239 -3.483567e-01 ... -0.101800 -0.102259
601988.XSHG -1.148661 -6.388370e-01 ... 0.045459 0.045000
601989.XSHG 1.047919 1.506908e-01 ... -0.008632 -0.009091
601991.XSHG 1.507861 1.210493e+00 ... 0.013279 0.012821
601992.XSHG 1.747090 1.133587e+00 ... -0.042398 -0.042857
601998.XSHG 0.456396 1.970061e-01 ... -0.102556 -0.103015
601999.XSHG -1.621364 -4.035539e-01 ... 0.000459 0.000000
603000.XSHG 0.703024 -4.236058e-01 ... 0.036293 0.035834
603001.XSHG -0.078094 -4.628886e-01 ... -0.017604 -0.018062
603077.XSHG -0.034727 -7.384397e-01 ... -0.123351 -0.123810
603366.XSHG -1.140396 -4.146050e-01 ... -0.041532 -0.041991
603766.XSHG -0.638049 5.194811e-01 ... -0.046416 -0.046875
603993.XSHG 1.482066 5.829099e-01 ... 0.151297 0.150838
[800 rows x 47 columns],
Timestamp('2014-06-03 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.791543 3.690885e-01 ... 0.027598 0.041734
000002.XSHE 1.902911 9.772961e-01 ... -0.049998 -0.035862
000006.XSHE -0.316257 8.743127e-01 ... -0.004657 0.009479
000009.XSHE 0.502561 2.819524e-01 ... -0.014136 0.000000
000012.XSHE 0.916449 1.112979e+00 ... -0.044256 -0.030120
000021.XSHE -0.638206 -5.969896e-01 ... 0.099367 0.113503
000024.XSHE 1.746265 1.074085e+00 ... -0.093130 -0.078995
000028.XSHE 0.275047 1.778239e-01 ... 0.079374 0.093510
000030.XSHE -0.487463 2.504087e-01 ... 0.032206 0.046341
000031.XSHE -0.407949 1.111052e+00 ... -0.004672 0.009464
000039.XSHE 1.652129 8.804445e-01 ... 0.067706 0.081841
000042.XSHE -0.556808 4.549161e-01 ... -0.016977 -0.002841
000046.XSHE 1.285659 -4.290094e-01 ... -0.004520 0.009615
000049.XSHE -0.108707 2.379449e-01 ... -0.067315 -0.053179
000050.XSHE -0.364532 6.299889e-01 ... -0.013318 0.000818
000060.XSHE 0.250596 3.942366e-01 ... 0.255837 0.269972
000061.XSHE 1.001339 -1.546652e+00 ... -0.034721 -0.020585
000063.XSHE 1.702754 4.658590e-02 ... 0.001016 0.015152
000066.XSHE -1.099539 -1.484926e+00 ... 0.019681 0.033816
000069.XSHE 1.937876 1.066639e+00 ... -0.045810 -0.031674
000078.XSHE -0.958862 2.171920e-01 ... -0.030747 -0.016611
000088.XSHE -0.112827 -5.257812e-01 ... -0.046765 -0.032630
000090.XSHE -0.887218 6.081516e-02 ... 0.027633 0.041769
000099.XSHE -1.195836 -6.019093e-01 ... 0.065764 0.079900
000100.XSHE 0.744266 1.010300e+00 ... -0.042707 -0.028571
000156.XSHE 1.339107 -6.194957e-01 ... 0.029107 0.043243
000157.XSHE 1.700030 1.659143e+00 ... -0.037392 -0.023256
000333.XSHE 1.340077 2.257425e-13 ... 0.057566 0.071702
000338.XSHE 1.432470 1.269948e+00 ... -0.003610 0.010526
000400.XSHE 1.134831 3.041489e-01 ... 0.043484 0.057620
... ... ... ... ... ...
601801.XSHG -0.071181 6.580094e-01 ... 0.070347 0.084483
601808.XSHG 1.910489 1.228162e+00 ... 0.051902 0.066038
601818.XSHG 0.773024 3.595421e-01 ... 0.016167 0.030303
601857.XSHG -2.033071 -4.537957e-01 ... -0.008372 0.005764
601866.XSHG 1.047807 -2.539323e+00 ... -0.009419 0.004717
601880.XSHG -0.058884 5.089767e-02 ... 0.175864 0.190000
601888.XSHG 1.544451 6.318213e-01 ... 0.057437 0.071573
601898.XSHG 1.990508 4.773812e-01 ... -0.016655 -0.002519
601899.XSHG 1.781106 8.269339e-01 ... -0.003879 0.010256
601901.XSHG 0.845737 -2.326045e-01 ... -0.041409 -0.027273
601908.XSHG -0.333816 -4.733614e-01 ... -0.039067 -0.024931
601918.XSHG -0.120587 -1.748979e+00 ... -0.038357 -0.024221
601928.XSHG 0.838335 2.772311e-01 ... 0.038951 0.053086
601929.XSHG 0.444680 -3.877949e-02 ... -0.010513 0.003623
601933.XSHG 1.330422 -8.812791e-01 ... 0.043103 0.057239
601939.XSHG -1.914192 -1.025644e+00 ... 0.005157 0.019293
601958.XSHG 1.084600 -3.900430e-01 ... 0.036459 0.050595
601965.XSHG -0.575853 -2.000717e-01 ... 0.018977 0.033113
601988.XSHG -1.157054 -6.353599e-01 ... 0.000218 0.014354
601989.XSHG 1.040573 1.633465e-01 ... 0.068433 0.082569
601991.XSHG 1.506369 1.192345e+00 ... -0.017300 -0.003165
601992.XSHG 1.693916 1.112551e+00 ... -0.014136 0.000000
601998.XSHG 0.526871 2.326573e-01 ... -0.008534 0.005602
601999.XSHG -1.633888 -3.984035e-01 ... 0.180752 0.194888
603000.XSHG 0.747344 -4.317351e-01 ... 0.031270 0.045405
603001.XSHG -0.074007 -4.584067e-01 ... 0.015964 0.030100
603077.XSHG -0.213517 -7.015838e-01 ... 0.029342 0.043478
603366.XSHG -1.191727 -3.441738e-01 ... 0.019955 0.034091
603766.XSHG -0.722758 5.926427e-01 ... 0.031766 0.045902
603993.XSHG 1.599343 4.643525e-01 ... 0.044117 0.058252
[800 rows x 47 columns],
Timestamp('2014-07-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.810283 3.573392e-01 ... 0.013109 0.086287
000002.XSHE 1.954068 9.792882e-01 ... 0.129969 0.203147
000006.XSHE -0.421058 1.017293e+00 ... -0.005103 0.068075
000009.XSHE 0.466752 3.043744e-01 ... -0.073178 0.000000
000012.XSHE 0.912752 1.105423e+00 ... -0.021418 0.051760
000021.XSHE -0.573810 -5.794263e-01 ... -0.050331 0.022847
000024.XSHE 1.574905 1.075864e+00 ... 0.102261 0.175439
000027.XSHE 0.202737 1.204660e+00 ... 0.008217 0.081395
000028.XSHE 0.331336 1.135418e-01 ... 0.069506 0.142684
000030.XSHE -0.583727 2.281966e-01 ... -0.021896 0.051282
000031.XSHE -0.469289 1.107887e+00 ... 0.501822 0.575000
000039.XSHE 1.744556 7.664516e-01 ... 0.035569 0.108747
000049.XSHE -0.306401 3.222019e-01 ... -0.154107 -0.080929
000050.XSHE -0.491439 6.776744e-01 ... 0.238097 0.311275
000060.XSHE 0.416296 1.709917e-01 ... 0.056974 0.130152
000061.XSHE 0.972565 -1.570563e+00 ... 0.026380 0.099558
000063.XSHE 1.702059 9.076555e-02 ... -0.044260 0.028918
000066.XSHE -1.137527 -1.476190e+00 ... 0.015607 0.088785
000069.XSHE 1.876490 1.065233e+00 ... 0.155794 0.228972
000078.XSHE -1.077467 2.687505e-01 ... 0.122768 0.195946
000088.XSHE -0.280552 -3.794728e-01 ... -0.071194 0.001984
000090.XSHE -0.954275 7.721315e-02 ... -0.084970 -0.011792
000099.XSHE -1.239584 -5.821257e-01 ... -0.058149 0.015029
000100.XSHE 0.883850 1.124440e+00 ... -0.009452 0.063725
000156.XSHE 1.305501 -5.663483e-01 ... -0.111174 -0.037997
000157.XSHE 1.661134 1.806353e+00 ... -0.009686 0.063492
000333.XSHE 1.573777 7.751785e-14 ... 0.062415 0.135593
000338.XSHE 1.352623 1.260444e+00 ... 0.080468 0.153646
000400.XSHE 1.132484 3.057619e-01 ... 0.044439 0.117617
000401.XSHE 0.529818 -1.569418e+00 ... -0.030303 0.042875
... ... ... ... ... ...
601857.XSHG -2.226772 -4.415308e-01 ... -0.013006 0.060172
601866.XSHG 0.968706 -2.501403e+00 ... 0.119310 0.192488
601880.XSHG 0.068238 -1.204610e-01 ... -0.073178 0.000000
601886.XSHG -0.719311 -9.707998e-01 ... -0.004154 0.069024
601888.XSHG 1.408216 3.292626e-01 ... -0.063726 0.009452
601898.XSHG 1.922780 3.725459e-01 ... 0.002580 0.075758
601899.XSHG 1.723440 8.106597e-01 ... 0.023269 0.096447
601901.XSHG 0.794540 -2.109987e-01 ... 0.033364 0.106542
601908.XSHG -0.483332 -4.329254e-01 ... -0.033405 0.039773
601918.XSHG -0.335703 -1.927533e+00 ... 0.345262 0.418440
601928.XSHG 0.807565 3.164846e-01 ... -0.077867 -0.004689
601929.XSHG 0.340045 4.472839e-02 ... -0.112889 -0.039711
601933.XSHG 1.419778 -9.426340e-01 ... 0.051026 0.124204
601939.XSHG -2.079482 -1.063886e+00 ... 0.008841 0.082019
601958.XSHG 1.013374 -4.497842e-01 ... 0.113791 0.186969
601965.XSHG -0.670872 -2.296081e-01 ... -0.053947 0.019231
601988.XSHG -1.082489 -5.735513e-01 ... -0.016574 0.056604
601989.XSHG 0.950330 1.858175e-01 ... -0.030805 0.042373
601991.XSHG 1.513409 1.154238e+00 ... 0.015711 0.088889
601992.XSHG 1.753106 1.086215e+00 ... 0.091001 0.164179
601998.XSHG 0.538035 2.234438e-01 ... 0.038243 0.111421
601999.XSHG -1.542148 -3.950915e-01 ... -0.121306 -0.048128
603000.XSHG 0.696647 -3.768343e-01 ... -0.218473 -0.145295
603001.XSHG -0.233463 -4.025378e-01 ... -0.030970 0.042208
603077.XSHG -0.309711 -8.044058e-01 ... -0.000261 0.072917
603366.XSHG -1.015762 -2.533136e-01 ... -0.046490 0.026688
603555.XSHG 0.257232 2.213142e-14 ... -0.158987 -0.085809
603699.XSHG 0.534954 3.350596e-14 ... -0.098583 -0.025405
603766.XSHG -0.807239 5.451006e-01 ... 0.230897 0.304075
603993.XSHG 1.547395 3.868585e-01 ... -0.004371 0.068807
[800 rows x 47 columns],
Timestamp('2014-08-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.797027 3.709162e-01 ... -0.065766 -0.038298
000002.XSHE 1.882954 9.588775e-01 ... -0.085732 -0.058264
000006.XSHE -0.453006 1.064423e+00 ... 0.078026 0.105495
000009.XSHE 0.571418 3.965989e-01 ... 0.534529 0.561997
000012.XSHE 0.905897 1.090908e+00 ... -0.005814 0.021654
000021.XSHE -0.552684 -6.333465e-01 ... 0.079061 0.106529
000024.XSHE 1.692019 1.077184e+00 ... -0.034102 -0.006633
000027.XSHE 0.241074 1.186673e+00 ... 0.063930 0.091398
000028.XSHE 0.418593 6.592998e-03 ... 0.009632 0.037100
000030.XSHE -0.642628 2.751256e-01 ... 0.003574 0.031042
000031.XSHE 0.030281 9.772490e-01 ... -0.021516 0.005952
000039.XSHE 1.811926 7.330322e-01 ... -0.046658 -0.019190
000049.XSHE -0.446853 4.525514e-01 ... 0.015310 0.042778
000050.XSHE -0.136674 4.114520e-01 ... 0.806800 0.834268
000060.XSHE 0.436549 1.694978e-01 ... -0.077372 -0.049904
000061.XSHE 1.013849 -1.636736e+00 ... -0.018414 0.009054
000063.XSHE 1.820297 6.647597e-02 ... 0.016050 0.043518
000066.XSHE -1.031636 -1.520560e+00 ... 0.345923 0.373391
000069.XSHE 2.051508 1.061785e+00 ... -0.076898 -0.049430
000078.XSHE -0.938029 1.086502e-01 ... -0.095265 -0.067797
000088.XSHE -0.402899 -3.648094e-01 ... 0.037878 0.065347
000090.XSHE -1.102357 2.730351e-01 ... 0.058451 0.085919
000099.XSHE -1.354376 -5.995248e-01 ... 0.040869 0.068337
000100.XSHE 0.929136 1.077025e+00 ... 0.041656 0.069124
000156.XSHE 1.306293 -6.198208e-01 ... 0.084561 0.112029
000157.XSHE 1.696838 1.833485e+00 ... -0.007568 0.019900
000333.XSHE 1.591771 -4.797204e-14 ... 0.007882 0.035350
000338.XSHE 1.431168 1.201198e+00 ... -0.011667 0.015801
000400.XSHE 1.193301 2.728286e-01 ... -0.096261 -0.068793
000401.XSHE 0.507649 -1.582053e+00 ... -0.019004 0.008464
... ... ... ... ... ...
601857.XSHG -2.401691 -4.556140e-01 ... -0.034225 -0.006757
601866.XSHG 1.095086 -2.586216e+00 ... 0.035524 0.062992
601880.XSHG -0.052831 -8.045245e-02 ... 0.056566 0.084034
601886.XSHG -0.702761 -9.889987e-01 ... -0.003846 0.023622
601888.XSHG 1.446618 3.459592e-01 ... 0.096127 0.123596
601898.XSHG 1.814156 4.512889e-01 ... -0.046247 -0.018779
601899.XSHG 1.655719 8.797507e-01 ... -0.036727 -0.009259
601901.XSHG 0.823418 -1.935757e-01 ... -0.039292 -0.011824
601908.XSHG -0.535011 -4.186148e-01 ... 0.095483 0.122951
601918.XSHG -0.043062 -1.841806e+00 ... -0.114968 -0.087500
601928.XSHG 0.832185 3.450049e-01 ... 0.171590 0.199058
601929.XSHG 0.323814 6.736608e-02 ... 0.079675 0.107143
601933.XSHG 1.494184 -1.038426e+00 ... -0.030301 -0.002833
601939.XSHG -1.957260 -1.056500e+00 ... -0.062453 -0.034985
601958.XSHG 1.105465 -4.380063e-01 ... -0.027468 0.000000
601965.XSHG -0.775127 -1.477038e-01 ... 0.006494 0.033962
601988.XSHG -1.113286 -6.191086e-01 ... -0.045325 -0.017857
601989.XSHG 0.887165 2.106487e-01 ... 0.015215 0.042683
601991.XSHG 1.517733 1.131031e+00 ... -0.007060 0.020408
601992.XSHG 1.873797 1.066417e+00 ... -0.033878 -0.006410
601998.XSHG 0.538368 2.368652e-01 ... -0.065062 -0.037594
601999.XSHG -1.594881 -4.292436e-01 ... 0.292757 0.320225
603000.XSHG 0.526189 -3.501800e-01 ... 0.411128 0.438596
603001.XSHG -0.243669 -3.678751e-01 ... 0.034058 0.061526
603077.XSHG -0.335711 -8.388327e-01 ... 0.108454 0.135922
603366.XSHG -1.036060 -2.173621e-01 ... 0.003113 0.030581
603555.XSHG 0.067814 -2.394576e-14 ... 0.005925 0.033394
603699.XSHG 0.440058 -2.182173e-14 ... 0.002482 0.029950
603766.XSHG -0.565994 1.474560e-01 ... 0.104744 0.132212
603993.XSHG 1.504257 4.272477e-01 ... -0.010301 0.017167
[800 rows x 47 columns],
Timestamp('2014-09-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.851670 4.009215e-01 ... -0.071126 -0.002950
000002.XSHE 1.951609 1.010923e+00 ... -0.039135 0.029040
000006.XSHE -0.397850 1.906227e-01 ... 0.041168 0.109344
000009.XSHE 1.072191 2.187146e-01 ... -0.019722 0.048454
000012.XSHE 0.826833 1.152849e+00 ... -0.000738 0.067437
000021.XSHE -0.550822 -3.604116e-01 ... -0.054201 0.013975
000024.XSHE 1.573918 1.132332e+00 ... -0.033117 0.035058
000027.XSHE 0.267447 1.167783e+00 ... 0.027883 0.096059
000028.XSHE 0.421644 5.719553e-02 ... -0.005829 0.062347
000030.XSHE -0.696367 4.315228e-01 ... 0.095265 0.163441
000031.XSHE -0.051335 1.170239e+00 ... 0.000858 0.069034
000039.XSHE 1.671605 1.412042e+00 ... -0.007306 0.060870
000049.XSHE -0.555335 5.332655e-01 ... -0.043935 0.024241
000050.XSHE 0.518295 8.605505e-03 ... -0.236654 -0.168478
000060.XSHE 0.302215 4.007108e-01 ... -0.068176 0.000000
000061.XSHE 0.928878 -1.387752e+00 ... 0.292742 0.360917
000063.XSHE 1.877924 2.707222e-01 ... 0.002198 0.070374
000066.XSHE -0.724767 -1.528288e+00 ... -0.066613 0.001562
000069.XSHE 1.872984 1.118299e+00 ... -0.040176 0.028000
000078.XSHE -1.070503 1.667292e-01 ... 0.137885 0.206061
000088.XSHE -0.420434 -2.509188e-01 ... 0.138144 0.206320
000090.XSHE -1.066077 3.121270e-01 ... -0.039604 0.028571
000099.XSHE -1.340759 -4.831720e-01 ... 0.294298 0.362473
000100.XSHE 0.924784 1.067529e+00 ... -0.020762 0.047414
000156.XSHE 1.215259 -5.682615e-01 ... -0.066561 0.001614
000157.XSHE 1.566091 5.017154e-01 ... 0.000117 0.068293
000333.XSHE 1.641733 9.473747e-01 ... -0.154670 -0.086495
000338.XSHE 1.323050 1.223341e+00 ... -0.065954 0.002222
000400.XSHE 0.998440 5.200893e-01 ... -0.057413 0.010763
000401.XSHE 0.399981 -1.512101e+00 ... 0.000170 0.068345
... ... ... ... ... ...
601857.XSHG -2.539805 -4.819923e-01 ... -0.061373 0.006803
601866.XSHG 1.054798 -2.491052e+00 ... 0.109602 0.177778
601880.XSHG -0.077266 -1.128187e-01 ... 0.141127 0.209302
601886.XSHG -0.748275 -9.128060e-01 ... 0.088747 0.156923
601888.XSHG 1.413032 2.523443e-01 ... -0.042065 0.026111
601898.XSHG 1.946266 -1.560452e-02 ... 0.029910 0.098086
601899.XSHG 1.750373 1.048616e+00 ... 0.001918 0.070093
601901.XSHG 1.041906 -3.690342e-01 ... -0.020312 0.047863
601908.XSHG -0.454560 -4.120882e-01 ... 0.189732 0.257908
601918.XSHG -0.191015 -1.807727e+00 ... 0.172920 0.241096
601928.XSHG 0.850086 3.059736e-01 ... -0.089787 -0.021611
601929.XSHG 0.245273 1.930283e-01 ... 0.015016 0.083192
601933.XSHG 1.386728 -7.799085e-01 ... -0.025562 0.042614
601939.XSHG -2.001922 -1.137750e+00 ... -0.047028 0.021148
601958.XSHG 1.032159 -3.829794e-01 ... -0.051469 0.016706
601965.XSHG -0.824024 -1.320691e-01 ... 0.004817 0.072993
601988.XSHG -1.165278 -6.866274e-01 ... -0.054539 0.013636
601989.XSHG 0.903540 2.003105e-01 ... 0.226171 0.294347
601991.XSHG 1.587117 1.109149e+00 ... -0.008176 0.060000
601992.XSHG 1.745083 1.126498e+00 ... -0.013337 0.054839
601998.XSHG 0.583872 2.565234e-01 ... -0.000467 0.067708
601999.XSHG -1.410877 -3.801454e-01 ... 0.041399 0.109574
603000.XSHG 0.795028 -4.371345e-01 ... -0.057242 0.010934
603001.XSHG -0.246222 -4.540597e-01 ... -0.004346 0.063830
603077.XSHG -0.223616 1.551147e+00 ... 0.222423 0.290598
603366.XSHG -1.068302 -1.753439e-01 ... 0.065355 0.133531
603555.XSHG 0.025112 -1.243333e-13 ... -0.005294 0.062882
603699.XSHG 0.381607 -8.522423e-14 ... -0.035327 0.032849
603766.XSHG -0.490965 9.707257e-02 ... 0.197217 0.265393
603993.XSHG 1.448380 6.655018e-01 ... -0.063956 0.004219
[800 rows x 47 columns],
Timestamp('2014-10-08 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.875177 4.277548e-01 ... 0.071061 0.082840
000002.XSHE 1.915935 1.009758e+00 ... -0.026503 -0.014724
000006.XSHE -0.408041 1.762755e-01 ... 0.027647 0.039427
000009.XSHE 0.998895 2.901046e-01 ... -0.075693 -0.063913
000012.XSHE 0.801562 1.143602e+00 ... -0.024415 -0.012635
000021.XSHE -0.703592 -3.219133e-01 ... 0.015786 0.027565
000024.XSHE 1.497521 1.138454e+00 ... 0.031769 0.043548
000027.XSHE 0.252439 1.198122e+00 ... -0.009532 0.002247
000028.XSHE 0.359328 1.083686e-01 ... -0.095289 -0.083510
000030.XSHE -0.608298 2.805842e-01 ... -0.041354 -0.029575
000031.XSHE -0.109693 1.178432e+00 ... -0.043145 -0.031365
000039.XSHE 1.579218 1.493932e+00 ... 0.103658 0.115437
000049.XSHE -0.625438 5.816315e-01 ... -0.070557 -0.058778
000050.XSHE 1.106123 -2.582560e-01 ... -0.072645 -0.060866
000060.XSHE 0.204725 4.710932e-01 ... -0.011779 0.000000
000061.XSHE 1.231695 -1.469530e+00 ... -0.162695 -0.150916
000063.XSHE 1.820044 3.432477e-01 ... -0.019085 -0.007305
000066.XSHE -0.897356 -1.487717e+00 ... 0.098985 0.110764
000069.XSHE 1.790915 1.123998e+00 ... -0.023453 -0.011673
000078.XSHE -0.974627 7.903349e-02 ... 0.030934 0.042714
000088.XSHE -0.372439 -2.837529e-01 ... 0.170039 0.181818
000090.XSHE -1.192303 4.585533e-01 ... -0.011779 0.000000
000099.XSHE -1.059919 -6.536529e-01 ... 0.140020 0.151800
000100.XSHE 0.891764 1.039894e+00 ... 0.210443 0.222222
000156.XSHE 1.170950 -5.772841e-01 ... -0.109458 -0.097679
000157.XSHE 1.475623 5.536964e-01 ... -0.023195 -0.011416
000333.XSHE 1.676955 9.325052e-01 ... 0.013968 0.025748
000338.XSHE 1.237307 1.195051e+00 ... -0.025083 -0.013304
000400.XSHE 0.873471 6.336098e-01 ... -0.031625 -0.019845
000401.XSHE 0.367657 -1.510512e+00 ... -0.006168 0.005612
... ... ... ... ... ...
601857.XSHG -2.556462 -5.361759e-01 ... -0.010428 0.001351
601866.XSHG 1.080793 -2.351553e+00 ... 0.047969 0.059748
601880.XSHG -0.020533 -1.652836e-01 ... 0.212580 0.224359
601886.XSHG -0.724464 -9.097543e-01 ... -0.026407 -0.014628
601888.XSHG 1.439959 2.701754e-01 ... -0.055634 -0.043855
601898.XSHG 1.922828 -3.525655e-02 ... 0.005650 0.017429
601899.XSHG 1.758191 1.059717e+00 ... 0.062456 0.074236
601901.XSHG 1.003173 -3.253398e-01 ... 0.011059 0.022838
601908.XSHG -0.296059 -4.583430e-01 ... 0.067524 0.079304
601918.XSHG -0.019828 -1.788521e+00 ... -0.016194 -0.004415
601928.XSHG 0.768974 4.066156e-01 ... -0.011779 0.000000
601929.XSHG 0.292045 1.705297e-01 ... -0.096419 -0.084639
601933.XSHG 1.334288 -7.335733e-01 ... 0.018193 0.029973
601939.XSHG -2.090873 -1.197264e+00 ... 0.000055 0.011834
601958.XSHG 0.970840 -3.911811e-01 ... -0.061075 -0.049296
601965.XSHG -0.850173 -1.258730e-01 ... -0.033321 -0.021542
601988.XSHG -1.204342 -7.115582e-01 ... 0.019611 0.031390
601989.XSHG 0.743858 1.012201e-01 ... -0.069008 -0.057229
601991.XSHG 1.548880 1.135091e+00 ... 0.036738 0.048518
601992.XSHG 1.712492 1.115381e+00 ... 0.067731 0.079511
601998.XSHG 0.557166 2.535247e-01 ... 0.046757 0.058537
601999.XSHG -1.354137 -4.163089e-01 ... -0.011779 0.000000
603000.XSHG 0.756035 -4.389940e-01 ... -0.081247 -0.069468
603001.XSHG -0.323776 -3.724619e-01 ... -0.017297 -0.005517
603077.XSHG 0.013152 1.145992e+00 ... 0.001466 0.013245
603366.XSHG -1.019005 -2.557166e-01 ... 0.048430 0.060209
603555.XSHG -0.050121 -1.038526e-13 ... 0.066281 0.078061
603699.XSHG 0.230608 8.708823e-14 ... 0.071641 0.083420
603766.XSHG -0.276641 -1.802850e-01 ... -0.026880 -0.015101
603993.XSHG 1.373746 7.600957e-01 ... -0.041191 -0.029412
[800 rows x 47 columns],
Timestamp('2014-11-03 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.829918 0.447785 ... 0.000326 0.096995
000002.XSHE 1.893118 1.067100 ... 0.047790 0.144458
000006.XSHE -0.387721 0.477909 ... -0.024255 0.072414
000009.XSHE 0.898118 -0.014402 ... -0.097719 -0.001050
000012.XSHE 0.719615 1.238085 ... -0.043652 0.053016
000021.XSHE -0.676798 -0.065942 ... 0.108994 0.205663
000024.XSHE 1.532564 1.196314 ... 0.180766 0.277434
000027.XSHE 0.239757 1.144814 ... 0.132031 0.228700
000028.XSHE 0.247540 0.211593 ... -0.163013 -0.066345
000030.XSHE -0.676932 0.376072 ... -0.083335 0.013333
000031.XSHE -0.187100 1.198102 ... 0.168093 0.264762
000039.XSHE 1.709408 1.355780 ... -0.070337 0.026332
000049.XSHE -0.678855 0.667298 ... -0.127340 -0.030671
000050.XSHE 1.065160 -0.308576 ... -0.154085 -0.057416
000060.XSHE 0.222368 0.999357 ... -0.015861 0.080808
000061.XSHE 0.985815 -1.317617 ... -0.118239 -0.021570
000063.XSHE 1.850405 0.539237 ... -0.071321 0.025348
000066.XSHE -0.761876 -1.523766 ... -0.199197 -0.102528
000069.XSHE 1.757733 1.184615 ... 0.037190 0.133858
000078.XSHE -0.916494 -0.012485 ... -0.140042 -0.043373
000088.XSHE -0.254599 -0.300046 ... -0.021049 0.075619
000090.XSHE -1.232523 0.866542 ... 0.452477 0.549145
000099.XSHE -0.979189 -0.504359 ... -0.106180 -0.009511
000100.XSHE 1.127040 1.191936 ... -0.083201 0.013468
000156.XSHE 1.044991 -0.518522 ... -0.088452 0.008217
000157.XSHE 1.449032 -0.098569 ... -0.025075 0.071594
000333.XSHE 1.625734 1.086156 ... 0.024789 0.121457
000338.XSHE 1.197683 1.245765 ... 0.011196 0.107865
000400.XSHE 0.872986 0.850605 ... -0.133706 -0.037037
000401.XSHE 0.309953 -1.938811 ... 0.046188 0.142857
... ... ... ... ... ...
601857.XSHG -2.450775 -0.519766 ... -0.052134 0.044534
601866.XSHG 1.053701 -1.602810 ... -0.022485 0.074184
601880.XSHG 0.146244 -0.351667 ... -0.096669 0.000000
601886.XSHG -0.771257 -0.767787 ... -0.076426 0.020243
601888.XSHG 1.376693 0.334278 ... 0.001293 0.097961
601898.XSHG 1.913414 -0.205855 ... 0.074637 0.171306
601899.XSHG 1.759536 0.891431 ... -0.043823 0.052846
601901.XSHG 0.959146 -0.313357 ... 0.459950 0.556619
601908.XSHG -0.169568 -0.442991 ... 0.050285 0.146953
601918.XSHG -0.032556 -1.705009 ... 0.147234 0.243902
601928.XSHG 0.776706 0.442214 ... -0.096669 0.000000
601929.XSHG 0.173164 0.330287 ... -0.130915 -0.034247
601933.XSHG 1.351495 -0.653102 ... -0.138997 -0.042328
601939.XSHG -2.067188 -1.258545 ... 0.061226 0.157895
601958.XSHG 0.924560 -0.340399 ... 0.077405 0.174074
601965.XSHG -0.909191 0.222052 ... -0.162717 -0.066049
601988.XSHG -1.244305 -0.773886 ... 0.120723 0.217391
601989.XSHG 0.736358 0.339471 ... -0.098266 -0.001597
601991.XSHG 1.519340 1.074180 ... -0.019548 0.077121
601992.XSHG 1.762127 1.203169 ... 0.158289 0.254958
601998.XSHG 0.510932 0.259909 ... 0.200566 0.297235
601999.XSHG -1.361173 -0.409704 ... 0.090292 0.186961
603000.XSHG 0.665667 -0.333248 ... -0.161488 -0.064819
603001.XSHG -0.352257 -0.305494 ... -0.009984 0.086685
603077.XSHG 0.021236 1.133630 ... 0.020978 0.117647
603366.XSHG -0.987750 -0.185791 ... -0.095434 0.001235
603555.XSHG 0.039065 0.070469 ... -0.117248 -0.020579
603699.XSHG 0.319903 0.052340 ... -0.101000 -0.004331
603766.XSHG -0.321276 -0.153676 ... -0.100076 -0.003407
603993.XSHG 1.364217 0.875049 ... 0.180388 0.277056
[800 rows x 47 columns],
Timestamp('2014-12-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.872070 0.466624 ... 0.094087 0.313823
000002.XSHE 1.803194 1.142543 ... 0.180699 0.400435
000006.XSHE -0.447052 0.551825 ... -0.163467 0.056270
000009.XSHE 0.797998 0.026029 ... -0.223943 -0.004206
000012.XSHE 0.680994 1.243884 ... -0.113834 0.105903
000021.XSHE -0.467215 -0.151928 ... -0.321096 -0.101360
000024.XSHE 1.619745 1.264820 ... 0.468709 0.688445
000027.XSHE 0.383714 1.142380 ... 0.061285 0.281022
000028.XSHE 0.142432 0.329870 ... -0.151826 0.067911
000030.XSHE -0.681203 0.441084 ... -0.170864 0.048872
000031.XSHE -0.030257 0.823424 ... 0.153757 0.373494
000039.XSHE 1.626026 1.445106 ... 0.030263 0.250000
000049.XSHE -0.663519 0.732956 ... -0.360558 -0.140821
000050.XSHE 0.979689 -0.331594 ... -0.334181 -0.114444
000060.XSHE 0.234119 1.001868 ... 0.036338 0.256075
000061.XSHE 0.872045 -1.346406 ... -0.052188 0.167549
000063.XSHE 1.816599 0.583440 ... 0.011523 0.231260
000066.XSHE -0.950477 -1.493466 ... -0.280770 -0.061033
000069.XSHE 1.682140 1.261223 ... 0.165680 0.385417
000078.XSHE -0.945103 0.037077 ... -0.239888 -0.020151
000088.XSHE -0.242899 -0.281763 ... -0.014888 0.204848
000090.XSHE -0.753110 0.133063 ... -0.135599 0.084138
000099.XSHE -1.050844 -0.415606 ... -0.269119 -0.049383
000100.XSHE 1.077793 1.138138 ... -0.027046 0.192691
000156.XSHE 0.999512 -0.559079 ... -0.370693 -0.150957
000157.XSHE 1.430082 -0.132598 ... 0.138022 0.357759
000333.XSHE 1.696952 1.028620 ... 0.060408 0.280144
000338.XSHE 1.238723 1.193619 ... 0.082495 0.302231
000400.XSHE 0.783809 0.997951 ... -0.175634 0.044103
000401.XSHE 0.397747 -1.944665 ... 0.080068 0.299805
... ... ... ... ... ...
601857.XSHG -2.191287 -0.270815 ... 0.236336 0.456072
601866.XSHG 1.010566 -1.587452 ... 0.194628 0.414365
601880.XSHG 0.044668 -0.254905 ... -0.183087 0.036649
601886.XSHG -0.813828 -0.718688 ... -0.139049 0.080688
601888.XSHG 1.387681 0.282618 ... -0.075848 0.143889
601898.XSHG 1.879440 -0.263453 ... 0.142238 0.361974
601899.XSHG 1.784497 0.942454 ... 0.085283 0.305019
601901.XSHG 0.802785 -0.428380 ... 0.147067 0.366803
601908.XSHG 0.015771 -0.520882 ... -0.361924 -0.142188
601918.XSHG 0.147697 -1.654320 ... -0.098525 0.121212
601928.XSHG 0.717834 0.492936 ... -0.187608 0.032129
601929.XSHG 0.102162 0.399096 ... -0.207325 0.012411
601933.XSHG 1.198943 -0.586447 ... -0.040179 0.179558
601939.XSHG -2.159232 -1.276503 ... 0.224708 0.444444
601958.XSHG 1.016826 -0.362467 ... -0.145078 0.074658
601965.XSHG -1.015187 0.448651 ... -0.242069 -0.022333
601988.XSHG -1.445145 -0.865873 ... 0.087406 0.307143
601989.XSHG 0.916456 0.319732 ... 0.279463 0.499200
601991.XSHG 1.511953 1.079473 ... 0.331576 0.551313
601992.XSHG 1.904294 0.912459 ... -0.066238 0.153499
601998.XSHG 0.428029 0.211282 ... 0.078665 0.298401
601999.XSHG -1.091891 -0.511856 ... -0.386134 -0.166397
603000.XSHG 0.534958 -0.320926 ... -0.232165 -0.012428
603001.XSHG -0.277736 -0.382096 ... -0.197401 0.022336
603077.XSHG 0.132892 1.008461 ... -0.342544 -0.122807
603366.XSHG -0.975054 -0.141909 ... -0.271525 -0.051788
603555.XSHG -0.043912 0.144922 ... 0.007501 0.227237
603699.XSHG 0.247785 0.098547 ... -0.318335 -0.098598
603766.XSHG -0.361845 -0.095292 ... -0.382130 -0.162393
603993.XSHG 1.541356 0.635393 ... -0.172279 0.047458
[800 rows x 47 columns],
Timestamp('2015-01-05 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.784120 3.715668e-01 ... -0.097874 -0.148815
000002.XSHE 1.627209 1.281359e+00 ... -0.085034 -0.135975
000006.XSHE -0.633991 6.336636e-01 ... -0.043427 -0.094368
000009.XSHE 0.709517 6.800232e-02 ... 0.040381 -0.010560
000012.XSHE 0.407387 1.445091e+00 ... 0.036812 -0.014129
000021.XSHE -0.517124 -4.938163e-02 ... 0.199497 0.148556
000024.XSHE 1.799691 3.125547e-01 ... -0.012119 -0.063060
000027.XSHE 0.451785 1.169966e+00 ... -0.047350 -0.098291
000028.XSHE 0.238143 2.850364e-01 ... 0.084632 0.033691
000030.XSHE -0.620197 4.716517e-01 ... 0.083199 0.032258
000031.XSHE 0.096624 3.030729e-01 ... -0.040068 -0.091009
000039.XSHE 1.674376 1.152038e+00 ... -0.091302 -0.142243
000049.XSHE -0.760330 1.078607e+00 ... 0.232759 0.181818
000050.XSHE 0.846200 -3.239437e-01 ... 0.125459 0.074518
000060.XSHE 0.315692 7.708945e-01 ... 0.027132 -0.023810
000061.XSHE 0.788644 -1.425796e+00 ... -0.025343 -0.076284
000062.XSHE -0.223794 9.786886e-01 ... 0.191814 0.140873
000063.XSHE 1.889308 3.936634e-01 ... 0.032806 -0.018135
000066.XSHE -0.918725 -1.536304e+00 ... 0.317608 0.266667
000069.XSHE 1.726135 1.292791e+00 ... -0.034272 -0.085213
000078.XSHE -0.904466 7.002858e-02 ... 0.053512 0.002571
000088.XSHE -0.215303 -2.606395e-01 ... -0.059723 -0.110664
000090.XSHE -0.890766 1.328090e-01 ... 0.175623 0.124682
000099.XSHE -1.285864 -1.627060e-01 ... -0.008222 -0.059163
000100.XSHE 1.191090 1.173009e+00 ... -0.001984 -0.052925
000156.XSHE 0.710137 -5.340202e-01 ... 0.169889 0.118948
000157.XSHE 1.587500 -3.553500e-01 ... -0.103027 -0.153968
000333.XSHE 1.769835 1.088608e+00 ... 0.017664 -0.033277
000338.XSHE 1.476199 1.247203e+00 ... -0.064324 -0.115265
000400.XSHE 0.641888 1.006047e+00 ... 0.181589 0.130648
... ... ... ... ... ...
601880.XSHG -0.128894 -7.024888e-02 ... 0.146901 0.095960
601886.XSHG -0.938135 -5.249442e-01 ... 0.008101 -0.042840
601888.XSHG 1.210229 2.903587e-01 ... 0.047334 -0.003607
601898.XSHG 1.670158 -4.714470e-01 ... -0.146374 -0.197315
601899.XSHG 1.697905 6.808736e-01 ... 0.030231 -0.020710
601901.XSHG 0.712113 -3.579018e-01 ... -0.092237 -0.143178
601908.XSHG -0.339927 -5.789637e-01 ... 0.118336 0.067395
601928.XSHG 0.683160 5.359485e-01 ... 0.096661 0.045720
601929.XSHG 0.072328 4.495077e-01 ... 0.043936 -0.007005
601933.XSHG 1.111397 -6.943835e-01 ... -0.000581 -0.051522
601939.XSHG -2.120220 -1.114320e+00 ... -0.129129 -0.180070
601958.XSHG 0.862339 -4.131412e-01 ... -0.033208 -0.084149
601965.XSHG -1.027493 6.515807e-01 ... 0.124545 0.073604
601988.XSHG -1.268124 -6.783800e-01 ... -0.014633 -0.065574
601989.XSHG 0.852281 1.501380e-01 ... -0.032303 -0.083244
601992.XSHG 1.628664 8.888881e-01 ... -0.044949 -0.095890
601998.XSHG 0.410983 1.806669e-01 ... -0.131001 -0.181943
601999.XSHG -1.315869 -4.990510e-01 ... 0.177879 0.126938
603000.XSHG 0.452658 -3.348350e-01 ... 0.139518 0.088577
603001.XSHG -0.357158 -3.590533e-01 ... -0.008360 -0.059301
603005.XSHG -0.288561 -1.414130e-01 ... 0.416462 0.365521
603077.XSHG -0.131653 1.476996e+00 ... 0.077608 0.026667
603288.XSHG 1.629880 1.019357e-01 ... 0.152363 0.101422
603328.XSHG 0.021249 -1.104117e-13 ... 0.046992 -0.003949
603366.XSHG -1.052878 2.019452e-02 ... 0.084751 0.033810
603369.XSHG -0.174186 2.218118e-14 ... 0.003191 -0.047750
603555.XSHG 0.100001 -5.876444e-02 ... 0.492920 0.441978
603699.XSHG -0.052999 3.196588e-01 ... 0.047188 -0.003753
603766.XSHG -0.604592 3.462544e-01 ... 0.071349 0.020408
603993.XSHG 1.336456 6.897776e-01 ... 0.212753 0.161812
[800 rows x 47 columns],
Timestamp('2015-02-02 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 8.565482e-01 3.723807e-01 ... -0.050354 0.028953
000002.XSHE 1.742829e+00 1.181001e+00 ... -0.088300 -0.008993
000006.XSHE -7.416831e-01 9.296969e-01 ... -0.042332 0.036975
000009.XSHE 6.546629e-01 8.808849e-02 ... 0.127737 0.207044
000012.XSHE 4.727579e-01 1.331187e+00 ... -0.052237 0.027070
000021.XSHE -5.820598e-01 -2.957807e-03 ... 0.012909 0.092216
000024.XSHE 1.846319e+00 4.886447e-01 ... -0.117930 -0.038623
000027.XSHE 3.392716e-01 1.194516e+00 ... -0.027174 0.052133
000028.XSHE 1.998005e-01 2.992151e-01 ... -0.086233 -0.006926
000030.XSHE -6.241651e-01 4.964861e-01 ... -0.030696 0.048611
000031.XSHE -8.424914e-04 5.487594e-01 ... -0.018993 0.060314
000039.XSHE 1.502990e+00 1.613326e+00 ... -0.028111 0.051196
000049.XSHE -6.627536e-01 8.637797e-01 ... -0.007999 0.071308
000050.XSHE 8.264176e-01 -3.016582e-01 ... -0.000257 0.079049
000060.XSHE 3.071460e-01 8.099049e-01 ... -0.010709 0.068598
000061.XSHE 6.945247e-01 -1.411559e+00 ... 0.017177 0.096484
000062.XSHE -5.152551e-02 6.641646e-01 ... 0.369389 0.448696
000063.XSHE 1.764171e+00 5.149245e-01 ... 0.016339 0.095646
000066.XSHE -8.597027e-01 -1.384869e+00 ... 0.182535 0.261842
000069.XSHE 1.642797e+00 1.275366e+00 ... -0.079307 0.000000
000078.XSHE -9.905089e-01 1.293980e-01 ... -0.012640 0.066667
000088.XSHE -3.306878e-01 -1.557369e-01 ... 0.013453 0.092760
000090.XSHE -7.179520e-01 -5.438767e-02 ... -0.092882 -0.013575
000099.XSHE -1.337086e+00 -1.113904e-01 ... -0.045565 0.033742
000100.XSHE 1.037623e+00 1.161020e+00 ... 0.288340 0.367647
000156.XSHE 7.355095e-01 -5.177787e-01 ... 0.304878 0.384185
000157.XSHE 1.398183e+00 -1.674777e-01 ... -0.026774 0.052533
000166.XSHE -4.001984e-14 5.881221e-14 ... -0.058455 0.020852
000333.XSHE 1.748657e+00 1.065691e+00 ... 0.009958 0.089265
000338.XSHE 1.286423e+00 1.210073e+00 ... -0.030011 0.049296
... ... ... ... ... ...
