├── 搞搞震 └── 爬虫 │ └── US_Entity_List │ ├── result.png │ ├── README.md │ └── US_Entity_List.py ├── 量化分析 ├── 市场研究 │ ├── 科创板上市企业不同阶段市盈率、市值变化 │ │ └── fetching data.py │ └── chinese-stock-market-liquidity.ipynb ├── 分析方法 │ └── Regression │ │ └── data │ │ ├── DAUTOSAAR.csv │ │ ├── sp500.csv │ │ ├── PSAVERT.csv │ │ ├── PERMIT.csv │ │ ├── PMSAVE.csv │ │ ├── FEDFUNDS.csv │ │ ├── INTDSRUSM193N.csv │ │ ├── MPRIME.csv │ │ └── CPIAUCSL.csv └── 选股策略 │ ├── PEG.ipynb │ └── cash-circulation.ipynb ├── README.md └── 理论实践 └── 金融模型 └── Compound-Annual-Growth-Rate.ipynb /搞搞震/爬虫/US_Entity_List/result.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chinobing/QuantInvest/HEAD/搞搞震/爬虫/US_Entity_List/result.png -------------------------------------------------------------------------------- /搞搞震/爬虫/US_Entity_List/README.md: -------------------------------------------------------------------------------- 1 | ## 缘由 2 | 上星期众多医药股暴跌，最终是因为美国商务局讲多家中国生物医药类企业列入了实体清单。与其等媒体报道，不如直接将`https://www.commerce.gov/tags/entity-list`里面的内容做成信息推送。 3 | 4 | 5 | ## 使用说明 6 | - 直接复制粘贴到pyspider上运行即可 7 | - 使用了bark作为推送， 介绍：`https://github.com/Finb/bark-server` 8 | 9 | 10 | ## 运行效果图 11 | ![](result.png) 12 | -------------------------------------------------------------------------------- /搞搞震/爬虫/US_Entity_List/US_Entity_List.py: -------------------------------------------------------------------------------- 1 | #!/usr/bin/env python 2 | # -*- encoding: utf-8 -*- 3 | # Created on 2021-12-17 13:54:24 4 | # Project: US_Entity_List 5 | 6 | from pyspider.libs.base_handler import * 7 | import requests 8 | 9 | class Handler(BaseHandler): 10 | crawl_config = { 11 | } 12 | 13 | @every(minutes= 10 * 60) 14 | def on_start(self): 15 | self.crawl('https://www.commerce.gov/tags/entity-list', callback=self.index_page) 16 | 17 | @config(age=1 * 24 * 60 * 60) 18 | def index_page(self, response): 19 | for each in response.doc('.view-content a[href^="http"]').items(): 20 | self.crawl(each.attr.href, callback=self.detail_page) 21 | 22 | @config(priority=2) 23 | def detail_page(self, response): 24 | matches=['tags','issues'] 25 | r_url = response.url 26 | text = response.doc('title').text() 27 | if not any(x in r_url for x in matches): 28 | ##### 这类使用了Bark作为推送，可以根据实际情况使用server酱、钉钉、telegramBot等形式作为推送###### 29 | #title = '美国实体清单' 30 | #groupName = 'US_Entity_List' 31 | #msg = '{}'.format(text) 32 | #url = 'http://YOUR IP or DOMAIN/APITOKEN/{}/{}?url={}&group={}'.format(title, msg, r_url, groupName) 33 | #response = requests.request("POST", url) 34 | ########################################################################################### 35 | return { 36 | "url": r_url, 37 | "title": text, 38 | } 39 | -------------------------------------------------------------------------------- /量化分析/市场研究/科创板上市企业不同阶段市盈率、市值变化/fetching data.py: -------------------------------------------------------------------------------- 1 | import pymysql 2 | pymysql.install_as_MySQLdb() 3 | from sqlalchemy import create_engine, VARCHAR 4 | from pangres import upsert 5 | import hashlib 6 | import tushare as ts 7 | import pandas as pd 8 | from datetime import datetime 9 | import time 10 | 11 | pro = ts.pro_api('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx') 12 | 13 | #填写mysql的相关信息，地址、table、密码 14 | engine_ts = create_engine('mysql://数据库:密码@地址:3306/table') 15 | 16 | today = datetime.now().strftime('%Y%m%d') 17 | 18 | def hash(sourcedf,destinationdf,*column): 19 | columnName = '' 20 | destinationdf['hash_'+columnName.join(column)] = pd.DataFrame(sourcedf[list(column)].values.sum(axis=1))[0].str.encode('utf-8').apply(lambda x: (hashlib.sha512(x).hexdigest().upper())) 21 | 22 | 23 | def daily_basic(ts_code, start_date, end_date, name, industry, list_date): 24 | df = pro.daily_basic(ts_code=ts_code, start_date=start_date, end_date=end_date) 25 | df['ts_type'] = 'daily_basic' 26 | df['name'] = name 27 | df['industry'] = industry 28 | df['list_date'] = list_date 29 | df['id'] = df['ts_code'] + '-' + df['trade_date'] + '-' + df['close'].astype(str) + '-' + df['ts_type'] 30 | hash(df, df, 'id', 'id') 31 | df = df.drop_duplicates(subset=['hash_idid'], keep='last') 32 | df = df.set_index('hash_idid') 33 | #print(df.to_markdown()) 34 | return df 35 | 36 | dtype = {'hash_idid':VARCHAR(128)} 37 | 38 | #主要用于获取代码对应的中文名称 39 | stock_basic = pro.stock_basic(exchange='', list_status='L') 40 | stock_basic.set_index('symbol', inplace=True) 41 | stock_basic = stock_basic[stock_basic["ts_code"].str.startswith('688')] 42 | 43 | 44 | for ts_code, name, industry, list_date in zip(stock_basic['ts_code'], stock_basic['name'], stock_basic['industry'], stock_basic['list_date']): 45 | print(ts_code) 46 | 47 | try: 48 | basics = daily_basic(ts_code, list_date, today, name, industry, list_date) 49 | 50 | upsert(engine=engine_ts, 51 | df=basics, 52 | table_name='kcb_data', 53 | if_row_exists='update', 54 | dtype=dtype) 55 | except Exception as e: 56 | print(e) 57 | 58 | time.sleep(6) 59 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | ## 关于 2 | - 网站： 3 | - [cnVaR.cn](https://cnvar.cn) - 价值分析（不更新） 4 | - [blog.f10.org](https://blog.f10.org) - 金融知识体系（**主更新**） 5 | 6 | - 雪球: 7 | - [柯西君_BingWong](https://xueqiu.com/u/enalpha) - Python + 炒股 = 跨界韭菜.（不更新） 8 | 9 | - 数据源： 10 | - [tushare.pro大数据开放社区](https://tushare.pro/register?reg=333980) - 免费数据，但需要一定的积分； 这里的股票数据基本是用了tushare的API 11 | - [akshare](https://www.akshare.xyz/) - 完全免费的开源财经数据接口库 12 | 13 | - 公众号：跨界韭菜（少更新） 14 | - ![](https://cdn.jsdelivr.net/gh/filess/img16@main/2021/05/13/1620876518337-b0e0974f-0394-4e96-a0b4-8ee7b700e8c6.png) 15 | 16 | ## 理论实践 17 | ### 一、金融模型 18 | - [股利贴现模型 - 年化复合增长率(CAGR)](/理论实践/金融模型/Compound-Annual-Growth-Rate.ipynb) - 【[cnVaR](https://cnvar.cn/2021/06/10/chinese-stock-compounded-annual-growth-rate/)】 19 | 20 | ## 量化分析 21 | ### 一、分析方法 22 | #### （1）[因子分析（Factor Analysis）](https://cnvar.cn/quant/factor-analysis-intro.html) 23 | - [入门介绍 - 人格特征](/量化分析/分析方法/Factor%20Analysis/introduction-factor-analysis.ipynb) - 【[cnVaR](https://cnvar.cn/quant/introduction-factor-analysis.html)】 24 | - [基于S&P500上市公司财务指标](/量化分析/分析方法/Factor%20Analysis/FactorAnalysisForCompaniesBasedOnFinancialMetricsDuringCovid19.ipynb) - 【[cnVaR](https://cnvar.cn/quant/FactorAnalysisForCompaniesBasedOnFinancialMetricsDuringCovid19.html)】 25 | 26 | #### （2）[主成分分析(Principal Component Analysis)](https://cnvar.cn/quant/principle-component-analysis-intro.html) 27 | - 暂无 28 | 29 | #### （3）[回归分析（Regression Analysis）](https://cnvar.cn/quant/linear-regression-intro.html) 