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A股投资者资金偏好(总市值,成交额)简单分析(对应微信文章)

汇市江湖百晓生发表于:5 月 10 日 07:34回复(1)

写一点简单的代码,启发更多读者和高手的思路,一起来挖掘投资者偏好。
有写的不好的地方请多包涵,多指教。

  测试股票池:全部A股(上海 深圳 创业板)

  测试时间段:2008年1月~2018年9月(11年)

  分类方法:市值后50%,上市时间最短50%,价格最低50%

  分析目标:分类后20日成交额占全市场比,分类后20动量占全市场比

  我们将每年分为每月1个时间截面,做一次数据观察,然后连起所有的截面绘制趋势图。试图观察出当前时间点上的数据,在历史上经历过哪些区间变化。

 
# 指数成分股,总市值,成交额
import numpy as np
import pandas as pd
import datetime
from jqfactor import get_factor_values

def getStockPrice(stock, interval): # 输入stock证券名,interval期
    h = attribute_history(stock, interval, unit='1d', fields=('close'), skip_paused=True)
    return (h['close'].values[0] , h['close'].values[-1])

list_stock = get_index_stocks('000002.XSHG') + get_index_stocks('399107.XSHE')+get_index_stocks('399102.XSHE')

# 截面日期
section_time_list = ['2008-1-10','2008-2-10','2008-3-10','2008-4-10','2008-5-10','2008-6-10',\
     '2008-7-10','2008-8-10','2008-9-10','2008-10-10','2008-11-10','2008-12-10',\
     '2009-1-10','2009-2-10','2009-3-10','2009-4-10','2009-5-15','2009-6-10',\
     '2009-7-10','2009-8-10','2009-9-10','2009-10-10','2009-11-10','2009-12-10',\
     '2010-1-10','2010-2-10','2010-3-10','2010-4-10','2010-5-10','2010-6-10',\
     '2010-7-10','2010-8-10','2010-9-10','2010-10-10','2010-11-10','2010-12-10',\
     '2011-1-10','2011-2-10','2011-3-10','2011-4-10','2011-5-10','2011-6-10',\
     '2011-7-10','2011-8-10','2011-9-10','2011-10-10','2011-11-10','2011-12-10',\
     '2012-1-10','2012-2-10','2012-3-10','2012-4-10','2012-5-10','2012-6-10',\
     '2012-7-10','2012-8-10','2012-9-10','2012-10-10','2012-11-10','2012-12-10',\
     '2013-1-10','2013-2-10','2013-3-10','2013-4-10','2013-5-15','2013-6-10',\
     '2013-7-10','2013-8-10','2013-9-10','2013-10-10','2013-11-10','2013-12-10',\
     '2014-1-10','2014-2-10','2014-3-10','2014-4-10','2014-5-10','2014-6-10',\
     '2014-7-10','2014-8-10','2014-9-10','2014-10-10','2014-11-10','2014-12-10',\
     '2015-1-10','2015-2-10','2015-3-10','2015-4-10','2015-5-10','2015-6-10',\
     '2015-7-10','2015-8-10','2015-9-10','2015-10-10','2015-11-10','2015-12-10',\
     '2016-1-10','2016-2-10','2016-3-10','2016-4-10','2016-5-10','2016-6-10',\
     '2016-7-10','2016-8-10','2016-9-10','2016-10-10','2016-11-10','2016-12-10',\
     '2017-1-10','2017-2-10','2017-3-10','2017-4-10','2017-5-10','2017-6-10',\
     '2017-7-10','2017-8-10','2017-9-10','2017-10-10','2017-11-10','2017-12-10',\
     '2018-1-10','2018-2-10','2018-3-10','2018-4-10','2018-5-10','2018-6-10',\
     '2018-7-10','2018-8-10','2018-9-10']

# 循环计算特征值开始
for section_time in section_time_list:

    q = query(
        valuation.code, 
        valuation.market_cap,              # 总市值
        valuation.pb_ratio,                # PB市净率
        balance.total_sheet_owner_equities # 负债和股东权益合计
    ).filter(
     valuation.code.in_(list_stock)
    )

    df = get_fundamentals(q, section_time) 
    df.head()

    df.index = df['code']
    