601880.XSHG 1.822536e-02 -1.916070e-01 ... -0.024007 0.055300
601886.XSHG -1.010578e+00 -5.280156e-01 ... -0.007696 0.071611
601888.XSHG 1.165364e+00 3.284946e-01 ... 0.009381 0.088688
601898.XSHG 1.959334e+00 -4.434673e-01 ... -0.030812 0.048495
601899.XSHG 1.797413e+00 7.021049e-01 ... -0.061180 0.018127
601901.XSHG 8.927532e-01 -3.634294e-01 ... 0.076424 0.155731
601908.XSHG -3.350723e-01 -5.424690e-01 ... 0.099874 0.179181
601928.XSHG 6.240704e-01 5.571752e-01 ... -0.005819 0.073488
601929.XSHG -5.532706e-02 5.512226e-01 ... 0.114697 0.194004
601933.XSHG 1.053320e+00 -6.366819e-01 ... -0.010171 0.069136
601939.XSHG -2.016787e+00 -1.029919e+00 ... -0.068646 0.010661
601958.XSHG 7.777544e-01 -4.110446e-01 ... 0.025394 0.104701
601965.XSHG -9.838035e-01 5.793963e-01 ... 0.037714 0.117021
601988.XSHG -1.519629e+00 -7.872862e-01 ... -0.085155 -0.005848
601989.XSHG 8.311422e-01 2.035774e-01 ... -0.044383 0.034924
601992.XSHG 1.591010e+00 1.210705e+00 ... -0.068484 0.010823
601998.XSHG 4.994582e-01 1.981069e-01 ... -0.024123 0.055184
601999.XSHG -1.284862e+00 -4.805823e-01 ... 0.108139 0.187446
603000.XSHG 4.440253e-01 -3.171300e-01 ... 0.162578 0.241885
603001.XSHG -4.977496e-01 -2.147659e-01 ... -0.008305 0.071002
603005.XSHG -1.674664e-03 -2.835475e-01 ... 0.018435 0.097742
603077.XSHG -1.482510e-01 1.480696e+00 ... -0.001385 0.077922
603288.XSHG 1.755795e+00 -8.989520e-02 ... -0.014333 0.064974
603328.XSHG -9.858944e-02 6.947861e-14 ... -0.027771 0.051536
603366.XSHG -1.102454e+00 7.635363e-02 ... 0.007486 0.086792
603369.XSHG -2.233669e-01 9.530325e-14 ... -0.069664 0.009643
603555.XSHG 5.153765e-01 -4.313054e-01 ... -0.001471 0.077836
603699.XSHG -4.475246e-02 3.776160e-01 ... -0.028177 0.051130
603766.XSHG -6.228337e-01 3.974519e-01 ... -0.001307 0.078000
603993.XSHG 1.538006e+00 4.808568e-01 ... 0.065540 0.144847
[800 rows x 47 columns],
Timestamp('2015-03-02 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 8.865819e-01 3.899755e-01 ... -0.025121 0.137446
000002.XSHE 1.815617e+00 1.141552e+00 ... -0.088157 0.074410
000006.XSHE -7.544859e-01 1.028519e+00 ... 0.176169 0.338736
000009.XSHE 7.211511e-01 1.885504e-02 ... -0.015794 0.146773
000012.XSHE 4.307236e-01 1.307354e+00 ... 0.014177 0.176744
000021.XSHE -6.829909e-01 3.462595e-02 ... 0.081951 0.244518
000024.XSHE 1.693070e+00 7.639284e-01 ... 0.113885 0.276452
000027.XSHE 2.749455e-01 1.200352e+00 ... 0.088184 0.250751
000028.XSHE 1.133146e-01 3.912951e-01 ... 0.127895 0.290462
000030.XSHE -6.628208e-01 5.984353e-01 ... 0.051009 0.213576
000031.XSHE 1.332290e-03 5.733491e-01 ... -0.034012 0.128555
000039.XSHE 1.435629e+00 1.692602e+00 ... -0.018575 0.143992
000049.XSHE -6.706381e-01 8.728508e-01 ... -0.076351 0.086216
000050.XSHE 7.973141e-01 1.004378e-01 ... 0.030692 0.193258
000060.XSHE 2.985659e-01 8.351661e-01 ... 0.040001 0.202568
000061.XSHE 6.418800e-01 -1.341456e+00 ... -0.049964 0.112603
000062.XSHE 2.630276e-01 1.183269e-01 ... -0.102143 0.060424
000063.XSHE 1.681679e+00 5.545973e-01 ... -0.053596 0.108970
000066.XSHE -7.702640e-01 -1.347524e+00 ... 0.665379 0.827946
000069.XSHE 1.538714e+00 1.237372e+00 ... 0.060721 0.223288
000078.XSHE -9.626529e-01 1.060942e-01 ... 0.178779 0.341346
000088.XSHE -3.202854e-01 -1.682291e-01 ... -0.021780 0.140787
000090.XSHE -7.966583e-01 9.245883e-02 ... -0.018071 0.144495
000099.XSHE -1.377830e+00 -5.616366e-02 ... 0.097077 0.259644
000100.XSHE 1.537606e+00 9.732787e-01 ... 0.050336 0.212903
000156.XSHE 9.499221e-01 -5.841434e-01 ... 0.119029 0.281595
000157.XSHE 1.335532e+00 -1.512904e-01 ... 0.012121 0.174688
000166.XSHE -8.449537e-14 -1.884456e-13 ... -0.065764 0.096803
000333.XSHE 1.713396e+00 1.105583e+00 ... -0.076332 0.086235
000338.XSHE 1.208840e+00 1.215141e+00 ... 0.011930 0.174497
... ... ... ... ... ...
601880.XSHG -2.340819e-02 -1.639881e-01 ... 0.108176 0.270742
601886.XSHG -1.049286e+00 -4.268821e-01 ... 0.135763 0.298329
601888.XSHG 1.160370e+00 2.960479e-01 ... -0.141370 0.021197
601898.XSHG 1.932703e+00 -3.805889e-01 ... -0.070063 0.092504
601899.XSHG 1.794200e+00 8.009085e-01 ... 0.036246 0.198813
601901.XSHG 8.731369e-01 -4.081469e-01 ... -0.086110 0.076457
601908.XSHG -2.506140e-01 -5.699158e-01 ... 0.060299 0.222865
601928.XSHG 5.339914e-01 6.063806e-01 ... 0.053204 0.215771
601929.XSHG 3.104606e-03 4.504850e-01 ... -0.107914 0.054653
601933.XSHG 9.599773e-01 -5.418532e-01 ... 0.109951 0.272517
601939.XSHG -2.033206e+00 -1.065580e+00 ... -0.090837 0.071730
601958.XSHG 7.982105e-01 -4.187179e-01 ... -0.058118 0.104449
601965.XSHG -9.344371e-01 5.285065e-01 ... 0.085052 0.247619
601988.XSHG -1.502720e+00 -8.011255e-01 ... -0.089037 0.073529
601989.XSHG 9.044009e-01 1.611276e-01 ... -0.030958 0.131609
601992.XSHG 1.504758e+00 1.276633e+00 ... 0.013022 0.175589
601998.XSHG 4.974532e-01 1.959893e-01 ... -0.110269 0.052298
601999.XSHG -1.206908e+00 -4.830083e-01 ... -0.151705 0.010862
603000.XSHG 5.373598e-01 -3.647672e-01 ... -0.105281 0.057286
603001.XSHG -5.129998e-01 -1.767673e-01 ... 0.075971 0.238538
603005.XSHG 8.339145e-03 -3.063465e-01 ... -0.213157 -0.050590
603077.XSHG -1.482077e-01 1.504865e+00 ... 0.054301 0.216867
603288.XSHG 1.711159e+00 -1.219329e-01 ... -0.037314 0.125253
603328.XSHG -1.412974e-01 5.202534e-14 ... -0.043811 0.118756
603366.XSHG -1.130686e+00 1.380042e-01 ... 0.183498 0.346065
603369.XSHG -2.891096e-01 2.159697e-14 ... -0.073742 0.088825
603555.XSHG 4.884087e-01 -4.037281e-01 ... 0.206262 0.368829
603699.XSHG -7.921374e-02 4.165831e-01 ... -0.044799 0.117768
603766.XSHG -6.266410e-01 4.321245e-01 ... 0.106450 0.269017
603993.XSHG 1.578724e+00 4.107840e-01 ... -0.084708 0.077859
[800 rows x 47 columns],
Timestamp('2015-04-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 9.268720e-01 4.188299e-01 ... 0.096314 0.253092
000002.XSHE 1.742612e+00 1.177503e+00 ... -0.095968 0.060811
000006.XSHE -6.559313e-01 4.835521e-01 ... 0.125304 0.282082
000009.XSHE 7.044542e-01 -9.114677e-02 ... 0.104594 0.261372
000012.XSHE 3.742699e-01 5.442128e-01 ... 0.264829 0.421607
000021.XSHE -6.949959e-01 -4.719777e-02 ... 0.017671 0.174449
000024.XSHE 1.754186e+00 1.255974e+00 ... -0.171737 -0.014958
000027.XSHE 4.003363e-01 1.100358e+00 ... -0.033129 0.123649
000028.XSHE 2.070347e-01 3.181399e-01 ... 0.029201 0.185980
000030.XSHE -6.648328e-01 6.055633e-01 ... 0.008296 0.165075
000031.XSHE -1.069902e-01 7.563527e-01 ... 0.007536 0.164315
000039.XSHE 1.435773e+00 1.587877e+00 ... -0.021656 0.135123
000049.XSHE -7.714100e-01 9.923136e-01 ... -0.171254 -0.014475
000050.XSHE 8.461577e-01 4.690836e-02 ... -0.173728 -0.016949
000060.XSHE 4.568433e-01 7.321819e-01 ... 0.240612 0.397390
000061.XSHE 4.675919e-01 -1.266631e+00 ... 0.158905 0.315684
000062.XSHE 1.999416e-02 -3.080250e-01 ... -0.156779 0.000000
000063.XSHE 1.582496e+00 6.734278e-01 ... 0.205871 0.362649
000066.XSHE -2.914122e-01 -1.344000e+00 ... -0.283989 -0.127210
000069.XSHE 1.551379e+00 1.271554e+00 ... -0.055995 0.100784
000078.XSHE -8.364574e-01 -4.827270e-02 ... 0.328884 0.485663
000088.XSHE -4.019722e-01 -2.978916e-01 ... -0.085091 0.071688
000090.XSHE -9.012432e-01 2.098769e-01 ... 0.146829 0.303607
000099.XSHE -1.351551e+00 -4.121297e-01 ... -0.070206 0.086572
000100.XSHE 1.594731e+00 9.306106e-01 ... -0.156779 0.000000
000156.XSHE 1.063524e+00 -5.934322e-01 ... -0.251396 -0.094617
000157.XSHE 1.366328e+00 -4.863130e-01 ... -0.086976 0.069803
000166.XSHE -3.489579e-13 -9.215961e-14 ... -0.121961 0.034818
000333.XSHE 1.692247e+00 1.054264e+00 ... -0.072459 0.084320
000338.XSHE 1.193557e+00 1.257477e+00 ... -0.158207 -0.001429
... ... ... ... ... ...
601880.XSHG 3.695894e-02 -4.374681e-01 ... 0.025352 0.182131
601886.XSHG -9.695674e-01 -3.006489e-01 ... 0.078515 0.235294
601888.XSHG 8.804737e-01 5.698060e-01 ... -0.156779 0.000000
601898.XSHG 1.947886e+00 -3.755881e-01 ... 0.199426 0.356204
601899.XSHG 1.857782e+00 7.192197e-01 ... 0.043716 0.200495
601901.XSHG 9.001346e-01 -5.219499e-01 ... -0.125836 0.030942
601908.XSHG -3.205513e-01 -4.788907e-01 ... -0.010033 0.146746
601928.XSHG 5.799915e-01 5.434699e-01 ... -0.009950 0.146828
601929.XSHG -1.383298e-01 1.002687e-01 ... -0.142773 0.014006
601933.XSHG 9.592667e-01 -5.683969e-01 ... -0.205781 -0.049002
601939.XSHG -2.160293e+00 -1.145938e+00 ... -0.034731 0.122047
601958.XSHG 7.690979e-01 -4.232427e-01 ... 0.132188 0.288967
601965.XSHG -9.051831e-01 2.454822e-02 ... -0.123700 0.033079
601988.XSHG -1.615136e+00 -8.696184e-01 ... -0.060888 0.095890
601989.XSHG 9.187341e-01 7.193568e-02 ... 0.426720 0.583499
601992.XSHG 1.463061e+00 9.570239e-01 ... 0.083658 0.240437
601998.XSHG 5.524812e-01 2.290653e-01 ... -0.084490 0.072289
601999.XSHG -1.432072e+00 -4.575648e-01 ... -0.138154 0.018625
603000.XSHG 4.095964e-01 -3.402501e-01 ... -0.166599 -0.009821
603001.XSHG -5.032373e-01 -3.244769e-01 ... 0.000800 0.157579
603005.XSHG -2.519595e-01 -2.101850e-01 ... -0.201361 -0.044583
603077.XSHG -8.984617e-02 1.372554e+00 ... 0.249162 0.405941
603288.XSHG 1.689659e+00 1.747036e-02 ... -0.021770 0.135009
603328.XSHG -1.924265e-01 -4.434914e-14 ... -0.132347 0.024431
603366.XSHG -9.747769e-01 -1.402164e-01 ... -0.147320 0.009458
603369.XSHG -3.864457e-01 1.758808e-14 ... -0.058533 0.098246
603555.XSHG 6.443335e-01 -7.772645e-01 ... 0.172879 0.329657
603699.XSHG -1.332251e-01 6.002149e-01 ... -0.083485 0.073294
603766.XSHG -5.688548e-01 3.727823e-01 ... -0.000346 0.156433
603993.XSHG 1.534834e+00 6.228305e-01 ... -0.014567 0.142212
[800 rows x 47 columns],
Timestamp('2015-05-04 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.907651 3.548569e-01 ... -0.145502 -0.037206
000002.XSHE 1.701042 1.258860e+00 ... -0.085207 0.023089
000006.XSHE -0.516038 7.887656e-01 ... 0.357238 0.465534
000009.XSHE 0.800119 -3.542817e-01 ... -0.169421 -0.061125
000012.XSHE 0.647228 1.774635e-01 ... -0.028592 0.079703
000021.XSHE -0.544585 3.046305e-01 ... -0.007771 0.100525
000024.XSHE 1.530402 1.332674e+00 ... -0.108296 0.000000
000027.XSHE 0.340690 1.128215e+00 ... 0.275251 0.383547
000028.XSHE 0.259454 2.445691e-01 ... 0.055355 0.163651
000030.XSHE -0.590728 4.457291e-01 ... 0.002945 0.111241
000031.XSHE -0.100305 5.770666e-01 ... -0.123014 -0.014719
000039.XSHE 1.433923 1.851171e+00 ... -0.023909 0.084386
000049.XSHE -0.906617 1.183925e+00 ... 0.456208 0.564504
000050.XSHE 0.692543 2.492852e-01 ... -0.002166 0.106130
000060.XSHE 0.695308 2.450569e-01 ... 0.103928 0.212224
000061.XSHE 0.671495 -1.240288e+00 ... 0.156605 0.264901
000062.XSHE -0.110946 -2.593698e-01 ... 0.633214 0.741509
000063.XSHE 1.796305 3.428213e-01 ... -0.074830 0.033466
000066.XSHE -0.522326 -7.676796e-02 ... 0.428959 0.537255
000069.XSHE 1.456604 1.337550e+00 ... 0.048367 0.156663
000078.XSHE -0.477514 -8.303163e-01 ... 0.463477 0.571773
000088.XSHE -0.519468 -4.147902e-01 ... -0.138779 -0.030483
000090.XSHE -0.736202 2.599020e-01 ... 0.163034 0.271330
000099.XSHE -1.435930 -4.180296e-01 ... 0.161081 0.269377
000100.XSHE 1.457393 1.168994e+00 ... -0.039147 0.069149
000156.XSHE 0.820237 -4.817711e-01 ... 0.087942 0.196238
000157.XSHE 1.296701 -9.442992e-01 ... 0.010853 0.119149
000166.XSHE 0.595445 4.621155e-13 ... -0.028484 0.079812
000333.XSHE 1.735199 1.097470e+00 ... -0.044176 0.064120
000338.XSHE 1.046680 1.251032e+00 ... -0.095420 0.012876
... ... ... ... ... ...
601880.XSHG 0.032972 -5.455188e-01 ... 0.071937 0.180233
601886.XSHG -0.795418 -2.399614e-01 ... 0.140960 0.249256
601888.XSHG 0.768303 8.398527e-01 ... -0.108296 0.000000
601898.XSHG 1.864136 -2.698145e-01 ... -0.153506 -0.045210
601899.XSHG 1.805367 6.389102e-01 ... 0.262838 0.371134
601901.XSHG 0.907937 -4.131758e-01 ... -0.134217 -0.025921
601908.XSHG -0.265719 -3.439023e-01 ... 0.046503 0.154799
601928.XSHG 0.627509 5.835314e-01 ... 0.089964 0.198260
601929.XSHG -0.232127 8.184234e-02 ... 0.126511 0.234807
601933.XSHG 1.027046 -3.573446e-01 ... 0.261933 0.370229
601939.XSHG -2.293704 -1.056187e+00 ... -0.138120 -0.029825
601958.XSHG 0.899352 -2.676916e-01 ... -0.117127 -0.008832
601965.XSHG -0.980464 6.741005e-02 ... 0.163461 0.271757
601988.XSHG -1.646031 -7.707159e-01 ... -0.178296 -0.070000
601989.XSHG 0.604253 -2.362170e-01 ... 0.039852 0.148148
601992.XSHG 1.536671 7.078826e-01 ... -0.240454 -0.132159
601998.XSHG 0.596887 2.178829e-01 ... -0.137790 -0.029494
601999.XSHG -1.499785 -3.862518e-01 ... 0.107597 0.215893
603000.XSHG 0.280628 -1.632490e-01 ... 0.131786 0.240082
603001.XSHG -0.491411 6.962337e-02 ... 0.390840 0.499136
603005.XSHG -0.428205 -1.114370e-02 ... 0.212210 0.320506
603077.XSHG 0.186445 8.400686e-01 ... 0.261422 0.369718
603288.XSHG 1.698046 -1.082057e-02 ... 0.002745 0.111041
603328.XSHG -0.280140 5.737391e-01 ... 0.389237 0.497533
603366.XSHG -1.052530 -8.260125e-01 ... 0.392556 0.500852
603369.XSHG -0.361741 8.674610e-01 ... 0.411672 0.519968
603555.XSHG 0.809173 -7.595255e-01 ... 0.225486 0.333782
603699.XSHG -0.174142 9.014097e-01 ... 0.270279 0.378574
603766.XSHG -0.507683 1.953214e-01 ... 0.305105 0.413401
603993.XSHG 1.499670 6.585890e-01 ... -0.080628 0.027668
[800 rows x 47 columns],
Timestamp('2015-06-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.008313 4.020325e-01 ... 0.048157 -0.124606
000002.XSHE 1.756126 1.140225e+00 ... 0.129961 -0.042802
000006.XSHE -0.198035 2.726580e-01 ... -0.050176 -0.222938
000009.XSHE 0.485896 -1.803483e-01 ... -0.128670 -0.301432
000012.XSHE 0.573855 3.486674e-01 ... 0.004522 -0.168240
000021.XSHE -0.798491 4.624603e-01 ... 0.090963 -0.081800
000024.XSHE 1.392502 1.232559e+00 ... 0.172762 0.000000
000027.XSHE 0.604684 6.798647e-01 ... -0.025693 -0.198456
000028.XSHE 0.178256 2.992186e-01 ... -0.045275 -0.218037
000030.XSHE -0.677572 5.980739e-01 ... -0.094888 -0.267650
000031.XSHE -0.287088 9.635950e-01 ... 0.638492 0.465729
000039.XSHE 1.363365 2.047919e+00 ... 0.271635 0.098872
000049.XSHE -0.721841 7.451193e-01 ... -0.130477 -0.303239
000050.XSHE 0.463135 4.133141e-01 ... -0.107459 -0.280222
000060.XSHE 0.817191 1.846664e-01 ... -0.071635 -0.244398
000061.XSHE 0.754606 -1.188147e+00 ... -0.101100 -0.273862
000062.XSHE 0.369788 -5.942680e-01 ... 0.252719 0.079957
000063.XSHE 1.461031 6.615181e-01 ... -0.095164 -0.267926
000066.XSHE -0.345421 -9.240205e-02 ... 0.081351 -0.091412
000069.XSHE 1.496676 1.223882e+00 ... 0.126149 -0.046614
000078.XSHE -0.181965 -8.336446e-01 ... -0.225549 -0.398312
000088.XSHE -0.737215 -2.684680e-01 ... 0.362282 0.189520
000090.XSHE -0.608172 9.526536e-02 ... -0.072099 -0.244861
000099.XSHE -1.332923 -5.514026e-01 ... -0.145769 -0.318531
000100.XSHE 1.356537 1.135689e+00 ... -0.042826 -0.215589
000156.XSHE 1.032924 -5.090831e-01 ... -0.198428 -0.371190
000157.XSHE 1.262347 -8.759784e-01 ... 0.023206 -0.149556
000166.XSHE 0.579762 6.470010e-14 ... -0.054774 -0.227536
000333.XSHE 1.723279 1.045775e+00 ... 0.100113 -0.072650
000338.XSHE 0.884233 1.212234e+00 ... 0.104966 -0.067797
... ... ... ... ... ...
601880.XSHG 0.080580 -6.196288e-01 ... -0.137582 -0.310345
601886.XSHG -0.740301 -4.271554e-01 ... -0.055945 -0.228708
601888.XSHG 0.647254 1.046839e+00 ... 0.494293 0.321530
601898.XSHG 1.959418 -2.298343e-01 ... 0.308050 0.135287
601899.XSHG 1.810076 3.713852e-01 ... -0.155057 -0.327820
601901.XSHG 0.947428 -3.234432e-01 ... -0.055529 -0.228291
601908.XSHG -0.338365 -3.026932e-01 ... -0.005969 -0.178731
601928.XSHG 0.577266 6.068819e-01 ... -0.075163 -0.247925
601929.XSHG -0.257461 1.122801e-01 ... -0.076678 -0.249441
601933.XSHG 1.207534 -4.818446e-01 ... -0.126680 -0.299443
601939.XSHG -2.561949 -1.207872e+00 ... 0.179996 0.007233
601958.XSHG 0.773472 -2.408730e-01 ... -0.092488 -0.265250
601965.XSHG -0.906715 -1.914854e-02 ... -0.079659 -0.252421
601988.XSHG -1.702584 -8.203666e-01 ... 0.229214 0.056452
601989.XSHG 0.400538 -2.641028e-01 ... -0.102798 -0.275560
601992.XSHG 1.262445 1.391988e+00 ... 0.098312 -0.074450
601998.XSHG 0.679166 2.536135e-01 ... 0.129347 -0.043415
601999.XSHG -1.578556 -3.036359e-01 ... -0.080563 -0.253326
603000.XSHG 0.268947 -1.216167e-01 ... -0.155974 -0.328737
603001.XSHG -0.329005 -1.383463e-01 ... -0.095903 -0.268665
603005.XSHG -0.458379 -2.822046e-04 ... -0.201023 -0.373786
603077.XSHG 0.466953 4.430110e-01 ... -0.110014 -0.282776
603288.XSHG 1.675983 6.810526e-03 ... -0.008616 -0.181378
603328.XSHG -0.144407 3.504871e-01 ... -0.158374 -0.331137
603366.XSHG -0.778235 -9.523009e-01 ... -0.023038 -0.195800
603369.XSHG -0.023870 3.476477e-01 ... -0.116780 -0.289543
603555.XSHG 0.843076 -7.233099e-01 ... -0.195473 -0.368235
603699.XSHG 0.033420 6.876707e-01 ... -0.120117 -0.292879
603766.XSHG -0.304698 -6.324712e-02 ... -0.015967 -0.188730
603993.XSHG 1.432560 7.673478e-01 ... -0.136853 -0.309615
[800 rows x 47 columns],
Timestamp('2015-07-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.016074 4.203910e-01 ... 0.021526 -0.079279
000002.XSHE 1.537609 1.158944e+00 ... 0.161781 0.060976
000006.XSHE -0.515073 2.993177e-01 ... -0.012794 -0.113599
000009.XSHE 0.293137 7.988109e-02 ... -0.170397 -0.271202
000012.XSHE 0.616208 3.209345e-01 ... -0.008586 -0.109391
000021.XSHE -0.483365 2.554587e-01 ... -0.115973 -0.216778
000024.XSHE 1.424088 1.243400e+00 ... 0.100805 0.000000
000027.XSHE 0.506302 6.922813e-01 ... -0.009022 -0.109827
000028.XSHE 0.138571 3.586973e-01 ... 0.085044 -0.015761
000030.XSHE -0.911968 7.956320e-01 ... 0.305122 0.204317
000031.XSHE 0.229171 -2.944601e-01 ... 0.015673 -0.085132
000039.XSHE 1.789031 1.373457e+00 ... -0.121569 -0.222374
000046.XSHE 1.063661 -2.334473e-01 ... 0.086336 -0.014469
000049.XSHE -0.809105 9.365710e-01 ... 0.155824 0.055019
000060.XSHE 0.752001 1.512511e-01 ... -0.119770 -0.220575
000061.XSHE 0.641969 -1.274950e+00 ... -0.056156 -0.156961
000062.XSHE 0.762429 -8.988177e-01 ... -0.172269 -0.273074
000063.XSHE 1.522100 8.188989e-01 ... 0.084481 -0.016324
000066.XSHE -0.035635 -2.452421e-01 ... 0.100805 0.000000
000069.XSHE 1.473465 1.239427e+00 ... -0.037571 -0.138376
000078.XSHE -0.535787 -7.806724e-01 ... -0.133889 -0.234694
000088.XSHE -0.430164 -6.105006e-01 ... -0.178931 -0.279736
000090.XSHE -0.958143 1.447928e-01 ... -0.050516 -0.151321
000099.XSHE -1.758450 -3.285386e-01 ... 0.193537 0.092732
000100.XSHE 1.256498 1.144997e+00 ... 0.050065 -0.050740
000156.XSHE 0.775338 -3.920806e-01 ... -0.035039 -0.135844
000157.XSHE 1.376264 -8.360463e-01 ... -0.057168 -0.157973
000166.XSHE 0.563123 -2.296330e-13 ... 0.001368 -0.099437
000333.XSHE 1.665660 1.046372e+00 ... 0.055644 -0.045161
000338.XSHE 0.993830 1.221921e+00 ... -0.173437 -0.274242
... ... ... ... ... ...
601928.XSHG 0.522311 7.449899e-01 ... -0.032298 -0.133103
601929.XSHG -0.301482 1.647008e-01 ... 0.144024 0.043219
601933.XSHG 1.069512 -4.198088e-01 ... 0.055079 -0.045726
601939.XSHG -2.516949 -1.148885e+00 ... 0.063103 -0.037702
601958.XSHG 0.674112 -3.097038e-01 ... -0.027926 -0.128731
601965.XSHG -1.105867 3.462752e-02 ... 0.027403 -0.073402
601969.XSHG 0.399125 -7.763584e-13 ... 0.146287 0.045482
601988.XSHG -1.986759 -9.133886e-01 ... 0.077904 -0.022901
601989.XSHG 0.799303 -1.697990e-01 ... 0.002692 -0.098113
601991.XSHG 1.461675 -1.256546e+00 ... 0.002882 -0.097923
601992.XSHG 1.446069 1.093906e+00 ... 0.047789 -0.053016
601998.XSHG 0.650190 2.578751e-01 ... 0.146191 0.045386
601999.XSHG -1.681407 -2.731632e-01 ... -0.127700 -0.228505
603000.XSHG 0.058689 3.227554e-02 ... -0.065588 -0.166393
603001.XSHG -0.691848 -1.568547e-01 ... 0.111447 0.010642
603005.XSHG -0.684331 1.553144e-01 ... 0.167352 0.066547
603019.XSHG -0.292606 -4.569745e-14 ... -0.040317 -0.141122
603077.XSHG 0.189684 5.415791e-01 ... 0.211916 0.111111
603169.XSHG -0.234465 -7.327562e-13 ... 0.034293 -0.066512
603188.XSHG -0.145705 2.339684e-13 ... 0.284885 0.184080
603288.XSHG 1.569830 9.574456e-02 ... 0.234022 0.133217
603328.XSHG -0.277534 5.276850e-01 ... 0.082743 -0.018062
603366.XSHG -0.892427 -1.071243e+00 ... -0.168779 -0.269584
603369.XSHG -0.358249 6.771131e-01 ... 0.017965 -0.082840
603555.XSHG 0.321703 -7.275799e-01 ... 0.069680 -0.031125
603698.XSHG -0.801920 5.212053e-13 ... 0.027711 -0.073094
603699.XSHG -0.115552 9.589354e-01 ... 0.107372 0.006567
603766.XSHG -0.386972 -1.535479e-01 ... 0.026935 -0.073870
603899.XSHG 0.023306 -5.444534e-14 ... 0.127063 0.026258
603993.XSHG 1.298868 9.233007e-01 ... 0.357072 0.256267
[800 rows x 47 columns],
Timestamp('2015-08-03 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.041927 3.927323e-01 ... 0.041657 -0.097847
000002.XSHE 1.563649 1.108210e+00 ... 0.113451 -0.026054
000006.XSHE -0.511128 3.617695e-01 ... -0.025135 -0.164640
000009.XSHE 0.103815 2.797996e-01 ... 0.071729 -0.067775
000012.XSHE 0.559402 4.154294e-01 ... -0.091087 -0.230591
000021.XSHE -0.618775 3.875040e-01 ... -0.131586 -0.271090
000024.XSHE 1.500772 1.158733e+00 ... 0.139504 0.000000
000027.XSHE 0.426559 7.712655e-01 ... 0.223920 0.084416
000028.XSHE 0.225988 2.952408e-01 ... 0.003617 -0.135887
000030.XSHE -0.489553 1.431357e-01 ... -0.209361 -0.348865
000031.XSHE 0.247010 -3.030701e-01 ... 0.210278 0.070773
000039.XSHE 1.567331 1.843525e+00 ... -0.038674 -0.178179
000046.XSHE 1.140168 -3.558842e-01 ... -0.009762 -0.149266
000049.XSHE -0.628396 7.289441e-01 ... -0.104429 -0.243934
000060.XSHE 0.592136 2.639924e-01 ... -0.041233 -0.180737
000061.XSHE 0.567856 -1.324421e+00 ... 0.104636 -0.034868
000062.XSHE 0.498241 -8.024776e-01 ... -0.035213 -0.174717
000063.XSHE 1.563649 6.913549e-01 ... 0.012631 -0.126874
000066.XSHE 0.121372 -2.963787e-01 ... 0.139504 0.000000
000069.XSHE 1.373908 1.204125e+00 ... -0.047862 -0.187366
000078.XSHE -0.744945 -6.923327e-01 ... -0.020496 -0.160000
000088.XSHE -0.710540 -4.310687e-01 ... -0.204023 -0.343527
000090.XSHE -1.009097 3.104975e-01 ... -0.152005 -0.291509
000099.XSHE -1.463606 -5.669387e-01 ... -0.057170 -0.196674
000100.XSHE 1.195891 1.177960e+00 ... -0.018625 -0.158129
000156.XSHE 0.687124 -3.569686e-01 ... 0.097704 -0.041801
000157.XSHE 1.267889 -8.197721e-01 ... 0.045699 -0.093805
000166.XSHE 0.655826 -2.048528e-13 ... -0.169871 -0.309375
000333.XSHE 1.630646 1.085945e+00 ... -0.012523 -0.152027
000338.XSHE 0.727101 1.170474e+00 ... 0.020506 -0.118998
... ... ... ... ... ...
601928.XSHG 0.437621 8.639104e-01 ... 0.129162 -0.010342
601929.XSHG -0.082234 2.096219e-02 ... -0.121924 -0.261429
601933.XSHG 1.117670 -4.935244e-01 ... 0.102004 -0.037500
601939.XSHG -2.508163 -1.082200e+00 ... 0.046221 -0.093284
601958.XSHG 0.652870 -3.226460e-01 ... -0.033943 -0.173448
601965.XSHG -1.012145 -1.494994e-02 ... -0.171772 -0.311277
601969.XSHG 0.641058 -6.572685e-13 ... -0.039660 -0.179164
601988.XSHG -1.889970 -8.253635e-01 ... 0.048359 -0.091146
601989.XSHG 0.818859 -1.167971e-01 ... 0.124442 -0.015063
601991.XSHG 1.367070 -1.254787e+00 ... 0.040820 -0.098684
601992.XSHG 1.434033 1.071104e+00 ... -0.061268 -0.200772
601998.XSHG 0.580530 2.010386e-01 ... -0.028368 -0.167873
601999.XSHG -1.837506 -1.707378e-01 ... -0.002062 -0.141566
603000.XSHG -0.056969 1.299672e-01 ... -0.009337 -0.148842
603001.XSHG -0.537624 -8.290302e-02 ... -0.154177 -0.293682
603005.XSHG -0.494441 3.373534e-02 ... -0.243927 -0.383432
603019.XSHG -0.316907 1.682156e-13 ... -0.119900 -0.259404
603077.XSHG 0.417876 -8.576865e-01 ... 0.045956 -0.093548
603169.XSHG -0.164713 -9.249058e-14 ... 0.013730 -0.125774
603188.XSHG 0.179984 4.537482e-13 ... -0.287451 -0.426955
603288.XSHG 1.767375 -1.880055e-01 ... -0.015499 -0.155003
603328.XSHG -0.207520 4.613807e-01 ... -0.169860 -0.309365
603366.XSHG -1.211324 -8.066590e-01 ... -0.057597 -0.197101
603369.XSHG -0.327087 6.747887e-01 ... -0.099205 -0.238710
603555.XSHG 0.384939 -7.936892e-01 ... -0.241879 -0.381384
603698.XSHG -0.767858 -1.454414e-13 ... 0.020287 -0.119218
603699.XSHG 0.023394 8.757182e-01 ... -0.138008 -0.277512
603766.XSHG -0.318578 -2.017770e-01 ... -0.265258 -0.404762
603899.XSHG 0.165151 9.188206e-14 ... -0.052926 -0.192431
603993.XSHG 1.771714 3.717723e-01 ... 0.006467 -0.133038
[800 rows x 47 columns],
Timestamp('2015-09-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.055416 3.334636e-01 ... -0.069929 -0.074837
000002.XSHE 1.465894 1.038623e+00 ... -0.076917 -0.081825
000006.XSHE -0.491584 3.055369e-01 ... 0.031784 0.026876
000009.XSHE 0.285545 -3.078381e-02 ... 0.122878 0.117970
000012.XSHE 0.506951 4.272329e-03 ... -0.005634 -0.010542
000021.XSHE -0.694336 3.571147e-01 ... 0.062126 0.057217
000024.XSHE 1.610294 6.227290e-01 ... -0.010593 -0.015501
000027.XSHE 0.731735 8.590769e-02 ... -0.109862 -0.114770
000028.XSHE 0.265748 1.907887e-01 ... 0.001098 -0.003810
000030.XSHE -0.723527 2.920924e-01 ... -0.009770 -0.014679
000031.XSHE 0.520047 -7.480055e-01 ... -0.233158 -0.238066
000039.XSHE 1.527583 1.650710e+00 ... -0.073250 -0.078158
000046.XSHE 1.100655 -1.536347e-01 ... -0.084257 -0.089166
000049.XSHE -0.666656 8.963540e-01 ... 0.118084 0.113176
000060.XSHE 0.522837 3.079458e-01 ... -0.079271 -0.084180
000061.XSHE 0.704834 -1.288879e+00 ... -0.005998 -0.010907
000062.XSHE 0.453962 -9.641909e-01 ... 0.002233 -0.002676
000063.XSHE 1.567141 7.621320e-01 ... -0.019616 -0.024525
000066.XSHE 0.385286 -4.567397e-01 ... 0.004909 0.000000
000069.XSHE 1.274364 1.135651e+00 ... -0.092588 -0.097497
000078.XSHE -0.691408 -6.844868e-01 ... 0.127924 0.123016
000088.XSHE -0.990922 -3.482837e-01 ... 0.167952 0.163043
000090.XSHE -1.166575 1.186788e+00 ... 0.123417 0.118509
000099.XSHE -1.464957 -6.222483e-01 ... -0.037204 -0.042113
000100.XSHE 1.188596 1.153394e+00 ... -0.058584 -0.063492
000156.XSHE 0.827335 -4.169750e-01 ... 0.078734 0.073826
000157.XSHE 1.343667 -1.180973e+00 ... -0.100560 -0.105469
000166.XSHE 0.763849 -1.122287e-13 ... -0.046374 -0.051282
000333.XSHE 1.634848 1.082429e+00 ... -0.054852 -0.059761
000338.XSHE 0.795098 1.059742e+00 ... -0.068551 -0.073460
... ... ... ... ... ...
601928.XSHG 0.629345 5.788267e-01 ... -0.007149 -0.012058
601929.XSHG -0.207736 -6.882816e-02 ... 0.080344 0.075435
601933.XSHG 1.219635 -6.475432e-01 ... 0.080666 0.075758
601939.XSHG -2.521110 -8.923983e-01 ... -0.054762 -0.059671
601958.XSHG 0.592451 -3.864276e-01 ... -0.084470 -0.089378
601965.XSHG -1.148709 -5.131726e-02 ... 0.095572 0.090663
601969.XSHG 0.657067 -2.998219e-13 ... -0.082260 -0.087169
601988.XSHG -1.907114 -6.819501e-01 ... -0.060994 -0.065903
601989.XSHG 0.733998 -2.778540e-01 ... -0.120835 -0.125743
601991.XSHG 1.387974 -1.105713e+00 ... -0.064435 -0.069343
601992.XSHG 1.389099 9.121157e-01 ... -0.065140 -0.070048
601998.XSHG 0.666393 2.001249e-01 ... -0.062918 -0.067826
601999.XSHG -1.701288 -2.094368e-01 ... -0.003279 -0.008187
603000.XSHG -0.014752 5.373763e-03 ... -0.004935 -0.009844
603001.XSHG -0.633327 1.058990e-01 ... 0.321860 0.316952
603005.XSHG -0.789070 1.499485e-01 ... 0.174139 0.169231
603019.XSHG -0.387346 -1.747474e-13 ... 0.313726 0.308818
603077.XSHG 0.545845 -8.959741e-01 ... -0.173027 -0.177936
603169.XSHG -0.048300 2.150512e+00 ... 0.185631 0.180723
603188.XSHG -0.235650 1.093654e+00 ... -0.001296 -0.006204
603288.XSHG 1.752516 -6.009985e-02 ... 0.120056 0.115147
603328.XSHG -0.376417 7.051406e-01 ... 0.128395 0.123487
603366.XSHG -1.161946 -1.177183e+00 ... 0.048230 0.043321
603369.XSHG -0.366601 8.375924e-01 ... 0.094951 0.090042
603555.XSHG 0.089309 -5.233630e-01 ... 0.109214 0.104305
603698.XSHG -0.653435 -4.935385e-14 ... 0.019360 0.014452
603699.XSHG -0.099802 8.775066e-01 ... 0.091603 0.086695
603766.XSHG -0.663635 3.395343e-01 ... 0.180909 0.176000
603899.XSHG 0.083551 5.177784e-13 ... 0.109199 0.104290
603993.XSHG 1.710426 8.009793e-02 ... -0.099951 -0.104859
[800 rows x 47 columns],
Timestamp('2015-10-08 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.133962 3.691499e-01 ... -0.023250 0.041032
000002.XSHE 1.513894 1.010699e+00 ... -0.026578 0.037704
000006.XSHE -0.494929 2.870253e-01 ... 0.067670 0.131952
000009.XSHE 0.403206 -1.367310e-01 ... 0.344307 0.408589
000012.XSHE 0.511208 1.424986e-02 ... -0.026230 0.038052
000021.XSHE -0.724305 3.553851e-01 ... 0.170651 0.234932
000024.XSHE 1.629287 6.996262e-01 ... 0.014446 0.078728
000027.XSHE 0.595688 3.853990e-01 ... 0.001107 0.065389
000028.XSHE 0.211632 2.416216e-01 ... 0.068889 0.133171
000030.XSHE -0.826078 4.333009e-01 ... 0.010206 0.074488
000031.XSHE 0.191911 -4.109168e-01 ... 0.087525 0.151807
000039.XSHE 1.425816 1.929537e+00 ... -0.039892 0.024390
000046.XSHE 1.015430 3.257396e-02 ... 0.007297 0.071579
000049.XSHE -0.579908 7.633668e-01 ... 0.050792 0.115073
000060.XSHE 0.450489 3.935625e-01 ... 0.067255 0.131537
000061.XSHE 0.670818 -1.248001e+00 ... -0.107011 -0.042729
000062.XSHE 0.421554 -9.169166e-01 ... 0.260333 0.324614
000063.XSHE 1.548640 8.392959e-01 ... 0.009885 0.074167
000066.XSHE 0.324810 -4.234756e-01 ... -0.064282 0.000000
000069.XSHE 1.184885 1.112815e+00 ... 0.030609 0.094891
000078.XSHE -0.630643 -6.926597e-01 ... 0.107096 0.171378
000088.XSHE -0.879695 -4.692329e-01 ... 0.002474 0.066756
000090.XSHE -1.086358 9.538816e-01 ... 0.089290 0.153571
000099.XSHE -1.615235 -5.446759e-01 ... -0.010631 0.053651
000100.XSHE 1.129254 1.150419e+00 ... -0.069932 -0.005650
000156.XSHE 0.867794 -4.230866e-01 ... -0.136157 -0.071875
000157.XSHE 1.197576 -1.223605e+00 ... -0.055548 0.008734
000166.XSHE 0.793321 -2.664683e-13 ... -0.005458 0.058824
000333.XSHE 1.669704 1.074528e+00 ... -0.017066 0.047215
000338.XSHE 0.676584 1.110322e+00 ... -0.048937 0.015345
... ... ... ... ... ...