30 | - [预测黄金价格走势](/量化分析/分析方法/Regression/gold-price-regression-model.ipynb) - 【[cnVaR](https://cnvar.cn/quant/gold-price-regression-model.html)】 31 | - [预测房价(2017, LinearRegression, RandomForest, GradientBoosting)](/量化分析/分析方法/Regression/predict-bay-area-home-price.ipynb) - 【[cnVaR](https://cnvar.cn/quant/predict-bay-area-home-price.html)】 32 | - [预测房价(2019, ElasticNet, Xgboost)](/量化分析/分析方法/Regression/modeling-house-price-with-regularized-linear-model-xgboost.ipynb) - 【[cnVaR](https://cnvar.cn/quant/modeling-house-price-with-regularized-linear-model-xgboost.html)】 33 | - [预测S&P500指数价格走势(LinearRegression, RandomForest)](/量化分析/分析方法/Regression/modelling-sp500-index-price-based-on-US-economic-indicators.ipynb) - 【[cnVaR](https://cnvar.cn/quant/modelling-sp500-index-price-based-on-US-economic-indicators.html)】 34 | 35 | ### 二、个股分析 36 | - [股票含金量 - 马靖昊](/量化分析/个股分析/quality-of-stocks.ipynb) 37 | - 隆基股份、中环股份、东方日升、天合光能的财务报表含金量情况分析 - 【[cnVaR](https://cnvar.cn/2021/05/17/quality-of-stocks/)】 38 | - [叶飞概念股票分析](/量化分析/个股分析/yefei-concept-analysis.ipynb) 39 | - 真假叶飞概念股，市值管理就可以为所欲为？？不服来辩！！！！ - 【[雪球](https://xueqiu.com/1376904303/180650865)】 、【[cnVaR](https://cnvar.cn/2021/05/24/yefei-concept/)】 40 | - [个股历史PE走势](/量化分析/个股分析/PE-ratio-histroical-chart.ipynb) 41 | - 利用历史PE判断股票是否被高估：中材科技 - 【[微信公众号](https://mp.weixin.qq.com/s/782-PBrP8SEhOANlAxbXnw)】 42 | - [持股集中度](/量化分析/个股分析/correlation-shareholders-market-value.ipynb) 43 | - 股东人数及持股集中度与股票涨跌幅关系 - 【[微信公众号](https://mp.weixin.qq.com/s/A0h8Ej0uT8S3ubKTFV8aaA)】 44 | 45 | ### 三、市场研究 46 | - [科创板、创业板活跃情况](/量化分析/市场研究/chinese-stock-market-liquidity.ipynb) 47 | - 科创板、创业板流动性不足，60%的股票已成僵尸股？ - 【[雪球](https://xueqiu.com/1376904303/181000930)】 、【[cnVaR](https://cnvar.cn/2021/05/27/chinese-market-liquidity/)】、【[微信公众号](https://mp.weixin.qq.com/s/O0a9YlKJN_lF99pg9SPKtg)】 48 | - [科创板上市企业不同阶段市盈率、市值变化](/量化分析/市场研究/科创板上市企业不同阶段市盈率、市值变化) 49 | - 获取数据 - 【[cnVaR](https://cnvar.cn/2020/10/18/kcb-stats-data/)】 50 | - 动态图 - 【[cnVaR](https://cnvar.cn/2020/10/20/kcb-stats-animation/)】 51 | - [发关注函（妖股证）后 - 股票后续走势情况](/量化分析/市场研究/stock-price-movement-after-warning-letter.ipynb) 52 | - 发关注函（妖股证）之后的股票还能买吗：上能电气 - 【[微信公众号](https://mp.weixin.qq.com/s/Vn5rQ-ciivJKZgAPDvPuVQ)】 53 | - 股票一年后解禁的股价走势，是否有套利空间？ 54 | - 1、次新股一年后解禁是否有上涨空间？（初步结论+引申问题+后续研究方向） - 【[微信公众号](https://mp.weixin.qq.com/s/3tQR1o5keLUy0oRMXm7L_g)】 55 | - 2、新股解禁后是否有上涨空间的影响因素：市值、PE、流通盘 - 【[微信公众号](https://mp.weixin.qq.com/s/7q7mNLivufaPtWHh_Agthg)】 56 | - IPO首发企业市盈率（PE）走势研究 57 | - 谁在裸泳？科创板、创业板（注册制）IPO首发企业市盈率（PE）走势 - 【[微信公众号](https://mp.weixin.qq.com/s/DXYnnwjqzr_swK13uycGzQ)】 58 | - [申报企业-保荐机构统计](/量化分析/市场研究/applicant-sponsor-stats.ipynb) 59 | - 保荐机构哪家强？企业上市通过率分析 - 【[微信公众号](https://mp.weixin.qq.com/s/wCtnnWvd4Ec5mur97hX0vA)】 60 | 61 | ### 四、选股策略 62 | - [PEG指标(市盈率相对盈利增长比率)](/量化分析/选股策略/PEG.ipynb) 63 | - 使用Python利用PEG指标选取同行中最具性价比的股票 - 【[cnVaR](https://cnvar.cn/2021/06/11/chinese-stock-PEG-stock-selections/)】 64 | - 中了新股该如何操作？什么时候走最合适？