    # 获取日期,合并日期到DF
    df_start_date = pd.DataFrame(get_all_securities(date=section_time).start_date)
    df_start_date['now_date'] = section_time

    for key in df_start_date:
        if len(df) == 0:
            df = df_start_date[key].T
            df.columns = [key]
        else:
            df = pd.concat([df,df_start_date[key].T],axis=1,join='outer')
            df.columns.values[-1] = key

    testarr = []

    for indexs in df.index:
        d1=df.loc[indexs].values[4]
        d2=df.loc[indexs].values[5]
        d1 = datetime.datetime(d1.year,d1.month,d1.day)
        d2 = datetime.datetime.strptime(d2, '%Y-%m-%d')
        a_delta = (d2 - d1)
        a_delta = a_delta.days
        testarr.append(a_delta)

    test = pd.Series(testarr, name="diffdays",index=df.index)    
    df = df.join(test)
    
    df = df.dropna()

    
    # 得到20日成交额均值,并向df内添加一列money
    money = history(20, unit='1d', field='money', security_list=list(df.code),  skip_paused=False, fq='pre')
    money = money.mean()
    money = money.T
    money

    df['money'] = money.values

    # 得到20日前复权均价,并向df内添加一列money
    price = history(20, unit='1d', field='close', security_list=list(df.code),  skip_paused=False, fq='none')
    price = price.mean()
    price = price.T
    price

    df['price'] = price.values


    # 得到20日动量,并向df内添加一列momentum
    momentum = []
    for i in list(df.code):    
        interval,Yesterday = getStockPrice(i, 20 ) 
        stock_momentum = abs(Yesterday / interval - 1) 
        momentum.append((i, stock_momentum))
    # 转化成np.array结构,方便取出第二列数据(回报值)
    np_momentuma = np.array(momentum)
    momentum_value = np_momentuma[:,1].astype(float).tolist()
    
    # 合并到DF
    df['momentum_value'] = momentum_value

    
    # 获取波动因子(暂时没有用到)
    factor_data = get_factor_values(securities=list(df.code), factors=['VR','current_ratio'], end_date=section_time, count = 1)
    # 合并到DF
    for key in factor_data:
        if len(df) == 0:
            df = factor_data[key].T
            df.columns = [key]
        else:
            df = pd.concat([df,factor_data[key].T],axis=1,join='outer')
            df.columns.values[-1] = key
            
    
    # 按市值排名
    # df_rank = df.sort(columns='market_cap', ascending=False)
    
    # 按其他因子值(如total_sheet_owner_equities)排名
    df_rank = df.sort(columns='total_sheet_owner_equities', ascending=False)    
    
    # 按前复权价格排名
    # df_rank = df.sort(columns='price', ascending=False)
    
    # 按上市以来日期排名
    # df_rank = df.sort(columns='diffdays', ascending=False)


    # ============= 进行数据分割,并计算3项指标值 ============= 
    
    # 获得后半段数据,求出数据比率
    df_rank_last_50 = df_rank.iloc[int(len(df_rank)*0.5):,:]

    # 成交额占比
    last_50_sum_money = df_rank_last_50.money.sum()
    all_sum_money = df_rank.money.sum()
    last_50_sum_money_ratio = last_50_sum_money / all_sum_money

    # 动量占比
    last_50_avg_mom = df_rank_last_50.momentum_value.mean()
    all_avg_mom = df_rank.momentum_value.mean()
    last_50_avg_mom_ratio = last_50_avg_mom / all_avg_mom

    # 合并到一个DF数据类型里
    df_two_ratio = pd.DataFrame(index = [section_time])
    df_two_ratio['money_20_ratio'] = last_50_sum_money_ratio
    df_two_ratio['mom_20_ratio'] = last_50_avg_mom_ratio

    
    print(df_two_ratio)