601928.XSHG 0.565436 6.455939e-01 ... 0.032545 0.096827
601929.XSHG -0.196751 -8.705469e-02 ... -0.028311 0.035971
601933.XSHG 1.302989 -6.607814e-01 ... -0.056234 0.008048
601939.XSHG -2.540591 -9.386328e-01 ... -0.035835 0.028446
601958.XSHG 0.513936 -3.785589e-01 ... 0.021067 0.085349
601965.XSHG -1.139264 -9.920561e-02 ... 0.026289 0.090571
601969.XSHG 0.585242 7.579493e-13 ... 0.010584 0.074866
601988.XSHG -1.887925 -7.063472e-01 ... -0.045877 0.018405
601989.XSHG 0.896214 -2.818243e-01 ... -0.046789 0.017493
601991.XSHG 1.339302 -1.035013e+00 ... -0.095654 -0.031373
601992.XSHG 1.350965 1.084356e+00 ... -0.012334 0.051948
601998.XSHG 0.735050 2.271762e-01 ... -0.013909 0.050373
601999.XSHG -1.847874 -1.695732e-01 ... 0.106709 0.170991
603000.XSHG -0.099976 5.225855e-02 ... 0.143905 0.208187
603001.XSHG -0.353175 -1.689557e-01 ... -0.039963 0.024319
603005.XSHG -0.644256 3.633518e-02 ... -0.026563 0.037719
603019.XSHG -0.141599 9.480127e-14 ... 0.310447 0.374728
603077.XSHG 0.274753 -8.428017e-01 ... 0.139181 0.203463
603169.XSHG 0.093689 1.800009e+00 ... 0.051565 0.115846
603188.XSHG -0.300351 1.148973e+00 ... 0.021416 0.085698
603288.XSHG 1.890988 -1.857111e-01 ... -0.009233 0.055049
603328.XSHG -0.267925 5.747019e-01 ... 0.112442 0.176724
603366.XSHG -1.175445 -1.175501e+00 ... 0.045291 0.109573
603369.XSHG -0.278817 6.994796e-01 ... 0.049421 0.113703
603555.XSHG 0.171875 -5.396640e-01 ... 0.099705 0.163987
603698.XSHG -0.622398 -9.125922e-14 ... 0.147323 0.211605
603699.XSHG -0.063440 8.143054e-01 ... 0.012172 0.076454
603766.XSHG -0.542224 1.179942e-01 ... 0.185718 0.250000
603899.XSHG 0.151692 3.790894e-13 ... 0.073196 0.137478
603993.XSHG 1.661669 1.635051e-01 ... 0.127147 0.191429
[800 rows x 47 columns],
Timestamp('2015-11-02 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.149373 0.345076 ... 0.010096 0.055180
000002.XSHE 1.515289 0.974614 ... 0.177872 0.222956
000006.XSHE -0.478506 -0.217452 ... -0.004621 0.040462
000009.XSHE 0.687136 0.646696 ... 0.187495 0.232578
000012.XSHE 0.531203 0.406137 ... 0.048758 0.093842
000021.XSHE -0.663015 -0.054029 ... 0.315474 0.360558
000024.XSHE 1.603564 0.484748 ... 0.025515 0.070599
000027.XSHE 0.583878 0.544798 ... -0.003814 0.041270
000028.XSHE 0.276069 0.212645 ... -0.045084 0.000000
000030.XSHE -0.843894 0.279595 ... 0.029440 0.074523
000031.XSHE 0.237240 0.203080 ... -0.023466 0.021618
000039.XSHE 1.374995 1.741431 ... -0.003134 0.041950
000046.XSHE 0.979482 0.415192 ... 0.022696 0.067780
000049.XSHE -0.591890 0.755657 ... 0.243644 0.288728
000060.XSHE 0.495083 -0.109046 ... 0.085168 0.130252
000061.XSHE 0.496711 -1.145128 ... 0.028350 0.073434
000062.XSHE 0.646074 -0.917703 ... -0.136223 -0.091139
000063.XSHE 1.483733 1.022418 ... -0.027530 0.017554
000066.XSHE 0.135102 -0.834254 ... -0.045084 0.000000
000069.XSHE 1.175369 1.068980 ... 0.030916 0.076000
000078.XSHE -0.531701 0.173971 ... 0.025806 0.070890
000088.XSHE -0.911057 -0.094685 ... -0.043832 0.001252
000090.XSHE -1.051816 0.547690 ... 0.071531 0.116615
000099.XSHE -1.671480 -0.634292 ... 0.029881 0.074965
000100.XSHE 1.021398 1.138268 ... -0.047925 -0.002841
000156.XSHE 0.682348 -0.289213 ... 0.128504 0.173588
000157.XSHE 1.126255 -1.499826 ... -0.047248 -0.002165
000166.XSHE 0.813216 0.552317 ... 0.049511 0.094595
000333.XSHE 1.684863 1.062542 ... -0.064737 -0.019653
000338.XSHE 0.594890 0.996022 ... 0.030483 0.075567
... ... ... ... ... ...
601928.XSHG 0.575253 0.566033 ... 0.078062 0.123145
601929.XSHG -0.267326 -0.116612 ... 0.052138 0.097222
601933.XSHG 1.203314 -0.591673 ... -0.122928 -0.077844
601939.XSHG -2.628231 -0.891377 ... -0.000403 0.044681
601958.XSHG 0.508364 -0.359643 ... 0.004720 0.049803
601965.XSHG -1.141836 -0.569240 ... -0.068975 -0.023891
601969.XSHG 0.629378 -0.055935 ... -0.019498 0.025586
601988.XSHG -1.921471 -0.660046 ... 0.000097 0.045181
601989.XSHG 0.875142 -0.547650 ... -0.077558 -0.032474
601991.XSHG 1.229330 -1.036002 ... -0.036987 0.008097
601992.XSHG 1.397590 1.044269 ... 0.209237 0.254321
601998.XSHG 0.724075 0.205872 ... 0.088131 0.133215
601999.XSHG -1.782437 -0.183221 ... 0.146256 0.191339
603000.XSHG 0.024145 -0.059022 ... 0.121905 0.166989
603001.XSHG -0.440533 -0.003173 ... 0.206246 0.251330
603005.XSHG -0.749805 -0.000959 ... 0.158635 0.203719
603019.XSHG 0.056845 -0.309877 ... -0.056376 -0.011292
603077.XSHG 0.393687 -0.679255 ... 0.113190 0.158273
603169.XSHG 0.131121 1.749857 ... -0.091883 -0.046799
603188.XSHG -0.320368 1.228177 ... 0.008236 0.053319
603288.XSHG 1.890604 -0.148636 ... -0.010814 0.034270
603328.XSHG -0.206180 0.593525 ... 0.183854 0.228938
603366.XSHG -1.180523 -1.329340 ... -0.033649 0.011435
603369.XSHG -0.261653 0.627815 ... 0.166085 0.211169
603555.XSHG 0.253554 -0.568430 ... 0.081988 0.127072
603698.XSHG -0.496703 -0.735507 ... -0.060570 -0.015486
603699.XSHG -0.072688 0.722915 ... -0.011116 0.033968
603766.XSHG -0.303919 0.220933 ... 0.122263 0.167347
603899.XSHG 0.284026 -0.108527 ... -0.053492 -0.008408
603993.XSHG 1.767113 0.083642 ... 0.127578 0.172662
[800 rows x 47 columns],
Timestamp('2015-12-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.135369 0.392618 ... 0.006283 -0.036286
000002.XSHE 1.322660 1.013861 ... 0.515898 0.473329
000006.XSHE -0.579108 -0.130904 ... -0.058357 -0.100926
000009.XSHE 0.730899 0.331422 ... -0.120681 -0.163251
000012.XSHE 0.559334 0.395405 ... 0.206108 0.163539
000021.XSHE -0.363748 -0.151854 ... -0.178514 -0.221083
000024.XSHE 1.601905 0.494386 ... NaN NaN
000027.XSHE 0.615966 0.531338 ... -0.119016 -0.161585
000028.XSHE 0.241036 0.253364 ... 0.042569 0.000000
000030.XSHE -0.844132 0.269119 ... 0.031279 -0.011290
000031.XSHE 0.141278 0.325001 ... -0.108284 -0.150853
000039.XSHE 1.427826 1.736392 ... 0.037673 -0.004897
000046.XSHE 0.969142 0.441222 ... 0.026930 -0.015639
000049.XSHE -0.471162 0.540915 ... -0.070595 -0.113164
000060.XSHE 0.544048 -0.119394 ... 0.051244 0.008674
000061.XSHE 0.552189 -1.150692 ... 0.090188 0.047619
000062.XSHE 0.594473 -0.893445 ... -0.065230 -0.107799
000063.XSHE 1.441026 1.110969 ... -0.001134 -0.043703
000066.XSHE 0.062854 -0.837523 ... 0.042569 0.000000
000069.XSHE 1.194981 1.151637 ... -0.036737 -0.079306
000078.XSHE -0.509624 0.132640 ... 0.242569 0.200000
000088.XSHE -0.934018 -0.092168 ... 0.007569 -0.035000
000090.XSHE -1.080819 0.482991 ... -0.164455 -0.207024
000099.XSHE -1.631018 -0.712549 ... -0.089010 -0.131579
000100.XSHE 0.993829 1.162307 ... 0.039720 -0.002849
000156.XSHE 0.804405 -0.305880 ... -0.048919 -0.091489
000157.XSHE 1.114938 -1.516743 ... 0.001355 -0.041215
000166.XSHE 0.682433 0.621421 ... -0.017787 -0.060357
000333.XSHE 1.666988 1.080393 ... 0.110376 0.067807
000338.XSHE 0.650605 0.956400 ... -0.015979 -0.058548
... ... ... ... ... ...
601928.XSHG 0.639266 0.512964 ... -0.049901 -0.092470
601929.XSHG -0.263419 -0.098886 ... -0.091924 -0.134494
601933.XSHG 1.097151 -0.493917 ... -0.013708 -0.056277
601939.XSHG -2.721697 -1.048628 ... 0.030349 -0.012220
601958.XSHG 0.462916 -0.346559 ... -0.029840 -0.072409
601965.XSHG -1.282663 -0.448872 ... -0.014540 -0.057110
601969.XSHG 0.664111 -0.015603 ... -0.076627 -0.119196
601988.XSHG -1.992689 -0.776224 ... 0.005105 -0.037464
601989.XSHG 0.923425 -0.579027 ... -0.100570 -0.143139
601991.XSHG 1.254093 -1.029032 ... -0.063856 -0.106426
601992.XSHG 1.627937 0.768410 ... -0.140501 -0.183071
601998.XSHG 0.627027 0.202669 ... -0.009155 -0.051724
601999.XSHG -1.725120 -0.204998 ... -0.015757 -0.058326
603000.XSHG 0.118588 -0.090215 ... -0.116286 -0.158855
603001.XSHG -0.229771 -0.209450 ... -0.063744 -0.106313
603005.XSHG -0.725452 -0.026402 ... 0.090322 0.047753
603019.XSHG -0.033296 -0.288351 ... -0.026869 -0.069438
603077.XSHG 0.525052 -0.702083 ... -0.109605 -0.152174
603169.XSHG 0.016122 1.967272 ... -0.041516 -0.084086
603188.XSHG -0.339240 1.212830 ... -0.017977 -0.060546
603288.XSHG 1.941504 -0.161246 ... -0.019520 -0.062090
603328.XSHG -0.136076 0.462465 ... -0.106462 -0.149031
603366.XSHG -1.282968 -1.300542 ... -0.013957 -0.056526
603369.XSHG -0.033212 0.377320 ... -0.120975 -0.163545
603555.XSHG 0.350761 -0.619460 ... -0.026671 -0.069240
603698.XSHG -0.604274 -0.700929 ... -0.044818 -0.087387
603699.XSHG -0.088930 0.734186 ... 0.005237 -0.037332
603766.XSHG -0.175403 0.066974 ... -0.063491 -0.106061
603899.XSHG 0.137458 -0.021211 ... 0.019782 -0.022787
603993.XSHG 1.897350 0.020597 ... -0.155795 -0.198364
[800 rows x 47 columns],
Timestamp('2016-01-04 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.133730 3.758599e-01 ... 0.047728 -0.135105
000002.XSHE 1.125797 9.216478e-01 ... 0.182833 0.000000
000006.XSHE -0.629900 -7.319840e-02 ... -0.130246 -0.313079
000009.XSHE 0.685130 3.769816e-01 ... -0.087437 -0.270270
000012.XSHE 0.794966 2.293479e-01 ... 0.035368 -0.147465
000021.XSHE -0.633688 -6.634155e-02 ... -0.084084 -0.266917
000027.XSHE 0.502296 9.124093e-01 ... -0.097167 -0.280000
000028.XSHE 0.230315 1.914154e-01 ... 0.182833 0.000000
000030.XSHE -0.908058 2.411717e-01 ... -0.065128 -0.247961
000031.XSHE 0.047933 5.503469e-01 ... -0.064755 -0.247588
000039.XSHE 1.648249 1.387998e+00 ... -0.137014 -0.319847
000046.XSHE 1.113087 3.567533e-01 ... 0.043581 -0.139252
000049.XSHE -0.712045 6.898730e-01 ... -0.109288 -0.292121
000050.XSHE 0.279940 4.953995e-01 ... -0.041506 -0.224339
000060.XSHE 0.625830 -2.379162e-01 ... -0.107093 -0.289926
000061.XSHE 0.688919 -1.190900e+00 ... 0.097686 -0.085147
000062.XSHE 0.516541 -8.804166e-01 ... -0.130311 -0.313144
000063.XSHE 1.493280 1.152290e+00 ... 0.021077 -0.161756
000066.XSHE 0.153487 -8.338931e-01 ... 0.182833 0.000000
000069.XSHE 1.266534 1.155716e+00 ... -0.021743 -0.204576
000078.XSHE -0.302616 -1.130872e-01 ... -0.118810 -0.301643
000088.XSHE -0.900220 -2.213265e-01 ... -0.041260 -0.224093
000090.XSHE -0.722277 -1.581724e-02 ... -0.047936 -0.230769
000099.XSHE -1.775281 -7.579065e-01 ... -0.066409 -0.249242
000100.XSHE 0.925298 1.199892e+00 ... 0.128547 -0.054286
000156.XSHE 0.690757 -2.804526e-01 ... -0.180676 -0.363509
000157.XSHE 1.136330 -1.577421e+00 ... 0.024462 -0.158371
000166.XSHE 0.587585 6.160494e-01 ... 0.000351 -0.182482
000333.XSHE 1.494746 1.112070e+00 ... 0.103319 -0.079514
000338.XSHE 0.590738 1.046161e+00 ... -0.028610 -0.211443
... ... ... ... ... ...
601988.XSHG -1.917309 -7.054359e-01 ... 0.000198 -0.182635
601989.XSHG 1.090179 -6.144525e-01 ... -0.144356 -0.327189
601991.XSHG 1.262670 -9.555797e-01 ... 0.023283 -0.159551
601992.XSHG 1.588262 8.919354e-01 ... 0.045484 -0.137349
601998.XSHG 0.652374 2.052661e-01 ... -0.008902 -0.191736
603000.XSHG -0.135700 6.539288e-03 ... -0.107108 -0.289941
603001.XSHG -0.382599 -1.221871e-01 ... -0.085469 -0.268302
603005.XSHG -0.745287 -4.704999e-02 ... -0.033655 -0.216488
603019.XSHG -0.043662 -2.807914e-01 ... -0.050353 -0.233186
603025.XSHG -0.098853 9.287688e-14 ... 0.024232 -0.158601
603077.XSHG 0.236908 -7.721249e-01 ... 0.021661 -0.161172
603169.XSHG -0.068009 2.055155e+00 ... -0.099360 -0.282193
603188.XSHG -0.524545 1.184795e+00 ... -0.053300 -0.236133
603288.XSHG 1.747099 -1.802741e-01 ... 0.020516 -0.162317
603328.XSHG -0.418242 6.581286e-01 ... -0.003682 -0.186515
603355.XSHG -0.453852 8.783767e-13 ... -0.070957 -0.253790
603366.XSHG -1.529096 -1.319521e+00 ... -0.082962 -0.265795
603369.XSHG -0.464819 5.554496e-01 ... 0.020904 -0.161929
603555.XSHG 0.281106 -5.961862e-01 ... -0.108806 -0.291639
603567.XSHG -0.029827 1.846523e-14 ... -0.055410 -0.238243
603568.XSHG -0.202657 2.020864e-14 ... -0.089005 -0.271838
603589.XSHG 0.123442 -1.636401e-12 ... -0.016261 -0.199094
603698.XSHG -0.670641 -8.013203e-01 ... -0.090387 -0.273221
603699.XSHG -0.109182 6.733578e-01 ... 0.002378 -0.180455
603766.XSHG -0.347513 2.165922e-01 ... -0.074012 -0.256845
603806.XSHG 0.030413 2.787917e-01 ... -0.019500 -0.202333
603883.XSHG -0.234194 1.846523e-14 ... -0.106163 -0.288996
603885.XSHG 0.230135 -3.270390e-13 ... -0.041955 -0.224788
603899.XSHG 0.049138 -1.956985e-01 ... -0.002091 -0.184924
603993.XSHG 1.765743 3.216420e-02 ... -0.046759 -0.229592
[800 rows x 47 columns],
Timestamp('2016-02-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.105364 3.417985e-01 ... -0.021469 -0.010243
000002.XSHE 0.998291 5.198165e-01 ... -0.011226 0.000000
000006.XSHE -0.826634 1.748741e-01 ... 0.123707 0.134933
000009.XSHE 0.611597 4.167302e-01 ... -0.045948 -0.034722
000012.XSHE 0.906061 1.312381e-01 ... -0.038253 -0.027027
000021.XSHE -0.636068 -4.767579e-02 ... 0.000313 0.011538
000027.XSHE 0.383137 1.044632e+00 ... 0.020761 0.031987
000028.XSHE 0.514637 -6.427914e-02 ... -0.011226 0.000000
000030.XSHE -0.933152 3.113533e-01 ... -0.045933 -0.034707
000031.XSHE -0.056208 6.730177e-01 ... 0.151167 0.162393
000039.XSHE 1.459677 1.706712e+00 ... 0.055494 0.066720
000046.XSHE 1.290710 -4.426163e-02 ... 0.033291 0.044517
000049.XSHE -0.828243 8.676433e-01 ... -0.076547 -0.065321
000050.XSHE 0.519564 3.063219e-01 ... 0.002417 0.013643
000060.XSHE 0.463747 -2.090259e-01 ... 0.324414 0.335640
000061.XSHE 0.876305 -1.250336e+00 ... -0.159581 -0.148355
000062.XSHE 0.342003 -8.464975e-01 ... -0.048953 -0.037727
000063.XSHE 1.565118 1.006774e+00 ... -0.022704 -0.011478
000066.XSHE 0.516547 -7.863354e-01 ... -0.011226 0.000000
000069.XSHE 1.317739 1.194912e+00 ... 0.051380 0.062606
000078.XSHE -0.460593 1.731609e-02 ... -0.016268 -0.005042
000088.XSHE -0.875113 -2.015351e-01 ... -0.021243 -0.010017
000090.XSHE -0.765697 3.590552e-02 ... 0.028168 0.039394
000099.XSHE -1.757822 -7.182852e-01 ... -0.008199 0.003027
000100.XSHE 1.089583 1.015253e+00 ... 0.025028 0.036254
000156.XSHE 0.424992 -1.811267e-01 ... -0.099429 -0.088203
000157.XSHE 1.229154 -1.605155e+00 ... -0.013914 -0.002688
000166.XSHE 0.611700 6.479523e-01 ... -0.039797 -0.028571
000333.XSHE 1.478723 1.136965e+00 ... -0.025623 -0.014397
000338.XSHE 0.564763 1.036665e+00 ... 0.017165 0.028391
... ... ... ... ... ...
601988.XSHG -1.640023 -5.643279e-01 ... -0.000237 0.010989
601989.XSHG 1.216487 -6.031333e-01 ... 0.026445 0.037671
601991.XSHG 1.302764 -1.029628e+00 ... -0.019247 -0.008021
601992.XSHG 1.675987 7.322914e-01 ... 0.145199 0.156425
601998.XSHG 0.665820 1.967252e-01 ... -0.019406 -0.008180
603000.XSHG -0.235712 6.117058e-02 ... 0.066552 0.077778
603001.XSHG -0.421240 -1.069832e-01 ... -0.139290 -0.128064
603005.XSHG -0.724780 -2.395362e-02 ... -0.088215 -0.076989
603019.XSHG -0.010714 -2.879049e-01 ... -0.154312 -0.143086
603025.XSHG 0.026172 -2.646620e-14 ... -0.065973 -0.054747
603077.XSHG 0.305258 -7.962834e-01 ... -0.063628 -0.052402
603169.XSHG -0.025030 2.066469e+00 ... 0.048860 0.060086
603188.XSHG -0.545769 1.258860e+00 ... 0.077294 0.088520
603288.XSHG 1.727785 -1.504775e-01 ... -0.056819 -0.045593
603328.XSHG -0.362838 6.407906e-01 ... -0.062894 -0.051668
603355.XSHG -0.522777 2.656605e-13 ... -0.012627 -0.001401
603366.XSHG -1.573370 -1.310523e+00 ... -0.043867 -0.032641
603369.XSHG -0.405508 5.373430e-01 ... 0.094632 0.105858
603555.XSHG 0.173077 -5.938019e-01 ... 0.043607 0.054833
603567.XSHG -0.084890 -4.412766e-14 ... 0.102927 0.114153
603568.XSHG -0.282368 3.962515e-13 ... -0.064028 -0.052802
603589.XSHG 0.097234 -5.450085e-13 ... -0.087100 -0.075874
603698.XSHG -0.751742 -7.827762e-01 ... 0.005902 0.017128
603699.XSHG 0.002973 5.931519e-01 ... -0.040879 -0.029653
603766.XSHG -0.412170 3.106422e-01 ... -0.027015 -0.015789
603806.XSHG 0.079898 2.278955e-01 ... -0.045098 -0.033872
603883.XSHG -0.371575 -4.412766e-14 ... -0.092112 -0.080886
603885.XSHG 0.206564 -1.306586e-13 ... -0.099372 -0.088146
603899.XSHG 0.198708 -3.032725e-01 ... 0.107204 0.118430
603993.XSHG 1.669295 5.520970e-02 ... 0.061622 0.072848
[800 rows x 47 columns],
Timestamp('2016-03-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.112827 3.462518e-01 ... -0.005360 0.099612
000002.XSHE 0.951581 5.983696e-01 ... -0.104972 0.000000
000006.XSHE -0.718939 1.297440e-02 ... -0.086478 0.018494
000009.XSHE 0.519801 5.907080e-01 ... 0.072486 0.177458
000012.XSHE 0.754902 2.550682e-01 ... -0.036917 0.068056
000021.XSHE -0.577039 -7.374147e-02 ... 0.020503 0.125475
000027.XSHE 0.404329 1.038885e+00 ... -0.005462 0.099511
000028.XSHE 0.519904 -7.669402e-02 ... -0.169409 -0.064437
000030.XSHE -1.009640 4.307095e-01 ... 0.016376 0.121348
000031.XSHE 0.083657 4.095128e-01 ... -0.096700 0.008272
000039.XSHE 1.559057 1.590355e+00 ... -0.013036 0.091937
000046.XSHE 1.293516 -5.978957e-02 ... -0.052997 0.051975
000049.XSHE -0.910910 9.868963e-01 ... 0.010505 0.115477
000050.XSHE 0.552501 1.752338e-01 ... 0.120465 0.225437
000060.XSHE 0.677634 -2.121875e-01 ... -0.142537 -0.037565
000061.XSHE 0.669894 -1.240430e+00 ... -0.056492 0.048480
000062.XSHE 0.289086 -8.312465e-01 ... 0.156719 0.261691
000063.XSHE 1.602935 1.046230e+00 ... -0.030226 0.074746
000066.XSHE 0.567175 -8.249866e-01 ... -0.462951 -0.357978
000069.XSHE 1.340201 1.186384e+00 ... -0.073125 0.031847
000078.XSHE -0.467008 1.169124e-02 ... -0.028959 0.076014
000088.XSHE -0.906144 -1.783590e-01 ... 0.067034 0.172007
000090.XSHE -0.773709 2.865233e-02 ... 0.090363 0.195335
000099.XSHE -1.774285 -7.289252e-01 ... 0.253177 0.358149
000100.XSHE 1.174264 9.596791e-01 ... -0.104972 0.000000
000156.XSHE 0.348571 -1.517668e-01 ... 0.131424 0.236397
000157.XSHE 1.242250 -1.605126e+00 ... 0.005540 0.110512
000166.XSHE 0.655219 5.756526e-01 ... 0.043925 0.148897
000333.XSHE 1.527202 1.097303e+00 ... 0.029538 0.134510
000338.XSHE 0.580776 1.024044e+00 ... 0.011592 0.116564
... ... ... ... ... ...
601988.XSHG -1.672769 -5.749816e-01 ... -0.039755 0.065217
601989.XSHG 1.186221 -6.021587e-01 ... 0.064995 0.169967
601991.XSHG 1.280984 -9.833180e-01 ... -0.024110 0.080863
601992.XSHG 1.742567 6.356333e-01 ... -0.042170 0.062802
601998.XSHG 0.676066 2.018093e-01 ... 0.018739 0.123711
603000.XSHG -0.100158 -3.519108e-02 ... 0.009074 0.114046
603001.XSHG -0.602511 1.297655e-01 ... 0.044196 0.149168
603005.XSHG -0.823459 1.784713e-02 ... -0.029285 0.075687
603019.XSHG -0.164450 -2.728074e-01 ... 0.165853 0.270826
603025.XSHG -0.056356 -1.371546e-13 ... 0.042388 0.147361
603077.XSHG 0.201753 -7.802428e-01 ... -0.040456 0.064516
603169.XSHG 0.063225 1.956987e+00 ... 0.069926 0.174899
603188.XSHG -0.472670 1.116562e+00 ... -0.104972 0.000000
603288.XSHG 1.756610 -1.001649e-01 ... 0.077751 0.182723
603328.XSHG -0.421771 7.171167e-01 ... 0.070964 0.175936
603355.XSHG -0.494384 -4.994893e-13 ... 0.024456 0.129428
603366.XSHG -1.595243 -1.308546e+00 ... 0.062206 0.167178
603369.XSHG -0.268864 3.894577e-01 ... 0.112500 0.217472
603555.XSHG 0.248160 -5.934492e-01 ... 0.031151 0.136123
603567.XSHG 0.058850 -3.509785e-14 ... -0.093472 0.011500
603568.XSHG -0.375610 -9.975225e-14 ... 0.029991 0.134963
603589.XSHG 0.001336 1.365116e-12 ... 0.015661 0.120634
603698.XSHG -0.742413 -7.828121e-01 ... 0.119553 0.224525
603699.XSHG -0.024841 6.446812e-01 ... -0.006143 0.098830
603766.XSHG -0.457948 3.883753e-01 ... 0.053673 0.158645
603806.XSHG 0.026146 2.673199e-01 ... -0.003777 0.101195
603883.XSHG -0.483063 -3.509785e-14 ... -0.031472 0.073500
603885.XSHG 0.079352 2.065766e-13 ... 0.089028 0.194000
603899.XSHG 0.300198 -3.669240e-01 ... -0.027043 0.077930
603993.XSHG 1.603307 9.206983e-02 ... -0.040158 0.064815
[800 rows x 47 columns],
Timestamp('2016-04-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.129312 3.940564e-01 ... 0.000973 0.001176
000002.XSHE 1.062309 9.360067e-01 ... -0.000204 0.000000
000006.XSHE -0.803940 -2.569664e-01 ... -0.019659 -0.019455
000009.XSHE 0.604404 6.893472e-01 ... 0.055804 0.056008
000012.XSHE 0.724389 3.534180e-01 ... 0.085622 0.085826
000021.XSHE -0.581964 -5.914650e-02 ... 0.021193 0.021396
000027.XSHE 0.397698 1.036936e+00 ... -0.040263 -0.040059
000028.XSHE 0.301680 2.010304e-01 ... 0.145254 0.145458
000030.XSHE -1.035756 4.671862e-01 ... 0.019836 0.020040
000031.XSHE -0.003413 8.834481e-02 ... -0.085892 -0.085688
000039.XSHE 1.528232 1.095386e+00 ... -0.017457 -0.017253
000046.XSHE 1.278896 -2.041016e-01 ... -0.062457 -0.062253
000049.XSHE -0.945030 7.642274e-01 ... 0.045776 0.045980
000050.XSHE 0.657011 9.003977e-02 ... 0.017918 0.018122
000060.XSHE 0.501784 -4.552239e-02 ... -0.063461 -0.063257
000061.XSHE 0.599987 -1.133158e+00 ... -0.029984 -0.029781
000062.XSHE 0.459319 -6.077285e-01 ... -0.075831 -0.075627
000063.XSHE 1.509894 1.102716e+00 ... -0.030589 -0.030385
000066.XSHE -0.158021 -1.016837e+00 ... -0.108075 -0.107872
000069.XSHE 1.304232 1.197178e+00 ... -0.021809 -0.021605
000078.XSHE -0.515572 6.497091e-02 ... 0.218007 0.218210
000088.XSHE -0.877444 -1.485876e-01 ... -0.028981 -0.028777
000090.XSHE -0.645304 -5.493749e-01 ... -0.084350 -0.084146
000099.XSHE -1.554084 -8.350238e-01 ... 0.021278 0.021481
000100.XSHE 1.034889 7.914041e-01 ... -0.035189 -0.034985
000156.XSHE 0.424236 -2.021654e-01 ... -0.063773 -0.063570
000157.XSHE 1.229820 -6.154860e-01 ... -0.058456 -0.058252
000166.XSHE 0.601634 6.838955e-01 ... -0.032204 -0.032000
000333.XSHE 1.500917 1.116076e+00 ... 0.106019 0.106223
000338.XSHE 0.564160 8.084814e-01 ... -0.000204 0.000000
... ... ... ... ... ...
601988.XSHG -1.683238 -6.510913e-01 ... -0.010408 -0.010204
601989.XSHG 1.149759 -6.278295e-01 ... -0.096114 -0.095910
601991.XSHG 1.261922 1.349006e-01 ... -0.015166 -0.014963
601992.XSHG 1.717361 7.343488e-01 ... -0.032022 -0.031818
601998.XSHG 0.648681 2.154532e-01 ... -0.018552 -0.018349
603000.XSHG -0.162450 -1.052150e-02 ... 0.042017 0.042221
603001.XSHG -0.587987 1.059173e-01 ... -0.027663 -0.027459
603005.XSHG -0.906035 4.142789e-02 ... -0.019446 -0.019242
603019.XSHG -0.005196 -2.415676e-01 ... 0.065640 0.065844
603025.XSHG -0.051562 -4.017628e-13 ... -0.028319 -0.028115
603077.XSHG 0.146715 -8.508917e-01 ... 0.017112 0.017316
603169.XSHG 0.114443 1.813494e+00 ... -0.091865 -0.091661
603188.XSHG -0.619888 1.273917e+00 ... 0.042998 0.043202
603288.XSHG 1.733285 -8.563926e-02 ... -0.028140 -0.027937
603328.XSHG -0.379868 6.397759e-01 ... 0.029719 0.029923
603355.XSHG -0.498575 -4.656593e-13 ... 0.031163 0.031366
603366.XSHG -1.565831 -1.319284e+00 ... 0.099665 0.099869
603369.XSHG -0.169561 3.673750e-01 ... 0.118880 0.119084
603555.XSHG 0.256002 -5.861137e-01 ... -0.041693 -0.041489
603567.XSHG -0.064674 7.937802e-14 ... 0.070597 0.070801
603568.XSHG -0.348069 6.169225e-14 ... -0.017007 -0.016803
603589.XSHG -0.006917 1.339994e-12 ... 0.087842 0.088046
603698.XSHG -0.685309 -8.867770e-01 ... 0.029063 0.029267
603699.XSHG -0.064397 6.633552e-01 ... -0.028606 -0.028402
603766.XSHG -0.433734 3.589804e-01 ... -0.018665 -0.018462
603806.XSHG -0.022652 5.587601e-01 ... 0.056598 0.056802
603883.XSHG -0.534117 -2.122076e-01 ... 0.089331 0.089535
603885.XSHG 0.139557 1.890122e-13 ... 0.067915 0.068118
603899.XSHG 0.261626 -3.423681e-01 ... 0.042843 0.043046
603993.XSHG 1.566826 -3.223855e-02 ... -0.049479 -0.049275
[800 rows x 47 columns],
Timestamp('2016-05-03 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.128532 0.395673 ... 0.002041 -0.018801
000002.XSHE 1.060501 0.862690 ... 0.020843 0.000000
000006.XSHE -0.832389 -0.724714 ... -0.065136 -0.085979
000009.XSHE 0.649678 0.855852 ... -0.050517 -0.071360
000012.XSHE 0.888484 0.484496 ... 0.016052 -0.004790
000021.XSHE -0.529695 0.105245 ... -0.045310 -0.066152
000027.XSHE 0.356201 0.635897 ... -0.040981 -0.061824
000028.XSHE 0.454822 0.037415 ... -0.079086 -0.099928
000030.XSHE -1.033226 0.395730 ... -0.042026 -0.062868
000031.XSHE -0.111635 1.015588 ... -0.017044 -0.037886
000039.XSHE 1.545012 1.175756 ... -0.020590 -0.041433
000046.XSHE 1.235539 -0.200453 ... 0.003983 -0.016860
000049.XSHE -0.927504 0.592716 ... 0.029840 0.008997
000050.XSHE 0.663622 0.067317 ... 0.156226 0.135383
000060.XSHE 0.382177 -0.010333 ... -0.055307 -0.076149
000061.XSHE 0.552484 -1.059628 ... 0.019227 -0.001616
000062.XSHE 0.344280 -0.410010 ... 0.041094 0.020251
000063.XSHE 1.445009 1.237850 ... -0.039742 -0.060585
000066.XSHE -0.282019 -0.438217 ... -0.091902 -0.112745
000069.XSHE 1.312521 1.128051 ... -0.009126 -0.029968
000078.XSHE -0.287618 0.211918 ... -0.006219 -0.027062
000088.XSHE -0.911540 -0.109959 ... -0.026565 -0.047407
000090.XSHE -0.764208 -0.433921 ... -0.021767 -0.042610
000099.XSHE -1.531365 -0.850442 ... 0.022293 0.001450
000100.XSHE 0.931615 0.549950 ... -0.027496 -0.048338
000156.XSHE 0.357345 -0.152612 ... -0.024066 -0.044909
000157.XSHE 1.188472 -0.755117 ... -0.028126 -0.048969
000166.XSHE 0.621028 0.690507 ... 0.002661 -0.018182
000333.XSHE 1.401846 1.133749 ... 0.073704 0.052861
000338.XSHE 0.568541 0.817035 ... -0.009377 -0.030220
... ... ... ... ... ...
601988.XSHG -1.694700 -0.645173 ... 0.010533 -0.010309
601989.XSHG 1.211634 -1.285289 ... -0.021279 -0.042122
601991.XSHG 1.272098 0.001983 ... -0.037385 -0.058228
601992.XSHG 1.748975 0.811970 ... -0.030801 -0.051643
601998.XSHG 0.659858 0.222886 ... -0.010933 -0.031776
603000.XSHG -0.097824 -0.045332 ... -0.047970 -0.068812
603001.XSHG -0.639852 0.304929 ... -0.022792 -0.043634
603005.XSHG -0.976911 -0.249936 ... 0.015865 -0.004978
603019.XSHG 0.110653 -0.232862 ... 0.029392 0.008549
603025.XSHG -0.124681 -0.584102 ... 0.019528 -0.001315
603077.XSHG 0.159501 -0.580406 ... -0.111072 -0.131915
603169.XSHG -0.002428 1.114360 ... -0.046684 -0.067527
603188.XSHG -0.588448 1.044470 ... 0.023888 0.003045
603288.XSHG 1.705923 -0.014926 ... 0.032615 0.011773
603328.XSHG -0.374435 0.816092 ... 0.215782 0.194939
603355.XSHG -0.511485 -0.593361 ... 0.031382 0.010539
603366.XSHG -1.508021 -0.103322 ... -0.019779 -0.040621
603369.XSHG -0.059572 0.245265 ... -0.155146 -0.175989
603555.XSHG 0.200244 -0.565393 ... 0.013966 -0.006877
603567.XSHG -0.006244 0.162075 ... 0.162252 0.141409
603568.XSHG -0.371571 -1.055392 ... -0.044013 -0.064855
603589.XSHG 0.067049 0.105075 ... 0.027635 0.006793
603698.XSHG -0.635239 -0.786304 ... -0.096321 -0.117163
603699.XSHG -0.092703 0.223584 ... 0.001963 -0.018879
603766.XSHG -0.473268 0.634524 ... 0.020843 0.000000
603806.XSHG -0.006840 0.496657 ... -0.017843 -0.038685
603883.XSHG -0.458555 -0.244737 ... 0.009283 -0.011559
603885.XSHG 0.248131 -0.164883 ... -0.011567 -0.032410
603899.XSHG 0.313142 -0.379136 ... -0.007200 -0.028042
603993.XSHG 1.492635 0.071039 ... 0.283038 0.262195
[800 rows x 47 columns],
Timestamp('2016-06-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.126952 0.386022 ... 0.007783 0.013174
000002.XSHE 1.069529 0.871289 ... -0.005391 0.000000
000006.XSHE -0.892639 -0.673024 ... 0.003292 0.008683
000009.XSHE 0.551537 0.985854 ... 0.022647 0.028037
000012.XSHE 0.916288 0.469088 ... 0.000626 0.006017
000021.XSHE -0.583178 0.133117 ... 0.247266 0.252656
000027.XSHE 0.332903 0.693666 ... 0.006141 0.011532
000028.XSHE 0.337708 0.137364 ... 0.026898 0.032289
000030.XSHE -1.106813 0.468863 ... 0.011381 0.016771
000031.XSHE -0.111062 1.027426 ... -0.043733 -0.038342
000039.XSHE 1.545377 1.190729 ... -0.009786 -0.004396
000046.XSHE 1.247337 -0.222395 ... 0.020333 0.025723
000049.XSHE -0.986180 0.607214 ... 0.036902 0.042293
000050.XSHE 0.742060 0.019549 ... -0.053847 -0.048456
000060.XSHE 0.243331 0.013372 ... 0.053707 0.059098
000061.XSHE 0.606726 -1.078761 ... -0.038562 -0.033172
000062.XSHE 0.424172 -0.462161 ... 0.025971 0.031362
000063.XSHE 1.368249 1.309309 ... 0.029450 0.034841
000066.XSHE -0.405375 -0.419173 ... 0.187059 0.192449
000069.XSHE 1.306061 1.127890 ... -0.015147 -0.009756
000078.XSHE -0.288283 0.215571 ... -0.041152 -0.035762
000088.XSHE -0.911969 -0.082955 ... -0.013167 -0.007776
000090.XSHE -0.763250 -0.422370 ... -0.027644 -0.022253
000099.XSHE -1.456722 -0.867535 ... -0.052458 -0.047067
000100.XSHE 0.865050 0.597450 ... -0.043486 -0.038095
000156.XSHE 0.326686 -0.134968 ... -0.035462 -0.030071
000157.XSHE 1.179707 -0.759073 ... -0.010811 -0.005420
000166.XSHE 0.624195 0.712555 ... -0.007074 -0.001684
000333.XSHE 1.358758 1.146052 ... 0.048041 0.053432
000338.XSHE 0.521543 0.828889 ... -0.011056 -0.005666
... ... ... ... ... ...