浙版传媒 - 【[微信公众号](https://mp.weixin.qq.com/s/q_XHYf4J_DFet_zNvf_nsQ)】 65 | - [利用现金循环周期选股](/量化分析/选股策略/cash-circulation.ipynb) 66 | - 空手套白狼：python发现哪些公司具备“两头吃（定价权）”的实力 - 【[cnVaR](https://cnvar.cn/2021/06/24/chinese-stock-with-pricing-power/)】 67 | - [ 企业价值（EV）与EBITDA比率的选股策略](/量化分析/选股策略/EV-EBITDA-stocks.ipynb) 68 | - 企业价值（EV）与EBITDA比率的选股策略：隆基股份、中环股份 - 【[微信公众号](https://mp.weixin.qq.com/s/ahlS6IJ0C9lZx0qa2JAhog)】 69 | - [同行业跌幅排行榜](/量化分析/选股策略/Stock_Maximum_Drawdown.ipynb) 70 | - 同行业跌幅排行榜，抄底个股 - 【[微信公众号](https://mp.weixin.qq.com/s/eKt2xhvpp8McBAfYiqyxQA)】 71 | - [避雷：亿利洁能39亿存款说没就没了 - 存贷双高 · 2024-12-21](https://github.com/chinobing/chinobing.github.io/issues/22) 72 | - [选股：周期性股票的交易方式-席勒市盈率 · 2024-12-21](https://github.com/chinobing/chinobing.github.io/issues/23) 73 | 74 | ## 量化交易 75 | - [移动平均线(MA)交易策略回测](/量化交易/backtesting_moving_average.ipynb) - 【[cnVaR](https://cnvar.cn/2019/02/06/backtesting-moving-average/)】、【[微信公众号](https://mp.weixin.qq.com/s/hfkMAFSJfdqnh-wPQA9kPQ)】 76 | 77 | ## 搞搞震 78 | ## 一、爬虫类 79 | - [【pyspider】美国实体清单 - US Entity List](搞搞震/爬虫/US_Entity_List) 80 | - 地址：`https://www.commerce.gov/tags/entity-list` 81 | - 更新时间：2021-12-24 82 | -------------------------------------------------------------------------------- /理论实践/金融模型/Compound-Annual-Growth-Rate.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "cells": [ 3 | { 4 | "cell_type": "markdown", 5 | "metadata": {}, 6 | "source": [ 7 | "![](https://fenc.wang/imgs/2020/08/3565654bfbe9ffa0.png)" 8 | ] 9 | }, 10 | { 11 | "cell_type": "code", 12 | "execution_count": 1, 13 | "metadata": {}, 14 | "outputs": [], 15 | "source": [ 16 | "import tushare as ts\n", 17 | "import pandas as pd\n", 18 | "\n", 19 | "#设置完整显示数据\n", 20 | "pd.set_option('display.max_rows', 500)\n", 21 | "pd.set_option('display.max_columns', 500)\n", 22 | "pd.set_option('display.width', 1000)\n", 23 | "pd.set_option('display.float_format', '{:,.2f}'.format)\n", 24 | "\n", 25 | "pro = ts.pro_api('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx')\n", 26 | "\n", 27 | "def cagr(start_value, end_value, num_periods):\n", 28 | " return (end_value / start_value) ** (1 / (num_periods - 1)) - 1" 29 | ] 30 | }, 31 | { 32 | "cell_type": "code", 33 | "execution_count": 4, 34 | "metadata": {}, 35 | "outputs": [], 36 | "source": [ 37 | "#时间段\n", 38 | "start_date = '20150101'\n", 39 | "end_date = '20201231'\n", 40 | "\n", 41 | "#股票池\n", 42 | "stock_list = ['爱旭股份', '晶澳科技', '协鑫集成', '中环股份', '东方日升', '中来股份', '亿晶光电', '天合光能', '向日葵', '隆基股份', '通威股份', '正泰电器', '航天机电', '拓日新能']" 43 | ] 44 | }, 45 | { 46 | "cell_type": "code", 47 | "execution_count": 9, 48 | "metadata": {}, 49 | "outputs": [ 50 | { 51 | "data": { 52 | "text/html": [ 53 | "
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代码股票名称年复合增长率周期
10600732.SH爱旭股份106.035
2002459.SZ晶澳科技101.915
11601012.SH隆基股份54.975
6300393.SZ中来股份48.855
5300118.SZ东方日升37.305
0002129.SZ中环股份28.785
3002506.SZ协鑫集成26.335
8600438.SH通威股份19.505
12601877.SH正泰电器18.815
1002218.SZ拓日新能14.075
7600151.SH航天机电12.785
9600537.SH亿晶光电1.845
13688599.SH天合光能1.063
4300111.SZ向日葵-12.645
\n", 178 | "