# df_two_ratio.to_csv("two_ratio.csv")    

    
           money_20_ratio  mom_20_ratio
2008-1-10        0.337046      1.124968
           money_20_ratio  mom_20_ratio
2008-2-10        0.336802      1.122541
           money_20_ratio  mom_20_ratio
2008-3-10        0.329688      1.113947
           money_20_ratio  mom_20_ratio
2008-4-10        0.328587      1.109921
           money_20_ratio  mom_20_ratio
2008-5-10        0.324717      1.118219
           money_20_ratio  mom_20_ratio
2008-6-10        0.324717      1.118219
           money_20_ratio  mom_20_ratio
2008-7-10        0.324717      1.118219
           money_20_ratio  mom_20_ratio
2008-8-10        0.327094      1.118367
           money_20_ratio  mom_20_ratio
2008-9-10        0.332517      1.124047
            money_20_ratio  mom_20_ratio
2008-10-10        0.332517      1.124047
            money_20_ratio  mom_20_ratio
2008-11-10        0.335517      1.128959
            money_20_ratio  mom_20_ratio
2008-12-10        0.335517      1.128959
           money_20_ratio  mom_20_ratio
2009-1-10        0.335517      1.128959
           money_20_ratio  mom_20_ratio
2009-2-10        0.333155      1.125837
           money_20_ratio  mom_20_ratio
2009-3-10        0.331701      1.123749
           money_20_ratio  mom_20_ratio
2009-4-10        0.331095      1.130681
           money_20_ratio  mom_20_ratio
2009-5-15        0.332699      1.128206
           money_20_ratio  mom_20_ratio
2009-6-10        0.332699      1.128206
           money_20_ratio  mom_20_ratio
2009-7-10        0.332699      1.128206
           money_20_ratio  mom_20_ratio
2009-8-10        0.332998      1.124962
           money_20_ratio  mom_20_ratio
2009-9-10        0.327892       1.12909
            money_20_ratio  mom_20_ratio
2009-10-10        0.327892       1.12909
            money_20_ratio  mom_20_ratio
2009-11-10        0.327266      1.137479
            money_20_ratio  mom_20_ratio
2009-12-10        0.327266      1.137479
           money_20_ratio  mom_20_ratio
2010-1-10        0.327359      1.138224
           money_20_ratio  mom_20_ratio
2010-2-10         0.32767      1.132807
           money_20_ratio  mom_20_ratio
2010-3-10        0.329611      1.122156
           money_20_ratio  mom_20_ratio
2010-4-10        0.339011      1.131467
           money_20_ratio  mom_20_ratio
2010-5-10        0.348944      1.138391
           money_20_ratio  mom_20_ratio
2010-6-10        0.348944      1.138391
           money_20_ratio  mom_20_ratio
2010-7-10        0.348944      1.138391
           money_20_ratio  mom_20_ratio
2010-8-10        0.347735      1.132469
           money_20_ratio  mom_20_ratio
2010-9-10        0.351167      1.150787
            money_20_ratio  mom_20_ratio
2010-10-10        0.351167      1.150787
            money_20_ratio  mom_20_ratio
2010-11-10        0.359926      1.150564
            money_20_ratio  mom_20_ratio
2010-12-10        0.359926      1.150564
           money_20_ratio  mom_20_ratio
2011-1-10        0.359982      1.150566
           money_20_ratio  mom_20_ratio
2011-2-10        0.359698      1.152558
           money_20_ratio  mom_20_ratio
2011-3-10        0.363672      1.153194
           money_20_ratio  mom_20_ratio
2011-4-10        0.356296      1.141918
           money_20_ratio  mom_20_ratio
2011-5-10        0.361583      1.152436
           money_20_ratio  mom_20_ratio
2011-6-10        0.361539      1.153031
           money_20_ratio  mom_20_ratio
2011-7-10        0.361713      1.153424
           money_20_ratio  mom_20_ratio
2011-8-10        0.358834      1.136063
           money_20_ratio  mom_20_ratio
2011-9-10         0.36059      1.146787
            money_20_ratio  mom_20_ratio
2011-10-10         0.36059      1.146787
            money_20_ratio  mom_20_ratio
2011-11-10        0.363262      1.148847
            money_20_ratio  mom_20_ratio
2011-12-10        0.363262      1.148847
           money_20_ratio  mom_20_ratio
2012-1-10        0.363262      1.148847
           money_20_ratio  mom_20_ratio
2012-2-10         0.36339      1.149114
           money_20_ratio  mom_20_ratio
2012-3-10        0.360139      1.151515
           money_20_ratio  mom_20_ratio
2012-4-10        0.359407      1.150204
           money_20_ratio  mom_20_ratio
2012-5-10        0.361738      1.151297
           money_20_ratio  mom_20_ratio
2012-6-10        0.361024      1.151079
           money_20_ratio  mom_20_ratio
2012-7-10        0.361024      1.151079
           money_20_ratio  mom_20_ratio
2012-8-10         0.35799      1.152257
           money_20_ratio  mom_20_ratio
2012-9-10        0.355052      1.140999
            money_20_ratio  mom_20_ratio
2012-10-10        0.355052      1.140999
            money_20_ratio  mom_20_ratio
2012-11-10        0.355451      1.144478
            money_20_ratio  mom_20_ratio
2012-12-10        0.355451      1.144478
           money_20_ratio  mom_20_ratio
2013-1-10        0.355451      1.144478
           money_20_ratio  mom_20_ratio
2013-2-10         0.35582      1.144424
           money_20_ratio  mom_20_ratio
2013-3-10        0.354055      1.140623
           money_20_ratio  mom_20_ratio
2013-4-10        0.348361      1.142388