601988.XSHG -1.648653 -0.605322 ... 0.011970 0.017361
601989.XSHG 1.242439 -1.285038 ... 0.028811 0.034202
601991.XSHG 1.246188 0.038587 ... -0.032272 -0.026882
601992.XSHG 1.740770 0.831136 ... -0.072222 -0.066832
601998.XSHG 0.684320 0.227930 ... -0.024696 -0.019305
603000.XSHG -0.157529 -0.006333 ... -0.029825 -0.024434
603001.XSHG -0.644733 0.321109 ... 0.062779 0.068170
603005.XSHG -1.053394 -0.199106 ... 0.070831 0.076221
603019.XSHG 0.152977 -0.248374 ... 0.041369 0.046760
603025.XSHG -0.099709 -0.597054 ... 0.029501 0.034891
603077.XSHG 0.049959 -0.543975 ... 0.058335 0.063725
603169.XSHG -0.022691 1.173561 ... 0.001932 0.007323
603188.XSHG -0.493416 0.942922 ... 0.041968 0.047359
603288.XSHG 1.680870 -0.052938 ... -0.001284 0.004107
603328.XSHG -0.228147 0.618406 ... -0.002253 0.003137
603355.XSHG -0.483887 -0.621436 ... 0.065527 0.070918
603366.XSHG -1.537620 -0.080535 ... 0.008308 0.013699
603369.XSHG -0.307019 0.505182 ... 0.062490 0.067881
603555.XSHG 0.213123 -0.574378 ... -0.030645 -0.025255
603567.XSHG 0.202306 -0.014214 ... -0.086575 -0.081184
603568.XSHG -0.391498 -1.049751 ... 0.052248 0.057638
603589.XSHG 0.099988 0.068419 ... 0.009570 0.014960
603698.XSHG -0.732410 -0.738024 ... 0.067174 0.072565
603699.XSHG -0.043294 0.208695 ... 0.052337 0.057728
603766.XSHG -0.482001 0.605075 ... 0.138810 0.144201
603806.XSHG -0.018778 0.502885 ... 0.363911 0.369302
603883.XSHG -0.435350 -0.251398 ... 0.016510 0.021901
603885.XSHG 0.411260 -0.320268 ... -0.033484 -0.028093
603899.XSHG 0.369238 -0.448155 ... -0.073436 -0.068046
603993.XSHG 1.716236 -0.012600 ... -0.029545 -0.024155
[800 rows x 47 columns],
Timestamp('2016-07-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.080976 0.380936 ... 0.060129 0.065012
000002.XSHE 1.090247 0.758429 ... -0.272527 -0.267644
000006.XSHE -0.973928 -0.733741 ... -0.019230 -0.014347
000008.XSHE 0.978339 -0.481671 ... -0.083184 -0.078302
000009.XSHE 0.461146 1.027815 ... 0.004208 0.009091
000012.XSHE 0.960036 0.528339 ... -0.058710 -0.053828
000021.XSHE -0.397018 0.037279 ... -0.046353 -0.041470
000027.XSHE 0.325927 0.814323 ... 0.017919 0.022801
000028.XSHE 0.351631 0.164912 ... 0.072467 0.077350
000030.XSHE -1.224362 0.590202 ... 0.015736 0.020619
000031.XSHE -0.193657 1.056151 ... 0.042531 0.047414
000039.XSHE 1.455590 1.216542 ... -0.034316 -0.029433
000046.XSHE 1.310982 -0.279513 ... -0.016377 -0.011494
000049.XSHE -0.996963 0.619636 ... -0.111213 -0.106331
000050.XSHE 0.698213 0.087053 ... -0.084763 -0.079880
000060.XSHE 0.180886 -0.000884 ... 0.006865 0.011747
000061.XSHE 0.545290 -1.010191 ... -0.009903 -0.005021
000062.XSHE 0.447680 -0.389640 ... -0.058385 -0.053503
000063.XSHE 1.439938 1.335069 ... 0.013026 0.017908
000066.XSHE -0.273046 -0.421292 ... -0.055848 -0.050965
000069.XSHE 1.336030 1.013981 ... 0.044379 0.049261
000078.XSHE 0.076391 -0.062579 ... -0.095542 -0.090659
000088.XSHE -0.951364 -0.012251 ... 0.053111 0.057994
000090.XSHE -0.880557 -0.428558 ... -0.019107 -0.014225
000099.XSHE -1.591563 -0.811887 ... -0.037557 -0.032675
000100.XSHE 0.675579 0.822567 ... 0.041322 0.046205
000156.XSHE 0.295790 -0.079823 ... -0.011083 -0.006201
000157.XSHE 1.068073 -0.844564 ... 0.006017 0.010899
000158.XSHE 0.285344 -0.630007 ... -0.027083 -0.022201
000166.XSHE 0.540520 0.630070 ... -0.001510 0.003373
... ... ... ... ... ...
601958.XSHG 0.350767 -0.308008 ... -0.049109 -0.044226
601965.XSHG -1.201727 -0.257826 ... -0.014477 -0.009595
601985.XSHG 1.594522 0.402057 ... -0.018665 -0.013783
601988.XSHG -1.487893 -0.560317 ... 0.036073 0.040956
601989.XSHG 1.113734 -1.278586 ... 0.014015 0.018898
601991.XSHG 1.286737 0.129468 ... 0.028267 0.033149
601992.XSHG 1.994672 0.718976 ... 0.034905 0.039788
601998.XSHG 0.669423 0.230140 ... 0.095511 0.100394
603000.XSHG -0.208739 0.053476 ... 0.192430 0.197312
603001.XSHG -0.722529 0.496207 ... -0.066189 -0.061307
603005.XSHG -1.021726 -0.205244 ... -0.132856 -0.127974
603019.XSHG 0.228090 -0.250733 ... -0.094224 -0.089342
603025.XSHG -0.155661 -0.555096 ... -0.044959 -0.040076
603077.XSHG -0.002849 -0.575053 ... -0.037141 -0.032258
603169.XSHG -0.200546 1.194275 ... -0.054963 -0.050081
603188.XSHG -0.636628 0.985996 ... 0.095407 0.100290
603198.XSHG -0.038243 0.025424 ... 0.024311 0.029194
603328.XSHG -0.226739 0.654513 ... -0.097924 -0.093041
603355.XSHG -0.608857 -0.609753 ... -0.068043 -0.063161
603555.XSHG 0.103714 -0.375059 ... -0.030791 -0.025909
603567.XSHG 0.030587 0.154525 ... -0.048141 -0.043258
603568.XSHG -0.341636 -1.105610 ... -0.077988 -0.073106
603589.XSHG 0.138619 0.095770 ... -0.064998 -0.060116
603698.XSHG -0.731457 -0.824763 ... 0.092078 0.096961
603699.XSHG -0.137487 0.127576 ... -0.034812 -0.029930
603766.XSHG -0.371530 0.457074 ... -0.050088 -0.045205
603806.XSHG 0.322167 0.169971 ... -0.102672 -0.097789
603883.XSHG -0.477149 -0.222960 ... -0.013622 -0.008739
603885.XSHG 0.418122 -0.233676 ... 0.067936 0.072818
603993.XSHG 1.634407 -0.001228 ... -0.037061 -0.032178
[800 rows x 47 columns],
Timestamp('2016-08-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.055559 0.389072 ... -0.023110 0.017758
000002.XSHE 1.328204 0.807809 ... 0.323963 0.364831
000006.XSHE -1.000036 -0.757742 ... 0.091592 0.132460
000008.XSHE 0.884391 -0.441820 ... -0.094092 -0.053224
000009.XSHE 0.476711 1.027700 ... 0.079253 0.120120
000012.XSHE 0.879233 0.584966 ... 0.067856 0.108723
000021.XSHE -0.374905 0.044581 ... 0.009280 0.050147
000027.XSHE 0.302386 0.797843 ... 0.022827 0.063694
000028.XSHE 0.408270 0.115932 ... -0.047160 -0.006293
000030.XSHE -1.160660 0.565387 ... 0.140951 0.181818
000031.XSHE -0.146173 1.017917 ... -0.022349 0.018519
000039.XSHE 1.408937 1.362554 ... 0.025850 0.066717
000046.XSHE 1.271352 -0.293309 ... 0.042642 0.083510
000049.XSHE -1.084350 0.758158 ... 0.013016 0.053884
000050.XSHE 0.642782 0.132569 ... -0.009397 0.031470
000060.XSHE 0.189488 -0.023352 ... -0.007486 0.033382
000061.XSHE 0.494774 -0.995988 ... -0.008067 0.032801
000062.XSHE 0.328241 -0.320918 ... -0.042088 -0.001220
000063.XSHE 1.418961 1.370996 ... -0.000755 0.040113
000066.XSHE -0.265934 -0.440927 ... -0.070973 -0.030106
000069.XSHE 1.371979 0.971828 ... 0.004516 0.045383
000078.XSHE -0.097243 0.072293 ... 0.012002 0.052870
000088.XSHE -0.917274 -0.044843 ... 0.010984 0.051852
000090.XSHE -0.905436 -0.443651 ... 0.047155 0.088023
000099.XSHE -1.673512 -0.755896 ... -0.000805 0.040063
000100.XSHE 0.708849 0.758802 ... -0.044022 -0.003155
000156.XSHE 0.284228 -0.060919 ... 0.012451 0.053318
000157.XSHE 1.096968 -0.828677 ... -0.000436 0.040431
000158.XSHE 0.266970 -0.633930 ... -0.000394 0.040474
000166.XSHE 0.559969 0.641033 ... 0.002830 0.043697
... ... ... ... ... ...
601958.XSHG 0.282276 -0.336309 ... -0.042153 -0.001285
601965.XSHG -1.182297 -0.245696 ... -0.025798 0.015070
601985.XSHG 1.547355 0.500877 ... -0.033104 0.007764
601988.XSHG -1.609977 -0.623096 ... -0.001523 0.039344
601989.XSHG 1.096799 -1.257191 ... -0.019229 0.021638
601991.XSHG 1.263379 0.094749 ... -0.022151 0.018717
601992.XSHG 1.768538 0.968540 ... 0.020357 0.061224
601998.XSHG 0.619568 0.223516 ... 0.011011 0.051878
603000.XSHG 0.041520 -0.080192 ... -0.045459 -0.004592
603001.XSHG -0.790820 0.612972 ... 0.008918 0.049786
603005.XSHG -1.144183 -0.173283 ... -0.008883 0.031985
603019.XSHG 0.174616 -0.239555 ... -0.040294 0.000574
603025.XSHG -0.211063 -0.531222 ... 0.077754 0.118622
603077.XSHG -0.090227 -0.490485 ... 0.016275 0.057143
603169.XSHG -0.245555 -0.593702 ... -0.036616 0.004252
603188.XSHG -0.533497 0.882293 ... -0.074060 -0.033193
603198.XSHG -0.015634 0.049375 ... -0.030512 0.010356
603328.XSHG -0.297871 0.778878 ... 0.047926 0.088793
603355.XSHG -0.713926 -0.534636 ... 0.010810 0.051678
603555.XSHG 0.080782 -0.364447 ... 0.002032 0.042900
603567.XSHG -0.073095 0.250022 ... -0.034134 0.006734
603568.XSHG -0.494818 -1.044921 ... 0.056647 0.097514
603589.XSHG 0.060702 0.210713 ... -0.055013 -0.014145
603698.XSHG -0.619541 -0.881927 ... -0.030643 0.010224
603699.XSHG -0.173270 0.198095 ... -0.002755 0.038113
603766.XSHG -0.409396 0.562031 ... 0.059563 0.100430
603806.XSHG 0.177512 0.322457 ... -0.001663 0.039204
603883.XSHG -0.535732 -0.177802 ... -0.005183 0.035684
603885.XSHG 0.459475 -0.284846 ... -0.054339 -0.013472
603993.XSHG 1.566715 -0.007320 ... -0.038310 0.002558
[800 rows x 47 columns],
Timestamp('2016-09-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.061965 0.411199 ... -0.036406 -0.034896
000002.XSHE 1.119708 0.788350 ... 0.106697 0.108207
000006.XSHE -0.919959 -0.768121 ... 0.210572 0.212082
000008.XSHE 0.773144 -0.309718 ... 0.034166 0.035676
000009.XSHE 0.504312 0.877493 ... -0.054236 -0.052726
000012.XSHE 0.933231 0.629297 ... -0.031157 -0.029647
000021.XSHE -0.356260 -0.054967 ... -0.008064 -0.006554
000027.XSHE 0.314449 0.687819 ... -0.023965 -0.022455
000028.XSHE 0.329490 0.393445 ... 0.023677 0.025187
000030.XSHE -1.017369 0.598584 ... 0.095926 0.097436
000031.XSHE -0.215017 1.085271 ... -0.080298 -0.078788
000039.XSHE 1.459724 -0.491769 ... -0.019278 -0.017768
000046.XSHE 1.287347 -0.130971 ... -0.029803 -0.028293
000049.XSHE -1.097572 0.581948 ... 0.073496 0.075006
000050.XSHE 0.599185 0.198955 ... -0.018343 -0.016833
000060.XSHE 0.217005 -0.037301 ... -0.064712 -0.063202
000061.XSHE 0.475602 -0.983823 ... -0.017797 -0.016287
000062.XSHE 0.262636 -0.291680 ... -0.012096 -0.010586
000063.XSHE 1.387158 1.487307 ... 0.019464 0.020974
000066.XSHE -0.357090 -0.089065 ... -0.016611 -0.015101
000069.XSHE 1.341553 1.036157 ... -0.029953 -0.028443
000078.XSHE -0.096435 0.121446 ... -0.002945 -0.001435
000088.XSHE -0.881965 -0.077657 ... 0.012574 0.014085
000090.XSHE -0.883482 -0.547356 ... 0.117853 0.119363
000099.XSHE -1.655497 -0.908149 ... -0.035498 -0.033988
000100.XSHE 0.679133 0.217693 ... -0.001510 0.000000
000156.XSHE 0.299554 -0.036646 ... -0.039744 -0.038234
000157.XSHE 1.070529 -1.036298 ... 0.094345 0.095855
000158.XSHE 0.272139 -0.657890 ... -0.017639 -0.016129
000166.XSHE 0.553205 0.434949 ... 0.001711 0.003221
... ... ... ... ... ...
601958.XSHG 0.262784 -0.377888 ... -0.004084 -0.002574
601965.XSHG -1.253356 -0.190333 ... 0.002732 0.004242
601985.XSHG 1.558984 0.720878 ... -0.003051 -0.001541
601988.XSHG -1.611308 -0.653150 ... -0.026747 -0.025237
601989.XSHG 1.112487 -1.241048 ... -0.045383 -0.043873
601991.XSHG 1.166559 0.142064 ... -0.006759 -0.005249
601992.XSHG 1.762390 1.362243 ... 0.003298 0.004808
601998.XSHG 0.603134 0.228519 ... -0.052530 -0.051020
603000.XSHG -0.023370 -0.164131 ... 0.004128 0.005638
603001.XSHG -0.775664 0.540356 ... 0.014808 0.016318
603005.XSHG -1.187622 -0.225457 ... -0.008499 -0.006989
603019.XSHG 0.128519 -0.334560 ... -0.045948 -0.044438
603025.XSHG -0.108979 -0.632152 ... -0.071415 -0.069905
603077.XSHG -0.078599 -0.562042 ... 0.084076 0.085586
603169.XSHG -0.281336 -0.498507 ... 0.109413 0.110923
603188.XSHG -0.652560 0.905255 ... -0.047832 -0.046322
603198.XSHG -0.038742 0.060693 ... -0.004184 -0.002674
603328.XSHG -0.264305 0.824656 ... -0.000718 0.000792
603355.XSHG -0.675874 -0.489970 ... 0.121901 0.123411
603555.XSHG 0.088943 -0.446385 ... 0.036746 0.038256
603567.XSHG -0.135377 0.134589 ... -0.030177 -0.028667
603568.XSHG -0.440948 -1.041788 ... 0.187079 0.188589
603589.XSHG 0.003528 0.334777 ... -0.080425 -0.078915
603698.XSHG -0.691514 -0.986189 ... -0.046564 -0.045054
603699.XSHG -0.161672 0.191249 ... 0.004317 0.005828
603766.XSHG -0.365688 0.541651 ... -0.027586 -0.026076
603806.XSHG 0.177243 0.477346 ... -0.032301 -0.030791
603883.XSHG -0.560194 -0.145674 ... -0.001510 0.000000
603885.XSHG 0.411699 -0.240673 ... -0.055607 -0.054097
603993.XSHG 1.560485 0.121692 ... -0.057632 -0.056122
[800 rows x 47 columns],
Timestamp('2016-10-10 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.090684 0.421271 ... -0.014341 0.002260
000002.XSHE 1.012427 0.703535 ... -0.023634 -0.007034
000006.XSHE -0.567274 0.732767 ... 0.005669 0.022269
000008.XSHE 0.374739 -0.050689 ... 0.014715 0.031315
000009.XSHE 0.435939 0.980199 ... -0.038299 -0.021698
000012.XSHE 0.878898 0.700030 ... 0.017477 0.034078
000021.XSHE -0.376838 -0.046080 ... -0.022256 -0.005655
000027.XSHE 0.263368 0.776312 ... -0.013538 0.003063
000028.XSHE 0.337738 0.385366 ... 0.002352 0.018953
000030.XSHE -0.939395 0.487485 ... -0.030619 -0.014019
000031.XSHE -0.345120 1.047338 ... -0.015504 0.001096
000039.XSHE 1.431903 -0.494172 ... -0.026731 -0.010130
000046.XSHE 1.248219 -0.082690 ... -0.019613 -0.003012
000049.XSHE -1.020001 0.514645 ... 0.070314 0.086915
000050.XSHE 0.564015 0.225546 ... -0.016601 0.000000
000060.XSHE 0.158145 -0.027993 ... 0.040371 0.056972
000061.XSHE 0.438056 -0.976408 ... -0.005839 0.010762
000062.XSHE 0.231224 -0.271463 ... 0.040189 0.056790
000063.XSHE 1.361386 1.474080 ... -0.001359 0.015242
000066.XSHE -0.391035 -0.074776 ... -0.037895 -0.021295
000069.XSHE 1.302697 0.996921 ... -0.005815 0.010786
000078.XSHE -0.128310 0.149156 ... -0.043900 -0.027299
000088.XSHE -0.861148 -0.091789 ... 0.002844 0.019444
000090.XSHE -0.743220 -0.680904 ... -0.047406 -0.030806
000099.XSHE -1.711168 -0.885332 ... -0.018164 -0.001564
000100.XSHE 0.690655 0.239250 ... -0.016601 0.000000
000156.XSHE 0.247606 -0.009913 ... 0.032111 0.048712
000157.XSHE 1.187556 -1.006343 ... -0.028421 -0.011820
000158.XSHE 0.221334 -0.639178 ... -0.087960 -0.071360
000166.XSHE 0.553626 0.428846 ... -0.006970 0.009631
... ... ... ... ... ...
601958.XSHG 0.291883 -0.389099 ... 0.014367 0.030968
601965.XSHG -1.304594 -0.127565 ... 0.068933 0.085533
601985.XSHG 1.544415 0.751639 ... 0.000375 0.016975
601988.XSHG -1.595358 -0.654274 ... -0.016601 0.000000
601989.XSHG 1.183723 -1.300144 ... 0.019792 0.036392
601991.XSHG 1.147783 0.175818 ... -0.008685 0.007916
601992.XSHG 1.765878 1.379199 ... 0.007323 0.023923
601998.XSHG 0.653244 0.246111 ... -0.004056 0.012545
603000.XSHG -0.016852 -0.175802 ... -0.043614 -0.027013
603001.XSHG -0.789169 0.530743 ... 0.013505 0.030105
603005.XSHG -1.224764 -0.214184 ... -0.025169 -0.008568
603019.XSHG 0.057911 -0.314443 ... -0.044203 -0.027603
603025.XSHG -0.203191 -0.605773 ... 0.060469 0.077070
603077.XSHG -0.005211 -0.578183 ... -0.024899 -0.008299
603169.XSHG -0.150205 -0.506638 ... -0.034893 -0.018293
603188.XSHG -0.764271 1.040482 ... 0.003399 0.020000
603198.XSHG -0.037308 0.043624 ... -0.020622 -0.004021
603328.XSHG -0.282043 0.841032 ... 0.092576 0.109177
603355.XSHG -0.511383 -0.591433 ... 0.046245 0.062846
603555.XSHG 0.113027 -0.465792 ... 0.068978 0.085578
603567.XSHG -0.206952 0.196274 ... 0.019307 0.035908
603568.XSHG -0.222873 -1.149778 ... -0.050679 -0.034078
603589.XSHG -0.105902 0.443190 ... 0.143914 0.160515
603698.XSHG -0.779038 -0.940264 ... -0.016943 -0.000342
603699.XSHG -0.171084 0.189033 ... 0.046551 0.063152
603766.XSHG -0.440507 0.653336 ... 0.018205 0.034806
603806.XSHG 0.143548 0.526834 ... 0.012306 0.028907
603883.XSHG -0.594199 -0.121751 ... 0.006099 0.022700
603885.XSHG 0.348668 -0.156364 ... -0.031037 -0.014436
603993.XSHG 1.532201 0.144141 ... -0.000385 0.016216
[800 rows x 47 columns],
Timestamp('2016-11-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.102056 0.430674 ... 0.002593 0.050733
000002.XSHE 1.034328 0.692866 ... -0.002307 0.045833
000006.XSHE -0.593086 0.566878 ... -0.093783 -0.045643
000008.XSHE 0.341639 0.066968 ... -0.043079 0.005061
000009.XSHE 0.386714 0.221393 ... -0.054890 -0.006750
000012.XSHE 0.887185 0.506443 ... 0.115496 0.163636
000021.XSHE -0.389882 0.045692 ... -0.025391 0.022749
000027.XSHE 0.252408 0.587979 ... 0.031249 0.079389
000028.XSHE 0.356649 0.288055 ... -0.073905 -0.025765
000030.XSHE -0.977187 0.643582 ... -0.071837 -0.023697
000031.XSHE -0.366248 0.335372 ... -0.005424 0.042716
000039.XSHE 1.366236 -0.506051 ... 0.071743 0.119883
000046.XSHE 1.217325 0.090974 ... -0.018936 0.029204
000049.XSHE -0.910833 0.391765 ... -0.101227 -0.053088
000050.XSHE 0.550032 0.255195 ... -0.048140 0.000000
000060.XSHE 0.161975 0.162292 ... 0.119236 0.167376
000061.XSHE 0.433355 -0.698811 ... 0.036217 0.084357
000062.XSHE 0.289617 -0.202508 ... 0.118916 0.167056
000063.XSHE 1.398836 1.538549 ... 0.096769 0.144909
000066.XSHE -0.426307 0.506433 ... 0.085890 0.134030
000069.XSHE 1.290152 0.987763 ... 0.082958 0.131098
000078.XSHE -0.174357 -0.211726 ... -0.042232 0.005908
000088.XSHE -0.866177 -0.589733 ... 0.009081 0.057221
000090.XSHE -0.809927 -0.708735 ... -0.062810 -0.014670
000099.XSHE -1.743625 -1.052315 ... -0.034044 0.014096
000100.XSHE 0.692380 0.785283 ... -0.048140 0.000000
000156.XSHE 0.311669 -0.075491 ... -0.058818 -0.010678
000157.XSHE 1.118046 -0.713269 ... 0.004492 0.052632
000158.XSHE 0.086836 -0.615284 ... 0.034934 0.083074
000166.XSHE 0.548417 0.596356 ... 0.026582 0.074722
... ... ... ... ... ...
601958.XSHG 0.258906 -0.362749 ... -0.008090 0.040050
601965.XSHG -1.204798 -0.141480 ... -0.076350 -0.028210
601985.XSHG 1.568423 0.884843 ... 0.027733 0.075873
601988.XSHG -1.606779 -0.662520 ... -0.012541 0.035599
601989.XSHG 1.185918 -1.058922 ... 0.110639 0.158779
601991.XSHG 1.140030 -1.867667 ... -0.011491 0.036649
601992.XSHG 1.754451 1.476480 ... 0.000925 0.049065
601998.XSHG 0.649262 0.247941 ... 0.059825 0.107965
603000.XSHG -0.055306 -0.323449 ... -0.053902 -0.005762
603001.XSHG -0.774837 0.414665 ... -0.020376 0.027764
603005.XSHG -1.246748 -0.347456 ... -0.032708 0.015432
603019.XSHG 0.012889 -0.408042 ... -0.098433 -0.050293
603025.XSHG -0.118402 -0.650027 ... 0.136366 0.184506
603077.XSHG 0.224439 -0.696037 ... -0.077429 -0.029289
603169.XSHG -0.224668 -0.495776 ... -0.011649 0.036491
603188.XSHG -0.759786 1.144980 ... -0.003322 0.044818
603198.XSHG -0.105312 0.089731 ... -0.065188 -0.017048
603328.XSHG -0.146971 0.727801 ... 0.013201 0.061341
603355.XSHG -0.420892 -0.700785 ... -0.074157 -0.026017
603555.XSHG 0.198530 -0.568313 ... -0.035731 0.012409
603567.XSHG -0.162697 0.332824 ... -0.031046 0.017094
603568.XSHG -0.285283 -1.071634 ... -0.100492 -0.052352
603589.XSHG 0.039936 0.266149 ... -0.105625 -0.057485
603698.XSHG -0.786387 -0.911780 ... -0.050876 -0.002736
603699.XSHG -0.133029 0.027095 ... -0.073753 -0.025613
603766.XSHG -0.412757 0.380184 ... -0.005449 0.042691
603806.XSHG 0.162473 0.529979 ... -0.022271 0.025869
603883.XSHG -0.566979 -0.124381 ... -0.041204 0.006936
603885.XSHG 0.280264 -0.031157 ... -0.059971 -0.011831
603993.XSHG 1.473319 -0.010034 ... 0.021009 0.069149
[800 rows x 47 columns],
Timestamp('2016-12-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.122641 0.429669 ... 0.011436 -0.046137
000002.XSHE 1.033724 0.747746 ... -0.173901 -0.231474
000006.XSHE -0.658057 0.618325 ... 0.057573 0.000000
000008.XSHE 0.272183 0.090977 ... -0.012920 -0.070493
000009.XSHE 0.394204 0.226752 ... 0.066311 0.008738
000012.XSHE 0.964042 0.339086 ... -0.116255 -0.173828
000021.XSHE -0.357698 0.029252 ... -0.066616 -0.124189
000027.XSHE 0.291715 0.469900 ... -0.000418 -0.057992
000028.XSHE 0.313407 0.334391 ... 0.001287 -0.056286
000030.XSHE -1.030251 0.740597 ... 0.010648 -0.046926
000031.XSHE -0.363919 0.304084 ... -0.008603 -0.066176
000039.XSHE 1.412053 -0.499495 ... -0.000521 -0.058094
000046.XSHE 1.163931 0.088479 ... -0.064736 -0.122309
000049.XSHE -0.939763 0.442751 ... -0.006231 -0.063805
000050.XSHE 0.565428 0.246972 ... 0.057573 0.000000
000060.XSHE 0.297325 0.109696 ... -0.056643 -0.114216
000061.XSHE 0.461232 -0.717788 ... -0.004360 -0.061934
000062.XSHE 0.420703 -0.308392 ... -0.020838 -0.078412
000063.XSHE 1.538035 1.274899 ... -0.018823 -0.076397
000066.XSHE -0.250994 0.360572 ... 0.008456 -0.049117
000069.XSHE 1.351657 1.039284 ... -0.055634 -0.113208
000078.XSHE -0.163380 -0.220247 ... -0.023190 -0.080764
000088.XSHE -0.846712 -0.620773 ... -0.017169 -0.074742
000090.XSHE -0.875145 -0.657491 ... 0.026556 -0.031017
000099.XSHE -1.762050 -1.046393 ... 0.001975 -0.055598
000100.XSHE 0.653410 0.823600 ... 0.060738 0.003165
000156.XSHE 0.264964 -0.052560 ... -0.000710 -0.058284
000157.XSHE 1.091360 -0.694016 ... 0.009846 -0.047727
000158.XSHE 0.151732 -0.650077 ... -0.031592 -0.089166
000166.XSHE 0.562228 0.530176 ... -0.044498 -0.102071
... ... ... ... ... ...
601958.XSHG 0.237122 -0.347801 ... -0.018239 -0.075812
601965.XSHG -1.259452 -0.076085 ... 0.079595 0.022022
601985.XSHG 1.580536 0.753681 ... 0.026544 -0.031030
601988.XSHG -1.630810 -0.659599 ... 0.045073 -0.012500
601989.XSHG 1.197306 -1.009624 ... 0.022000 -0.035573
601991.XSHG 1.104431 -1.861774 ... -0.000507 -0.058081
601992.XSHG 1.668103 1.433436 ... 0.024166 -0.033408
601998.XSHG 0.601328 0.223437 ... 0.057573 0.000000
603000.XSHG -0.087137 -0.312939 ... -0.008812 -0.066386
603001.XSHG -0.762451 0.408391 ... 0.089801 0.032227
603005.XSHG -1.170837 -0.375316 ... -0.026621 -0.084195
603019.XSHG -0.066137 -0.392214 ... -0.038593 -0.096166
603025.XSHG 0.076916 -0.717441 ... -0.020809 -0.078382
603077.XSHG 0.115779 -0.654238 ... 0.053263 -0.004310
603169.XSHG -0.240298 -0.480704 ... 0.057573 0.000000
603188.XSHG -0.747363 1.114798 ... -0.001408 -0.058981
603198.XSHG -0.139028 0.124173 ... -0.020017 -0.077590
603328.XSHG -0.034655 0.650030 ... 0.005826 -0.051747
603355.XSHG -0.471500 -0.673060 ... 0.093999 0.036425
603555.XSHG 0.168099 -0.559825 ... 0.128230 0.070656
603567.XSHG -0.136026 0.317494 ... -0.029728 -0.087302
603568.XSHG -0.410717 -1.010020 ... -0.021290 -0.078863
603589.XSHG -0.053970 0.372599 ... 0.031567 -0.026006
603698.XSHG -0.848824 -0.840445 ... 0.017450 -0.040123
603699.XSHG -0.236209 0.071252 ... -0.006185 -0.063758
603766.XSHG -0.387353 0.338132 ... -0.005702 -0.063275
603806.XSHG 0.154119 0.527075 ... -0.007503 -0.065076
603883.XSHG -0.545187 -0.133113 ... -0.032763 -0.090337
603885.XSHG 0.182322 0.028085 ... -0.014262 -0.071836
603993.XSHG 1.451854 -0.014105 ... -0.029491 -0.087065
[800 rows x 47 columns],
Timestamp('2017-01-03 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.997026 4.073304e-01 ... 0.011966 0.011249
000002.XSHE 1.269829 7.714830e-01 ... -0.001875 -0.002592
000006.XSHE -0.539845 4.878017e-01 ... -0.105805 -0.106522
000008.XSHE 0.263719 8.325333e-02 ... -0.074039 -0.074756
000009.XSHE 0.469589 2.158208e-01 ... -0.088792 -0.089509
000012.XSHE 0.969590 7.066087e-01 ... 0.000717 0.000000
000021.XSHE -0.486251 9.889643e-02 ... -0.017272 -0.017989
000025.XSHE -0.542731 -1.355266e+00 ... -0.082900 -0.083617
000027.XSHE 0.342541 7.389432e-01 ... 0.000717 0.000000
000028.XSHE 0.363284 3.818118e-01 ... 0.036533 0.035816
000031.XSHE -0.347321 4.128073e-01 ... -0.092646 -0.093363
000039.XSHE 1.451213 -5.107625e-01 ... 0.054771 0.054054
000049.XSHE -1.080911 4.786023e-01 ... 0.055340 0.054623
000050.XSHE 0.645386 2.064805e-01 ... 0.000717 0.000000
000060.XSHE 0.191953 1.396879e-01 ... 0.033639 0.032922
000061.XSHE 0.429727 -7.086505e-01 ... -0.074967 -0.075684
000062.XSHE 0.360767 -2.519139e-01 ... -0.027161 -0.027878
000063.XSHE 1.736016 1.456090e+00 ... -0.073357 -0.074074
000066.XSHE -0.248167 3.745874e-01 ... -0.237378 -0.238095
000069.XSHE 1.457704 9.776653e-01 ... 0.000717 0.000000
000078.XSHE -0.191711 -1.911841e-01 ... -0.039219 -0.039936
000089.XSHE -0.745020 -1.735211e-01 ... -0.027890 -0.028607
000090.XSHE -0.844227 -6.787589e-01 ... -0.077388 -0.078105
000099.XSHE -1.981856 -1.018403e+00 ... -0.014001 -0.014718
000100.XSHE 0.826367 8.252194e-01 ... 0.010181 0.009464
000156.XSHE 0.311766 -9.433464e-02 ... -0.032521 -0.033238
000157.XSHE 1.114590 -7.208696e-01 ... -0.006443 -0.007160
000158.XSHE 0.052869 -4.579894e-01 ... -0.097178 -0.097895
000166.XSHE 0.527163 7.419301e-01 ... 0.000717 0.000000
000333.XSHE 1.191573 1.032577e+00 ... 0.027471 0.026753
... ... ... ... ... ...
601985.XSHG 1.542595 9.792296e-01 ... -0.005105 -0.005822
601988.XSHG -1.528862 -6.307937e-01 ... 0.022869 0.022152
601989.XSHG 1.096805 -1.056862e+00 ... 0.049897 0.049180
601998.XSHG 0.491322 1.994894e-01 ... 0.019886 0.019169
603000.XSHG -0.083192 -3.705248e-01 ... -0.122872 -0.123589
603001.XSHG -0.746872 5.011652e-01 ... -0.050247 -0.050964
603005.XSHG -1.363337 -4.012222e-01 ... -0.095864 -0.096581
603019.XSHG -0.122834 -4.031546e-01 ... -0.104962 -0.105679
603025.XSHG 0.001331 -6.527110e-01 ... -0.144462 -0.145179
603077.XSHG 0.111412 -7.100409e-01 ... -0.025257 -0.025974
603169.XSHG -0.256893 -5.001054e-01 ... 0.000717 0.000000
603188.XSHG -0.904147 1.222625e+00 ... -0.042588 -0.043305
603198.XSHG -0.322834 3.059203e-02 ... -0.042826 -0.043543
603328.XSHG -0.083142 6.865499e-01 ... -0.096377 -0.097094
603355.XSHG -0.345150 -7.214436e-01 ... -0.045206 -0.045923
603369.XSHG -0.381830 4.275298e-01 ... -0.073328 -0.074045
603377.XSHG -0.524964 -8.515354e-01 ... -0.007132 -0.007849
603528.XSHG -0.816555 -2.141119e-13 ... -0.028977 -0.029694
603555.XSHG 0.345473 -4.896431e-01 ... 0.000717 0.000000
603567.XSHG -0.174654 4.144643e-01 ... -0.080613 -0.081330
603568.XSHG -0.454674 -8.353643e-01 ... -0.064037 -0.064754
603589.XSHG -0.149867 2.125612e-01 ... 0.002942 0.002225
603698.XSHG -0.938711 -8.905740e-01 ... -0.000355 -0.001072
603766.XSHG -0.456947 5.200115e-01 ... 0.070916 0.070199
603806.XSHG 0.106807 6.895308e-01 ... -0.020455 -0.021172
603866.XSHG -0.093269 -5.575069e-01 ... -0.044404 -0.045121
603868.XSHG -0.201240 -5.730226e-01 ... -0.040719 -0.041436
603883.XSHG -0.622457 -8.425112e-02 ... -0.065488 -0.066205
603885.XSHG 0.099062 1.704395e-01 ... 0.009931 0.009214
603993.XSHG 1.510094 -3.351804e-03 ... 0.085186 0.084469
[800 rows x 47 columns],
Timestamp('2017-02-03 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.968979 3.837638e-01 ... -0.007586 0.024472
000002.XSHE 1.262902 7.913007e-01 ... -0.040374 -0.008316
000006.XSHE -0.675561 5.820607e-01 ... -0.017460 0.014599
000008.XSHE 0.113190 1.397950e-01 ... -0.021519 0.010539
000009.XSHE 0.390419 2.797523e-01 ... -0.004574 0.027484
000012.XSHE 0.884914 7.497340e-01 ... -0.009599 0.022459
000021.XSHE -0.454748 8.360358e-02 ... 0.009968 0.042026
000025.XSHE -0.655826 -1.334875e+00 ... -0.015218 0.016840
000027.XSHE 0.366930 7.162500e-01 ... -0.015542 0.016517
000028.XSHE 0.674022 8.670859e-02 ... -0.021063 0.010995
000031.XSHE -0.490127 6.150451e-01 ... 0.015088 0.047146
000039.XSHE 1.509694 -5.135382e-01 ... 0.063274 0.095332
000049.XSHE -0.960089 4.041967e-01 ... 0.021874 0.053932
000050.XSHE 0.660319 1.946837e-01 ... -0.032058 0.000000
000060.XSHE 0.202568 1.382041e-01 ... -0.033386 -0.001328
000061.XSHE 0.349517 -7.014955e-01 ... -0.023347 0.008711
000062.XSHE 0.354417 -2.528135e-01 ... -0.020512 0.011546
000063.XSHE 1.652779 1.641978e+00 ... 0.017942 0.050000
000066.XSHE 0.572512 -1.827899e-01 ... 0.152264 0.184322
000069.XSHE 1.433232 9.787152e-01 ... 0.037851 0.069909
000078.XSHE -0.223386 -1.602757e-01 ... 0.051137 0.083195
000089.XSHE -0.771708 -1.470800e-01 ... 0.012756 0.044814
000090.XSHE -0.956896 -6.111985e-01 ... 0.001275 0.033333
000099.XSHE -1.967832 -1.027509e+00 ... 0.003627 0.035685
000100.XSHE 0.819715 8.710743e-01 ... 0.008567 0.040625
000156.XSHE 0.309192 -9.309566e-02 ... 0.001730 0.033788
000157.XSHE 1.095162 -7.202362e-01 ... 0.037653 0.069712
000158.XSHE -0.021652 -4.442938e-01 ... -0.014555 0.017503
000166.XSHE 0.553185 7.089539e-01 ... -0.008994 0.023064
000333.XSHE 1.162563 1.143842e+00 ... 0.039069 0.071127
... ... ... ... ... ...
601985.XSHG 1.551385 9.814486e-01 ... -0.004240 0.027818
601988.XSHG -1.474762 -5.868250e-01 ... 0.001998 0.034056
601989.XSHG 1.006345 -1.011021e+00 ... -0.026850 0.005208
601998.XSHG 0.480318 1.896807e-01 ... -0.025788 0.006270
603000.XSHG -0.224705 -3.107242e-01 ... 0.051007 0.083065
603001.XSHG -0.735856 5.283792e-01 ... -0.029639 0.002419
603005.XSHG -1.468945 -3.845175e-01 ... 0.037009 0.069067
603019.XSHG -0.233825 -3.779824e-01 ... -0.016383 0.015675
603025.XSHG -0.192636 -4.855677e-01 ... 0.030680 0.062738
603077.XSHG 0.113238 -7.008314e-01 ... -0.040947 -0.008889
603169.XSHG -0.246585 -5.008590e-01 ... -0.032058 0.000000
603188.XSHG -0.917409 1.326990e+00 ... 0.037031 0.069089
603198.XSHG -0.367861 8.571754e-02 ... 0.011915 0.043973
603328.XSHG -0.207122 8.230564e-01 ... 0.016608 0.048666
603355.XSHG -0.416124 -6.078549e-01 ... 0.037687 0.069745
603369.XSHG -0.473837 5.641137e-01 ... 0.105989 0.138047
603377.XSHG -0.521554 -8.388794e-01 ... -0.139933 -0.107875
603528.XSHG -0.841173 -1.296991e-14 ... -0.031116 0.000942
603555.XSHG 0.417616 -5.485377e-01 ... -0.032058 0.000000
603567.XSHG -0.269097 5.425407e-01 ... 0.109367 0.141425
603568.XSHG -0.516700 -8.018896e-01 ... 0.125470 0.157528
603589.XSHG -0.128904 1.984320e-01 ... 0.063089 0.095147
603698.XSHG -0.909338 -8.990334e-01 ... 0.023378 0.055436
603766.XSHG -0.343885 3.948928e-01 ... -0.059286 -0.027228
603806.XSHG 0.109905 7.107891e-01 ... 0.003794 0.035852
603866.XSHG -0.143471 -5.272745e-01 ... -0.025822 0.006237
603868.XSHG -0.267015 -4.576874e-01 ... -0.026510 0.005548
603883.XSHG -0.687285 -1.971822e-02 ... -0.001938 0.030120
603885.XSHG 0.115980 1.386999e-01 ... 0.008112 0.040170
603993.XSHG 1.561172 -2.101807e-02 ... 0.246836 0.278894
[800 rows x 47 columns],
Timestamp('2017-03-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.014911 4.051562e-01 ... -0.041876 -0.029316
000002.XSHE 1.299256 7.904055e-01 ... -0.008892 0.003669
000006.XSHE -0.715200 5.995138e-01 ... -0.048532 -0.035971
000008.XSHE 0.047813 1.418082e-01 ... 0.005980 0.018540
000009.XSHE 0.286377 3.367130e-01 ... -0.057828 -0.045267
000012.XSHE 0.705723 8.221902e-01 ... -0.039150 -0.026590
000021.XSHE -0.454366 8.528162e-02 ... -0.054960 -0.042399
000025.XSHE -0.676894 -1.364243e+00 ... -0.073219 -0.060659
000027.XSHE 0.322063 7.779400e-01 ... 0.024367 0.036928
000028.XSHE 0.641203 1.096725e-01 ... 0.072156 0.084717
000031.XSHE -0.481478 6.168649e-01 ... -0.049290 -0.036730
000039.XSHE 1.563033 -5.244843e-01 ... -0.049175 -0.036615
000049.XSHE -0.938212 3.971929e-01 ... 0.171840 0.184400
000050.XSHE 0.602711 2.378279e-01 ... -0.075161 -0.062600
000060.XSHE 0.120899 1.463774e-01 ... -0.035167 -0.022606
000061.XSHE 0.292213 -6.910584e-01 ... -0.065237 -0.052677
000062.XSHE 0.301504 -2.285090e-01 ... -0.072943 -0.060383
000063.XSHE 1.654040 1.627117e+00 ... 0.087757 0.100317
000066.XSHE 0.752718 -2.767098e-01 ... -0.093061 -0.080501
000069.XSHE 1.460332 9.764968e-01 ... -0.015401 -0.002841
000078.XSHE -0.152944 -2.159622e-01 ... -0.061716 -0.049155
000089.XSHE -0.780552 -1.505307e-01 ... 0.046263 0.058824
000090.XSHE -0.967944 -5.884518e-01 ... -0.005840 0.006720
000099.XSHE -1.988187 -1.025684e+00 ... -0.049419 -0.036859
000100.XSHE 0.816349 8.550555e-01 ... -0.006554 0.006006
000156.XSHE 0.306524 -9.822858e-02 ... -0.065313 -0.052752
000157.XSHE 1.121045 -7.224125e-01 ... -0.010313 0.002247
000158.XSHE -0.048856 -4.321365e-01 ... 0.072302 0.084862
000166.XSHE 0.582210 7.166813e-01 ... -0.030274 -0.017713
000333.XSHE 1.155378 1.099982e+00 ... 0.023929 0.036489
... ... ... ... ... ...
