from pandas import *
import numpy as np
import jqdata
import matplotlib.pyplot as plt
matplotlib.rcParams['axes.unicode_minus']=False # 解決負號顯示異常的問題
import pandas as pd
from scipy import stats
import statsmodels.api as sm

IndexData = get_price('000002.XSHG', start_date='2017-01-01',
                      end_date='2018-01-01', frequency='daily', fields=['close']) # 取得上證指數2016年的收盤價格
IndexData.head()

IndexData['changepct'] =''
for i in range(0,len(IndexData['close'])-1):
    IndexData.iloc[i, 1] = 100*(IndexData['close'][i+1] - IndexData['close'][i])/IndexData['close'][i] # 計算每日收益率
IndexData['changepct'] = IndexData['changepct'][0:-1] 
IndexData['closeDif_1'] = IndexData['close'].diff(1)
IndexData['closeDif_2'] = IndexData['closeDif_1'].diff(1)
IndexData = IndexData[0:-1] # 由於changepct值最後一行缺失，因此去除最後一行

IndexData['changepct'] = float64(IndexData['changepct']) #使changepct數據類型和其他三列保持一致
IndexData.tail()

len(IndexData['changepct']) # 數據量

243

IndexData.plot(subplots=True,figsize=(18,12))

array([Axes(0.125,0.732174;0.775x0.147826),
       Axes(0.125,0.554783;0.775x0.147826),
       Axes(0.125,0.377391;0.775x0.147826), Axes(0.125,0.2;0.775x0.147826)], dtype=object)

	close
2017-01-03	3283.45
2017-01-04	3307.45
2017-01-05	3314.39
2017-01-06	3302.79
2017-01-09	3320.53

	close	changepct	closeDif_1	closeDif_2
2017-12-22	3452.99	-0.503621	-3.15	-16.20
2017-12-25	3435.60	0.782978	-17.39	-14.24
2017-12-26	3462.50	-0.920722	26.90	44.29
2017-12-27	3430.62	0.628749	-31.88	-58.78
2017-12-28	3452.19	0.327039	21.57	53.45

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