           money_20_ratio  mom_20_ratio
2013-5-15        0.348715      1.141996
           money_20_ratio  mom_20_ratio
2013-6-10        0.348715      1.141996
           money_20_ratio  mom_20_ratio
2013-7-10        0.348715      1.141996
           money_20_ratio  mom_20_ratio
2013-8-10        0.349157      1.142577
           money_20_ratio  mom_20_ratio
2013-9-10        0.342449      1.137988
            money_20_ratio  mom_20_ratio
2013-10-10        0.342449      1.137988
            money_20_ratio  mom_20_ratio
2013-11-10        0.339335      1.147471
            money_20_ratio  mom_20_ratio
2013-12-10        0.339335      1.147471
           money_20_ratio  mom_20_ratio
2014-1-10        0.339335      1.147471
           money_20_ratio  mom_20_ratio
2014-2-10        0.339307      1.147597
           money_20_ratio  mom_20_ratio
2014-3-10        0.339229       1.14568
           money_20_ratio  mom_20_ratio
2014-4-10        0.334219      1.144556
           money_20_ratio  mom_20_ratio
2014-5-10         0.32911      1.131312
           money_20_ratio  mom_20_ratio
2014-6-10         0.32911      1.131312
           money_20_ratio  mom_20_ratio
2014-7-10         0.32911      1.131312
           money_20_ratio  mom_20_ratio
2014-8-10        0.329054      1.131616
           money_20_ratio  mom_20_ratio
2014-9-10        0.321374      1.126375
            money_20_ratio  mom_20_ratio
2014-10-10        0.321374      1.126375
            money_20_ratio  mom_20_ratio
2014-11-10        0.320497       1.12155
            money_20_ratio  mom_20_ratio
2014-12-10        0.320497       1.12155
           money_20_ratio  mom_20_ratio
2015-1-10        0.320497       1.12155
           money_20_ratio  mom_20_ratio
2015-2-10        0.320469      1.121267
           money_20_ratio  mom_20_ratio
2015-3-10        0.320597      1.122161
           money_20_ratio  mom_20_ratio
2015-4-10        0.315985      1.120991
           money_20_ratio  mom_20_ratio
2015-5-10        0.312407      1.095569
           money_20_ratio  mom_20_ratio
2015-6-10        0.310317      1.096333
           money_20_ratio  mom_20_ratio
2015-7-10        0.307512      1.095838
           money_20_ratio  mom_20_ratio
2015-8-10        0.305563       1.09614
           money_20_ratio  mom_20_ratio
2015-9-10        0.307937      1.078896
            money_20_ratio  mom_20_ratio
2015-10-10        0.307937      1.078896
            money_20_ratio  mom_20_ratio
2015-11-10        0.298282      1.079431
            money_20_ratio  mom_20_ratio
2015-12-10        0.298622       1.08138
           money_20_ratio  mom_20_ratio
2016-1-10        0.298853      1.080405
           money_20_ratio  mom_20_ratio
2016-2-10        0.298238      1.072906
           money_20_ratio  mom_20_ratio
2016-3-10        0.296655      1.071221
           money_20_ratio  mom_20_ratio
2016-4-10        0.294054      1.067252
           money_20_ratio  mom_20_ratio
2016-5-10        0.285873      1.049361
           money_20_ratio  mom_20_ratio
2016-6-10        0.284115      1.048057
           money_20_ratio  mom_20_ratio
2016-7-10        0.284105      1.048366
           money_20_ratio  mom_20_ratio
2016-8-10        0.284936       1.04999
           money_20_ratio  mom_20_ratio
2016-9-10        0.285731      1.045648
            money_20_ratio  mom_20_ratio
2016-10-10        0.286098      1.047792
            money_20_ratio  mom_20_ratio
2016-11-10        0.288592      1.048648
            money_20_ratio  mom_20_ratio
2016-12-10        0.288592      1.048648
           money_20_ratio  mom_20_ratio
2017-1-10        0.288592      1.048648
           money_20_ratio  mom_20_ratio
2017-2-10        0.288437      1.048572
           money_20_ratio  mom_20_ratio
2017-3-10        0.287776      1.052344
           money_20_ratio  mom_20_ratio
2017-4-10        0.279134      1.039171
           money_20_ratio  mom_20_ratio
2017-5-10        0.278237      1.038293
           money_20_ratio  mom_20_ratio
2017-6-10        0.278237      1.038293
           money_20_ratio  mom_20_ratio
2017-7-10        0.278237      1.038293
           money_20_ratio  mom_20_ratio
2017-8-10        0.278261      1.043285
           money_20_ratio  mom_20_ratio
2017-9-10        0.276994      1.030538
            money_20_ratio  mom_20_ratio
2017-10-10        0.276994      1.030538
            money_20_ratio  mom_20_ratio
2017-11-10        0.273546      1.030797
            money_20_ratio  mom_20_ratio
2017-12-10        0.273546      1.030797
           money_20_ratio  mom_20_ratio
2018-1-10        0.273546      1.030797
           money_20_ratio  mom_20_ratio
2018-2-10        0.271447      1.031581
           money_20_ratio  mom_20_ratio
2018-3-10        0.271305      1.031613
           money_20_ratio  mom_20_ratio
2018-4-10        0.270191      1.031429
           money_20_ratio  mom_20_ratio
2018-5-10        0.274431      1.038454
           money_20_ratio  mom_20_ratio
2018-6-10        0.274431      1.038454
           money_20_ratio  mom_20_ratio
2018-7-10        0.274431      1.038454
           money_20_ratio  mom_20_ratio
2018-8-10        0.274522      1.038046
           money_20_ratio  mom_20_ratio
2018-9-10        0.280132      1.042084
 