601985.XSHG 1.573322 1.017935e+00 ... 0.007383 0.019943
601988.XSHG -1.564344 -6.285081e-01 ... -0.009566 0.002994
601989.XSHG 1.083798 -1.051373e+00 ... -0.030695 -0.018135
601998.XSHG 0.521015 2.072222e-01 ... -0.035925 -0.023364
603000.XSHG -0.157491 -3.522072e-01 ... -0.013750 -0.001189
603001.XSHG -0.785109 5.946541e-01 ... 0.016880 0.029440
603005.XSHG -1.425420 -3.896022e-01 ... 0.131426 0.143986
603019.XSHG -0.270712 -3.644850e-01 ... 0.126339 0.138900
603025.XSHG -0.148282 -5.181145e-01 ... -0.042376 -0.029815
603077.XSHG 0.045050 -6.902362e-01 ... 0.036767 0.049327
603169.XSHG -0.315989 -5.024610e-01 ... 0.027889 0.040449
603188.XSHG -0.874134 1.254774e+00 ... -0.015903 -0.003343
603198.XSHG -0.383600 9.376154e-02 ... -0.003145 0.009415
603328.XSHG -0.194511 8.205134e-01 ... 0.134895 0.147455
603355.XSHG -0.378301 -6.512624e-01 ... 0.112325 0.124885
603369.XSHG -0.362853 4.083615e-01 ... -0.052501 -0.039941
603377.XSHG -0.734637 -7.610124e-01 ... 0.106343 0.118904
603528.XSHG -0.885261 2.999393e-14 ... -0.035608 -0.023048
603555.XSHG 0.364165 -5.274802e-01 ... -0.012560 0.000000
603567.XSHG -0.122790 3.789035e-01 ... -0.094512 -0.081951
603568.XSHG -0.368756 -8.961707e-01 ... -0.084821 -0.072260
603589.XSHG -0.076184 1.306890e-01 ... -0.017773 -0.005213
603698.XSHG -0.922165 -8.827400e-01 ... -0.012222 0.000339
603766.XSHG -0.430172 5.030725e-01 ... -0.022739 -0.010178
603806.XSHG 0.115644 7.066030e-01 ... -0.013133 -0.000572
603866.XSHG -0.213907 -4.862195e-01 ... -0.011845 0.000715
603868.XSHG -0.319917 -4.305249e-01 ... 0.060543 0.073103
603883.XSHG -0.690792 -2.202074e-02 ... -0.041575 -0.029015
603885.XSHG 0.097420 1.432984e-01 ... -0.058786 -0.046226
603993.XSHG 1.553883 -1.314708e-01 ... -0.016490 -0.003929
[800 rows x 47 columns],
Timestamp('2017-04-05 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.038970 3.966811e-01 ... 0.001133 -0.029083
000002.XSHE 1.299588 7.708189e-01 ... -0.036625 -0.066841
000006.XSHE -0.759856 2.395550e+00 ... 0.009072 -0.021144
000008.XSHE 0.087620 5.142337e-01 ... -0.072173 -0.102389
000009.XSHE 0.229983 3.991295e-01 ... -0.045215 -0.075431
000012.XSHE 0.623841 7.517598e-01 ... -0.086174 -0.116390
000021.XSHE -0.499366 -2.420861e-01 ... -0.110173 -0.140389
000025.XSHE -0.778091 -1.408802e+00 ... -0.107135 -0.137351
000027.XSHE 0.357600 6.699795e-01 ... -0.016793 -0.047009
000028.XSHE 0.742628 1.179145e-02 ... 0.029952 -0.000264
000031.XSHE -0.523749 9.996720e-01 ... 0.038826 0.008610
000039.XSHE 1.447900 4.138380e-02 ... 0.004671 -0.025545
000049.XSHE -0.762320 5.579139e-01 ... 0.089028 0.058812
000050.XSHE 0.421670 1.564275e-01 ... 0.018800 -0.011416
000060.XSHE 0.100631 1.849689e-01 ... -0.070464 -0.100680
000061.XSHE 0.241537 -8.611952e-01 ... -0.132956 -0.163172
000062.XSHE 0.239093 -3.169299e-01 ... -0.070098 -0.100313
000063.XSHE 1.779064 -1.673557e+00 ... 0.048104 0.017888
000066.XSHE 0.637876 -2.288395e-01 ... -0.041769 -0.071984
000069.XSHE 1.447403 9.500619e-01 ... 0.119959 0.089744
000078.XSHE -0.228940 -1.655365e-01 ... -0.027942 -0.058158
000089.XSHE -0.707280 -3.033138e-01 ... 0.017484 -0.012731
000090.XSHE -0.938569 -3.480088e-01 ... 0.141030 0.110814
000099.XSHE -2.039042 -1.122388e+00 ... -0.043827 -0.074043
000100.XSHE 0.791603 8.483237e-01 ... -0.002620 -0.032836
000156.XSHE 0.270862 -7.751003e-02 ... -0.031527 -0.061743
000157.XSHE 1.064059 -1.389678e+00 ... -0.037049 -0.067265
000158.XSHE 0.069124 -5.369109e-01 ... 0.277573 0.247357
000166.XSHE 0.613959 1.462894e-01 ... -0.035358 -0.065574
000333.XSHE 1.108709 1.143240e+00 ... 0.082230 0.052014
... ... ... ... ... ...
601985.XSHG 1.549392 9.531201e-01 ... 0.070719 0.040503
601988.XSHG -1.554495 -6.010296e-01 ... -0.002620 -0.032836
601989.XSHG 1.095302 -9.826464e-01 ... -0.051578 -0.081794
601998.XSHG 0.554985 2.104910e-01 ... -0.086212 -0.116427
603000.XSHG -0.112491 -3.931875e-01 ... -0.101927 -0.132143
603001.XSHG -0.733591 5.235247e-01 ... -0.095898 -0.126113
603005.XSHG -1.293521 -5.140880e-01 ... -0.065008 -0.095224
603019.XSHG -0.067462 -3.883248e-01 ... -0.039624 -0.069840
603025.XSHG -0.209776 -5.039231e-01 ... -0.112378 -0.142594
603077.XSHG 0.105104 -7.836215e-01 ... -0.016793 -0.047009
603169.XSHG -0.301854 -5.373116e-01 ... -0.240482 -0.270698
603188.XSHG -0.873425 1.242754e+00 ... -0.011707 -0.041923
603198.XSHG -0.365065 3.019061e-01 ... 0.010579 -0.019637
603328.XSHG -0.075403 5.363063e-01 ... -0.116555 -0.146771
603355.XSHG -0.227872 -7.979654e-01 ... 0.070624 0.040408
603369.XSHG -0.416375 5.429336e-01 ... 0.024053 -0.006163
603377.XSHG -0.581686 -8.829711e-01 ... -0.031384 -0.061599
603528.XSHG -0.927324 2.418424e-13 ... -0.205701 -0.235917
603555.XSHG 0.359590 -5.730231e-01 ... -0.247899 -0.278114
603567.XSHG -0.250872 5.368998e-01 ... -0.048955 -0.079171
603568.XSHG -0.484999 -8.920831e-01 ... -0.029499 -0.059714
603589.XSHG -0.081840 1.908472e-01 ... -0.005883 -0.036099
603698.XSHG -0.979990 -9.526142e-01 ... -0.088687 -0.118902
603766.XSHG -0.457192 5.155586e-01 ... -0.010915 -0.041131
603806.XSHG 0.114469 7.273129e-01 ... -0.213631 -0.243847
603866.XSHG -0.209677 -4.218670e-01 ... -0.108422 -0.138637
603868.XSHG -0.237676 -4.661142e-01 ... 0.099410 0.069195
603883.XSHG -0.731568 5.656886e-02 ... 0.013306 -0.016910
603885.XSHG 0.011916 2.387396e-01 ... -0.016410 -0.046626
603993.XSHG 1.564922 3.574375e-02 ... -0.096017 -0.126233
[800 rows x 47 columns],
Timestamp('2017-05-02 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.085182 0.381782 ... 0.036614 0.027650
000002.XSHE 1.347783 0.760052 ... 0.107454 0.098489
000006.XSHE -0.608932 1.794244 ... 0.001341 -0.007624
000008.XSHE 0.050898 0.324592 ... -0.112708 -0.121673
000009.XSHE 0.178459 -0.012209 ... -0.150709 -0.159674
000012.XSHE 0.451486 0.292511 ... -0.126788 -0.135753
000021.XSHE -0.596943 -0.239330 ... 0.025296 0.016332
000025.XSHE -0.851706 -1.547852 ... -0.216083 -0.225048
000027.XSHE 0.253085 0.323589 ... -0.055310 -0.064275
000028.XSHE 0.752092 0.484987 ... -0.017032 -0.025996
000031.XSHE -0.435653 0.809486 ... -0.123962 -0.132927
000039.XSHE 1.402936 0.066558 ... -0.000626 -0.009591
000049.XSHE -0.565487 0.454085 ... -0.073185 -0.082150
000050.XSHE 0.458300 0.235408 ... -0.055123 -0.064088
000060.XSHE 0.066661 0.476042 ... -0.047011 -0.055976
000061.XSHE 0.077723 -1.275861 ... -0.059663 -0.068627
000062.XSHE 0.173238 -0.421560 ... 0.253738 0.244774
000063.XSHE 1.794082 -1.482047 ... 0.117241 0.108277
000066.XSHE 0.587165 -0.252103 ... -0.180763 -0.189727
000069.XSHE 1.515448 0.915219 ... 0.097853 0.088889
000078.XSHE -0.247691 0.298775 ... 0.022687 0.013722
000089.XSHE -0.649616 -0.336475 ... 0.064064 0.055100
000090.XSHE -0.694462 -0.060498 ... 0.019782 0.010817
000099.XSHE -1.999559 -1.175353 ... 0.018848 0.009883
000100.XSHE 0.672801 0.502373 ... 0.008965 0.000000
000156.XSHE 0.269026 -0.086770 ... -0.111681 -0.120645
000157.XSHE 0.982529 -0.866823 ... -0.024689 -0.033654
000158.XSHE 0.412764 -0.594259 ... -0.055442 -0.064407
000166.XSHE 0.699358 0.152574 ... -0.027878 -0.036842
000333.XSHE 1.017097 0.941740 ... 0.084032 0.075068
... ... ... ... ... ...
601985.XSHG 1.488910 1.192030 ... 0.021045 0.012081
601988.XSHG -1.534803 -0.572264 ... 0.058347 0.049383
601989.XSHG 1.210233 -0.429499 ... -0.101668 -0.110632
601998.XSHG 0.679122 0.233918 ... 0.045066 0.036101
603000.XSHG -0.201016 -1.094287 ... -0.121351 -0.130316
603001.XSHG -0.836182 0.251678 ... -0.069362 -0.078326
603005.XSHG -1.287178 -0.578266 ... -0.087981 -0.096946
603019.XSHG -0.078453 -0.388210 ... 0.100111 0.091147
603025.XSHG -0.298510 -0.283698 ... -0.129387 -0.138351
603077.XSHG 0.116782 -0.716799 ... -0.013457 -0.022422
603169.XSHG -0.649421 -0.764038 ... 0.299192 0.290227
603188.XSHG -0.803893 1.137973 ... -0.040044 -0.049008
603198.XSHG -0.346370 0.281809 ... -0.120730 -0.129695
603328.XSHG -0.212315 0.687398 ... -0.033084 -0.042049
603355.XSHG -0.190489 -0.854013 ... -0.048117 -0.057081
603369.XSHG -0.339550 0.561617 ... -0.080183 -0.089147
603377.XSHG -0.549405 -0.955294 ... -0.015604 -0.024568
603528.XSHG -1.161855 -0.646000 ... -0.202126 -0.211090
603555.XSHG -0.060764 -0.340284 ... -0.075457 -0.084422
603567.XSHG -0.298593 0.288751 ... -0.078168 -0.087132
603568.XSHG -0.550052 -0.619468 ... -0.068808 -0.077773
603589.XSHG -0.064151 0.192170 ... 0.064235 0.055270
603698.XSHG -1.044233 -0.905698 ... -0.130597 -0.139562
603766.XSHG -0.402149 0.716131 ... -0.131786 -0.140751
603806.XSHG -0.200200 1.265960 ... -0.107235 -0.116200
603866.XSHG -0.338646 -0.457948 ... -0.044962 -0.053927
603868.XSHG -0.162938 -0.634802 ... 0.094519 0.085554
603883.XSHG -0.663353 0.119735 ... 0.035355 0.026390
603885.XSHG -0.017424 0.077990 ... -0.004549 -0.013514
603993.XSHG 1.629757 0.312370 ... -0.083586 -0.092551
[800 rows x 47 columns],
Timestamp('2017-06-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.059504 0.319124 ... -0.030538 0.023543
000002.XSHE 1.323499 0.770698 ... 0.110464 0.164544
000006.XSHE -0.506997 1.614344 ... 0.020183 0.074264
000008.XSHE -0.006103 0.368261 ... -0.013676 0.040404
000009.XSHE 0.102822 0.014624 ... 0.054103 0.108183
000012.XSHE 0.442222 0.357337 ... 0.028346 0.082426
000021.XSHE -0.455404 -0.286584 ... 0.017613 0.071693
000025.XSHE -1.042153 -1.573353 ... 0.529176 0.583257
000027.XSHE 0.259676 0.317875 ... 0.017805 0.071885
000028.XSHE 0.745813 0.467945 ... 0.034526 0.088606
000031.XSHE -0.533997 0.948572 ... 0.010617 0.064698
000039.XSHE 1.447375 0.002756 ... 0.060833 0.114913
000049.XSHE -0.587033 0.511839 ... -0.031362 0.022718
000050.XSHE 0.421428 0.256900 ... 0.210571 0.264651
000060.XSHE 0.097158 0.451155 ... 0.127009 0.181090
000061.XSHE 0.048537 -1.283986 ... -0.003788 0.050292
000062.XSHE 0.506218 -0.694473 ... -0.120210 -0.066130
000063.XSHE 1.891146 -1.413761 ... 0.101930 0.156010
000066.XSHE 0.380759 -0.126447 ... 0.138675 0.192755
000069.XSHE 1.611576 0.900583 ... 0.074371 0.128451
000078.XSHE -0.155506 0.220982 ... -0.052388 0.001692
000089.XSHE -0.466666 -0.459103 ... -0.020747 0.033333
000090.XSHE -0.580769 -0.204155 ... 0.013696 0.067776
000099.XSHE -1.806743 -1.201635 ... -0.054080 0.000000
000100.XSHE 0.659261 0.470058 ... -0.054080 0.000000
000156.XSHE 0.211903 -0.053899 ... 0.006081 0.060161
000157.XSHE 1.015781 -0.907473 ... -0.016767 0.037313
000158.XSHE 0.418210 -0.594748 ... 0.053710 0.107790
000166.XSHE 0.777005 0.174519 ... -0.041330 0.012750
000333.XSHE 1.017956 0.739494 ... 0.090900 0.144980
... ... ... ... ... ...
601985.XSHG 1.531998 1.005236 ... -0.054080 0.000000
601988.XSHG -1.419219 -0.444453 ... -0.065845 -0.011765
601989.XSHG 1.439039 -0.465244 ... -0.054080 0.000000
601998.XSHG 0.678161 0.201650 ... -0.041885 0.012195
603000.XSHG -0.252794 -1.153394 ... -0.021746 0.032334
603001.XSHG -0.791631 0.292529 ... 0.014604 0.068685
603005.XSHG -1.291388 -0.567384 ... -0.019522 0.034559
603019.XSHG 0.125513 -0.460104 ... -0.078729 -0.024649
603025.XSHG -0.345901 -0.267380 ... -0.018307 0.035774
603077.XSHG 0.197101 -0.790594 ... 0.000966 0.055046
603169.XSHG -0.160455 -0.786431 ... -0.132122 -0.078041
603188.XSHG -0.718849 1.103185 ... 0.020153 0.074233
603198.XSHG -0.438790 0.469203 ... 0.000580 0.054661
603328.XSHG -0.188672 0.678306 ... -0.026945 0.027135
603355.XSHG -0.211012 -0.829061 ... 0.066993 0.121073
603369.XSHG -0.392753 0.708983 ... 0.047196 0.101277
603377.XSHG -0.451214 -1.013642 ... -0.016693 0.037387
603528.XSHG -1.315162 -0.481342 ... 0.085696 0.139776
603555.XSHG -0.062016 -0.313539 ... 0.050352 0.104432
603567.XSHG -0.340386 0.370738 ... -0.003511 0.050569
603568.XSHG -0.538581 -0.627273 ... 0.022267 0.076347
603589.XSHG 0.080913 0.038623 ... 0.023195 0.077275
603698.XSHG -1.092588 -0.889138 ... 0.056286 0.110366
603766.XSHG -0.509510 1.010285 ... 0.014562 0.068643
603806.XSHG -0.218597 1.391012 ... -0.011254 0.042827
603866.XSHG -0.332201 -0.431541 ... -0.011987 0.042093
603868.XSHG -0.029852 -0.748540 ... 0.030084 0.084164
603883.XSHG -0.533956 0.034681 ... 0.046930 0.101010
603885.XSHG 0.048755 0.032347 ... -0.076911 -0.022831
603993.XSHG 1.547694 0.350688 ... 0.192188 0.246269
[800 rows x 47 columns],
Timestamp('2017-07-03 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.973428 3.674508e-01 ... 0.162046 0.190581
000002.XSHE 1.255809 6.071483e-01 ... -0.075341 -0.046807
000006.XSHE -0.800961 8.230276e-01 ... -0.029726 -0.001192
000008.XSHE 0.287257 3.546794e-01 ... 0.013075 0.041609
000009.XSHE 0.047159 -3.246577e-01 ... 0.114144 0.142678
000012.XSHE 0.247464 2.661241e-01 ... 0.028937 0.057471
000021.XSHE -0.451380 -2.860941e-01 ... -0.055062 -0.026528
000025.XSHE -0.583340 -1.850226e+00 ... -0.102328 -0.073794
000027.XSHE 0.194226 3.203082e-01 ... -0.055360 -0.026826
000028.XSHE 0.669546 4.378756e-01 ... -0.095740 -0.067206
000031.XSHE -0.573385 8.370560e-01 ... 0.017701 0.046235
000039.XSHE 1.483900 -8.249151e-02 ... 0.047899 0.076433
000049.XSHE -0.796226 6.192280e-01 ... -0.000384 0.028150
000050.XSHE 0.490084 8.891010e-02 ... 0.123661 0.152195
000060.XSHE 0.240602 2.514872e-01 ... 0.039308 0.067843
000061.XSHE -0.026043 -1.192147e+00 ... -0.028534 0.000000
000062.XSHE -0.014810 6.576718e-02 ... -0.052888 -0.024354
000063.XSHE 1.878330 -1.409316e+00 ... -0.018800 0.009735
000066.XSHE 0.532085 -2.135812e-01 ... -0.048057 -0.019523
000069.XSHE 1.633384 7.772339e-01 ... -0.092364 -0.063830
000078.XSHE -0.336552 3.118705e-01 ... 0.017074 0.045608
000089.XSHE -0.605534 -3.808582e-01 ... -0.075846 -0.047312
000090.XSHE -0.631500 -2.551723e-01 ... 0.059439 0.087973
000099.XSHE -1.997262 -1.152042e+00 ... -0.028534 0.000000
000100.XSHE 0.570529 6.309924e-01 ... 0.088750 0.117284
000156.XSHE 0.074815 -1.127503e-02 ... -0.045835 -0.017301
000157.XSHE 0.956466 -9.889217e-01 ... 0.036214 0.064748
000158.XSHE 0.156508 -1.812568e-01 ... -0.173260 -0.144726
000166.XSHE 0.827345 2.426951e-01 ... 0.027221 0.055755
000333.XSHE 0.973219 4.913397e-01 ... -0.042984 -0.014450
... ... ... ... ... ...
603160.XSHG 1.081367 1.839662e-13 ... -0.142432 -0.113898
603169.XSHG -0.373643 -8.683549e-01 ... -0.105713 -0.077178
603188.XSHG -0.804409 1.282374e+00 ... 0.051420 0.079954
603198.XSHG -0.480900 5.460572e-01 ... 0.060937 0.089471
603228.XSHG -0.000669 1.839662e-13 ... -0.122448 -0.093913
603328.XSHG -0.434231 8.506594e-01 ... -0.114781 -0.086247
603355.XSHG -0.161030 -9.146412e-01 ... -0.137831 -0.109297
603369.XSHG -0.377764 6.970226e-01 ... 0.121389 0.149923
603377.XSHG -0.558224 -1.209906e+00 ... -0.155241 -0.126707
603444.XSHG 0.015004 -1.566814e-13 ... -0.135996 -0.107462
603515.XSHG 0.105059 1.107504e-01 ... -0.018598 0.009936
603528.XSHG -1.304946 -7.536173e-01 ... -0.253482 -0.224947
603556.XSHG 0.029245 4.522624e-13 ... -0.099515 -0.070981
603567.XSHG -0.474466 4.129407e-01 ... -0.068847 -0.040313
603568.XSHG -0.573206 -6.964734e-01 ... -0.079531 -0.050997
603569.XSHG -1.097984 -6.361088e-01 ... -0.145390 -0.116856
603589.XSHG 0.067919 6.291097e-02 ... 0.127417 0.155951
603658.XSHG -0.113754 -4.364223e-01 ... -0.114749 -0.086215
603698.XSHG -1.087958 -9.889576e-01 ... -0.119077 -0.090543
603766.XSHG -0.567925 8.451279e-01 ... 0.007962 0.036496
603799.XSHG 0.616888 -3.397191e-01 ... 0.045133 0.073667
603806.XSHG -0.437017 1.329807e+00 ... 0.011302 0.039836
603816.XSHG 0.371349 -2.422840e-13 ... -0.050760 -0.022226
603858.XSHG 1.115369 -2.387370e-14 ... -0.079051 -0.050517
603866.XSHG -0.390017 -3.779894e-01 ... -0.085757 -0.057223
603868.XSHG -0.017711 -8.031120e-01 ... -0.079947 -0.051413
603877.XSHG -0.091280 -2.417788e-13 ... -0.128169 -0.099635
603883.XSHG -0.601513 -9.217695e-03 ... -0.087959 -0.059425
603888.XSHG -0.234211 -1.566814e-13 ... -0.160440 -0.131906
603993.XSHG 1.638927 1.645026e-01 ... 0.360687 0.389222
[800 rows x 47 columns],
Timestamp('2017-08-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.955510 3.465927e-01 ... -0.006458 0.015639
000002.XSHE 1.396664 6.623429e-01 ... -0.012001 0.010096
000006.XSHE -0.803173 8.173583e-01 ... -0.047157 -0.025060
000008.XSHE 0.331945 3.149568e-01 ... 0.029834 0.051931
000009.XSHE 0.197683 -4.494319e-01 ... -0.084529 -0.062432
000012.XSHE 0.199179 2.608545e-01 ... -0.018021 0.004076
000021.XSHE -0.403782 -3.291910e-01 ... 0.060841 0.082938
000025.XSHE -0.644289 -1.903851e+00 ... -0.035480 -0.013384
000027.XSHE 0.202612 3.028920e-01 ... -0.025160 -0.003063
000028.XSHE 0.619891 4.945880e-01 ... -0.106954 -0.084857
000031.XSHE -0.523670 8.618815e-01 ... -0.022097 0.000000
000039.XSHE 1.519123 -1.241980e-01 ... -0.022635 -0.000538
000049.XSHE -0.753046 5.906903e-01 ... -0.013716 0.008381
000050.XSHE 0.623685 -3.442878e-02 ... -0.021250 0.000847
000060.XSHE 0.109902 2.929189e-01 ... 0.059224 0.081321
000061.XSHE -0.032994 -1.181176e+00 ... -0.022097 0.000000
000062.XSHE -0.065579 1.087171e-01 ... 0.030130 0.052227
000063.XSHE 1.908293 -1.423144e+00 ... 0.015589 0.037686
000066.XSHE 0.556765 -2.595876e-01 ... -0.091787 -0.069690
000069.XSHE 1.478890 8.118826e-01 ... -0.080052 -0.057955
000078.XSHE -0.208950 1.700795e-01 ... -0.047945 -0.025848
000089.XSHE -0.696952 -3.085160e-01 ... -0.034512 -0.012415
000090.XSHE -0.531440 -4.363408e-01 ... -0.025168 -0.003071
000099.XSHE -1.978493 -1.143823e+00 ... -0.022097 0.000000
000100.XSHE 0.706007 3.063859e-01 ... -0.085633 -0.063536
000156.XSHE 0.109586 -5.161588e-02 ... 0.005368 0.027465
000157.XSHE 1.002152 -9.669893e-01 ... -0.033358 -0.011261
000158.XSHE 0.015674 -1.060251e-01 ... -0.028789 -0.006692
000166.XSHE 0.845123 2.328065e-01 ... 0.005160 0.027257
000333.XSHE 1.151171 4.869886e-01 ... -0.030546 -0.008449
... ... ... ... ... ...
603160.XSHG 0.904872 -3.545577e-14 ... -0.016304 0.005793
603169.XSHG -0.460197 -8.664604e-01 ... -0.017601 0.004496
603188.XSHG -0.779175 1.142752e+00 ... -0.014165 0.007932
603198.XSHG -0.418132 3.888672e-01 ... -0.083189 -0.061092
603228.XSHG -0.145030 -3.545577e-14 ... 0.096093 0.118190
603328.XSHG -0.554170 1.036421e+00 ... 0.073991 0.096088
603355.XSHG -0.277410 -8.418226e-01 ... -0.122722 -0.100625
603369.XSHG -0.251252 5.107591e-01 ... 0.059220 0.081317
603377.XSHG -0.694763 -1.167360e+00 ... -0.047292 -0.025195
603444.XSHG -0.069109 -3.514097e-15 ... -0.122977 -0.100880
603515.XSHG 0.093235 1.171925e-01 ... 0.091396 0.113493
603528.XSHG -1.571099 -4.792912e-01 ... 0.041194 0.063291
603556.XSHG -0.062143 5.007106e-14 ... 0.058481 0.080578
603567.XSHG -0.451489 4.123372e-01 ... 0.001727 0.023824
603568.XSHG -0.571446 -7.112752e-01 ... 0.027244 0.049340
603569.XSHG -1.269164 -4.897728e-01 ... 0.008365 0.030462
603589.XSHG 0.168544 -1.219063e-01 ... 0.014676 0.036773
603658.XSHG -0.165407 -4.239323e-01 ... 0.086442 0.108539
603698.XSHG -1.184901 -9.045560e-01 ... 0.046045 0.068142
603766.XSHG -0.486341 6.786117e-01 ... -0.016463 0.005634
603799.XSHG 0.478780 -2.619371e-01 ... 0.276859 0.298956
603806.XSHG -0.386924 1.239015e+00 ... -0.095557 -0.073460
603816.XSHG 0.297011 -1.217282e-12 ... -0.061606 -0.039509
603858.XSHG 1.046815 4.389720e-14 ... 0.036549 0.058646
603866.XSHG -0.513641 -2.928943e-01 ... 0.025508 0.047605
603868.XSHG -0.060030 -7.930912e-01 ... 0.068535 0.090632
603877.XSHG -0.214454 -4.456852e-14 ... 0.021681 0.043778
603883.XSHG -0.600560 1.412455e-03 ... 0.092955 0.115052
603888.XSHG -0.345706 -3.514097e-15 ... 0.043330 0.065427
603993.XSHG 1.434104 -1.988751e-01 ... 0.031064 0.053161
[800 rows x 47 columns],
Timestamp('2017-09-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.939996 3.278864e-01 ... -0.008083 0.008152
000002.XSHE 1.449987 7.428056e-01 ... 0.140966 0.157201
000006.XSHE -0.841333 9.208534e-01 ... 0.153899 0.170135
000008.XSHE 0.371693 1.564930e-01 ... 0.125537 0.141772
000009.XSHE 0.089152 -3.199881e-01 ... 0.051522 0.067757
000012.XSHE 0.166346 -6.197087e-02 ... -0.035180 -0.018945
000021.XSHE -0.419411 1.021685e-01 ... 0.037375 0.053611
000025.XSHE -0.674399 -1.871683e+00 ... -0.090843 -0.074608
000027.XSHE 0.156977 -1.490303e-01 ... -0.034669 -0.018433
000028.XSHE 0.494732 5.746539e-01 ... -0.029940 -0.013705
000031.XSHE -0.527169 9.185335e-01 ... -0.016235 0.000000
000039.XSHE 1.509470 8.695060e-01 ... -0.046375 -0.030140
000049.XSHE -0.825565 5.404812e-01 ... -0.070908 -0.054673
000050.XSHE 0.556268 -5.616946e-02 ... -0.022581 -0.006345
000060.XSHE 0.141093 4.917155e-01 ... -0.074990 -0.058754
000061.XSHE -0.048270 -1.368309e+00 ... -0.039621 -0.023385
000062.XSHE -0.076814 9.543712e-02 ... -0.053827 -0.037591
000063.XSHE 1.922516 -1.382936e+00 ... 0.249812 0.266047
000066.XSHE 0.358327 -8.247349e-03 ... 0.020625 0.036861
000069.XSHE 1.432792 8.766086e-01 ... -0.062074 -0.045838
000078.XSHE -0.269055 5.112878e-01 ... 0.060050 0.076285
000089.XSHE -0.765365 -2.031013e-01 ... -0.040235 -0.024000
000090.XSHE -0.539290 -5.344044e-01 ... -0.102478 -0.086242
000099.XSHE -2.030156 -1.155838e+00 ... -0.016235 0.000000
000100.XSHE 0.599640 1.010124e+00 ... 0.022113 0.038348
000156.XSHE 0.096345 -7.807534e-02 ... -0.032000 -0.015764
000157.XSHE 0.934036 3.192208e-01 ... -0.016235 0.000000
000158.XSHE -0.107303 9.281684e-02 ... 0.013601 0.029836
000166.XSHE 0.822640 2.886440e-01 ... -0.056036 -0.039801
000333.XSHE 1.154800 6.530694e-01 ... 0.121359 0.137594
... ... ... ... ... ...
603160.XSHG 0.846861 2.214349e-02 ... 0.024517 0.040752
603169.XSHG -0.486373 -8.793533e-01 ... -0.061893 -0.045658
603188.XSHG -0.787731 8.569924e-01 ... -0.040894 -0.024659
603198.XSHG -0.526849 4.200323e-01 ... -0.009835 0.006400
603228.XSHG -0.080090 -4.013456e-15 ... 0.098339 0.114575
603328.XSHG -0.517775 7.874846e-01 ... 0.139699 0.155935
603355.XSHG -0.452324 -8.119686e-01 ... 0.101902 0.118138
603369.XSHG -0.177425 3.617814e-01 ... -0.029908 -0.013673
603377.XSHG -0.740915 -1.191230e+00 ... 0.000699 0.016934
603444.XSHG -0.242231 3.899296e-14 ... -0.060189 -0.043954
603515.XSHG 0.154326 2.334973e-02 ... -0.022547 -0.006311
603528.XSHG -1.513792 -7.569827e-01 ... 0.077302 0.093537
603556.XSHG 0.008223 7.751969e-14 ... -0.062284 -0.046049
603567.XSHG -0.448347 1.656237e-01 ... -0.024809 -0.008573
603568.XSHG -0.559960 -4.785266e-01 ... -0.007856 0.008380
603569.XSHG -1.275638 -4.693470e-01 ... 0.011016 0.027252
603589.XSHG 0.192517 -6.886821e-02 ... 0.064456 0.080692
603658.XSHG -0.057891 -4.850166e-01 ... 0.027780 0.044015
603698.XSHG -1.137772 -8.772038e-01 ... -0.019135 -0.002900
603766.XSHG -0.489136 7.915621e-01 ... 0.060795 0.077031
603799.XSHG 0.734306 -5.808181e-02 ... 0.020346 0.036581
603806.XSHG -0.506351 9.692181e-01 ... 0.112494 0.128730
603816.XSHG 0.238699 -5.285857e-01 ... -0.038024 -0.021788
603858.XSHG 1.105713 9.581537e-15 ... -0.053928 -0.037693
603866.XSHG -0.482567 -3.374590e-01 ... 0.087428 0.103664
603868.XSHG 0.011249 -7.916944e-01 ... 0.072131 0.088366
603877.XSHG -0.199288 2.193037e-13 ... 0.064930 0.081165
603883.XSHG -0.488595 -1.581546e-01 ... -0.058979 -0.042744
603888.XSHG -0.305214 3.899296e-14 ... -0.048450 -0.032215
603993.XSHG 1.372929 -2.858573e-01 ... 0.035606 0.051842
[800 rows x 47 columns],
Timestamp('2017-10-09 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.953583 2.810000e-01 ... -0.006826 0.008985
000002.XSHE 1.331764 6.990241e-01 ... 0.085092 0.100903
000006.XSHE -0.667101 8.429754e-01 ... -0.015811 0.000000
000008.XSHE 0.552382 3.428953e-02 ... -0.010268 0.005543
000009.XSHE 0.143405 -3.861676e-01 ... -0.133973 -0.118162
000012.XSHE 0.150301 -1.108500e-02 ... -0.035121 -0.019310
000021.XSHE -0.398274 7.304824e-02 ... -0.058386 -0.042575
000025.XSHE -0.886329 -1.751493e+00 ... -0.008711 0.007100
000027.XSHE 0.154399 -1.345884e-01 ... -0.031461 -0.015649
000028.XSHE 0.466094 6.404788e-01 ... -0.030002 -0.014191
000031.XSHE -0.552382 8.789400e-01 ... -0.015811 0.000000
000039.XSHE 1.506474 9.666044e-01 ... 0.055776 0.071587
000049.XSHE -0.983268 6.955495e-01 ... 0.000602 0.016413
000050.XSHE 0.498273 1.846606e-03 ... 0.035274 0.051086
000060.XSHE 0.087559 5.653732e-01 ... -0.115686 -0.099875
000061.XSHE -0.108493 -1.340916e+00 ... -0.087647 -0.071836
000062.XSHE -0.192259 1.945459e-01 ... -0.093172 -0.077361
000063.XSHE 1.715762 -1.207736e+00 ... 0.037558 0.053369
000066.XSHE 0.376131 -1.830363e-02 ... -0.120169 -0.104358
000069.XSHE 1.401383 8.442682e-01 ... 0.056250 0.072061
000078.XSHE -0.201387 4.062386e-01 ... -0.069740 -0.053929
000089.XSHE -0.786280 -1.812298e-01 ... -0.000589 0.015222
000090.XSHE -0.684010 -3.006675e-01 ... -0.000081 0.015730
000099.XSHE -2.047929 -1.194765e+00 ... -0.015811 0.000000
000100.XSHE 0.613204 1.033146e+00 ... 0.114871 0.130682
000156.XSHE 0.100988 -7.779704e-02 ... -0.062468 -0.046657
000157.XSHE 0.952765 3.445598e-01 ... -0.015811 0.000000
000158.XSHE -0.107570 8.690365e-02 ... -0.090577 -0.074766
000166.XSHE 0.833837 3.442709e-01 ... -0.060716 -0.044905
000333.XSHE 1.003846 4.249512e-01 ... 0.073416 0.089227
... ... ... ... ... ...
603160.XSHG 0.854050 3.182113e-02 ... 0.157625 0.173436
603169.XSHG -0.563641 -8.791986e-01 ... -0.043954 -0.028143
603188.XSHG -0.856476 9.502975e-01 ... -0.042169 -0.026358
603198.XSHG -0.557307 4.990582e-01 ... -0.054497 -0.038686
603228.XSHG -0.010059 4.686473e-14 ... 0.029568 0.045379
603328.XSHG -0.424333 6.275880e-01 ... 0.004994 0.020805
603355.XSHG -0.363546 -8.494552e-01 ... -0.101786 -0.085975
603369.XSHG -0.225950 4.796966e-01 ... -0.070001 -0.054190
603377.XSHG -0.830175 -1.079735e+00 ... 0.030201 0.046012
603444.XSHG -0.284406 -7.026746e-14 ... 0.000941 0.016752
603515.XSHG 0.086371 8.240684e-02 ... 0.150273 0.166084
603528.XSHG -1.523933 -7.303418e-01 ... -0.158890 -0.143079
603556.XSHG -0.057346 -1.351860e-14 ... -0.025777 -0.009966
603567.XSHG -0.493176 2.065400e-01 ... -0.021370 -0.005559
603568.XSHG -0.543440 -5.141738e-01 ... 0.004503 0.020314
603569.XSHG -1.240086 -5.278788e-01 ... -0.005469 0.010342
603589.XSHG 0.270035 -9.771583e-02 ... -0.042478 -0.026667
603658.XSHG -0.036312 -5.033187e-01 ... 0.117981 0.133792
603698.XSHG -1.214162 -8.917797e-01 ... -0.060680 -0.044869
603766.XSHG -0.497754 7.553988e-01 ... -0.105538 -0.089727
603799.XSHG 0.815710 -9.515299e-02 ... 0.088319 0.104130
603806.XSHG -0.449825 8.182073e-01 ... 0.082754 0.098565
603816.XSHG 0.189954 -4.515346e-01 ... 0.020479 0.036290
603858.XSHG 1.062935 1.708668e-14 ... 0.025732 0.041543
603866.XSHG -0.391886 -3.744826e-01 ... 0.054956 0.070767
603868.XSHG 0.074268 -8.005856e-01 ... 0.083524 0.099335
603877.XSHG -0.081332 -4.279892e-13 ... -0.029101 -0.013290
603883.XSHG -0.580748 -8.109188e-02 ... 0.172974 0.188785
603888.XSHG -0.333000 -7.026746e-14 ... -0.042857 -0.027046
603993.XSHG 1.351865 -3.220299e-01 ... -0.087147 -0.071336
[800 rows x 47 columns],
Timestamp('2017-11-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.951483 0.296600 ... 0.149403 0.139804
000002.XSHE 1.261862 0.724022 ... 0.063807 0.054208
000006.XSHE -0.617080 0.908527 ... 0.009599 0.000000
000008.XSHE 0.580567 -0.210208 ... -0.053246 -0.062845
000009.XSHE 0.064243 -0.255759 ... -0.053677 -0.063275
000012.XSHE 0.113624 -0.067542 ... 0.113678 0.104079
000021.XSHE -0.368267 0.396233 ... 0.015022 0.005423
000025.XSHE -0.798549 -1.681547 ... -0.076824 -0.086423
000027.XSHE 0.151730 -0.183675 ... -0.036506 -0.046105
000028.XSHE 0.392470 0.743063 ... -0.064775 -0.074374
000031.XSHE -0.507100 0.907802 ... 0.009599 0.000000
000039.XSHE 1.566777 1.059387 ... 0.013224 0.003625
000049.XSHE -0.931718 0.607575 ... -0.178598 -0.188197
000050.XSHE 0.527481 0.125181 ... -0.107858 -0.117456
000060.XSHE 0.030395 0.744075 ... -0.007045 -0.016644
000061.XSHE -0.173403 -1.924224 ... -0.050598 -0.060197
000062.XSHE -0.294561 0.226866 ... 0.031383 0.021784
000063.XSHE 1.776255 -0.984821 ... 0.072297 0.062698
000066.XSHE 0.291774 -0.059944 ... -0.090273 -0.099872
000069.XSHE 1.441916 0.872851 ... 0.006061 -0.003538
000078.XSHE -0.298274 0.671388 ... -0.024603 -0.034202
000089.XSHE -0.742207 -0.283997 ... 0.007292 -0.002307
000090.XSHE -0.612733 0.099546 ... -0.063410 -0.073009
000099.XSHE -1.972021 -1.245419 ... -0.129191 -0.138790
000100.XSHE 0.718936 0.821438 ... -0.005477 -0.015075
000156.XSHE 0.096476 -0.015084 ... -0.037881 -0.047480
000157.XSHE 0.957546 0.387677 ... -0.033681 -0.043280
000158.XSHE -0.133026 0.331477 ... -0.153028 -0.162626
000166.XSHE 0.905923 0.329826 ... 0.009599 0.000000
000333.XSHE 0.916512 0.401753 ... 0.008992 -0.000607
... ... ... ... ... ...