" 179 | ], 180 | "text/plain": [ 181 | " 代码 股票名称 年复合增长率 周期\n", 182 | "10 600732.SH 爱旭股份 106.03 5\n", 183 | "2 002459.SZ 晶澳科技 101.91 5\n", 184 | "11 601012.SH 隆基股份 54.97 5\n", 185 | "6 300393.SZ 中来股份 48.85 5\n", 186 | "5 300118.SZ 东方日升 37.30 5\n", 187 | "0 002129.SZ 中环股份 28.78 5\n", 188 | "3 002506.SZ 协鑫集成 26.33 5\n", 189 | "8 600438.SH 通威股份 19.50 5\n", 190 | "12 601877.SH 正泰电器 18.81 5\n", 191 | "1 002218.SZ 拓日新能 14.07 5\n", 192 | "7 600151.SH 航天机电 12.78 5\n", 193 | "9 600537.SH 亿晶光电 1.84 5\n", 194 | "13 688599.SH 天合光能 1.06 3\n", 195 | "4 300111.SZ 向日葵 -12.64 5" 196 | ] 197 | }, 198 | "execution_count": 9, 199 | "metadata": {}, 200 | "output_type": "execute_result" 201 | } 202 | ], 203 | "source": [ 204 | "result_list = []\n", 205 | "stock_basic = pro.stock_basic(exchange='', list_status='L', fields='ts_code,symbol,name')\n", 206 | "stock_selections = stock_basic[stock_basic['name'].isin(stock_list)]\n", 207 | "\n", 208 | "for ticker, name in zip(stock_selections['ts_code'], stock_selections['name']):\n", 209 | " result_dict = {}\n", 210 | " total_revenue = pro.income(ts_code=ticker, start_date=start_date, end_date=end_date,fields='ts_code,end_date,total_revenue')\n", 211 | " total_revenue.drop_duplicates(subset=['ts_code','end_date'],keep='first',inplace=True)\n", 212 | " total_revenue.set_index('end_date', inplace=True)\n", 213 | " total_revenue_yrs = total_revenue.filter(like='1231', axis=0)\n", 214 | " \n", 215 | " #计算CAGR\n", 216 | " start_value = float(total_revenue_yrs.iloc[-1]['total_revenue'])\n", 217 | " end_value = float(total_revenue_yrs.iloc[0]['total_revenue'])\n", 218 | " num_periods = len(total_revenue_yrs['total_revenue'])\n", 219 | " cagr_y = cagr(start_value, end_value, num_periods)\n", 220 | " \n", 221 | " result_dict['代码'] = ticker\n", 222 | " result_dict['股票名称'] = name\n", 223 | " result_dict['年复合增长率'] = cagr_y * 100\n", 224 | " result_dict['周期'] = num_periods - 1\n", 225 | " result_list.append(result_dict)\n", 226 | " \n", 227 | "df = pd.DataFrame(result_list)\n", 228 | "df.sort_values(by='年复合增长率', ascending=False)" 229 | ] 230 | }, 231 | { 232 | "cell_type": "markdown", 233 | "metadata": {}, 234 | "source": [ 235 | "![](https://fenc.wang/imgs/2020/08/3565654bfbe9ffa0.png)" 236 | ] 237 | } 238 | ], 239 | "metadata": { 240 | "kernelspec": { 241 | "display_name": "Python 3", 242 | "language": "python", 243 | "name": "python3" 244 | }, 245 | "language_info": { 246 | "codemirror_mode": { 247 | "name": "ipython", 248 | "version": 3 249 | }, 250 | "file_extension": ".py", 251 | "mimetype": "text/x-python", 252 | "name": "python", 253 | "nbconvert_exporter": "python", 254 | "pygments_lexer": "ipython3", 255 | "version": "3.8.7" 256 | } 257 | }, 258 | "nbformat": 4, 259 | "nbformat_minor": 4 260 | } 261 | -------------------------------------------------------------------------------- /量化分析/市场研究/chinese-stock-market-liquidity.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "cells": [ 3 | { 4 | "cell_type": "markdown", 5 | "metadata": {}, 6 | "source": [ 7 | "![](https://fenc.wang/imgs/2020/08/3565654bfbe9ffa0.png)" 8 | ] 9 | }, 10 | { 11 | "cell_type": "code", 12 | "execution_count": 59, 13 | "metadata": {}, 14 | "outputs": [], 15 | "source": [ 16 | "import tushare as ts\n", 17 | "import pandas as pd\n", 18 | "\n", 19 | "pro = ts.pro_api('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx')" 20 | ] 21 | }, 22 | { 23 | "cell_type": "markdown", 24 | "metadata": {}, 25 | "source": [ 26 | "## 计算科创板、其他板块成交金额只有5000万的企业比例" 27 | ] 28 | }, 29 | { 30 | "cell_type": "code", 31 | "execution_count": 60, 32 | "metadata": {}, 33 | "outputs": [], 34 | "source": [ 35 | "# 获取单日整个A股市场的交易数据\n", 36 | "df = pro.daily(trade_date='20210526')\n", 37 | "#将成交金额变为以千万为单位\n", 38 | "df['amount'] = df['amount'].div(10)" 39 | ] 40 | }, 41 | { 42 | "cell_type": "code", 43 | "execution_count": 61, 44 | "metadata": {}, 45 | "outputs": [], 46 | "source": [ 47 | "# 筛选科创板企业\n", 48 | "kcb = df[df['ts_code'].str.contains('688')]" 49 | ] 50 | }, 51 | { 52 | "cell_type": "code", 53 | "execution_count": 62, 54 | "metadata": {}, 55 | "outputs": [ 56 | { 57 | "data": { 58 | "text/plain": [ 59 | "286" 60 | ] 61 | }, 62 | "execution_count": 62, 63 | "metadata": {}, 64 | "output_type": "execute_result" 65 | } 66 | ], 67 | "source": [ 68 | "# 计算总数\n", 69 | "kcb_amt = len(kcb['ts_code'])\n", 70 | "kcb_amt" 71 | ] 72 | }, 73 | { 74 | "cell_type": "code", 75 | "execution_count": 63, 76 | "metadata": {}, 77 | "outputs": [ 78 | { 79 | "data": { 80 | "text/plain": [ 81 | "0.45454545454545453" 82 | ] 83 | }, 84 | "execution_count": 63, 85 | "metadata": {}, 86 | "output_type": "execute_result" 87 | } 88 | ], 89 | "source": [ 90 | "# 计算成交金额少于5千万的企业数\n", 91 | "kcb_lv = len(kcb[kcb['amount']<=5000])\n", 92 | "#计算比例\n", 93 | "kcb_lv_ratio = kcb_lv/kcb_amt\n", 94 | "kcb_lv_ratio" 95 | ] 96 | }, 97 | { 98 | "cell_type": "code", 99 | "execution_count": 64, 100 | "metadata": {}, 101 | "outputs": [ 102 | { 103 | "data": { 104 | "text/plain": [ 105 | "0.40492782478845196" 106 | ] 107 | }, 108 | "execution_count": 64, 109 | "metadata": {}, 110 | "output_type": "execute_result" 111 | } 112 | ], 113 | "source": [ 114 | "# 筛选创业板、主板、中小板的企业\n", 115 | "rest = df[~df['ts_code'].str.contains('688')]\n", 116 | "#计算总数\n", 117 | "rest_amt = len(rest['ts_code'])\n", 118 | "# 计算成交金额少于5千万的企业数\n", 119 | "rest_lv = len(rest[rest['amount']<=5000])\n", 120 | "#计算比例\n", 121 | "rest_lv_ratio = rest_lv/rest_amt\n", 122 | "rest_lv_ratio" 123 | ] 124 | }, 125 | { 126 | "cell_type": "markdown", 127 | "metadata": {}, 128 | "source": [ 129 | "## 科创板、其他板块不同成交金额对应的企业数" 130 | ] 131 | }, 132 | { 133 | "cell_type": "code", 134 | "execution_count": 65, 135 | "metadata": {}, 136 | "outputs": [], 137 | "source": [ 138 | "bins = [0,3000,5000,10000,20000,50000,100000,200000,500000,1000000,1500000]" 139 | ] 140 | }, 141 | { 142 | "cell_type": "code", 143 | "execution_count": 66, 144 | "metadata": {}, 145 | "outputs": [ 146 | { 147 | "data": { 148 | "text/html": [ 149 | "
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kcbrest
(0, 3000]811087
(3000, 5000]49540
(5000, 10000]65756
(10000, 20000]51649
(20000, 50000]29562
(50000, 100000]8255
(100000, 200000]296
(200000, 500000]160
(500000, 1000000]013
(1000000, 1500000]00
\n", 224 | "
" 225 | ], 226 | "text/plain": [ 227 | " kcb rest\n", 228 | "(0, 3000] 81 1087\n", 229 | "(3000, 5000] 49 540\n", 230 | "(5000, 10000] 65 756\n", 231 | "(10000, 20000] 51 649\n", 232 | "(20000, 50000] 29 562\n", 233 | "(50000, 100000] 8 255\n", 234 | "(100000, 200000] 2 96\n", 235 | "(200000, 500000] 1 60\n", 236 | "(500000, 1000000] 0 13\n", 237 | "(1000000, 1500000] 0 0" 238 | ] 239 | }, 240 | "execution_count": 66, 241 | "metadata": {}, 242 | "output_type": "execute_result" 243 | } 244 | ], 245 | "source": [ 246 | "bins_df = pd.DataFrame()\n", 247 | "bins_df['kcb'] = pd.cut(kcb['amount'], bins=bins).value_counts()\n", 248 | "bins_df['rest'] = pd.cut(rest['amount'], bins=bins).value_counts()\n", 249 | "bins_df=bins_df.sort_index()\n", 250 | "bins_df" 251 | ] 252 | }, 253 | { 254 | "cell_type": "code", 255 | "execution_count": 67, 256 | "metadata": {}, 257 | "outputs": [ 258 | { 259 | "data": { 260 | "text/html": [ 261 | "