# 指数成分股:总市值、股票数量、个股平均市值、个股平均成交额
import numpy as np
import pandas as pd
import datetime
from jqfactor import get_factor_values

def getStockPrice(stock, interval): # 输入stock证券名,interval期
    h = attribute_history(stock, interval, unit='1d', fields=('close'), skip_paused=True)
    return (h['close'].values[0] , h['close'].values[-1])

list_stock = get_index_stocks('000002.XSHG') + get_index_stocks('399107.XSHE')+get_index_stocks('399102.XSHE')

# 截面日期
section_time_list = ['2008-1-10','2008-2-10','2008-3-10','2008-4-10','2008-5-10','2008-6-10',\
     '2008-7-10','2008-8-10','2008-9-10','2008-10-10','2008-11-10','2008-12-10',\
     '2009-1-10','2009-2-10','2009-3-10','2009-4-10','2009-5-15','2009-6-10',\
     '2009-7-10','2009-8-10','2009-9-10','2009-10-10','2009-11-10','2009-12-10',\
     '2010-1-10','2010-2-10','2010-3-10','2010-4-10','2010-5-10','2010-6-10',\
     '2010-7-10','2010-8-10','2010-9-10','2010-10-10','2010-11-10','2010-12-10',\
     '2011-1-10','2011-2-10','2011-3-10','2011-4-10','2011-5-10','2011-6-10',\
     '2011-7-10','2011-8-10','2011-9-10','2011-10-10','2011-11-10','2011-12-10',\
     '2012-1-10','2012-2-10','2012-3-10','2012-4-10','2012-5-10','2012-6-10',\
     '2012-7-10','2012-8-10','2012-9-10','2012-10-10','2012-11-10','2012-12-10',\
     '2013-1-10','2013-2-10','2013-3-10','2013-4-10','2013-5-15','2013-6-10',\
     '2013-7-10','2013-8-10','2013-9-10','2013-10-10','2013-11-10','2013-12-10',\
     '2014-1-10','2014-2-10','2014-3-10','2014-4-10','2014-5-10','2014-6-10',\
     '2014-7-10','2014-8-10','2014-9-10','2014-10-10','2014-11-10','2014-12-10',\
     '2015-1-10','2015-2-10','2015-3-10','2015-4-10','2015-5-10','2015-6-10',\
     '2015-7-10','2015-8-10','2015-9-10','2015-10-10','2015-11-10','2015-12-10',\
     '2016-1-10','2016-2-10','2016-3-10','2016-4-10','2016-5-10','2016-6-10',\
     '2016-7-10','2016-8-10','2016-9-10','2016-10-10','2016-11-10','2016-12-10',\
     '2017-1-10','2017-2-10','2017-3-10','2017-4-10','2017-5-10','2017-6-10',\
     '2017-7-10','2017-8-10','2017-9-10','2017-10-10','2017-11-10','2017-12-10',\
     '2018-1-10','2018-2-10','2018-3-10','2018-4-10','2018-5-10','2018-6-10',\
     '2018-7-10','2018-8-10','2018-9-10']