603160.XSHG 0.996513 -0.203029 ... -0.016207 -0.025805
603169.XSHG -0.531765 -0.906954 ... -0.143876 -0.153475
603188.XSHG -0.819543 0.599380 ... -0.053385 -0.062983
603198.XSHG -0.582396 0.467595 ... -0.075297 -0.084895
603228.XSHG 0.035573 0.153972 ... -0.051705 -0.061304
603328.XSHG -0.391310 0.497470 ... -0.161999 -0.171598
603355.XSHG -0.474051 -0.781961 ... -0.042758 -0.052357
603369.XSHG -0.284357 0.633528 ... -0.053692 -0.063291
603377.XSHG -0.697086 -1.080687 ... 0.139469 0.129870
603444.XSHG -0.192269 0.544213 ... 0.008317 -0.001281
603515.XSHG 0.262094 -0.074829 ... -0.083811 -0.093410
603528.XSHG -1.615914 -0.894203 ... -0.083868 -0.093466
603556.XSHG -0.022715 0.587767 ... -0.080367 -0.089965
603567.XSHG -0.516317 0.159288 ... -0.071147 -0.080745
603568.XSHG -0.472859 -0.359927 ... -0.068682 -0.078281
603569.XSHG -1.184102 -0.696862 ... -0.191558 -0.201157
603589.XSHG 0.227033 0.088877 ... -0.053415 -0.063014
603658.XSHG 0.084728 -0.545747 ... -0.008235 -0.017833
603698.XSHG -1.221040 -0.605226 ... -0.105669 -0.115268
603766.XSHG -0.552665 0.826576 ... -0.084687 -0.094286
603799.XSHG 0.971645 -0.113688 ... -0.112660 -0.122259
603806.XSHG -0.301347 0.381059 ... -0.094561 -0.104160
603816.XSHG 0.228890 -0.358578 ... 0.011822 0.002223
603858.XSHG 1.029088 0.076701 ... -0.228768 -0.238367
603866.XSHG -0.288559 -0.292914 ... -0.028854 -0.038452
603868.XSHG 0.172936 -0.727048 ... -0.036887 -0.046486
603877.XSHG -0.057127 -0.416532 ... -0.026441 -0.036039
603883.XSHG -0.375650 -0.259938 ... 0.008551 -0.001048
603888.XSHG -0.293838 -0.475179 ... -0.132240 -0.141839
603993.XSHG 1.445278 -0.272217 ... -0.011351 -0.020950
[800 rows x 47 columns],
Timestamp('2017-12-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.888602 0.270827 ... 0.036854 0.053906
000002.XSHE 1.181132 0.727391 ... 0.042488 0.059540
000006.XSHE -0.557616 0.856296 ... -0.017052 0.000000
000008.XSHE 0.564879 -0.194533 ... 0.004124 0.021176
000009.XSHE 0.072661 -0.262020 ... -0.051489 -0.034437
000012.XSHE 0.260112 -0.238360 ... -0.070555 -0.053503
000021.XSHE -0.314032 0.342977 ... 0.035806 0.052859
000025.XSHE -0.843830 -1.701805 ... -0.050659 -0.033607
000027.XSHE 0.147212 -0.181059 ... -0.017052 0.000000
000028.XSHE 0.323401 0.838754 ... -0.026286 -0.009234
000031.XSHE -0.448930 0.919163 ... -0.017052 0.000000
000039.XSHE 1.621463 0.978290 ... 0.138262 0.155315
000049.XSHE -1.153992 0.894361 ... -0.082172 -0.065120
000050.XSHE 0.399518 0.211697 ... -0.107461 -0.090408
000060.XSHE 0.074154 0.696057 ... 0.015388 0.032440
000061.XSHE -0.168060 -1.982179 ... -0.019667 -0.002614
000062.XSHE -0.236465 0.132592 ... -0.083424 -0.066372
000063.XSHE 1.657213 -0.942228 ... 0.047608 0.064660
000066.XSHE 0.203487 -0.002149 ... -0.007095 0.009957
000069.XSHE 1.470278 0.884845 ... -0.012319 0.004734
000078.XSHE -0.309941 0.677113 ... -0.023798 -0.006745
000089.XSHE -0.665068 -0.352906 ... -0.018208 -0.001156
000090.XSHE -0.647543 0.193456 ... -0.017052 0.000000
000099.XSHE -2.066215 -1.189192 ... -0.074903 -0.057851
000100.XSHE 0.754396 0.785183 ... -0.073175 -0.056122
000156.XSHE 0.100629 -0.014866 ... -0.163525 -0.146472
000157.XSHE 0.962410 0.396079 ... 0.013900 0.030952
000158.XSHE -0.308608 0.518077 ... -0.054447 -0.037394
000166.XSHE 0.891927 0.281458 ... -0.055027 -0.037975
000333.XSHE 0.890431 0.336859 ... 0.097702 0.114754
... ... ... ... ... ...
603160.XSHG 0.981955 -0.236102 ... -0.128854 -0.111801
603169.XSHG -0.665122 -0.911177 ... -0.068364 -0.051311
603188.XSHG -0.869843 0.721928 ... -0.033562 -0.016509
603198.XSHG -0.594916 0.521954 ... 0.009454 0.026506
603228.XSHG -0.014112 0.163518 ... -0.017996 -0.000944
603328.XSHG -0.592234 0.727953 ... 0.041678 0.058730
603355.XSHG -0.473471 -0.751743 ... 0.065942 0.082994
603369.XSHG -0.271082 0.650034 ... 0.075409 0.092461
603377.XSHG -0.478939 -1.214896 ... 0.034486 0.051539
603444.XSHG -0.126840 0.466078 ... -0.195542 -0.178490
603515.XSHG 0.168258 -0.037043 ... -0.008341 0.008711
603528.XSHG -1.663363 -0.859411 ... -0.133168 -0.116116
603556.XSHG -0.069900 0.677611 ... -0.058877 -0.041825
603567.XSHG -0.586070 0.237868 ... -0.064350 -0.047297
603568.XSHG -0.514731 -0.314553 ... 0.033512 0.050565
603569.XSHG -1.380125 -0.466585 ... -0.053821 -0.036769
603589.XSHG 0.236842 0.085464 ... 0.009264 0.026316
603658.XSHG 0.091076 -0.559777 ... -0.029221 -0.012169
603698.XSHG -1.285854 -0.538641 ... -0.043109 -0.026057
603766.XSHG -0.611186 0.983156 ... 0.008184 0.025237
603799.XSHG 0.877997 -0.050316 ... -0.077634 -0.060581
603806.XSHG -0.385999 0.502934 ... -0.018587 -0.001535
603816.XSHG 0.328021 -0.493456 ... 0.050982 0.068035
603858.XSHG 0.725370 0.471964 ... -0.075905 -0.058853
603866.XSHG -0.242109 -0.337885 ... -0.054793 -0.037741
603868.XSHG 0.174748 -0.701598 ... 0.046845 0.063897
603877.XSHG 0.001520 -0.477943 ... -0.036690 -0.019637
603883.XSHG -0.262334 -0.362748 ... 0.090503 0.107555
603888.XSHG -0.416212 -0.387021 ... -0.037816 -0.020764
603993.XSHG 1.437695 -0.306043 ... -0.039877 -0.022825
[800 rows x 47 columns],
Timestamp('2018-01-02 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.001445 2.570505e-01 ... 0.010244 0.024463
000002.XSHE 1.117458 6.825667e-01 ... 0.137761 0.151980
000006.XSHE -0.672875 7.898007e-01 ... -0.014219 0.000000
000008.XSHE 0.606929 -1.993001e-01 ... -0.081039 -0.066820
000009.XSHE -0.158225 -5.622394e-01 ... -0.204891 -0.190672
000012.XSHE -0.002391 -1.775137e-01 ... -0.045175 -0.030956
000021.XSHE -0.256713 2.475795e-01 ... -0.172006 -0.157787
000025.XSHE -0.859116 -1.715160e+00 ... -0.137351 -0.123132
000027.XSHE 0.057488 -1.648488e-01 ... -0.040886 -0.026667
000028.XSHE 0.240077 8.873262e-01 ... -0.052806 -0.038587
000031.XSHE -0.563272 8.534615e-01 ... -0.014219 0.000000
000039.XSHE 1.812832 7.296211e-01 ... -0.120963 -0.106744
000049.XSHE -1.236666 1.015076e+00 ... -0.182152 -0.167933
000050.XSHE 0.300370 3.233484e-01 ... -0.163058 -0.148840
000060.XSHE 0.049732 6.454339e-01 ... -0.012853 0.001366
000061.XSHE -0.259034 -1.928869e+00 ... -0.092856 -0.078637
000062.XSHE -0.311039 1.990061e-01 ... -0.106851 -0.092632
000063.XSHE 1.664579 -9.693258e-01 ... -0.230284 -0.216065
000066.XSHE 0.213239 -4.501912e-02 ... -0.077599 -0.063380
000069.XSHE 1.380979 8.244671e-01 ... 0.117701 0.131920
000078.XSHE -0.395727 7.167024e-01 ... -0.075339 -0.061121
000089.XSHE -0.630880 -2.796477e-01 ... -0.014219 0.000000
000090.XSHE -0.763556 1.237895e-01 ... 0.004874 0.019093
000099.XSHE -2.116609 -1.080848e+00 ... -0.073429 -0.059211
000100.XSHE 0.668799 7.210894e-01 ... -0.146651 -0.132432
000156.XSHE -0.159211 1.247370e-01 ... -0.014219 0.000000
000157.XSHE 1.046780 3.393921e-01 ... -0.058099 -0.043880
000158.XSHE -0.363002 5.408308e-01 ... -0.004194 0.010025
000166.XSHE 1.042478 2.700435e-01 ... -0.025497 -0.011278
000333.XSHE 0.749506 1.488434e-01 ... 0.038250 0.052469
... ... ... ... ... ...
603077.XSHG -0.211411 -6.470722e-01 ... -0.009244 0.004975
603160.XSHG 0.864743 -1.445144e-01 ... -0.197785 -0.183566
603169.XSHG -0.694020 -9.036265e-01 ... -0.080325 -0.066106
603188.XSHG -0.988950 8.513090e-01 ... -0.149711 -0.135492
603198.XSHG -0.672506 5.172655e-01 ... -0.101660 -0.087441
603225.XSHG 0.053429 3.237057e-14 ... 0.058174 0.072393
603228.XSHG -0.002574 1.464097e-01 ... -0.180665 -0.166446
603328.XSHG -0.512068 6.107164e-01 ... -0.206873 -0.192654
603355.XSHG -0.520095 -7.980584e-01 ... -0.332019 -0.317800
603369.XSHG -0.268653 5.211969e-01 ... -0.001849 0.012370
603377.XSHG -0.385336 -1.261881e+00 ... -0.112950 -0.098731
603444.XSHG -0.437494 7.728632e-01 ... -0.030173 -0.015954
603515.XSHG 0.193225 -6.486879e-02 ... -0.031193 -0.016974
603528.XSHG -1.798772 -7.458136e-01 ... -0.071977 -0.057758
603556.XSHG -0.112496 7.635732e-01 ... -0.032617 -0.018398
603568.XSHG -0.548370 -3.639646e-01 ... -0.055340 -0.041121
603569.XSHG -1.396972 -3.425358e-01 ... -0.040824 -0.026605
603589.XSHG 0.165043 9.188891e-02 ... -0.014657 -0.000438
603658.XSHG 0.001933 -5.290730e-01 ... -0.107492 -0.093273
603766.XSHG -0.550473 9.081862e-01 ... -0.044988 -0.030769
603799.XSHG 0.748384 1.392835e-02 ... 0.193846 0.208065
603806.XSHG -0.502277 6.064411e-01 ... -0.078016 -0.063797
603816.XSHG 0.301173 -5.747217e-01 ... 0.038577 0.052796
603833.XSHG 1.158342 2.146431e-15 ... 0.119646 0.133865
603858.XSHG 0.584502 6.148588e-01 ... -0.086821 -0.072602
603868.XSHG 0.109827 -7.334050e-01 ... -0.142066 -0.127847
603877.XSHG -0.197916 -3.542229e-01 ... 0.048955 0.063174
603883.XSHG -0.211838 -4.385027e-01 ... -0.127909 -0.113690
603888.XSHG -0.509298 -4.606022e-01 ... -0.081649 -0.067430
603993.XSHG 1.464551 -2.762637e-01 ... 0.058774 0.072993
[800 rows x 47 columns],
Timestamp('2018-02-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 0.997326 2.692562e-01 ... -0.111111 -0.141823
000002.XSHE 1.100198 6.483016e-01 ... -0.105097 -0.135809
000006.XSHE -0.688889 8.282648e-01 ... 0.030712 0.000000
000008.XSHE 0.569838 -2.196200e-01 ... -0.050769 -0.081481
000009.XSHE -0.288311 -4.255589e-01 ... 0.059526 0.028814
000012.XSHE 0.017018 -1.775968e-01 ... -0.010955 -0.041667
000021.XSHE -0.368858 4.063188e-01 ... 0.111004 0.080292
000025.XSHE -0.880478 -1.852617e+00 ... 0.029537 -0.001175
000027.XSHE 0.101923 -2.177057e-01 ... -0.013809 -0.044521
000028.XSHE 0.239995 9.078672e-01 ... 0.005202 -0.025510
000031.XSHE -0.584173 9.830147e-01 ... 0.030712 0.000000
000039.XSHE 1.691989 8.576480e-01 ... -0.049788 -0.080500
000049.XSHE -1.226972 1.231215e+00 ... 0.106207 0.075495
000050.XSHE 0.720828 -1.489117e-01 ... 0.046124 0.015412
000060.XSHE 0.100378 5.967236e-01 ... -0.071607 -0.102319
000061.XSHE -0.309590 -2.004632e+00 ... -0.036144 -0.066856
000062.XSHE -0.236841 1.336408e-01 ... -0.025793 -0.056505
000063.XSHE 1.864042 -1.083381e+00 ... 0.185657 0.154945
000066.XSHE 0.207936 -4.219369e-02 ... 0.066802 0.036090
000069.XSHE 1.421117 9.596961e-01 ... -0.126416 -0.157128
000078.XSHE -0.397175 7.791028e-01 ... 0.052412 0.021700
000089.XSHE -0.587192 -3.128749e-01 ... 0.017981 -0.012731
000090.XSHE -0.753574 1.207046e-01 ... -0.044229 -0.074941
000099.XSHE -2.080510 -1.061082e+00 ... -0.001922 -0.032634
000100.XSHE 0.539324 1.085597e+00 ... 0.124170 0.093458
000156.XSHE -0.143615 9.826482e-02 ... 0.030712 0.000000
000157.XSHE 1.022454 3.220109e-01 ... 0.013804 -0.016908
000158.XSHE -0.252387 4.624330e-01 ... -0.000305 -0.031017
000166.XSHE 1.024748 8.447803e-02 ... -0.024421 -0.055133
000333.XSHE 0.913959 8.438118e-02 ... -0.032424 -0.063136
... ... ... ... ... ...
603077.XSHG -0.171630 -6.884355e-01 ... 0.060415 0.029703
603160.XSHG 0.775073 -1.187593e-01 ... 0.127324 0.096612
603169.XSHG -0.674207 -9.725441e-01 ... 0.016555 -0.014157
603188.XSHG -1.096941 1.208899e+00 ... 0.023084 -0.007628
603198.XSHG -0.781559 6.896369e-01 ... 0.003702 -0.027010
603225.XSHG 0.158800 -7.302744e-13 ... 0.001997 -0.028715
603228.XSHG -0.041343 1.963016e-01 ... 0.154012 0.123300
603328.XSHG -0.570320 8.137484e-01 ... 0.170916 0.140204
603355.XSHG -0.903098 -3.651729e-01 ... 0.022295 -0.008417
603369.XSHG -0.271278 4.931526e-01 ... 0.064796 0.034084
603377.XSHG -0.393831 -1.356579e+00 ... 0.119131 0.088419
603444.XSHG -0.426497 7.723945e-01 ... -0.087479 -0.118191
603515.XSHG 0.342387 -2.398504e-01 ... 0.115535 0.084823
603528.XSHG -1.691465 -8.432147e-01 ... -0.012557 -0.043269
603556.XSHG -0.058949 7.125209e-01 ... 0.022259 -0.008453
603568.XSHG -0.493321 -4.064965e-01 ... 0.082856 0.052144
603569.XSHG -1.353005 -3.340221e-01 ... 0.005162 -0.025550
603589.XSHG 0.129462 9.152767e-02 ... -0.027609 -0.058321
603658.XSHG -0.058270 -5.047783e-01 ... 0.096272 0.065560
603766.XSHG -0.465626 8.208922e-01 ... 0.018014 -0.012698
603799.XSHG 0.985198 -1.995747e-01 ... 0.258194 0.227482
603806.XSHG -0.454044 6.162130e-01 ... 0.076279 0.045567
603816.XSHG 0.375753 -6.580013e-01 ... 0.010982 -0.019730
603833.XSHG 1.281838 -1.428487e-13 ... 0.036132 0.005420
603858.XSHG 0.529353 7.030207e-01 ... 0.087569 0.056857
603868.XSHG -0.001362 -5.834740e-01 ... -0.066754 -0.097466
603877.XSHG -0.076095 -4.779805e-01 ... 0.074915 0.044203
603883.XSHG -0.290739 -3.838070e-01 ... 0.085941 0.055229
603888.XSHG -0.562374 -4.124496e-01 ... 0.098470 0.067758
603993.XSHG 1.525468 -3.536433e-01 ... 0.162685 0.131973
[800 rows x 47 columns],
Timestamp('2018-03-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.108234 2.740916e-01 ... -0.082026 -0.110455
000002.XSHE 1.182051 7.707835e-01 ... 0.061784 0.033355
000006.XSHE -0.617400 6.932598e-01 ... -0.235169 -0.263598
000008.XSHE 0.450711 -1.384773e-01 ... -0.060281 -0.088710
000009.XSHE -0.228372 -4.830048e-01 ... 0.025134 -0.003295
000012.XSHE -0.031094 -1.303222e-01 ... -0.028093 -0.056522
000021.XSHE -0.382351 3.782427e-01 ... 0.027303 -0.001126
000025.XSHE -0.871521 -1.764267e+00 ... 0.112252 0.083824
000027.XSHE 0.073442 -1.796399e-01 ... 0.066063 0.037634
000028.XSHE 0.200012 9.301924e-01 ... 0.060715 0.032286
000031.XSHE -0.513592 9.169868e-01 ... 0.028429 0.000000
000039.XSHE 1.559300 9.875409e-01 ... -0.095551 -0.123980
000049.XSHE -1.214651 1.114507e+00 ... -0.014877 -0.043306
000050.XSHE 0.643531 -2.189001e-01 ... -0.034618 -0.063047
000060.XSHE -0.038319 7.380154e-01 ... -0.043000 -0.071429
000061.XSHE -0.357854 -1.987070e+00 ... 0.132087 0.103659
000062.XSHE -0.388734 3.075995e-01 ... 0.014337 -0.014092
000063.XSHE 1.782260 -9.772421e-01 ... -0.018866 -0.047295
000066.XSHE 0.139338 1.366400e-02 ... 0.294031 0.265602
000069.XSHE 1.276022 8.935007e-01 ... -0.011077 -0.039506
000078.XSHE -0.389613 7.307783e-01 ... 0.108075 0.079646
000089.XSHE -0.582687 -3.069915e-01 ... -0.026671 -0.055100
000090.XSHE -0.774740 2.094556e-01 ... 0.029695 0.001266
000099.XSHE -2.088811 -1.020504e+00 ... 0.068188 0.039759
000100.XSHE 0.645638 7.655774e-01 ... -0.025702 -0.054131
000156.XSHE -0.168383 1.174150e-01 ... 0.028429 0.000000
000157.XSHE 0.976887 3.346917e-01 ... 0.018601 -0.009828
000158.XSHE -0.396886 5.772566e-01 ... 0.055318 0.026889
000166.XSHE 1.115682 5.850715e-02 ... 0.018369 -0.010060
000333.XSHE 0.889385 1.285552e-01 ... -0.021102 -0.049530
... ... ... ... ... ...
603077.XSHG -0.166637 -6.014945e-01 ... 0.014006 -0.014423
603160.XSHG 0.784086 -1.176928e-01 ... 0.119516 0.091087
603169.XSHG -0.701003 -9.289889e-01 ... -0.014652 -0.043081
603188.XSHG -1.127746 1.211404e+00 ... -0.054730 -0.083159
603198.XSHG -0.765833 6.780644e-01 ... 0.013227 -0.015202
603225.XSHG 0.091710 9.140277e-01 ... -0.077899 -0.106328
603228.XSHG 0.010747 1.311487e-01 ... 0.074434 0.046005
603328.XSHG -0.494042 6.349852e-01 ... -0.031832 -0.060261
603355.XSHG -0.884322 -3.882089e-01 ... -0.032622 -0.061051
603369.XSHG -0.187715 3.738506e-01 ... -0.023188 -0.051617
603377.XSHG -0.286784 -1.340054e+00 ... -0.022254 -0.050683
603444.XSHG -0.598897 1.054467e+00 ... 0.095156 0.066727
603515.XSHG 0.347638 -2.119321e-01 ... 0.017538 -0.010891
603528.XSHG -1.729277 -7.421375e-01 ... 0.211846 0.183417
603556.XSHG -0.083207 7.050506e-01 ... 0.012491 -0.015938
603568.XSHG -0.402995 -4.889798e-01 ... 0.006660 -0.021769
603569.XSHG -1.356475 -3.091802e-01 ... -0.006327 -0.034756
603589.XSHG 0.098857 1.327943e-01 ... 0.015158 -0.013271
603658.XSHG 0.009933 -5.389239e-01 ... 0.201471 0.173042
603766.XSHG -0.472729 8.398943e-01 ... 0.030037 0.001608
603799.XSHG 1.174813 -3.592334e-01 ... -0.046005 -0.074434
603806.XSHG -0.423735 5.497288e-01 ... 0.141111 0.112682
603816.XSHG 0.340268 -5.977787e-01 ... 0.065497 0.037068
603833.XSHG 1.258247 1.176836e-13 ... 0.023257 -0.005172
603858.XSHG 0.578815 5.650376e-01 ... 0.068440 0.040011
603868.XSHG -0.101310 -4.914399e-01 ... -0.049766 -0.078195
603877.XSHG -0.009802 -5.201300e-01 ... 0.050636 0.022207
603883.XSHG -0.231097 -4.203464e-01 ... 0.245211 0.216782
603888.XSHG -0.504976 -4.377530e-01 ... -0.046103 -0.074532
603993.XSHG 1.461994 -4.529699e-01 ... 0.003189 -0.025240
[800 rows x 47 columns],
Timestamp('2018-04-02 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.173081 2.515647e-01 ... 0.050974 0.016114
000002.XSHE 1.061071 6.175351e-01 ... -0.138635 -0.173495
000006.XSHE -0.961387 6.551961e-01 ... 0.007871 -0.026989
000008.XSHE 0.382160 -9.242814e-02 ... -0.121482 -0.156342
000009.XSHE -0.258838 -5.050361e-01 ... -0.009768 -0.044628
000012.XSHE -0.094887 -1.806015e-02 ... -0.026584 -0.061444
000021.XSHE -0.483733 3.250986e-01 ... 0.026968 -0.007892
000025.XSHE -0.769961 -1.635588e+00 ... -0.018057 -0.052917
000027.XSHE 0.105617 -1.837633e-01 ... -0.008318 -0.043178
000028.XSHE 0.155034 4.790473e-01 ... -0.060998 -0.095858
000031.XSHE -0.484184 8.088331e-01 ... -0.096453 -0.131313
000039.XSHE 1.465837 1.423430e+00 ... -0.056388 -0.091248
000049.XSHE -1.283049 8.665269e-01 ... -0.054489 -0.089349
000050.XSHE 0.579260 -1.734565e-01 ... -0.010623 -0.045483
000060.XSHE -0.095330 7.635421e-01 ... 0.038133 0.003273
000061.XSHE -0.247055 -1.918481e+00 ... -0.082543 -0.117403
000062.XSHE -0.407136 1.100170e-01 ... 0.131848 0.096988
000063.XSHE 1.697366 7.283579e-01 ... 0.050759 0.015899
000066.XSHE 0.324526 -1.934580e-01 ... 0.026832 -0.008028
000069.XSHE 1.279118 7.806367e-01 ... -0.012698 -0.047558
000078.XSHE -0.387702 5.826652e-01 ... 0.000434 -0.034426
000089.XSHE -0.609901 -3.459432e-01 ... -0.016009 -0.050868
000090.XSHE -0.747949 -1.728809e-02 ... -0.085241 -0.120101
000099.XSHE -2.024423 -1.160019e+00 ... -0.042776 -0.077636
000100.XSHE 0.636190 7.673601e-01 ... -0.037429 -0.072289
000156.XSHE -0.160336 1.344403e-01 ... 0.034860 0.000000
000157.XSHE 1.011966 4.490073e-01 ... 0.029897 -0.004963
000158.XSHE -0.465295 4.749449e-01 ... 0.013663 -0.021197
000166.XSHE 1.096347 -1.555212e-02 ... -0.009856 -0.044715
000333.XSHE 0.851025 1.420574e-01 ... 0.006576 -0.028284
... ... ... ... ... ...
603077.XSHG -0.134157 -6.953813e-01 ... -0.033433 -0.068293
603160.XSHG 0.895546 -2.192587e-01 ... -0.068941 -0.103800
603169.XSHG -0.729190 -9.063189e-01 ... -0.075645 -0.110505
603188.XSHG -1.197953 1.232900e+00 ... -0.105384 -0.140244
603198.XSHG -0.772428 5.890336e-01 ... 0.050296 0.015436
603225.XSHG 0.003317 1.017416e+00 ... -0.095146 -0.130006
603228.XSHG 0.068123 7.228654e-02 ... -0.049631 -0.084491
603328.XSHG -0.571771 6.751338e-01 ... 0.054791 0.019931
603355.XSHG -0.925298 -3.614157e-01 ... -0.063193 -0.098053
603369.XSHG -0.230595 3.617117e-01 ... 0.177155 0.142295
603377.XSHG -0.336857 -1.246087e+00 ... -0.064345 -0.099205
603444.XSHG -0.518853 8.695386e-01 ... -0.080905 -0.115765
603515.XSHG 0.343229 -2.152609e-01 ... 0.049258 0.014399
603528.XSHG -1.532031 -1.128792e+00 ... 0.006197 -0.028662
603556.XSHG -0.063480 6.215156e-01 ... -0.220884 -0.255744
603568.XSHG -0.447123 -3.963321e-01 ... 0.192530 0.157670
603569.XSHG -1.371014 -3.807801e-01 ... 0.083502 0.048642
603589.XSHG 0.106894 6.608073e-02 ... 0.174784 0.139924
603658.XSHG 0.114097 -5.294997e-01 ... 0.157703 0.122843
603766.XSHG -0.461243 8.096926e-01 ... -0.066264 -0.101124
603799.XSHG 1.132948 -3.448242e-01 ... 0.022575 -0.012285
603806.XSHG -0.331518 2.818073e-01 ... -0.002190 -0.037050
603816.XSHG 0.430047 -6.794388e-01 ... 0.061222 0.026363
603833.XSHG 1.307516 -1.239379e-13 ... 0.021094 -0.013766
603858.XSHG 0.545814 4.985160e-01 ... -0.022847 -0.057707
603868.XSHG -0.151808 -4.423264e-01 ... -0.040626 -0.075486
603877.XSHG 0.036507 -5.553053e-01 ... -0.045588 -0.080448
603883.XSHG -0.084904 -4.975507e-01 ... 0.084811 0.049951
603888.XSHG -0.595843 -3.131876e-01 ... -0.004257 -0.039116
603993.XSHG 1.430352 -3.017613e-01 ... -0.020627 -0.055487
[800 rows x 47 columns],
Timestamp('2018-05-02 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.145063 0.271904 ... -0.057139 -0.063433
000002.XSHE 1.225897 0.664310 ... -0.054539 -0.060834
000006.XSHE -0.911465 0.841960 ... -0.015604 -0.021898
000008.XSHE 0.249040 0.791633 ... -0.023426 -0.029720
000009.XSHE -0.197402 -0.652376 ... -0.016197 -0.022491
000012.XSHE -0.083293 -0.428035 ... -0.036259 -0.042553
000021.XSHE -0.451624 0.684223 ... -0.101660 -0.107955
000025.XSHE -0.747498 -1.459249 ... 0.000850 -0.005444
000027.XSHE 0.116333 -0.361083 ... 0.020735 0.014440
000028.XSHE 0.031220 0.488035 ... -0.032786 -0.039080
000031.XSHE -0.578229 0.840115 ... -0.053299 -0.059593
000039.XSHE 1.406452 1.286854 ... 0.049327 0.043033
000049.XSHE -1.261023 1.055266 ... 0.024163 0.017869
000050.XSHE 0.620867 0.139400 ... 0.024571 0.018277
000060.XSHE -0.005605 0.736005 ... -0.029595 -0.035889
000061.XSHE -0.357992 -1.328323 ... 0.000034 -0.006260
000062.XSHE -0.179679 0.237314 ... -0.023952 -0.030247
000063.XSHE 1.714559 0.719824 ... 0.006294 0.000000
000066.XSHE 0.341516 0.194576 ... -0.110469 -0.116763
000069.XSHE 1.266520 0.809475 ... 0.017090 0.010796
000078.XSHE -0.425996 0.742224 ... -0.056524 -0.062818
000089.XSHE -0.630949 -0.262215 ... 0.046817 0.040523
000090.XSHE -0.821428 -1.124598 ... 0.029283 0.022989
000099.XSHE -2.055728 -1.008981 ... -0.051495 -0.057789
000100.XSHE 0.601568 1.126911 ... -0.013186 -0.019481
000156.XSHE -0.057633 0.109236 ... 0.006294 0.000000
000157.XSHE 1.061010 0.500357 ... 0.006294 0.000000
000158.XSHE -0.449428 0.175394 ... 0.188460 0.182166
000166.XSHE 1.088493 -0.024060 ... -0.014982 -0.021277
000333.XSHE 0.875977 0.107049 ... 0.045967 0.039673
... ... ... ... ... ...
603077.XSHG -0.157044 -1.107841 ... -0.103653 -0.109948
603160.XSHG 0.866848 -0.272534 ... -0.160040 -0.166334
603169.XSHG -0.782718 -0.956020 ... -0.059657 -0.065951
603188.XSHG -1.300330 0.370309 ... 0.006294 0.000000
603198.XSHG -0.743590 0.608466 ... 0.213168 0.206874
603225.XSHG -0.103280 1.047839 ... 0.002292 -0.004003
603228.XSHG 0.074332 0.250029 ... 0.064238 0.057944
603328.XSHG -0.427137 0.478680 ... -0.117750 -0.124044
603355.XSHG -0.971540 -0.770342 ... 0.205215 0.198921
603369.XSHG -0.075487 0.268706 ... 0.293321 0.287026
603377.XSHG -0.381408 -1.215127 ... -0.031537 -0.037831
603444.XSHG -0.555936 1.035878 ... -0.020830 -0.027125
603515.XSHG 0.463428 -0.032098 ... 0.219765 0.213471
603528.XSHG -1.465382 -1.007541 ... -0.094252 -0.100546
603556.XSHG -0.340706 0.569237 ... 0.058926 0.052632
603568.XSHG -0.202587 -0.442479 ... -0.084503 -0.090798
603569.XSHG -1.259141 -0.261677 ... 0.091836 0.085542
603589.XSHG 0.251244 0.131046 ... 0.283877 0.277582
603658.XSHG 0.241328 -0.639993 ... 0.136903 0.130608
603766.XSHG -0.506805 1.026589 ... 0.033080 0.026786
603799.XSHG 1.181143 0.227015 ... -0.046533 -0.052827
603806.XSHG -0.305032 0.273261 ... 0.022051 0.015757
603816.XSHG 0.499550 -0.459590 ... 0.130625 0.124330
603833.XSHG 1.315319 -0.822766 ... 0.024707 0.018413
603858.XSHG 0.463819 0.393093 ... 0.064225 0.057931
603868.XSHG -0.180946 -0.418391 ... 0.045098 0.038804
603877.XSHG 0.016169 0.601026 ... 0.285733 0.279439
603883.XSHG -0.030714 -0.566026 ... -0.009035 -0.015330
603888.XSHG -0.532600 -0.344050 ... -0.059798 -0.066092
603993.XSHG 1.472468 -0.225639 ... -0.069424 -0.075718
[800 rows x 47 columns],
Timestamp('2018-06-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.185912 0.235135 ... -0.059201 -0.155378
000002.XSHE 1.308573 0.631203 ... -0.026974 -0.123151
000006.XSHE -0.847034 0.782838 ... -0.082927 -0.179104
000008.XSHE 0.258235 0.787723 ... -0.010129 -0.106306
000009.XSHE -0.051958 -0.837030 ... -0.061345 -0.157522
000012.XSHE -0.060290 -0.433386 ... -0.067926 -0.164103
000021.XSHE -0.493177 0.774792 ... -0.055415 -0.151592
000025.XSHE -0.717310 -1.437079 ... 0.013492 -0.082685
000027.XSHE 0.148378 -0.399637 ... -0.037275 -0.133452
000028.XSHE -0.010345 0.545454 ... 0.028070 -0.068107
000031.XSHE -0.570339 0.781457 ... -0.035199 -0.131376
000039.XSHE 1.451071 1.122675 ... -0.077366 -0.173543
000049.XSHE -1.145032 1.000049 ... -0.024474 -0.120651
000050.XSHE 0.678671 0.104477 ... -0.017926 -0.114103
000060.XSHE -0.035025 0.791047 ... -0.106869 -0.203046
000061.XSHE -0.367168 -1.268188 ... -0.070752 -0.166929
000062.XSHE -0.165802 0.271391 ... 0.036196 -0.059981
000063.XSHE 1.759268 0.686126 ... -0.513213 -0.609390
000066.XSHE 0.264183 0.249292 ... 0.001936 -0.094241
000069.XSHE 1.286976 0.752758 ... -0.042675 -0.138852
000078.XSHE -0.480504 0.854662 ... -0.037881 -0.134058
000089.XSHE -0.582567 -0.300691 ... 0.038388 -0.057789
000090.XSHE -0.708364 -1.219261 ... -0.077980 -0.174157
000099.XSHE -2.075622 -0.932707 ... -0.071823 -0.168000
000100.XSHE 0.500643 1.287366 ... 0.006773 -0.089404
000156.XSHE -0.002527 0.066794 ... -0.052969 -0.149146
000157.XSHE 1.074306 0.448597 ... 0.058771 -0.037406
000158.XSHE -0.168632 -0.024653 ... -0.187228 -0.283405
000166.XSHE 1.120596 -0.074861 ... 0.037481 -0.058696
000333.XSHE 0.813789 0.132617 ... 0.029638 -0.066539
... ... ... ... ... ...
603077.XSHG -0.284077 -0.991944 ... 0.113824 0.017647
603160.XSHG 0.698064 -0.154055 ... 0.004589 -0.091588
603169.XSHG -0.783336 -0.973162 ... -0.102509 -0.198686
603188.XSHG -1.256964 0.365536 ... -0.029709 -0.125887
603198.XSHG -0.611969 0.472201 ... 0.091248 -0.004929
603225.XSHG -0.105531 1.040311 ... 0.025849 -0.070328
603228.XSHG 0.184887 0.179698 ... 0.086020 -0.010157
603328.XSHG -0.503297 0.644358 ... 0.041861 -0.054316
603355.XSHG -0.762655 -0.843617 ... -0.022472 -0.118650
603369.XSHG 0.085058 0.130145 ... 0.126953 0.030776
603377.XSHG -0.412104 -1.175161 ... -0.325404 -0.421581
603444.XSHG -0.535362 1.075829 ... -0.035452 -0.131629
603515.XSHG 0.724204 -0.199346 ... -0.121254 -0.217431
603528.XSHG -1.521261 -0.923966 ... 0.037854 -0.058323
603556.XSHG -0.218710 0.437349 ... -0.066804 -0.162981
603568.XSHG -0.283389 -0.353143 ... 0.234729 0.138552
603569.XSHG -1.149109 -0.345750 ... -0.111925 -0.208102
603589.XSHG 0.399532 0.017175 ... 0.072522 -0.023655
603658.XSHG 0.360003 -0.689640 ... 0.218765 0.122588
603766.XSHG -0.509585 1.069511 ... 0.012699 -0.083478
603799.XSHG 1.121189 0.251439 ... 0.022534 -0.073643
603806.XSHG -0.213080 0.196293 ... -0.123159 -0.219336
603816.XSHG 0.567221 -0.520137 ... 0.065343 -0.030834
603833.XSHG 1.253816 -0.778562 ... -0.023893 -0.120070
603858.XSHG 0.511966 0.296433 ... -0.097043 -0.193220
603868.XSHG -0.189200 -0.373946 ... 0.006099 -0.090078
603877.XSHG 0.232848 0.338998 ... 0.022028 -0.074149
603883.XSHG -0.057075 -0.536638 ... 0.187977 0.091800
603888.XSHG -0.539449 -0.316827 ... -0.058695 -0.154872
603993.XSHG 1.543306 -0.180767 ... -0.036591 -0.132768
[800 rows x 47 columns],
Timestamp('2018-07-02 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.254789 2.222801e-01 ... 0.072007 0.079009
000002.XSHE 1.391991 5.892304e-01 ... -0.026611 -0.019608
000006.XSHE -1.007079 7.169669e-01 ... 0.040270 0.047273
000008.XSHE 0.050700 6.647210e-01 ... -0.007003 0.000000
000009.XSHE -0.385889 -4.891363e-01 ... 0.030812 0.037815
000012.XSHE -0.222192 -3.291128e-01 ... 0.021627 0.028630
000021.XSHE -0.651165 9.049289e-01 ... -0.000997 0.006006
000025.XSHE -0.828991 -1.469842e+00 ... -0.014854 -0.007852
000027.XSHE 0.060627 -3.784927e-01 ... 0.034065 0.041068
000028.XSHE -0.059160 5.131348e-01 ... -0.074867 -0.067864
000031.XSHE -0.624284 7.154719e-01 ... 0.044599 0.051601
000039.XSHE 1.194371 1.158351e+00 ... -0.035529 -0.028526
000049.XSHE -1.384684 9.582020e-01 ... 0.017317 0.024319
000060.XSHE -0.180107 9.602827e-01 ... -0.011249 -0.004246
000061.XSHE -0.551460 -1.286343e+00 ... 0.000559 0.007561
000062.XSHE -0.309639 1.491012e-01 ... 0.020052 0.027055
000063.XSHE 1.071692 2.174889e+00 ... 0.192507 0.199509
000066.XSHE 0.206381 2.767474e-01 ... 0.039240 0.046243
000069.XSHE 1.264449 6.918478e-01 ... -0.007003 0.000000
000078.XSHE -0.615713 9.455526e-01 ... -0.115789 -0.108787
000089.XSHE -0.587406 -4.780779e-01 ... 0.075664 0.082667
000090.XSHE -0.854554 -1.181717e+00 ... 0.021909 0.028912
000100.XSHE 0.523961 1.269652e+00 ... 0.022088 0.029091
000156.XSHE -0.117702 -8.116879e-03 ... -0.083032 -0.076030
000157.XSHE 0.979204 1.983537e-01 ... 0.011132 0.018135
000158.XSHE -0.516697 2.068169e-01 ... -0.113770 -0.106767
000166.XSHE 1.168000 -1.711699e-01 ... 0.004545 0.011547
000333.XSHE 0.833523 1.001453e-01 ... -0.056304 -0.049302
000338.XSHE 1.371917 1.526026e+00 ... 0.018796 0.025799
000400.XSHE -0.813223 1.302102e+00 ... 0.031958 0.038961
... ... ... ... ... ...
603198.XSHG -0.737200 4.255527e-01 ... 0.005656 0.012658
603225.XSHG -0.126312 9.153114e-01 ... 0.083775 0.090778
603228.XSHG 0.105841 1.174422e-02 ... 0.042897 0.049899
603260.XSHG 0.953876 -1.175525e-13 ... -0.042989 -0.035987
603288.XSHG 1.032170 -5.294149e-01 ... -0.077273 -0.070270
603328.XSHG -0.645886 4.921000e-01 ... 0.014536 0.021538
603355.XSHG -0.798775 -7.857877e-01 ... -0.034730 -0.027727
603369.XSHG 0.048824 3.473170e-02 ... -0.132922 -0.125920
603377.XSHG -1.058771 -9.258973e-01 ... 0.026230 0.033233
603444.XSHG -0.637279 9.937042e-01 ... -0.038142 -0.031139
603515.XSHG 0.390030 -1.601476e-01 ... 0.005014 0.012016
603556.XSHG -0.513390 4.163070e-01 ... -0.023085 -0.016083
603568.XSHG -0.058123 -6.357360e-01 ... -0.037030 -0.030028
603569.XSHG -1.351920 -3.025553e-01 ... 0.025934 0.032936
603589.XSHG 0.306471 -1.020187e-02 ... -0.082177 -0.075174
603658.XSHG 0.530074 -7.566866e-01 ... -0.161482 -0.154479
603659.XSHG 0.456604 2.013309e-13 ... -0.200632 -0.193630
603766.XSHG -0.618950 9.551983e-01 ... 0.040436 0.047438
603799.XSHG 1.167427 1.580901e-01 ... -0.043683 -0.036680
603806.XSHG -0.371976 3.546998e-01 ... -0.009775 -0.002773
603816.XSHG 0.641628 -5.994098e-01 ... -0.062390 -0.055387
603833.XSHG 1.234493 -7.638613e-01 ... -0.071543 -0.064540
603858.XSHG 0.318575 4.900923e-01 ... -0.027688 -0.020685
603868.XSHG -0.177987 -3.503651e-01 ... 0.191843 0.198845
603877.XSHG -0.382658 1.805503e-02 ... -0.108904 -0.101901
603883.XSHG 0.080252 -6.194075e-01 ... -0.147998 -0.140996
603885.XSHG 0.060093 -3.332606e-01 ... -0.084435 -0.077432
603888.XSHG -0.685328 -3.921119e-01 ... -0.009430 -0.002427
603899.XSHG 0.613937 -8.315718e-01 ... -0.087920 -0.080917
603993.XSHG 1.623966 -1.725072e-01 ... -0.085179 -0.078176
[800 rows x 47 columns],
Timestamp('2018-08-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.216185 2.397651e-01 ... 0.154019 0.113661
000002.XSHE 1.441254 6.975343e-01 ... 0.135706 0.095349
000006.XSHE -0.988878 8.066504e-01 ... -0.023879 -0.064236
000008.XSHE 0.068208 6.582972e-01 ... -0.108836 -0.149194
000009.XSHE -0.520216 -5.006347e-01 ... -0.030493 -0.070850
000012.XSHE -0.349396 -1.582351e-01 ... 0.028429 -0.011928
000021.XSHE -0.641349 8.865834e-01 ... -0.043225 -0.083582
000025.XSHE -0.843315 -1.474165e+00 ... -0.113805 -0.154163
000027.XSHE 0.081930 -4.026730e-01 ... 0.083750 0.043393
000028.XSHE -0.076075 5.749384e-01 ... 0.107562 0.067204
000031.XSHE -0.608817 8.053064e-01 ... 0.004824 -0.035533
000039.XSHE 1.170144 1.276896e+00 ... -0.059153 -0.099511
000049.XSHE -1.416612 8.577039e-01 ... -0.027679 -0.068037
000060.XSHE -0.168915 9.709687e-01 ... 0.010507 -0.029851
000061.XSHE -0.573053 -1.279064e+00 ... 0.002834 -0.037523
000062.XSHE -0.329834 6.606881e-02 ... -0.000895 -0.041252
000063.XSHE 1.228004 1.780756e+00 ... 0.277576 0.237219
000066.XSHE 0.259810 2.335189e-01 ... -0.054946 -0.095304
000069.XSHE 1.206686 7.860371e-01 ... 0.000047 -0.040310
000078.XSHE -0.692774 1.140592e+00 ... -0.074666 -0.115023
000089.XSHE -0.515456 -6.003378e-01 ... 0.019421 -0.020936
000090.XSHE -0.856200 -1.158015e+00 ... 0.005647 -0.034711
000100.XSHE 0.587270 1.090852e+00 ... 0.005022 -0.035336
000156.XSHE -0.178406 9.801952e-02 ... -0.021357 -0.061714
000157.XSHE 1.027035 1.696764e-01 ... 0.014912 -0.025445
000158.XSHE -0.646079 3.084533e-01 ... -0.055602 -0.095960
000166.XSHE 1.252713 -1.793998e-01 ... 0.051773 0.011416
000333.XSHE 0.979812 1.131157e-01 ... -0.057957 -0.098315
000338.XSHE 1.395090 1.550515e+00 ... -0.011140 -0.051497
000400.XSHE -0.707287 1.196918e+00 ... -0.020893 -0.061250
... ... ... ... ... ...