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kcbrest
(0, 3000]28.3227.05
(3000, 5000]17.1313.44
(5000, 10000]22.7318.82
(10000, 20000]17.8316.15
(20000, 50000]10.1413.99
(50000, 100000]2.806.35
(100000, 200000]0.702.39
(200000, 500000]0.351.49
(500000, 1000000]0.000.32
(1000000, 1500000]0.000.00
\n", 336 | "
" 337 | ], 338 | "text/plain": [ 339 | " kcb rest\n", 340 | "(0, 3000] 28.32 27.05\n", 341 | "(3000, 5000] 17.13 13.44\n", 342 | "(5000, 10000] 22.73 18.82\n", 343 | "(10000, 20000] 17.83 16.15\n", 344 | "(20000, 50000] 10.14 13.99\n", 345 | "(50000, 100000] 2.80 6.35\n", 346 | "(100000, 200000] 0.70 2.39\n", 347 | "(200000, 500000] 0.35 1.49\n", 348 | "(500000, 1000000] 0.00 0.32\n", 349 | "(1000000, 1500000] 0.00 0.00" 350 | ] 351 | }, 352 | "execution_count": 67, 353 | "metadata": {}, 354 | "output_type": "execute_result" 355 | } 356 | ], 357 | "source": [ 358 | "(bins_df/bins_df.sum())*100" 359 | ] 360 | }, 361 | { 362 | "cell_type": "markdown", 363 | "metadata": {}, 364 | "source": [ 365 | "![](https://fenc.wang/imgs/2020/08/3565654bfbe9ffa0.png)" 366 | ] 367 | }, 368 | { 369 | "cell_type": "code", 370 | "execution_count": null, 371 | "metadata": {}, 372 | "outputs": [], 373 | "source": [] 374 | } 375 | ], 376 | "metadata": { 377 | "kernelspec": { 378 | "display_name": "Python 3", 379 | "language": "python", 380 | "name": "python3" 381 | }, 382 | "language_info": { 383 | "codemirror_mode": { 384 | "name": "ipython", 385 | "version": 3 386 | }, 387 | "file_extension": ".py", 388 | "mimetype": "text/x-python", 389 | "name": "python", 390 | "nbconvert_exporter": "python", 391 | "pygments_lexer": "ipython3", 392 | "version": "3.8.7" 393 | } 394 | }, 395 | "nbformat": 4, 396 | "nbformat_minor": 4 397 | } 398 | -------------------------------------------------------------------------------- /量化分析/分析方法/Regression/data/DAUTOSAAR.csv: -------------------------------------------------------------------------------- 1 | DATE,DAUTOSAAR 2 | 1967-01-01,7.837 3 | 1967-02-01,6.850 4 | 1967-03-01,7.220 5 | 1967-04-01,8.164 6 | 1967-05-01,7.961 7 | 1967-06-01,8.186 8 | 1967-07-01,7.939 9 | 1967-08-01,7.295 10 | 1967-09-01,7.764 11 | 1967-10-01,7.052 12 | 1967-11-01,6.766 13 | 1967-12-01,7.780 14 | 1968-01-01,8.526 15 | 1968-02-01,8.035 16 | 1968-03-01,8.743 17 | 1968-04-01,8.153 18 | 1968-05-01,8.694 19 | 1968-06-01,8.413 20 | 1968-07-01,8.996 21 | 1968-08-01,8.994 22 | 1968-09-01,8.702 23 | 1968-10-01,8.960 24 | 1968-11-01,8.638 25 | 1968-12-01,8.642 26 | 1969-01-01,8.850 27 | 1969-02-01,8.869 28 | 1969-03-01,8.356 29 | 1969-04-01,8.500 30 | 1969-05-01,8.510 31 | 1969-06-01,8.489 32 | 1969-07-01,8.065 33 | 1969-08-01,8.450 34 | 1969-09-01,8.975 35 | 1969-10-01,8.642 36 | 1969-11-01,8.062 37 | 1969-12-01,7.804 38 | 1970-01-01,7.394 39 | 1970-02-01,7.944 40 | 1970-03-01,7.444 41 | 1970-04-01,7.742 42 | 1970-05-01,7.668 43 | 1970-06-01,8.054 44 | 1970-07-01,7.720 45 | 1970-08-01,7.595 46 | 1970-09-01,7.763 47 | 1970-10-01,5.981 48 | 