# 循环计算特征值开始
for section_time in section_time_list:

    q = query(
        valuation.code, 
        valuation.market_cap,              # 总市值
        valuation.pb_ratio,                # PB市净率
        balance.total_sheet_owner_equities # 负债和股东权益合计
    ).filter(
     valuation.code.in_(list_stock)
    )

    df = get_fundamentals(q, section_time) 
    df.head()

    df.index = df['code']

    # 得到20日成交额均值,并向df内添加一列money
    money = history(20, unit='1d', field='money', security_list=list(df.code),  skip_paused=False, fq='pre')
    money = money.mean()
    money = money.T
    money

    df['money'] = money.values              
    


    # ============= 进行数据分割,并计算4项指标值 ============= 

    # 总市值
    sum_market_cap = df.market_cap.sum()

    # 股票数量
    sum_indexes = len(df.index)
    
    # 个股平均市值
    avg_market_cap = sum_market_cap/sum_indexes
    
    # 个股平均获得资金
    avg_money = df.money.sum() / sum_indexes

    df_two_ratio = pd.DataFrame(index = [section_time])
    df_two_ratio['sum_market_cap'] = sum_market_cap
    df_two_ratio['sum_indexes'] = sum_indexes
    df_two_ratio['avg_market_cap'] = avg_market_cap
    df_two_ratio['avg_money'] = avg_money

    
    print(df_two_ratio)