603198.XSHG -0.760304 3.824430e-01 ... -0.144425 -0.184783
603225.XSHG -0.046176 7.010193e-01 ... 0.104426 0.064069
603228.XSHG 0.114969 -8.767968e-02 ... 0.144229 0.103871
603260.XSHG 0.946410 2.031865e-13 ... -0.069990 -0.110348
603288.XSHG 1.082868 -4.941369e-01 ... 0.004747 -0.035610
603328.XSHG -0.708347 4.468897e-01 ... -0.015867 -0.056225
603355.XSHG -0.815553 -8.667509e-01 ... -0.027935 -0.068293
603369.XSHG -0.132481 2.550189e-01 ... -0.074989 -0.115347
603377.XSHG -1.026867 -9.579474e-01 ... 0.025007 -0.015351
603444.XSHG -0.647135 1.062107e+00 ... 0.173247 0.132889
603515.XSHG 0.360196 -2.227975e-01 ... -0.148753 -0.189111
603556.XSHG -0.520203 4.359495e-01 ... -0.124850 -0.165207
603568.XSHG -0.120069 -5.827985e-01 ... 0.143005 0.102648
603569.XSHG -1.341023 -3.726255e-01 ... -0.075653 -0.116011
603589.XSHG 0.180699 6.076397e-02 ... -0.089016 -0.129374
603658.XSHG 0.414045 -7.386080e-01 ... -0.005175 -0.045533
603659.XSHG 0.168363 -2.737040e-14 ... -0.056240 -0.096598
603766.XSHG -0.568413 8.280050e-01 ... -0.073773 -0.114130
603799.XSHG 1.159094 2.197989e-01 ... -0.173083 -0.213441
603806.XSHG -0.310909 3.469027e-01 ... 0.127012 0.086654
603816.XSHG 0.644851 -5.705997e-01 ... -0.191118 -0.231476
603833.XSHG 1.231084 -7.265371e-01 ... -0.113748 -0.154105
603858.XSHG 0.363994 4.657622e-01 ... -0.060963 -0.101320
603868.XSHG 0.052869 -5.912805e-01 ... -0.085557 -0.125914
603877.XSHG -0.510824 -3.278832e-01 ... -0.178935 -0.219292
603883.XSHG -0.028654 -5.891058e-01 ... -0.060673 -0.101030
603885.XSHG -0.044636 -2.321702e-01 ... -0.061508 -0.101865
603888.XSHG -0.660979 -3.957404e-01 ... 0.023326 -0.017032
603899.XSHG 0.585537 -7.962494e-01 ... 0.107948 0.067591
603993.XSHG 1.697201 -7.450445e-02 ... -0.123954 -0.164311
[800 rows x 47 columns],
Timestamp('2018-09-03 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.156905 2.738515e-01 ... 0.042328 0.025515
000002.XSHE 1.407370 6.011430e-01 ... -0.046882 -0.063694
000006.XSHE -1.015839 7.223205e-01 ... -0.014728 -0.031540
000008.XSHE -0.045483 6.774555e-01 ... 0.059466 0.042654
000009.XSHE -0.544737 -5.611707e-01 ... -0.002796 -0.019608
000012.XSHE -0.333606 -6.877469e-01 ... -0.029465 -0.046278
000021.XSHE -0.714375 6.116337e-01 ... -0.014132 -0.030945
000025.XSHE -0.926329 -1.428835e+00 ... 0.052740 0.035928
000027.XSHE 0.211844 -2.612766e-01 ... 0.033826 0.017013
000028.XSHE 0.083805 3.827137e-01 ... -0.032306 -0.049118
000031.XSHE -0.608035 7.208522e-01 ... -0.014767 -0.031579
000039.XSHE 1.105280 1.388516e+00 ... 0.035834 0.019022
000049.XSHE -1.421424 9.629066e-01 ... -0.047066 -0.063878
000060.XSHE -0.086204 7.169027e-01 ... -0.007363 -0.024176
000061.XSHE -0.527929 -1.165142e+00 ... 0.007066 -0.009747
000062.XSHE -0.322632 3.125106e-01 ... 0.041696 0.024883
000063.XSHE 1.436060 -1.412054e+00 ... -0.057017 -0.073829
000066.XSHE 0.153352 2.367046e-01 ... -0.024409 -0.041221
000069.XSHE 1.169044 7.014572e-01 ... 0.000657 -0.016155
000078.XSHE -0.735190 1.245619e+00 ... 0.022117 0.005305
000089.XSHE -0.471584 -4.358118e-01 ... 0.055806 0.038994
000090.XSHE -0.849590 -1.095668e+00 ... -0.032845 -0.049658
000100.XSHE 0.626685 7.944448e-01 ... -0.005166 -0.021978
000156.XSHE -0.200557 1.239727e-01 ... 0.099638 0.082826
000157.XSHE 0.996458 -3.588771e-01 ... -0.035407 -0.052219
000158.XSHE -0.734799 3.547041e-01 ... 0.041021 0.024209
000166.XSHE 1.297380 -1.090216e-01 ... 0.001011 -0.015801
000333.XSHE 1.129840 1.911418e-01 ... -0.017456 -0.034268
000338.XSHE 1.407297 1.513456e+00 ... 0.047115 0.030303
000400.XSHE -0.708908 1.197876e+00 ... 0.224535 0.207723
... ... ... ... ... ...
603198.XSHG -0.908416 5.022901e-01 ... 0.043479 0.026667
603225.XSHG 0.086442 5.615970e-01 ... -0.034088 -0.050900
603228.XSHG 0.272521 -7.449492e-02 ... -0.072424 -0.089236
603260.XSHG 0.915540 -1.846728e-13 ... -0.125517 -0.142330
603288.XSHG 1.151099 -5.379439e-01 ... 0.132110 0.115298
603328.XSHG -0.711798 5.672297e-01 ... -0.022549 -0.039362
603355.XSHG -0.791147 -7.747087e-01 ... -0.045209 -0.062022
603369.XSHG -0.196058 2.236160e-01 ... 0.085083 0.068271
603377.XSHG -0.929702 -9.635414e-01 ... -0.021792 -0.038604
603444.XSHG -0.414364 7.674566e-01 ... -0.152672 -0.169484
603515.XSHG 0.155129 6.850318e-02 ... -0.025688 -0.042500
603556.XSHG -0.646257 4.037528e-01 ... -0.059411 -0.076224
603568.XSHG 0.077093 -5.939429e-01 ... -0.129844 -0.146657
603569.XSHG -1.399714 -1.337132e-01 ... 0.060558 0.043745
603589.XSHG 0.095515 1.241545e-01 ... 0.012484 -0.004328
603658.XSHG 0.438661 -7.082935e-01 ... -0.137103 -0.153915
603659.XSHG 0.099094 -4.228137e-14 ... 0.000579 -0.016234
603766.XSHG -0.602435 7.132134e-01 ... -0.017952 -0.034765
603799.XSHG 0.995922 5.106027e-01 ... -0.056283 -0.073095
603806.XSHG -0.151227 1.003192e-01 ... -0.037345 -0.054158
603816.XSHG 0.471250 -3.440031e-01 ... -0.047331 -0.064143
603833.XSHG 1.161918 -5.531636e-01 ... -0.061609 -0.078421
603858.XSHG 0.273176 5.926213e-01 ... 0.041050 0.024238
603868.XSHG -0.009960 -5.771398e-01 ... 0.015996 -0.000816
603877.XSHG -0.610527 -1.719973e-01 ... -0.130299 -0.147111
603883.XSHG -0.064115 -5.273207e-01 ... -0.028078 -0.044890
603885.XSHG -0.106686 -6.921664e-02 ... 0.041573 0.024760
603888.XSHG -0.592605 -4.107156e-01 ... 0.066317 0.049505
603899.XSHG 0.781003 -8.082013e-01 ... -0.010785 -0.027597
603993.XSHG 1.832470 3.255174e-01 ... -0.074097 -0.090909
[800 rows x 47 columns],
Timestamp('2018-10-08 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.120759 3.069813e-01 ... 0.080637 0.036364
000002.XSHE 1.502743 6.049634e-01 ... 0.151756 0.107483
000006.XSHE -0.992218 7.041930e-01 ... 0.009791 -0.034483
000008.XSHE 0.027810 5.485228e-01 ... 0.032910 -0.011364
000009.XSHE -0.480136 -5.834873e-01 ... -0.060171 -0.104444
000012.XSHE -0.336519 -7.329173e-01 ... -0.071760 -0.116034
000021.XSHE -0.660296 5.745405e-01 ... -0.038079 -0.082353
000025.XSHE -0.862497 -1.413538e+00 ... -0.014253 -0.058526
000027.XSHE 0.253539 -2.966392e-01 ... -0.015206 -0.059480
000028.XSHE 0.081012 3.804847e-01 ... 0.064803 0.020530
000031.XSHE -0.588909 7.029483e-01 ... -0.058987 -0.103261
000039.XSHE 1.139707 1.260243e+00 ... 0.004273 -0.040000
000049.XSHE -1.375470 9.370965e-01 ... 0.175468 0.131194
000060.XSHE -0.115285 7.309705e-01 ... -0.000772 -0.045045
000061.XSHE -0.464243 -1.181693e+00 ... -0.148640 -0.192913
000062.XSHE -0.185065 1.653738e-01 ... -0.058407 -0.102681
000063.XSHE 1.448338 -1.458114e+00 ... 0.067474 0.023200
000066.XSHE 0.186713 2.124475e-01 ... -0.137255 -0.181529
000069.XSHE 1.190715 6.861763e-01 ... 0.008149 -0.036125
000078.XSHE -0.666629 1.119746e+00 ... -0.164170 -0.208443
000089.XSHE -0.441641 -4.513562e-01 ... -0.031998 -0.076271
000090.XSHE -0.849516 -1.122614e+00 ... -0.049420 -0.093694
000100.XSHE 0.613798 7.960229e-01 ... -0.053105 -0.097378
000156.XSHE -0.063776 -2.661438e-02 ... -0.040091 -0.084364
000157.XSHE 0.952311 -3.247288e-01 ... -0.021842 -0.066116
000158.XSHE -0.616981 2.687933e-01 ... -0.133908 -0.178182
000166.XSHE 1.298586 -1.075823e-01 ... 0.071796 0.027523
000333.XSHE 1.179308 2.438320e-01 ... 0.002586 -0.041687
000338.XSHE 1.438951 1.571575e+00 ... -0.037834 -0.082108
000400.XSHE -0.497195 7.840067e-01 ... 0.067427 0.023153
... ... ... ... ... ...
603198.XSHG -0.876216 4.605132e-01 ... -0.034298 -0.078571
603225.XSHG 0.052841 6.058313e-01 ... 0.014188 -0.030085
603228.XSHG 0.271929 -1.030883e-01 ... -0.027400 -0.071674
603260.XSHG 0.739251 2.521229e-13 ... 0.010027 -0.034247
603288.XSHG 1.088431 -5.584013e-01 ... -0.074645 -0.118919
603328.XSHG -0.708935 5.776615e-01 ... 0.023232 -0.021041
603355.XSHG -0.839762 -7.116993e-01 ... 0.109538 0.065264
603369.XSHG -0.128031 1.540682e-01 ... -0.176785 -0.221058
603377.XSHG -0.951684 -9.324191e-01 ... 0.041957 -0.002317
603444.XSHG -0.578852 1.096066e+00 ... 0.085866 0.041593
603515.XSHG 0.211231 -1.027199e-03 ... 0.054344 0.010071
603556.XSHG -0.705053 4.890437e-01 ... -0.026128 -0.070401
603568.XSHG -0.077286 -4.530468e-01 ... 0.017434 -0.026840
603569.XSHG -1.353200 -1.780600e-01 ... -0.096168 -0.140441
603589.XSHG 0.082581 1.407743e-01 ... -0.268498 -0.312772
603658.XSHG 0.304130 -6.624751e-01 ... 0.019628 -0.024645
603659.XSHG 0.186122 -1.139089e-13 ... -0.088180 -0.132453
603766.XSHG -0.655403 8.011948e-01 ... -0.099794 -0.144068
603799.XSHG 0.903418 6.136186e-01 ... -0.252023 -0.296296
603806.XSHG -0.226142 1.667732e-01 ... 0.115058 0.070784
603816.XSHG 0.447385 -3.361793e-01 ... 0.042145 -0.002129
603833.XSHG 1.118213 -5.344286e-01 ... -0.080925 -0.125199
603858.XSHG 0.351410 4.648119e-01 ... 0.017024 -0.027250
603868.XSHG 0.005433 -5.725264e-01 ... -0.196078 -0.240351
603877.XSHG -0.742288 1.710224e-03 ... -0.016696 -0.060969
603883.XSHG -0.060683 -5.422443e-01 ... -0.020727 -0.065000
603885.XSHG -0.096464 -9.284579e-02 ... 0.026347 -0.017927
603888.XSHG -0.486515 -4.765650e-01 ... -0.109028 -0.153302
603899.XSHG 0.797428 -8.374647e-01 ... -0.049216 -0.093489
603993.XSHG 1.758658 4.582455e-01 ... -0.023168 -0.067442
[800 rows x 47 columns],
Timestamp('2018-11-01 00:00:00'): size_lg EP ... pct_init pct_
000001.XSHE 1.114135 0.170584 ... -0.054136 -0.022161
000002.XSHE 1.468931 0.670578 ... 0.021669 0.053645
000006.XSHE -0.935909 0.805707 ... 0.067231 0.099206
000008.XSHE 0.090345 0.428272 ... -0.119332 -0.087356
000009.XSHE -0.503647 -0.851466 ... 0.186387 0.218362
000012.XSHE -0.392319 -1.229416 ... 0.006210 0.038186
000021.XSHE -0.654417 0.893635 ... 0.120039 0.152015
000025.XSHE -0.769564 -1.463238 ... 0.039398 0.071374
000027.XSHE 0.252068 -0.633387 ... 0.033242 0.065217
000028.XSHE 0.194362 0.346901 ... -0.035004 -0.003028
000031.XSHE -0.627579 0.804589 ... 0.026610 0.058586
000039.XSHE 1.133883 1.773018 ... 0.027284 0.059259
000049.XSHE -1.120041 0.992907 ... 0.042351 0.074327
000060.XSHE -0.098336 0.545502 ... -0.020183 0.011792
000061.XSHE -0.606888 -0.857549 ... 0.209488 0.241463
000062.XSHE -0.225827 0.247746 ... 0.022139 0.054115
000063.XSHE 1.530345 -1.572086 ... 0.214536 0.246512
000066.XSHE 0.041432 0.195314 ... 0.045845 0.077821
000069.XSHE 1.174040 0.784441 ... 0.015724 0.047700
000078.XSHE -0.809418 1.398717 ... 0.118024 0.150000
000089.XSHE -0.449179 -0.263635 ... 0.017828 0.049803
000090.XSHE -0.868272 -1.651754 ... 0.007786 0.039761
000100.XSHE 0.592081 0.722896 ... -0.002930 0.029046
000156.XSHE -0.110578 0.020944 ... 0.097017 0.128993
000157.XSHE 0.923220 -0.100127 ... 0.053570 0.085546
000158.XSHE -0.735102 0.355448 ... 0.160502 0.192478
000166.XSHE 1.216011 0.065629 ... -0.014119 0.017857
000333.XSHE 1.294511 0.218714 ... 0.025249 0.057224
000338.XSHE 1.412892 1.499588 ... -0.005273 0.026702
000400.XSHE -0.391322 0.470631 ... -0.049217 -0.017241
... ... ... ... ... ...
603198.XSHG -0.834094 0.381161 ... 0.033563 0.065539
603225.XSHG 0.104086 0.713521 ... -0.084572 -0.052596
603228.XSHG 0.254287 -0.078117 ... 0.073568 0.105544
603260.XSHG 0.740554 0.978258 ... -0.079189 -0.047214
603288.XSHG 1.241034 -0.651024 ... 0.001767 0.033742
603328.XSHG -0.636899 0.628288 ... 0.038160 0.070136
603355.XSHG -0.633486 -0.665499 ... -0.065833 -0.033857
603369.XSHG -0.290443 0.299648 ... 0.050741 0.082717
603377.XSHG -0.791344 -1.001365 ... 0.040006 0.071981
603444.XSHG -0.466228 1.000831 ... 0.183742 0.215718
603515.XSHG 0.286773 -0.033104 ... 0.059974 0.091950
603556.XSHG -0.687720 0.389746 ... 0.024213 0.056189
603568.XSHG -0.031026 -0.315796 ... 0.033416 0.065391
603569.XSHG -1.412384 -0.091009 ... 0.024483 0.056459
603589.XSHG -0.219361 0.444327 ... 0.103868 0.135843
603658.XSHG 0.361069 -0.616807 ... 0.071460 0.103436
603659.XSHG 0.097483 -0.221575 ... 0.251058 0.283033
603766.XSHG -0.693438 1.061644 ... 0.067034 0.099010
603799.XSHG 0.567604 1.224523 ... 0.003506 0.035482
603806.XSHG -0.079324 0.122441 ... 0.105287 0.137263
603816.XSHG 0.527232 -0.141837 ... -0.012138 0.019838
603833.XSHG 1.037297 -0.199861 ... 0.057635 0.089610
603858.XSHG 0.403916 0.497125 ... -0.002488 0.029488
603868.XSHG -0.184979 -0.372429 ... 0.015605 0.047581
603877.XSHG -0.636693 -0.071539 ... -0.016437 0.015538
603883.XSHG -0.037753 -0.465673 ... 0.002249 0.034225
603885.XSHG -0.048701 0.184436 ... 0.052945 0.084921
603888.XSHG -0.607157 -0.379478 ... -0.038939 -0.006964
603899.XSHG 0.762940 -0.584645 ... 0.008172 0.040147
603993.XSHG 1.694214 0.576773 ... -0.012026 0.019950
[800 rows x 47 columns]}#数据合并，用于模型训练#将字典组成一个无日期的大表all_data = pd.DataFrame()for d in date_list[:-1]:all_data = pd.concat([all_data,factor_data_dict[d]],axis=0) #进行纵向拼接print(all_data.shape)all_data
(47200, 47)
.dataframe tbody tr th:only-of-type { vertical-align: middle; } .dataframe tbody tr th { vertical-align: top; } .dataframe thead th { text-align: right; }
| size_lg | EP | BP | SP | NCFP | OCFP | net_g | G/PE | roe_ttm | roe_q | roa_ttm | roa_q | netprofitratio_ttm | grossprofitmargin_ttm | grossprofitmargin_q | profitmargin_q | assetturnover_ttm | assetturnover_q | operationcashflowratio_ttm | operationcashflowratio_q | financial_leverage | debtequityratio | cashratio | currentratio | ln_capital | EPcut | DP | profitmargin_ttm | sales_g_q | profit_g_q | ocf_g_q | roe_g_q | beta | reverse_1m | reverse_3m | std_1m | std_3m | turn_3m | turn_1m | PSY | RSI | BIAS | MACD | init_pct | pct | pct_init | pct_ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 000001.XSHE | 0.885508 | 1.401700e+00 | 1.234124 | 0.330140 | 2.042775 | 1.828724e+00 | -3.494792e-01 | 1.762492e-01 | 7.045198e-01 | 0.649221 | -4.304215e-01 | -0.464691 | 4.655575e-01 | 2.602174e-01 | 9.066821e-16 | 0.457352 | -2.194689e-01 | -0.187856 | 1.954169e+00 | 2.064910 | 1.137096 | -7.771561e-16 | -4.138104e-15 | -8.821227e-15 | 0.885508 | 1.381535 | -0.866881 | 5.055603e-01 | 5.557197e-01 | -3.622494e-01 | -1.061874e+00 | -4.178656e-01 | 7.677435e-01 | 0.635155 | -0.301302 | 0.559311 | 0.180645 | 0.316988 | -0.024899 | -0.248162 | -0.531667 | -0.359520 | -0.697742 | -0.399885 | -0.399885 | -0.042047 | -0.069486 |
| 000002.XSHE | 1.965575 | 7.447531e-01 | 0.570102 | 1.428649 | 0.250445 | -9.399336e-01 | 1.298993e-02 | 1.157785e+00 | 6.023708e-01 | 0.099830 | 1.593621e-02 | -0.046075 | -6.233285e-02 | -2.816983e-01 | -3.926763e-01 | -0.069338 | 1.851745e-02 | -0.016918 | -1.848965e-01 | -0.261975 | 0.572844 | -8.266923e-01 | -2.166157e-01 | -5.890568e-01 | 1.965575 | 1.101306 | 0.596031 | 2.056845e-01 | 1.237747e+00 | 4.541668e-01 | -8.923473e-02 | 2.157490e-01 | 4.004995e-01 | 0.355179 | 0.391420 | 0.474799 | 0.182191 | -0.307563 | -0.195786 | -0.768899 | -0.436328 | -0.044674 | 0.040751 | -0.499499 | -0.499499 | -0.044536 | -0.071975 |
| 000006.XSHE | -0.301513 | 7.307250e-01 | -0.064581 | -0.462426 | 0.477671 | -6.167405e-01 | 6.497057e-02 | 6.387788e-01 | 5.711671e-01 | 0.248025 | 6.223180e-01 | 0.315121 | 1.122150e+00 | 6.702281e-01 | 7.173942e-01 | 1.499534 | 7.268287e-05 | -0.060101 | -2.088457e-01 | -1.324786 | -0.527884 | 3.378633e-01 | -1.932508e+00 | 2.921125e-01 | -0.301513 | 1.286819 | -0.794420 | 1.423953e+00 | -1.002936e+00 | 2.218645e-01 | -1.138548e+00 | 2.039893e-01 | -3.700555e-02 | 1.572454 | -1.137618 | 0.541666 | 0.201646 | 0.361675 | 0.142464 | -0.865018 | -0.264849 | -1.439987 | -1.674315 | -0.803240 | -0.803240 | -0.066167 | -0.093607 |
| 000009.XSHE | 0.383408 | 6.535704e-01 | -0.565861 | -0.267197 | 0.500651 | -6.065137e-01 | 1.414881e+00 | 6.965345e-01 | 9.064217e-01 | 2.562006 | 5.677665e-01 | 1.699510 | 1.082886e+00 | 1.285673e+00 | 1.111252e+00 | -1.229305 | -1.943908e-01 | -0.230097 | -4.290588e-01 | -0.460532 | 0.525603 | 2.755209e-02 | 7.026526e-01 | 9.967403e-02 | 0.383408 | -0.572142 | 0.263469 | -4.140625e-01 | -5.161706e-02 | 2.253637e+00 | -7.750084e-01 | 1.832782e+00 | 9.641158e-02 | -0.234483 | 0.427004 | -0.465642 | -0.048062 | 0.049631 | -0.210910 | -0.541053 | 0.285983 | 0.704138 | 0.865633 | 0.352341 | 0.352341 | 0.046704 | 0.019264 |
| 000012.XSHE | 0.575228 | -6.735325e-01 | -0.845580 | -1.059021 | -0.059981 | 5.754786e-01 | -1.484483e-01 | -6.051207e-01 | -3.994349e-01 | 0.229477 | -1.815949e-02 | 0.716223 | 2.219554e-01 | 5.413336e-01 | 7.016832e-01 | 0.604596 | -5.437842e-01 | -0.488691 | 1.025911e+00 | 0.261013 | -0.851238 | -2.448354e-01 | 8.298980e-01 | -9.014183e-01 | 0.575228 | -0.801449 | -0.309249 | 4.596162e-02 | -2.379166e-01 | 4.952640e-01 | 6.874761e-02 | 9.111519e-01 | 7.509923e-01 | 0.505790 | 0.320553 | 0.344634 | 0.130169 | 0.962280 | 0.313217 | 0.146503 | -0.822947 | -0.534362 | -0.282991 | 0.787965 | 0.787965 | 0.020114 | -0.007326 |
| 000021.XSHE | -0.290860 | -3.653234e-01 | 0.972416 | 1.781950 | 1.627419 | 7.878174e-01 | -3.566042e-02 | -3.068078e-01 | -9.470738e-01 | -0.361707 | -1.094975e+00 | -0.642355 | -9.266818e-01 | -1.672410e+00 | -1.688150e+00 | -0.612235 | 1.074234e+00 | 0.933014 | 1.876537e+00 | 0.320303 | 1.044832 | 1.052406e-01 | 5.234481e-01 | -9.968911e-01 | -0.290860 | -0.513317 | -0.290837 | -8.203622e-01 | -6.264200e-01 | -1.764454e+00 | -8.975106e-01 | 1.633516e+00 | 4.366812e-01 | -0.305417 | 0.814674 | -1.035829 | -0.955075 | -1.331072 | -1.251654 | 1.173125 | -0.497332 | -0.489119 | -0.350413 | 0.910254 | 0.910254 | 0.312055 | 0.284615 |
| 000024.XSHE | 1.832898 | 8.629292e-01 | 0.573596 | 0.573730 | 1.186268 | 8.355708e-01 | 6.124035e-01 | 1.287742e+00 | 6.433900e-01 | 0.930268 | 3.096889e-01 | 0.605274 | 4.061493e-01 | 4.574023e-01 | 7.772495e-01 | 0.827627 | 4.310955e-02 | 0.121632 | 2.468859e-01 | 0.596180 | 0.407755 | -4.060064e-01 | -3.678022e-01 | -3.499653e-01 | 1.832898 | 1.221442 | 0.055161 | 4.490180e-01 | 3.582314e-01 | 8.556608e-02 | 7.531571e-01 | -1.245027e-01 | 4.709946e-01 | -0.196560 | 0.580870 | 1.354905 | 2.134852 | 1.246340 | 1.501998 | 0.800913 | -0.058057 | 0.500401 | 0.928452 | -0.854654 | -0.854654 | -0.070584 | -0.098024 |
| 000028.XSHE | 0.153150 | 2.341041e-01 | -0.377003 | 2.180643 | 0.296650 | 2.838680e-01 | -8.084797e-03 | 4.224714e-02 | 1.429575e+00 | 1.468990 | -6.622261e-01 | -0.422587 | -1.179879e+00 | -2.113593e+00 | -2.097798e+00 | -0.943234 | 1.542864e+00 | 1.527791 | 1.776614e-01 | -0.236183 | 2.312138 | -6.016862e-02 | 2.308388e-01 | -1.248039e+00 | 0.153150 | 0.374820 | 0.006427 | -1.056747e+00 | 6.239968e-02 | -7.138020e-02 | -4.345023e-01 | -1.684868e-01 | -4.336674e-01 | -1.072048 | -0.898703 | 1.247386 | 1.147835 | -0.849134 | -0.644802 | 0.516080 | 1.416719 | 1.210020 | 1.005313 | 1.545898 | 1.545898 | 0.173398 | 0.145958 |
| 000030.XSHE | -0.651954 | 3.520633e-01 | -0.110722 | -1.465631 | -0.608461 | -9.493613e-01 | -1.700568e+00 | -1.865322e+00 | 1.880144e-01 | 0.514490 | 4.654647e-01 | 0.798372 | 5.790573e-01 | -1.222026e-02 | -8.364622e-03 | 0.524519 | -5.541367e-01 | 0.032373 | -8.656683e-01 | -0.423362 | -0.625036 | -3.203473e-01 | -2.344574e-01 | -2.039899e-01 | -0.651954 | 0.609722 | -0.687471 | 7.211730e-01 | 6.181722e-15 | -1.887428e+00 | -1.544670e+00 | -1.257774e+00 | -3.026141e-01 | -0.579196 | 0.928901 | -1.006084 | -1.115800 | 1.127539 | 1.608509 | 0.001450 | -0.647093 | -0.401854 | 0.365681 | -0.347299 | -0.347299 | -0.002635 | -0.030075 |
| 000031.XSHE | -0.281820 | 9.270159e-01 | 0.470336 | 1.668110 | 0.406381 | 1.757268e+00 | 1.582737e-01 | 7.805156e-01 | -2.372116e-01 | -0.784050 | -3.705677e-01 | -0.251415 | -6.779825e-01 | -5.195281e-01 | -3.251873e-01 | -0.865726 | 8.716061e-03 | -0.083985 | 6.576596e-01 | -1.324867 | 0.670174 | 5.367485e-01 | -4.838301e-01 | -5.079576e-01 | -0.281820 | -0.564760 | 0.695633 | -9.659592e-01 | -3.949008e-01 | 1.697167e+00 | -1.689424e+00 | -1.394295e+00 | 1.073570e-01 | 0.339306 | -0.295134 | -0.364691 | -0.708924 | -0.839917 | -0.844976 | 0.223138 | -0.137825 | -0.178569 | -0.151454 | -0.124259 | -0.124259 | -0.014577 | -0.042017 |
| 000039.XSHE | 1.924981 | 1.112062e-01 | 0.067734 | 1.442265 | -1.191156 | -1.052001e+00 | -1.334124e-01 | -5.563817e-01 | -1.878260e-01 | -0.045364 | -4.490399e-01 | -0.261470 | -5.008683e-01 | -4.499746e-01 | -4.912239e-01 | -0.319503 | 5.688124e-01 | 0.369043 | -1.200288e+00 | -0.417137 | 0.821730 | 1.094265e+00 | 2.224916e-02 | -6.316995e-01 | 1.924981 | -0.076887 | 0.363081 | -4.677058e-01 | -7.325409e-01 | -1.364371e-01 | -3.229227e-01 | -2.856345e-01 | 1.329157e+00 | -0.541688 | -1.045866 | 1.352598 | 1.661931 | -0.046955 | 0.418875 | 1.317974 | 1.169532 | 0.763541 | 0.978435 | 0.415762 | 0.415762 | 0.058668 | 0.031228 |
| 000042.XSHE | -0.392792 | -7.034994e-01 | -0.427793 | -0.712511 | 0.793256 | 8.795593e-01 | -1.064752e+00 | -1.607224e+00 | -3.626791e-01 | -0.329979 | -2.463145e-02 | -0.095869 | 2.392396e-01 | 5.553040e-01 | 1.031874e+00 | 0.396163 | -1.018723e-01 | -0.113384 | 8.797686e-01 | 0.840016 | -0.462779 | -1.191777e+00 | -1.207555e-01 | -3.236032e-01 | -0.392792 | -0.178369 | -0.471050 | 7.464019e-01 | -1.897522e+00 | -8.763773e-01 | -1.373192e-01 | -8.396331e-01 | -2.475594e+00 | -1.152819 | -0.653488 | -0.612144 | -0.304306 | -1.213295 | -1.073018 | 0.222496 | 0.666115 | 0.727912 | 0.549600 | -0.339211 | -0.339211 | -0.030900 | -0.058340 |
| 000046.XSHE | 1.152965 | -7.644511e-01 | -0.657856 | -0.765081 | 1.180974 | -1.347211e+00 | 1.591943e+00 | 1.302079e+00 | -3.057246e-01 | 0.103302 | -3.113395e-01 | -0.028415 | 3.187027e-01 | 1.102450e+00 | 1.169453e+00 | 1.219498 | -3.069193e-01 | -0.222363 | -1.217115e+00 | -1.017646 | 0.653784 | 5.345993e-01 | 1.501272e+00 | 1.442342e+00 | 1.152965 | -0.651821 | 0.678860 | 1.949451e-01 | -3.592965e-01 | -1.116107e-01 | 3.493572e-02 | -1.146439e-02 | 2.905638e-01 | 0.185239 | -0.210551 | -0.385833 | -0.507347 | -1.252723 | -1.199625 | -1.392752 | -0.253917 | 0.227504 | 0.558409 | 0.008426 | 0.008426 | -0.004738 | -0.032178 |
| 000049.XSHE | 0.140727 | -5.226250e-02 | -1.010046 | 0.014567 | 0.029385 | -2.272000e-01 | 3.882017e-01 | -3.918820e-02 | 2.167241e+00 | 1.898177 | 1.514200e+00 | 1.413227 | -4.282580e-01 | -6.408626e-01 | -6.964597e-01 | -0.370693 | 1.962977e+00 | 1.821405 | -1.313784e-01 | -1.305614 | 1.943287 | -6.213191e-01 | -6.025648e-01 | -1.005050e+00 | 0.140727 | -0.138189 | -0.053256 | -5.436327e-01 | 2.882971e-01 | 2.671830e-01 | -1.641623e+00 | 8.774438e-02 | -9.845156e-01 | -1.347170 | -1.370898 | 1.588466 | 1.333560 | -0.284806 | -0.961407 | 1.394750 | 1.445132 | 1.394810 | 1.443209 | -1.816874 | -1.816874 | -0.075957 | -0.103397 |
| 000050.XSHE | -0.387139 | 3.687711e-01 | -0.370648 | 0.682498 | -0.215488 | 1.549258e+00 | -1.437132e-01 | -3.168601e-01 | -5.194795e-02 | 1.903867 | -4.264630e-01 | 0.701857 | -5.099310e-01 | -6.218405e-01 | -5.301995e-01 | -0.743186 | 2.960819e-02 | 0.046169 | 1.688507e+00 | -0.183127 | 0.703020 | 1.715858e+00 | -3.337843e-02 | -1.330255e+00 | -0.387139 | -0.535545 | 0.588972 | -1.048264e+00 | 1.818831e-02 | 1.141424e+00 | -2.354704e-01 | 1.383885e+00 | 1.408699e+00 | -0.720466 | 1.148837 | 0.094487 | 1.280584 | -0.649663 | -0.336431 | -0.241235 | -0.292149 | 0.644858 | 1.443374 | 0.883496 | 0.883496 | 0.221958 | 0.194518 |
| 000060.XSHE | 0.354210 | 4.356372e-04 | -0.048085 | 1.074219 | 0.033078 | 8.879882e-01 | -5.497606e-01 | -4.496420e-01 | -2.548199e-01 | -0.272530 | -3.226147e-01 | -0.463852 | -5.310805e-01 | -6.232457e-01 | -9.220792e-01 | -0.474887 | 1.056631e+00 | 1.559361 | 1.845195e+00 | 1.132723 | 0.000951 | -2.637741e-02 | 3.378165e-01 | -9.501925e-01 | 0.354210 | 0.333971 | 0.056713 | -3.052317e-01 | 1.052305e+00 | -4.960267e-01 | 1.467953e-01 | -1.316155e-01 | 9.313211e-01 | 0.112028 | 0.045156 | -0.866469 | -0.873792 | -0.755476 | -0.724923 | -0.624052 | -0.320503 | 0.068555 | 0.439856 | -1.189235 | -1.189235 | -0.096938 | -0.124378 |
| 000061.XSHE | 0.690867 | -1.601748e+00 | -0.610741 | -2.080353 | -0.777947 | -5.986858e-01 | -1.333561e+00 | -3.911628e-01 | -1.513296e+00 | -0.970175 | -1.136975e+00 | -0.657606 | -3.066218e-01 | 1.085969e+00 | 7.925290e-01 | -0.356288 | -2.360126e+00 | -2.153632 | 1.575771e+00 | -0.276890 | -0.693860 | 1.801956e-02 | -9.584176e-01 | -6.535752e-01 | 0.690867 | -1.445843 | -0.520103 | -3.140409e-01 | 1.229508e+00 | 5.225375e-01 | -4.295590e-01 | -1.889496e-01 | -4.324924e-01 | -0.118012 | -1.375424 | -0.260140 | -0.210700 | 0.882394 | 0.015242 | -1.939036 | 0.723457 | 0.862715 | 0.357223 | 0.648678 | 0.648678 | 0.057106 | 0.029666 |
| 000063.XSHE | 1.868682 | -1.087335e+00 | 0.372143 | 1.742013 | 0.282313 | 5.382184e-01 | -1.175603e-01 | -6.634270e-01 | -1.630442e+00 | -0.635706 | -1.424239e+00 | -0.877313 | -1.093338e+00 | -1.828709e-01 | 1.439117e-01 | -0.666046 | 2.912164e-03 | -0.215784 | -1.628451e+00 | 0.276296 | 1.910523 | 2.204004e+00 | -1.118947e-01 | -1.005530e+00 | 1.868682 | -1.384655 | 0.962473 | -1.253417e+00 | -5.057873e-01 | -1.458446e+00 | -2.185312e-01 | -1.579246e+00 | 9.315605e-01 | 2.346524 | 1.435932 | 1.488339 | 1.276481 | -0.483134 | 0.136929 | -0.956268 | -2.275887 | -2.683925 | -2.238490 | -0.550250 | -0.550250 | 0.017610 | -0.009830 |
| 000066.XSHE | -0.843641 | -1.540594e+00 | 0.660845 | 1.784701 | -1.635325 | 9.374484e-01 | -2.011889e+00 | 1.441405e+00 | -1.919856e+00 | -1.353062 | -1.786769e+00 | -2.185435 | -1.105703e+00 | -1.311527e+00 | -1.383741e+00 | -0.716599 | 1.405679e+00 | 1.467238 | -7.658746e-01 | 0.039644 | 1.961112 | 9.023191e-01 | 3.017127e-01 | -1.158842e+00 | -0.843641 | -1.145729 | 2.137509 | -8.144105e-01 | -5.304086e-01 | -1.764636e+00 | 7.396468e-02 | -1.871542e+00 | -4.405546e-01 | -1.256232 | 0.681540 | -1.131145 | -1.045231 | -0.362170 | -0.840711 | 1.169909 | -0.043914 | 0.460914 | 0.386199 | 0.909616 | 0.909616 | 0.130799 | 0.103359 |
| 000069.XSHE | 1.930696 | 8.562631e-01 | -0.064511 | 0.239155 | 0.766386 | 2.114277e+00 | 6.411704e-01 | 1.284881e+00 | 1.171050e+00 | 1.355890 | 7.306929e-01 | 0.859932 | 5.278483e-01 | 9.751834e-01 | 1.263315e+00 | 1.093605 | 2.373331e-01 | 0.291763 | 1.010124e+00 | 1.350368 | 0.037672 | 1.774377e-01 | 2.720666e-01 | -6.483789e-01 | 1.930696 | 1.214665 | -0.396660 | 9.120475e-01 | 1.798032e+00 | 1.366344e+00 | 3.861741e-01 | 9.622297e-01 | 3.078024e-01 | -0.409423 | 0.063969 | -0.411443 | -0.014149 | 0.001360 | -0.044882 | 0.804424 | 0.189218 | 0.629019 | 0.584825 | -0.441276 | -0.441276 | -0.039227 | -0.066667 |
| 000078.XSHE | -0.989171 | -2.712828e-01 | 0.021422 | 2.042335 | 0.168453 | -8.140451e-01 | 3.180454e-01 | -1.109011e-01 | -9.121223e-01 | -1.272437 | -1.515648e+00 | -1.378892 | -1.299787e+00 | -1.712286e+00 | -1.699789e+00 | -1.442170 | 1.011381e+00 | 1.296937 | -1.445015e+00 | 1.722224 | 2.321454 | -4.991576e-01 | 2.638317e-01 | -1.285818e+00 | -0.989171 | -0.696936 | 0.671946 | -1.342949e+00 | 5.561746e-01 | 4.526834e-02 | 1.168936e+00 | -8.206274e-01 | 1.119396e+00 | 0.287303 | -0.031879 | -1.501619 | -1.674267 | 1.346882 | 1.746959 | -0.037128 | -0.396768 | -0.894415 | -0.683965 | 0.691114 | 0.691114 | 0.064477 | 0.037037 |
| 000088.XSHE | 0.072980 | -6.943990e-01 | -1.346338 | -1.432725 | 0.876291 | -9.121953e-01 | 1.104249e-01 | -1.692707e-02 | 9.215515e-02 | -0.181610 | 9.641717e-01 | 0.750795 | 1.438320e+00 | 2.066621e+00 | 1.903888e+00 | 1.202998 | -1.159466e+00 | -1.103841 | -3.895986e-01 | -0.263882 | -1.182274 | -1.381754e+00 | 1.719208e+00 | 1.800314e+00 | 0.072980 | -0.522201 | -1.075835 | 1.327181e+00 | -1.403155e-01 | 3.602519e-02 | 7.515108e-01 | 1.370027e-01 | -3.306299e-01 | -0.330232 | -1.827282 | 0.606142 | 1.502448 | 1.688063 | 1.892263 | -0.706770 | 0.838167 | 0.013906 | -0.901784 | -0.418627 | -0.418627 | -0.047760 | -0.075200 |
| 000090.XSHE | -1.041626 | -6.082503e-01 | 1.068080 | 0.824773 | 1.121030 | 1.488873e+00 | -6.031275e-01 | -9.841141e-01 | -9.302352e-01 | -0.281019 | -4.034114e-01 | -0.049235 | -1.080947e+00 | -1.135312e+00 | -9.989128e-01 | -0.376534 | 4.399678e-01 | 0.546267 | 1.338507e+00 | 2.115107 | -0.442284 | -1.022454e+00 | 1.274316e+00 | -6.149100e-01 | -1.041626 | 0.111722 | -0.492760 | -5.852008e-01 | 4.719732e-01 | -3.351221e-01 | 6.955792e-01 | -2.005852e-01 | -4.045057e-01 | 0.122435 | 0.101536 | -0.352554 | -0.599281 | -0.114723 | -0.209862 | -0.324350 | -1.031449 | -0.609293 | -0.127451 | -0.042003 | -0.042003 | -0.008274 | -0.035714 |