    
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2008-1-10     328166.9966         1452      226.010328  85098738.684947
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2008-2-10     281137.6134         1453       193.48769  85177836.255299
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2008-3-10     258014.1452         1456      177.207517  85102202.282322
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2008-4-10      263998.279         1491       177.06122  84835771.353328
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2008-5-10      280509.598         1509      185.891052  85177377.734514
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2008-6-10     238753.2109         1509       158.21949  85177377.734514
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2008-7-10     223560.3112         1509        148.1513  85177377.734514
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2008-8-10     203549.4689         1517      134.178951  85703262.154099
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2008-9-10     168411.3808         1546      108.933623  85740740.347567
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2008-10-10     154022.6451         1546       99.626549  85740740.347567
            sum_market_cap  sum_indexes  avg_market_cap       avg_money
2008-11-10     146729.0046         1562       93.936623  85802332.44793
            sum_market_cap  sum_indexes  avg_market_cap       avg_money
2008-12-10     164390.4169         1562      105.243545  85802332.44793
           sum_market_cap  sum_indexes  avg_market_cap       avg_money
2009-1-10     150805.3045         1562        96.54629  85802332.44793
           sum_market_cap  sum_indexes  avg_market_cap       avg_money
2009-2-10     179453.8719         1562      114.887242  85802332.44793
           sum_market_cap  sum_indexes  avg_market_cap       avg_money
2009-3-10     171906.4659         1562      110.055356  85802332.44793
           sum_market_cap  sum_indexes  avg_market_cap       avg_money
2009-4-10     195662.9522         1562      125.264374  85802332.44793
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2009-5-15     211923.6926         1563      135.587775  85776437.571284
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2009-6-10     226687.3169         1563      145.033472  85776437.571284
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2009-7-10     252203.0369         1563      161.358309  85776437.571284
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2009-8-10     262864.1483         1564      168.071706  85727890.839271
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2009-9-10      241953.837         1568      154.307294  85908608.700055
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2009-10-10     241603.8227         1568      154.084071  85908608.700055
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2009-11-10     267640.2254         1592      168.115719  85895205.523284
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2009-12-10     276399.7253         1592      173.617918  85895205.523284
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2010-1-10     272626.3163         1592      171.247686  85895205.523284
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2010-2-10     255357.0868         1596      159.998175  85786316.770193
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2010-3-10     264169.4038         1609      164.182352  85919100.864455
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2010-4-10      278546.323         1687       165.11341  84824668.409477
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2010-5-10     247418.8336         1769      139.863671  85367950.226544
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2010-6-10     238351.2437         1769      134.737843  85367950.226544
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2010-7-10     228634.3922         1769      129.244993  85367950.226544
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2010-8-10     243880.3837         1790      136.246024  84927562.324664
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2010-9-10     265960.1434         1855       143.37474  85823518.559701
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2010-10-10     272991.8235         1855      147.165404  85823518.559701
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2010-11-10     321098.8639         1935      165.942565  86502854.730136
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2010-12-10     295982.7926         1935      152.962684  86502854.730136
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2011-1-10     291542.1447         1935      150.667775  86502854.730136
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2011-2-10     291434.5146         1937      150.456642  86507091.169783
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2011-3-10     308358.3231         1947      158.376129  86273556.572344
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2011-4-10     319157.2398         2027      157.453004  85237773.825471
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2011-5-10     309758.8558         2112      146.666125  83945138.318919
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2011-6-10     289368.0083         2113      136.946525  83907807.049009
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2011-7-10     302216.4798         2113      143.027203  83907807.049009
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2011-8-10     279439.9589         2139      130.640467  83593937.218153
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2011-9-10     277247.6388         2193      126.423912  82715797.938359
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2011-10-10     259277.9901         2193      118.229818  82715797.938359
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2011-11-10     278345.3893         2246      123.929381  82260030.851443
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2011-12-10     259610.1397         2246      115.587774  82260030.851443
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2012-1-10     252751.8401         2246      112.534212  82260030.851443
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2012-2-10     260051.0609         2247      115.732559  82239899.873522
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2012-3-10     272829.9201         2254      121.042556  82298195.635927
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2012-4-10      260950.949         2284      114.251729  82043201.371254
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2012-5-10       274694.75         2345      117.140618  81350179.652254
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2012-6-10     260961.6928         2346      111.236868  81318753.559483
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2012-7-10     249691.9293         2346      106.433047  81318753.559483
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2012-8-10     250822.5721         2359      106.325804  81187128.178993
           sum_market_cap  sum_indexes  avg_market_cap      avg_money
2012-9-10     249626.3602         2406      103.751604  80534802.2548
            sum_market_cap  sum_indexes  avg_market_cap      avg_money
2012-10-10     247258.1711         2406       102.76732  80534802.2548
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2012-11-10     241612.8601         2443       98.900066  80442165.779463
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2012-12-10     241103.8614         2443       98.691716  80442165.779463
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2013-1-10     266918.8106         2443      109.258621  80442165.779463
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2013-2-10     285554.3796         2443       116.88677  80442165.779463
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2013-3-10     274642.5586         2443      112.420204  80442165.779463
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2013-4-10     264968.6496         2445      108.371636  80402101.544469
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2013-5-15     269870.6988         2445      110.376564  80402101.544469
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2013-6-10     269200.8989         2445      110.102617  80402101.544469
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2013-7-10     247002.6916         2445      101.023596  80402101.544469
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2013-8-10     256248.3092         2445      104.805034  80402101.544469
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2013-9-10     275823.2405         2445      112.811141  80402101.544469
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2013-10-10     274050.2999         2445      112.086012  80402101.544469
            sum_market_cap  sum_indexes  avg_market_cap      avg_money
2013-11-10     262137.7794         2446      107.169983  80500976.5432
            sum_market_cap  sum_indexes  avg_market_cap      avg_money
2013-12-10     279063.8002         2446      114.089861  80500976.5432
           sum_market_cap  sum_indexes  avg_market_cap      avg_money
2014-1-10     257510.9798         2446      105.278405  80500976.5432
           sum_market_cap  sum_indexes  avg_market_cap      avg_money
2014-2-10     271948.7592         2446      111.181014  80500976.5432
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2014-3-10     259870.7193         2448       106.15634  80460073.276429
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2014-4-10     278215.8493         2470      112.637996  80246009.139477
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2014-5-10     262988.7507         2494      105.448577  80269431.665395
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2014-6-10     271369.2496         2494      108.808841  80269431.665395
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2014-7-10     272549.8794         2494      109.282229  80269431.665395
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2014-8-10     292893.2704         2495      117.392092  80307911.146692
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2014-9-10     314295.1192         2502      125.617554  80229413.365667
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2014-10-10      325353.431         2502      130.037343  80229413.365667
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2014-11-10     338383.0011         2538      133.326636  79528469.424138
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2014-12-10       390405.37         2538      153.824023  79528469.424138
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2015-1-10     426456.2213         2538      168.028456  79528469.424138
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2015-2-10     418181.9899         2538      164.768318  79528469.424138
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2015-3-10     448063.5805         2541      176.333562  79449020.607522
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2015-4-10     558090.4607         2569      217.240351  79206100.293776
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2015-5-10      599725.731         2668      224.784757  78132747.884534
           sum_market_cap  sum_indexes  avg_market_cap       avg_money
2015-6-10     762781.6075         2696      282.930863  77898911.48588
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2015-7-10      571616.379         2714      210.617678  77641197.348424
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2015-8-10      593119.189         2720      218.058525  77578621.896265
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2015-9-10     482526.5302         2764      174.575445  76901820.218492
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2015-10-10     485362.4798         2764      175.601476  76901820.218492
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2015-11-10     569615.2603         2765      206.009136  76961259.806222
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2015-12-10     555385.9502         2776      200.066985  76921621.493328
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2016-1-10     516067.7406         2795      184.639621  76786590.430526
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2016-2-10     453465.1901         2799      162.009714  76693889.489347
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2016-3-10     453759.3595         2808      161.595213  76575899.647279
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2016-4-10     496060.6489         2819      175.970432  76441959.205152
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2016-5-10     473890.7111         2834        167.2162  76173405.755793
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2016-6-10     498891.4909         2848      175.172574  75958520.428539
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2016-7-10     515906.9796         2861      180.324005  75695054.833101
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2016-8-10     520837.6197         2879      180.909211  75586406.120473
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2016-9-10       538734.17         2904      185.514521  75380650.048354
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2016-10-10        538801.1         2921      184.457754  75159518.605772
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2016-11-10     562260.5697         2933      191.701524  75022345.661504
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2016-12-10     568097.3089         2933      193.691548  75022345.661504
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2017-1-10     555444.7488         2933      189.377685  75022345.661504
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2017-2-10     562139.1291         2935      191.529516  74988590.993867
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2017-3-10     570052.2309         2945      193.566123  74880106.405004
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2017-4-10     584194.1318         2998      194.861285  74124353.348734
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2017-5-10     557923.2895         3180      175.447575  72284121.487068
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2017-6-10     564324.7376         3180      177.460609  72284121.487068
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2017-7-10     573227.1357         3180      180.260106  72284121.487068
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2017-8-10     577530.9986         3188      181.157779  72161896.628324
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2017-9-10     607550.5268         3308      183.660981  71053396.631942
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2017-10-10     618451.9233         3308      186.956446  71053396.631942
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2017-11-10     633192.6741         3386      187.003152  70324990.220765
            sum_market_cap  sum_indexes  avg_market_cap        avg_money
2017-12-10      601039.886         3386       177.50735  70324990.220765
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2018-1-10     627065.1968         3386      185.193502  70324990.220765
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2018-2-10     565047.0331         3386      166.877446  70324990.220765
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2018-3-10     614747.9126         3387      181.502189  70314042.216626
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2018-4-10     601026.8739         3415      175.996156  70330484.131658
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2018-5-10     608855.4175         3503      173.809711  70335439.082912
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2018-6-10     585073.0564         3503       167.02057  70335439.082912
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2018-7-10     535370.9446         3503      152.832128  70335439.082912
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2018-8-10     527002.2718         3504      150.400192  70338763.310528
           sum_market_cap  sum_indexes  avg_market_cap        avg_money
2018-9-10     507125.2365         3530       143.66154  71988650.143933
 

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