| 000099.XSHE | -1.136607 | -7.651770e-01 | -1.162337 | -0.994047 | 0.261377 | -6.473045e-01 | 4.169894e-02 | -8.547625e-02 | -6.906264e-02 | -0.011747 | -7.747756e-02 | 0.105039 | 2.127637e-01 | 2.375704e-01 | 5.729565e-01 | 0.671733 | -4.722706e-01 | -0.355468 | -5.292073e-02 | -0.581246 | -0.405260 | 3.871586e-01 | -1.718271e+00 | 6.199285e-01 | -1.136607 | -0.489404 | -1.401450 | 6.416958e-01 | 1.960250e-01 | 4.027026e-02 | -9.328462e-01 | 2.440212e-02 | 5.866107e-01 | -0.695587 | -1.032810 | 0.046372 | 2.203589 | 2.040075 | 2.135762 | 2.004465 | 0.693354 | 0.518577 | -1.081189 | 0.928350 | 0.928350 | 0.054723 | 0.027284 |
| 000100.XSHE | 0.464561 | 1.067168e+00 | 0.791141 | 0.824424 | 1.667903 | 1.358841e+00 | 1.279222e+00 | 1.213809e+00 | -4.171515e-01 | -0.201006 | -1.094280e+00 | -1.095539 | -4.494509e-01 | -4.674585e-01 | -4.925606e-01 | -0.493960 | -2.259640e-02 | -0.017952 | 1.193759e+00 | 0.184511 | 1.433474 | 2.134640e+00 | 1.412657e-01 | -4.464317e-01 | 0.464561 | 0.060502 | 1.520102 | -5.878114e-01 | -1.970542e-02 | 1.256222e+00 | 1.513544e+00 | 1.381176e+00 | 1.010370e-01 | 0.390024 | 0.490446 | -1.339633 | -1.547861 | 1.511115 | 1.120367 | -0.744899 | -0.552911 | 0.013760 | 0.761007 | 1.310682 | 1.310682 | 0.151202 | 0.123762 |
| 000156.XSHE | 0.921908 | -5.625036e-01 | -0.868754 | -0.539546 | -0.015315 | -3.325565e-02 | 1.569007e+00 | 6.309945e-01 | 1.650691e+00 | 1.572138 | -1.053833e-01 | 0.027818 | 1.142479e-01 | 3.608629e-01 | 3.816389e-01 | 0.646626 | -4.310490e-01 | -0.451685 | 1.528186e+00 | 0.695802 | 2.275061 | 2.301833e+00 | 9.687928e-01 | -1.958447e+00 | 0.921908 | -0.377561 | -0.430939 | 5.734285e-01 | -2.112141e-01 | 4.673284e-01 | -2.590048e-01 | -7.004168e-01 | -7.125999e-01 | 0.231158 | 1.383935 | 1.134206 | 0.929937 | 1.049790 | 1.264796 | -1.022600 | -1.384146 | -1.008941 | -0.359247 | 0.161945 | 0.161945 | 0.284555 | 0.257115 |
| 000157.XSHE | 1.934243 | 1.972602e+00 | 1.935482 | 0.584038 | -0.479880 | 5.943326e-01 | -6.696011e-01 | -1.760161e+00 | 3.223470e-01 | -0.054886 | 2.408609e-01 | -0.024034 | 4.793643e-01 | 3.331695e-01 | 3.700755e-01 | 0.597139 | -3.973383e-01 | -0.461588 | -5.982570e-02 | -0.750066 | -0.150708 | 2.954073e-01 | -8.651876e-01 | 4.179871e-01 | 1.934243 | 2.023372 | 1.040131 | 6.412188e-01 | -1.008321e+00 | -3.339961e-01 | 1.571485e+00 | -2.684855e-01 | 8.635754e-01 | 1.242252 | 0.465145 | -0.608657 | -1.001551 | -0.742378 | -0.621695 | -1.401741 | -0.670544 | -0.634415 | -0.231461 | -0.792749 | -0.792749 | -0.033166 | -0.060606 |
| 000333.XSHE | 1.331045 | 3.183778e-14 | -0.291474 | 0.647001 | 0.202584 | 4.270089e-17 | -2.296311e-14 | -2.604861e-14 | 1.209289e-14 | 0.476943 | 1.584203e-14 | 0.049161 | 2.510812e-15 | 4.825200e-15 | -1.017772e-01 | -0.290756 | -1.503071e-15 | 0.202643 | -1.225515e-15 | 0.118803 | -0.102382 | -5.428659e-01 | -5.943963e-15 | -5.517130e-01 | 1.331045 | -1.280466 | -1.033288 | 7.088347e-15 | 5.730459e-15 | 6.315461e-15 | 1.093143e-15 | 1.870299e-15 | -1.572674e-14 | -0.123741 | -0.293284 | -0.370886 | -0.310534 | -0.170262 | -0.063839 | 0.417147 | 0.316041 | 0.477144 | 0.285781 | -0.880545 | -0.880545 | -0.038326 | -0.065766 |
| 000338.XSHE | 1.304163 | 1.383431e+00 | 0.793149 | 1.405340 | 0.789923 | 9.125347e-01 | -1.287574e-01 | -5.241938e-01 | 8.835172e-02 | -0.020478 | -4.376134e-02 | -0.291484 | -3.364528e-02 | 8.739030e-02 | 6.423549e-02 | -0.095796 | -1.507601e-01 | -0.242604 | 8.604466e-02 | -0.253250 | 0.039102 | 8.158229e-01 | -2.989673e-02 | 1.039183e-01 | 1.304163 | 1.501532 | 0.199220 | 2.280341e-02 | 7.964100e-01 | 6.738876e-02 | -2.006913e-01 | 3.029235e-01 | 8.031697e-01 | 1.239354 | 0.478698 | -0.615939 | -1.168069 | -0.882341 | -0.532152 | -1.595796 | -0.530054 | -0.420712 | 0.085551 | -0.720643 | -0.720643 | -0.031528 | -0.058968 |
| 000400.XSHE | 0.705101 | 5.538394e-01 | -0.955500 | -0.344823 | 0.517467 | 5.484270e-01 | 1.954013e+00 | 1.429608e+00 | 2.027638e+00 | 0.608892 | 1.719347e+00 | 1.146714 | 4.969740e-01 | 1.902801e-01 | 1.023206e-01 | 0.210423 | 9.814559e-01 | 0.798388 | 3.133847e-01 | -0.540203 | -0.112551 | -2.322341e-01 | -8.190528e-01 | 1.740433e-01 | 0.705101 | 0.236853 | -0.350753 | 2.360973e-01 | 1.919754e-01 | 1.950778e+00 | -8.704603e-01 | 1.886892e+00 | 2.993942e-01 | -0.339799 | 0.323687 | 0.648269 | 1.743910 | 0.207196 | 0.138387 | 0.743518 | 0.199392 | 0.723929 | 1.677133 | 1.209205 | 1.209205 | 0.119416 | 0.091977 |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 603198.XSHG | -0.834094 | 3.811614e-01 | 0.042908 | -0.332520 | -0.197294 | 1.765395e-01 | -8.259258e-02 | -2.051865e-02 | 2.575780e-01 | -0.536394 | 6.775993e-01 | -0.025812 | 5.606680e-01 | 8.544012e-01 | 7.837130e-01 | 0.093972 | -3.679028e-01 | -0.603713 | -1.435465e-01 | 0.113708 | -0.262857 | -2.338992e-01 | -1.888686e+00 | 7.671272e-01 | -0.834094 | 0.577379 | -0.721099 | 8.254122e-01 | 1.100270e-01 | -7.725707e-02 | -3.144847e-02 | 2.580464e-01 | 2.572972e-01 | -0.968192 | -0.022160 | -0.478540 | -0.222643 | -0.567804 | -0.772143 | 0.809177 | 0.816305 | 0.930779 | -0.163470 | -0.312115 | -0.312115 | 0.033563 | 0.065539 |
| 603225.XSHG | 0.104086 | 7.135214e-01 | -0.638116 | 1.261779 | 0.910588 | -2.621568e-02 | 3.092835e-14 | 3.363236e-14 | 1.552982e+00 | 1.506231 | 1.379334e+00 | 1.302820 | -3.526045e-01 | -7.948013e-01 | -7.408315e-01 | -0.202216 | 1.462634e+00 | 1.370208 | -2.661317e-01 | -0.682118 | 0.006377 | 9.703719e-02 | 3.892813e-01 | -2.919759e-01 | 0.104086 | 0.438355 | -0.028718 | -4.560999e-01 | 1.319830e+00 | 5.632158e-01 | -7.953119e-01 | 2.155128e-01 | 4.730622e-01 | -0.384442 | -0.807124 | 0.572679 | 0.273513 | 1.637436 | 1.479483 | 1.342648 | 1.108751 | 1.190672 | 0.813448 | -1.176453 | -1.176453 | -0.084572 | -0.052596 |
| 603228.XSHG | 0.254287 | -7.811722e-02 | -0.796392 | -0.651451 | -0.044534 | -1.107831e-01 | 1.538621e-01 | -7.305428e-02 | 1.102368e+00 | 1.340281 | 1.361663e+00 | 1.153020 | 6.116414e-01 | 3.451257e-01 | 2.629526e-01 | 0.857037 | 1.831900e-01 | 0.292496 | -2.920136e-02 | 0.000330 | -0.428302 | -1.283435e-01 | 6.866109e-01 | 9.654301e-01 | 0.254287 | 0.215365 | -0.503323 | 9.391346e-01 | 1.452405e-01 | 4.407740e-02 | 6.146667e-01 | -2.174306e-02 | -3.757268e-01 | -0.157700 | -0.910778 | 1.170012 | 0.861564 | 0.363429 | -0.000319 | 0.454633 | 0.083639 | -0.255718 | -0.836735 | 0.581113 | 0.581113 | 0.073568 | 0.105544 |
| 603260.XSHG | 0.740554 | 9.782575e-01 | -0.993107 | -0.976170 | 0.302428 | -1.565327e-01 | -2.428175e-13 | -1.119280e-13 | 2.180217e+00 | 2.141350 | 1.930633e+00 | 1.861985 | 1.898678e+00 | 1.199926e+00 | 1.344566e+00 | 1.956652 | -1.601373e-02 | 0.198771 | -3.188347e-01 | -0.391502 | -0.002806 | -5.128204e-02 | -7.739992e-01 | -9.636392e-01 | 0.740554 | 0.643269 | -0.789308 | 1.448456e+00 | -3.759858e-14 | 2.100659e-14 | -7.430898e-14 | 1.827325e-13 | 1.816652e+00 | 0.004749 | 0.893181 | 1.777944 | 1.776665 | 1.377017 | 1.260669 | 0.342806 | -0.270608 | 0.146087 | 1.536018 | -0.935409 | -0.935409 | -0.079189 | -0.047214 |
| 603288.XSHG | 1.241034 | -6.510240e-01 | -0.708254 | -0.750924 | 0.145036 | -4.433224e-01 | -1.200359e-02 | -2.830714e-01 | 8.105568e-01 | 0.981837 | 6.137340e-01 | 0.655526 | 8.753308e-01 | -6.350973e-02 | -8.336420e-02 | 0.530971 | 6.735874e-01 | 0.587462 | -1.163654e-01 | -0.234244 | -0.326657 | -2.908336e-01 | 9.877455e-01 | 9.387252e-01 | 1.241034 | -0.909960 | -0.802055 | 8.115696e-01 | 2.007305e-01 | -6.085658e-02 | -7.718435e-02 | 4.356377e-02 | -2.413166e-01 | 0.010069 | -1.057467 | 0.606665 | 0.736683 | -1.087169 | -1.099903 | 1.326911 | 0.639915 | -0.279117 | -0.141474 | -0.620086 | -0.620086 | 0.001767 | 0.033742 |
| 603328.XSHG | -0.636899 | 6.282880e-01 | 0.073033 | -0.412602 | -1.777514 | 3.976792e-01 | -1.540472e-01 | -2.788294e-01 | 3.587467e-01 | 0.591854 | 1.386283e+00 | 1.158116 | 8.939017e-01 | 2.447952e-01 | 2.540063e-01 | 1.644787 | -9.986060e-02 | -0.072695 | 9.232399e-02 | -0.020754 | -0.924746 | -9.403483e-01 | 1.643582e+00 | 1.448413e+00 | -0.636899 | 0.904151 | 2.228012 | 1.139468e+00 | -7.349218e-01 | 2.890445e-01 | 3.808983e-01 | 5.935033e-01 | -2.870054e-01 | -0.496685 | -0.694016 | -0.767920 | -1.194407 | -1.566359 | -1.787120 | 0.461377 | 0.762881 | 0.823076 | 0.273785 | 0.079100 | 0.079100 | 0.038160 | 0.070136 |
| 603355.XSHG | -0.633486 | -6.654993e-01 | -0.762602 | -0.777073 | 0.791375 | -2.698294e-01 | -1.324868e-01 | -2.872860e-01 | -2.737667e-01 | 0.063344 | 3.116959e-01 | 0.806648 | -1.771766e-01 | -1.643872e-01 | -9.198036e-02 | 0.134180 | 5.897431e-01 | 0.443158 | 1.387369e-01 | 0.547876 | -0.790336 | -7.156537e-01 | 1.878715e+00 | 9.174062e-01 | -0.633486 | -0.547474 | -1.014413 | -2.525467e-01 | -2.723333e-01 | 1.709376e+00 | 1.628298e+00 | 1.572578e+00 | -4.407351e-01 | -2.080916 | -1.153103 | 0.065740 | -0.091034 | -0.908680 | -0.971380 | 1.748444 | 2.004189 | 1.777495 | 1.866956 | -1.530016 | -1.530016 | -0.065833 | -0.033857 |
| 603369.XSHG | -0.290443 | 2.996483e-01 | -0.061971 | -0.516844 | -0.113401 | 8.356153e-02 | 2.018957e-01 | 3.423953e-01 | 4.010191e-01 | -0.527743 | 6.747688e-01 | 0.088025 | 1.153015e+00 | 8.823705e-01 | 8.510974e-01 | 0.637886 | -7.736330e-01 | -0.886506 | -1.946448e-01 | 0.274779 | -0.328155 | -2.820913e-01 | 5.433413e-01 | 8.800817e-01 | -0.290443 | 0.237023 | -0.149376 | 8.247987e-01 | 1.016926e+00 | 2.214482e-01 | 4.379909e-01 | 3.443239e-01 | 8.939848e-01 | 0.796854 | 0.140114 | 0.676995 | 0.401353 | 0.355963 | 0.484332 | -1.050147 | -0.115162 | -0.533140 | -0.300867 | -0.066984 | -0.066984 | 0.050741 | 0.082717 |
| 603377.XSHG | -0.791344 | -1.001365e+00 | -1.691873 | -1.873193 | -0.077259 | 5.846496e-01 | -2.221633e-01 | -2.660944e-01 | -1.630501e-02 | 1.188154 | 1.708023e-01 | 1.518182 | 1.369994e+00 | 1.746267e+00 | 1.705863e+00 | -0.261297 | -1.442334e+00 | -1.120227 | 1.405918e+00 | 0.437122 | -0.506477 | -6.088296e-03 | 4.836330e-01 | -9.505669e-01 | -0.791344 | -1.134345 | -0.574021 | 7.077051e-01 | -7.795797e-01 | 3.591241e-01 | 2.048072e+00 | 7.043883e-02 | -4.916092e-01 | -1.658598 | -1.062628 | -0.023013 | -0.258642 | 0.635334 | 0.149352 | 1.053733 | 1.156885 | 1.508823 | 2.063408 | -0.148135 | -0.148135 | 0.040006 | 0.071981 |
| 603444.XSHG | -0.466228 | 1.000831e+00 | -0.888522 | -0.489396 | -0.202292 | 5.453423e-01 | 3.893334e-01 | 4.316635e-01 | 1.837409e+00 | 1.908891 | 1.413518e+00 | 1.389768 | 1.237673e+00 | 1.277772e+00 | 1.265626e+00 | 1.304106 | -1.016465e-01 | -0.069913 | 1.800763e-01 | 0.109914 | -0.311393 | -3.439384e-01 | 7.157865e-01 | 1.028543e+00 | -0.466228 | 0.782047 | -0.123188 | 1.247464e+00 | 1.094725e-01 | 4.614310e-01 | 3.490365e-01 | 2.399417e-01 | 1.284983e+00 | -0.857803 | -0.770006 | 1.897211 | 1.821609 | 1.550193 | 1.172085 | 0.497658 | 0.141165 | 0.671261 | 1.449074 | 1.691258 | 1.691258 | 0.183742 | 0.215718 |
| 603515.XSHG | 0.286773 | -3.310410e-02 | -0.770323 | -0.397448 | 0.006423 | -2.029203e-01 | 4.297773e-01 | 1.917875e-01 | 1.310291e+00 | 0.915112 | 1.394642e+00 | 1.152741 | 4.860934e-02 | 6.647902e-01 | 5.060499e-01 | -0.185191 | 1.410722e+00 | 1.369369 | -2.008933e-01 | -0.224418 | -0.396204 | -9.500862e-01 | -1.189814e+00 | 1.198529e-01 | 0.286773 | -0.291405 | -0.243314 | -3.313629e-01 | -2.318586e-01 | 3.231408e-01 | -1.283378e-01 | 2.906237e-01 | -1.105969e-01 | -0.416803 | 0.160045 | 1.169741 | 0.861292 | 0.956608 | 0.604453 | 0.454263 | 0.759295 | 1.187256 | 1.434094 | 0.392339 | 0.392339 | 0.059974 | 0.091950 |
| 603556.XSHG | -0.687720 | 3.897464e-01 | 0.316611 | -0.621218 | -0.655541 | 6.488965e-01 | -9.022640e-01 | -1.567314e+00 | 5.046139e-02 | 0.173998 | 6.698086e-01 | 0.786947 | 6.752418e-01 | 1.053100e+00 | 1.318451e+00 | 1.073054 | -9.920900e-02 | -0.185007 | 2.459451e-01 | -0.055375 | -1.102961 | -9.030713e-01 | 1.997911e+00 | 1.462616e+00 | -0.687720 | 0.518598 | -0.920549 | 7.455355e-01 | -1.004521e+00 | -6.304073e-01 | 1.699782e-01 | -5.915029e-01 | -6.935355e-01 | -0.245702 | 1.432503 | 0.876197 | 1.918260 | 0.083598 | 0.243722 | 0.627867 | 0.046984 | 0.951276 | 1.639086 | 0.010458 | 0.010458 | 0.024213 | 0.056189 |
| 603568.XSHG | -0.031026 | -3.157958e-01 | -1.752063 | -1.042883 | 0.016180 | -6.588891e-01 | 1.069130e+00 | 8.831257e-01 | 2.259699e+00 | 2.039062 | 2.079578e+00 | 1.906780 | 1.562360e+00 | 1.854758e+00 | 1.871018e+00 | 1.539480 | 4.441299e-02 | 0.200725 | -6.793499e-01 | -0.596881 | -0.714878 | 3.825644e-01 | 1.881091e+00 | 2.147668e+00 | -0.031026 | -0.219960 | -1.688619 | 1.360551e+00 | 1.855282e+00 | 8.538407e-01 | 4.696403e-01 | 6.720908e-01 | 5.647895e-01 | -0.295640 | -0.474884 | 1.682450 | 2.074241 | 0.093894 | -0.204555 | 0.024924 | 0.302691 | 0.451591 | 1.624611 | -0.028314 | -0.028314 | 0.033416 | 0.065391 |
| 603569.XSHG | -1.412384 | -9.100892e-02 | -1.249569 | 0.041649 | -0.389692 | -1.937954e+00 | 1.610033e-01 | -2.662587e-02 | 8.937628e-01 | -0.628688 | 4.427979e-01 | -0.706017 | -3.857333e-01 | -5.382850e-01 | -6.625822e-01 | -0.828424 | 1.167839e+00 | 1.020530 | -2.159049e+00 | -2.066523 | 0.218706 | -3.127024e-01 | 1.853947e-03 | 2.339202e-01 | -1.412384 | -0.513395 | -1.167529 | -5.897349e-01 | -2.426944e-02 | -9.660877e-01 | -1.960707e+00 | -1.111254e+00 | 5.231218e-01 | 1.318797 | 0.438335 | 1.650698 | 0.941661 | 1.556025 | 2.123769 | -0.013062 | -0.307902 | -0.571666 | -0.195349 | 0.180294 | 0.180294 | 0.024483 | 0.056459 |
| 603589.XSHG | -0.219361 | 4.443269e-01 | -0.149285 | -0.506175 | -0.080613 | 7.891538e-02 | 3.875920e-01 | 7.076687e-01 | 9.355842e-01 | 1.101303 | 6.742783e-01 | 0.727562 | 1.152785e+00 | 8.818896e-01 | 8.505390e-01 | 1.139955 | -6.003503e-01 | -0.495969 | -2.595128e-01 | -0.289670 | -0.305041 | -2.482662e-01 | -9.288439e-01 | 8.805530e-01 | -0.219361 | 0.816227 | 0.331243 | 8.246923e-01 | -1.129888e-01 | -2.416910e-01 | -2.947628e-01 | -1.584035e-01 | -1.434113e-01 | 0.796904 | 1.334376 | 0.676429 | 0.806963 | -0.042152 | 0.186647 | -1.050920 | -1.229897 | -0.532577 | -0.299586 | 0.673711 | 0.673711 | 0.103868 | 0.135843 |
| 603658.XSHG | 0.361069 | -6.168065e-01 | -1.038786 | -0.785490 | -0.008138 | -1.193912e-01 | 3.161572e-01 | -2.346287e-02 | 1.539444e+00 | 1.643469 | 1.142770e+00 | 1.235547 | 1.369664e+00 | 8.332058e-01 | 8.197518e-01 | 1.445314 | 3.441488e-01 | 0.560558 | 1.543124e-01 | -0.119593 | -0.380576 | -5.070316e-01 | -1.735235e+00 | -3.362667e-01 | 0.361069 | -0.536568 | -0.025763 | 1.223944e+00 | 2.693971e-01 | 3.351469e-01 | 1.398356e-01 | 3.985153e-01 | 1.362099e+00 | -0.084245 | 0.423749 | 1.213992 | 1.005840 | 0.810626 | 0.553872 | -0.254446 | 0.249661 | 0.177991 | 0.009205 | 0.354190 | 0.354190 | 0.071460 | 0.103436 |
| 603659.XSHG | 0.097483 | -2.215750e-01 | -0.875929 | -0.770794 | 0.682258 | -4.094003e-01 | -1.469720e-13 | -1.520824e-13 | 1.025035e+00 | 1.342326 | 7.746788e-01 | 1.154253 | 8.649539e-01 | 4.079186e-01 | 1.193152e-01 | 0.380909 | -4.596115e-01 | -0.311203 | -4.492023e-01 | 0.145585 | -0.028021 | 1.644043e-01 | 4.494244e-01 | 2.492787e-01 | 0.097483 | -0.244892 | -0.617703 | 4.307427e-01 | 6.473167e-14 | 3.758558e-14 | 5.162707e-14 | -1.537319e-15 | -1.176618e+00 | 1.039115 | 0.455168 | 1.171207 | 0.862768 | 0.953354 | 0.973206 | -0.162024 | -0.349940 | -1.219027 | -1.981888 | 1.902360 | 1.902360 | 0.251058 | 0.283033 |
| 603766.XSHG | -0.693438 | 1.061644e+00 | -0.256363 | 0.378658 | 0.313055 | 1.414998e+00 | 1.494805e-02 | -1.019304e-01 | 6.853404e-01 | 0.542257 | 9.839151e-01 | 0.850692 | 1.357362e-01 | -1.015659e-01 | 1.401923e-02 | 0.197232 | 7.058624e-01 | 0.879093 | 4.046006e-01 | -0.068861 | -0.621000 | -6.685920e-01 | 4.324190e-02 | -1.491275e-01 | -0.693438 | 0.923591 | -0.738703 | 1.356249e-01 | 5.649558e-01 | 3.943639e-01 | 7.576165e-01 | 5.795768e-01 | 4.598336e-01 | 0.574394 | 0.559143 | -0.722283 | -0.578594 | -0.449697 | -0.620557 | 1.053307 | -0.666804 | -0.121259 | 0.197258 | 0.228744 | 0.228744 | 0.067034 | 0.099010 |
| 603799.XSHG | 0.567604 | 1.224523e+00 | -0.809953 | -0.666828 | 0.311142 | -7.947922e-01 | 1.691511e+00 | 1.458939e+00 | 2.184221e+00 | 1.625565 | 1.932572e+00 | 0.935666 | 1.158440e+00 | 7.547140e-01 | 3.432690e-01 | 0.451155 | -3.718758e-02 | -0.134611 | -7.675115e-01 | -0.378787 | 0.255829 | -6.859660e-01 | -7.005679e-01 | -3.858551e-01 | 0.567604 | 1.417624 | -0.277343 | 1.368441e+00 | 1.469098e+00 | 2.126152e-01 | -8.206674e-01 | -1.588923e-01 | 1.815620e+00 | 2.114546 | 1.775930 | 1.780178 | 1.778916 | 1.372054 | 1.255263 | -1.509008 | -1.860526 | -2.188673 | -1.881707 | 0.211843 | 0.211843 | 0.003506 | 0.035482 |
| 603806.XSHG | -0.079324 | 1.224406e-01 | -0.627632 | -0.695143 | 0.287020 | -1.321592e-01 | -6.046873e-02 | -3.991058e-01 | 5.316482e-01 | 0.472840 | 1.430032e+00 | 1.186223 | 5.201149e-01 | -2.861286e-01 | -2.231208e-01 | 0.467059 | 7.926794e-01 | 0.992238 | -1.500899e-01 | -1.145161 | -1.207375 | -7.725931e-01 | 5.775540e-01 | 1.667284e+00 | -0.079324 | 0.235329 | -0.842892 | 5.489331e-01 | 4.078830e-01 | 3.494915e-01 | 1.539098e+00 | 5.040000e-01 | -1.088716e+00 | -0.970972 | -1.297853 | 1.569291 | 0.592132 | -1.185602 | -1.208399 | 1.424315 | 1.611128 | 1.711098 | 1.781763 | 0.766445 | 0.766445 | 0.105287 | 0.137263 |
| 603816.XSHG | 0.527232 | -1.418368e-01 | -1.127070 | -0.650610 | 1.469885 | -3.160208e-01 | 7.576662e-01 | 1.960390e-01 | 1.359437e+00 | 1.560921 | 1.149981e+00 | 1.392347 | 3.209411e-01 | 4.449421e-01 | 3.963701e-01 | 0.357402 | 6.025087e-01 | 0.981478 | 1.089012e-02 | -0.453547 | -0.257565 | 4.904811e-01 | 1.648293e+00 | 1.904486e-01 | 0.527232 | -0.381661 | -1.237634 | 1.210078e-01 | 1.266347e+00 | 7.317527e-01 | -9.534303e-03 | 6.367202e-01 | 9.263488e-01 | -0.658309 | 0.569240 | 1.600574 | 1.430549 | 1.673497 | 1.571965 | 1.498221 | 1.098181 | 1.833927 | 1.816227 | -0.312970 | -0.312970 | -0.012138 | 0.019838 |
| 603833.XSHG | 1.037297 | -1.998613e-01 | -1.089189 | -0.781195 | -0.226488 | 4.132001e-02 | 9.418107e-14 | 8.659740e-14 | 1.384257e+00 | 1.551512 | 1.391728e+00 | 1.386674 | 5.096504e-01 | 4.546902e-01 | 6.042627e-01 | 1.234071 | 1.075368e+00 | 1.615255 | 4.980954e-01 | -0.254723 | -0.820506 | -9.975762e-01 | 1.154539e+00 | -3.910164e-01 | 1.037297 | -0.392030 | -0.828975 | 3.542921e-01 | 2.625449e-01 | 6.070433e-01 | 1.815115e+00 | 5.544287e-01 | 1.323868e+00 | 0.878640 | 0.955749 | 1.595080 | 1.425014 | 0.244046 | 0.184554 | 0.872424 | -0.127948 | -0.891490 | -1.583981 | 0.668506 | 0.668506 | 0.057635 | 0.089610 |
| 603858.XSHG | 0.403916 | 4.971249e-01 | 0.343798 | 0.122131 | 0.749814 | 7.799581e-01 | -1.581006e-01 | -1.339697e-01 | 9.741434e-02 | 0.501501 | 4.749294e-01 | 0.928576 | -1.646459e-01 | 8.328478e-01 | 8.193361e-01 | 0.072759 | 3.036323e-01 | 0.277645 | 4.304169e-01 | 0.050615 | -0.298924 | -4.011194e-01 | 2.277263e-01 | -8.258114e-01 | 0.403916 | 0.219768 | 2.171482 | -3.519493e-01 | -1.050777e+00 | 1.523427e-01 | 6.767895e-01 | 2.970127e-01 | 5.741021e-01 | -0.577229 | -0.658206 | 1.213571 | 0.095189 | 0.420579 | 0.847215 | 1.599846 | 1.096231 | 0.916281 | 1.584867 | -0.674592 | -0.674592 | -0.002488 | 0.029488 |
| 603868.XSHG | -0.184979 | -3.724291e-01 | -1.279739 | -1.339401 | 0.200423 | -6.670516e-01 | 7.958351e-02 | -5.498253e-02 | 1.265260e+00 | 1.228907 | 1.180211e+00 | 1.110679 | 1.289031e+00 | 7.606985e-01 | 8.256017e-01 | 1.360788 | 7.956898e-01 | 0.765863 | -5.999752e-01 | -0.298236 | -0.920052 | -6.567004e-01 | 3.943392e-01 | 1.478620e+00 | -0.184979 | -0.028887 | 0.258023 | 1.497003e+00 | 1.124152e-02 | -1.187922e-01 | -5.495533e-01 | -1.866662e-01 | -4.121408e-01 | 1.572297 | 0.977062 | 1.172258 | 1.154133 | 1.703468 | 1.839934 | -1.346317 | -1.406010 | -1.235851 | -1.540206 | -0.391743 | -0.391743 | 0.015605 | 0.047581 |
| 603877.XSHG | -0.636693 | -7.153852e-02 | -0.669388 | -0.265448 | -1.054236 | 4.868043e-01 | 1.168422e+00 | 1.475938e+00 | 5.287011e-01 | -0.197639 | 3.960896e-01 | -0.110965 | -9.813712e-02 | 1.386008e+00 | 1.172275e+00 | -0.448196 | 8.030173e-01 | 0.656409 | 5.871691e-01 | 0.439304 | 0.045960 | -7.353660e-02 | -1.119371e+00 | -3.726787e-01 | -0.636693 | -0.580054 | -0.656599 | -4.324415e-01 | 8.086030e-01 | 5.240490e-01 | 6.971730e-02 | 5.572126e-01 | -2.947692e-02 | -0.767708 | 0.793354 | 1.262172 | 1.681435 | 0.986256 | 0.526600 | 0.747818 | 0.182835 | 0.735442 | 2.112385 | -0.166976 | -0.166976 | -0.016437 | 0.015538 |
| 603883.XSHG | -0.037753 | -4.656729e-01 | -0.731319 | 0.113035 | -0.086794 | 3.271966e-03 | 1.727416e-01 | -6.412943e-02 | 3.986243e-01 | 0.327344 | -2.395374e-01 | -0.059443 | -9.305997e-01 | -7.373609e-01 | -6.472115e-01 | -0.767976 | 1.648941e+00 | 1.608582 | 2.379286e-01 | 0.275230 | 0.776392 | 5.153043e-01 | -9.447054e-01 | -1.224559e+00 | -0.037753 | -0.424381 | -0.317171 | -8.556534e-01 | 3.351296e-01 | 4.560866e-01 | -4.263639e-02 | -1.262634e-01 | 7.365448e-01 | -0.164120 | 0.167295 | 1.217171 | 1.009043 | -0.554072 | -0.652521 | 0.368188 | 0.492282 | 0.253268 | 1.576708 | -0.615232 | -0.615232 | 0.002249 | 0.034225 |
| 603885.XSHG | -0.048701 | 1.844361e-01 | -0.997332 | -0.339296 | 0.348263 | 2.662856e-01 | 5.521296e-01 | 5.756062e-01 | 9.858523e-01 | 1.828936 | 7.462297e-01 | 1.567553 | 5.826919e-02 | -2.799087e-02 | 3.302161e-01 | 0.608213 | 3.973921e-01 | 0.682114 | -3.310219e-02 | -0.244033 | -0.084782 | -3.370930e-01 | -1.113355e-03 | -4.269910e-01 | -0.048701 | 0.928391 | -1.031304 | 6.563665e-01 | -5.000739e-01 | 6.418678e-01 | 1.945561e-01 | 6.382057e-01 | 1.182516e+00 | -0.450136 | -0.174391 | 0.617308 | 0.099434 | -0.360698 | -0.546131 | -0.641175 | 0.522593 | 0.691229 | 1.411664 | 0.589722 | 0.589722 | 0.052945 | 0.084921 |
| 603888.XSHG | -0.607157 | -3.794777e-01 | -0.728147 | -0.436106 | 0.157942 | -3.319717e-01 | -6.255810e-02 | -3.141393e-01 | -1.398877e-02 | -0.009817 | 3.588235e-01 | 0.218181 | 2.692152e-01 | 2.743838e-01 | 8.084598e-03 | -0.254535 | -1.225697e-01 | -0.138104 | -8.106168e-02 | -0.189219 | -0.242946 | 3.257274e-01 | 9.539135e-01 | 1.028168e+00 | -0.607157 | -0.700841 | -0.638559 | -6.911292e-01 | 8.689128e-02 | -3.193090e-02 | -1.443763e+00 | 2.362174e-01 | 3.126918e-02 | 0.798201 | -0.132413 | 1.897661 | 0.880876 | 0.501491 | 1.678945 | -0.120017 | -0.082981 | -0.699445 | -1.964607 | -1.199406 | -1.199406 | -0.038939 | -0.006964 |
| 603899.XSHG | 0.762940 | -5.846453e-01 | -1.363158 | -0.816652 | 0.427440 | -4.368650e-01 | 8.860138e-01 | 4.654018e-02 | 1.568543e+00 | 1.557159 | 1.394590e+00 | 1.390079 | 5.007605e-02 | -2.334621e-01 | -2.103059e-01 | 0.300726 | 1.609844e+00 | 1.618257 | 1.488532e-01 | -0.337005 | -0.764516 | -1.068345e+00 | 2.131604e-01 | 7.656186e-01 | 0.762940 | -0.633688 | -1.266773 | 1.003059e-01 | 1.343177e+00 | 6.665602e-01 | 7.556700e-01 | 5.140073e-01 | 4.528173e-01 | -0.099150 | -1.151274 | 1.598377 | 1.228580 | -1.099640 | -1.045773 | -0.359649 | 0.218913 | -0.398628 | -1.591455 | -0.026188 | -0.026188 | 0.008172 | 0.040147 |
| 603993.XSHG | 1.694214 | 5.767726e-01 | -0.227966 | -1.008410 | 0.837022 | 5.855082e-01 | 1.661802e+00 | 1.441208e+00 | 5.586584e-01 | 0.271077 | 4.016338e-01 | 0.061180 | 1.427692e+00 | 1.069804e+00 | 7.110294e-01 | 0.971903 | -1.296447e+00 | -1.341168 | 4.410273e-01 | 0.293109 | 0.028837 | 1.611644e+00 | 1.954592e+00 | 1.110191e+00 | 1.694214 | 0.524131 | -0.135317 | 1.383543e+00 | -1.988490e-01 | 5.592993e-01 | 4.499971e-01 | 3.386449e-01 | 1.827698e+00 | 0.716833 | 1.374931 | -0.749762 | -0.464925 | -0.432371 | -0.673579 | -1.544741 | -0.250833 | 0.542170 | 0.279494 | 0.043473 | 0.043473 | -0.012026 | 0.019950 |
47200 rows × 47 columns
空值检查
for colu in all_data.columns:if sum(all_data[colu].isnull())> 0.2*len(all_data[colu]):print('因子：%s缺失值较多，不做为统计特征处理'%colu)del all_data[colu]all_data.shape(47200, 47)
#进行空值处理for colu in all_data.columns:if sum(all_data[colu].isnull())> 0:#0.05*len(all_data[colu]):all_data[colu].fillna(all_data[colu].mean(),inplace=True)#del all_data[colu]all_data.shape
(47200, 47)
第二部分 决策树部分
构造模型因子数据
获取标签
划分测试集训练集
回归树与分类树
#数据构造y = standardlize(all_data['pct_init'], inf2nan=True, axis=0) #对收益做标准化处理 x = all_data.iloc[:,:-4]
#第二部分：决策树模型from sklearn import treefrom sklearn.model_selection import train_test_split #对数据进行随机划分
#对数据进行分割，训练集、测试集X_train, X_test, y_train, y_test = train_test_split(x.values,y.values, test_size=0.3)
决策树（回归）参数
补充参数说明
#建立最大深度为2的决策树，并用测试数据来训练这颗树rlf = tree.DecisionTreeRegressor(max_depth = 4 )rlf = rlf.fit(X_train, y_train) #模型训练rlf.score(X_test,y_test) #模型得分
-0.0037436668951587038
回归树的接口score返回的是R平方，并不是MSE，R平方被定义如下：其中
u是残差平方和（MSE * N）
v是总平方和，N是样本数量
i是每一个数据样本
fi是模型回归出的数值
yi是样本点i实际的数值标签
y帽是真实数值标签的平均数
R平方可以为正为负（如果模型的残差平方和远远大于模型的总平方和，模型非常糟糕，R平方就会为负），而均方误差为正。 sklearn当中使用均方误差作为评判标准时，是记录负均方误 差（neg_mean_squared_error）。
#建立最大深度为2的决策树，并用测试数据来训练这颗树rlf = tree.DecisionTreeRegressor(max_depth = 4 )rlf = rlf.fit(X_train, y_train) #模型训练rlf.score(X_test,y_test) #模型得分
-0.00989180157011682
第三部分 参数调优
剪枝参数调优，我们先以回归树为例，对树高max_depth进行1-20遍历，然后交叉验证取10组平均值，并与模型训练集拟合得分一并画出
#记录训练集得分和测试集得分from sklearn.model_selection import cross_val_score #导入交叉验证方法tr = []te = []#max_depth = 20for i in range(30):rlf = tree.DecisionTreeRegressor(random_state=25 ,max_depth=i+1,splitter = 'random' )rlf = rlf.fit(X_train, y_train)score_tr = rlf.score(X_train,y_train)score_te = cross_val_score(rlf,x.values,y.values,cv=10).mean()tr.append(score_tr)te.append(score_te)print(max(te))plt.plot(range(1,31),tr,color="red",label="train")plt.plot(range(1,31),te,color="blue",label="test")plt.xticks(range(1,31))plt.legend()plt.show()
-0.01716044960319979
测试集合得分均为负值，且在树高不断增加的情况下，结果越来越糟糕
下面我们用分类的方法进行模型拟合，查看在策略中的应用效果
我们将pct_init大于0的值标签记为1，pct_init小于0的值标签记为0
#我们认为这个方法不太实用该数据#设置Y为分层值，改为决策树#数据构造y1 = (all_data["pct_init"]>0).astype("int") x = all_data.iloc[:,:-4]#对数据进行分割，训练集、测试集X_train, X_test, y_train, y_test = train_test_split(x.values,y1.values, test_size=0.3)#建立最大深度为2的决策树，并用测试数据来训练这颗树clf = tree.DecisionTreeClassifier(max_depth = 4 )clf = clf.fit(X_train, y_train) #模型训练clf.score(X_test,y_test) #模型得分
0.5475988700564972
决策树可视化展示
import pydotplusfrom sklearn.externals.six import StringIOfrom IPython.display import Image, display#决策树可视化展示#建立缓存变量ff = StringIO()#把决策树clf的图形结果输出，仍进缓存f中tree.export_graphviz(clf#,feature_names = feature_name#,class_names = class_name,filled = True,rounded = True,out_file = f)# 取出缓存，画图graph = pydotplus.graph_from_dot_data(f.getvalue())# 将图片保存进本地文件中graph.write_png("dtree2.png")#画出决策树，也可以用标注的代码画出保存在本地的png图片#display(Image(filename="dtree2.png"))display(Image(graph.create_png()))#模型预测方法clf.predict(X_test[-3:])
array([1, 0, 0])
参数调优 剪枝
#记录训练集得分和测试集得分tr = []te = []#max_depth = 20for i in range(50):clf = tree.DecisionTreeClassifier(random_state=25,max_depth=i+1,splitter = 'random' )clf = clf.fit(X_train, y_train)score_tr = clf.score(X_train,y_train)score_te = cross_val_score(clf,x.values,y1.values,cv=10).mean()tr.append(score_tr)te.append(score_te)print(max(te))plt.plot(range(1,51),tr,color="red",label="train")plt.plot(range(1,51),te,color="blue",label="test")plt.xticks(range(1,51))plt.legend()plt.show()
0.5494279674340259
#将测试集合放大plt.plot(range(1,51),te,color="blue",label="test")
[<matplotlib.lines.Line2D at 0x7f7b2ab0ef98>]
**使用网格搜索进行优化
#非常耗时，慎用from sklearn.model_selection import GridSearchCV #使用网格搜索进行参数优化 start_time = time.time()gini_thresholds = np.linspace(0,0.5,20)parameters = {'splitter':('best','random') ,'criterion':('gini','entropy') ,"max_depth":[*range(1,20)] ,'min_samples_leaf':[*range(1,100,5)] ,'min_impurity_decrease':[*np.linspace(0,0.5,20)] }clf = tree.DecisionTreeClassifier(random_state=25)GS = GridSearchCV(clf, parameters, cv=10)GS.fit(X_train,y_train)print(time.time() - start_time)print(GS.best_params_)GS.best_score_11717.434911966324
{'criterion': 'entropy', 'max_depth': 14, 'min_impurity_decrease': 0.0, 'min_samples_leaf': 66, 'splitter': 'random'}0.5288961038961039
第四部分 因子重要性
特征重要性进行说明
模型调用featureimportances即可获取
下面我们针对这个内容进行图形化展示
clf.
#特征重要性统计feature_se = pd.Series(clf.feature_importances_,index=all_data.columns[:-4])feature_se.plot(kind='bar',figsize=(12,8))
<matplotlib.axes._subplots.AxesSubplot at 0x7f7b2ace3ef0>
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