1970-11-01,4.944 49 | 1970-12-01,5.184 50 | 1971-01-01,8.255 51 | 1971-02-01,8.305 52 | 1971-03-01,8.749 53 | 1971-04-01,8.296 54 | 1971-05-01,8.164 55 | 1971-06-01,8.423 56 | 1971-07-01,7.883 57 | 1971-08-01,8.270 58 | 1971-09-01,9.964 59 | 1971-10-01,9.684 60 | 1971-11-01,9.210 61 | 1971-12-01,8.740 62 | 1972-01-01,8.838 63 | 1972-02-01,9.076 64 | 1972-03-01,8.962 65 | 1972-04-01,9.109 66 | 1972-05-01,9.262 67 | 1972-06-01,9.020 68 | 1972-07-01,9.142 69 | 1972-08-01,9.320 70 | 1972-09-01,9.118 71 | 1972-10-01,9.521 72 | 1972-11-01,9.744 73 | 1972-12-01,9.920 74 | 1973-01-01,10.136 75 | 1973-02-01,10.208 76 | 1973-03-01,10.918 77 | 1973-04-01,10.463 78 | 1973-05-01,10.614 79 | 1973-06-01,9.730 80 | 1973-07-01,9.622 81 | 1973-08-01,9.367 82 | 1973-09-01,9.629 83 | 1973-10-01,8.278 84 | 1973-11-01,8.267 85 | 1973-12-01,7.832 86 | 1974-01-01,7.930 87 | 1974-02-01,7.612 88 | 1974-03-01,7.770 89 | 1974-04-01,7.794 90 | 1974-05-01,7.778 91 | 1974-06-01,7.669 92 | 1974-07-01,7.576 93 | 1974-08-01,8.896 94 | 1974-09-01,7.314 95 | 1974-10-01,6.356 96 | 1974-11-01,5.603 97 | 1974-12-01,6.044 98 | 1975-01-01,6.386 99 | 1975-02-01,7.162 100 | 1975-03-01,5.998 101 | 1975-04-01,5.716 102 | 1975-05-01,6.269 103 | 1975-06-01,6.361 104 | 1975-07-01,7.279 105 | 1975-08-01,7.094 106 | 1975-09-01,7.504 107 | 1975-10-01,7.620 108 | 1975-11-01,7.895 109 | 1975-12-01,8.128 110 | 1976-01-01,8.453 111 | 1976-02-01,8.723 112 | 1976-03-01,8.812 113 | 1976-04-01,8.626 114 | 1976-05-01,8.386 115 | 1976-06-01,8.430 116 | 1976-07-01,8.549 117 | 1976-08-01,7.990 118 | 1976-09-01,8.452 119 | 1976-10-01,7.710 120 | 1976-11-01,8.279 121 | 1976-12-01,9.497 122 | 1977-01-01,8.945 123 | 1977-02-01,9.024 124 | 1977-03-01,9.391 125 | 1977-04-01,8.950 126 | 1977-05-01,8.870 127 | 1977-06-01,9.178 128 | 1977-07-01,8.861 129 | 1977-08-01,8.988 130 | 1977-09-01,8.749 131 | 1977-10-01,8.982 132 | 1977-11-01,8.732 133 | 1977-12-01,8.984 134 | 1978-01-01,8.044 135 | 1978-02-01,8.543 136 | 1978-03-01,8.960 137 | 1978-04-01,9.751 138 | 1978-05-01,9.788 139 | 1978-06-01,9.742 140 | 1978-07-01,9.091 141 | 1978-08-01,9.571 142 | 1978-09-01,8.725 143 | 1978-10-01,9.380 144 | 1978-11-01,9.132 145 | 1978-12-01,9.239 146 | 1979-01-01,9.026 147 | 1979-02-01,9.176 148 | 1979-03-01,8.791 149 | 1979-04-01,8.374 150 | 1979-05-01,8.236 151 | 1979-06-01,7.291 152 | 1979-07-01,8.328 153 | 1979-08-01,8.586 154 | 1979-09-01,8.485 155 | 1979-10-01,7.321 156 | 1979-11-01,7.330 157 | 1979-12-01,7.817 158 | 1980-01-01,8.345 159 | 1980-02-01,7.862 160 | 1980-03-01,7.139 161 | 1980-04-01,5.923 162 | 1980-05-01,5.324 163 | 1980-06-01,5.753 164 | 1980-07-01,6.445 165 | 1980-08-01,6.432 166 | 1980-09-01,6.372 167 | 1980-10-01,6.631 168 | 1980-11-01,6.463 169 | 1980-12-01,6.287 170 | 1981-01-01,6.563 171 | 1981-02-01,7.397 172 | 1981-03-01,7.650 173 | 1981-04-01,5.738 174 | 1981-05-01,5.796 175 | 1981-06-01,5.779 176 | 1981-07-01,5.856 177 | 1981-08-01,7.810 178 | 1981-09-01,6.726 179 | 1981-10-01,5.131 180 | 1981-11-01,5.138 181 | 1981-12-01,4.921 182 | 1982-01-01,5.348 183 | 1982-02-01,6.248 184 | 1982-03-01,5.868 185 | 1982-04-01,5.471 186 | 1982-05-01,6.383 187 | 1982-06-01,5.130 188 | 1982-07-01,5.184 189 | 1982-08-01,5.350 190 | 1982-09-01,6.182 191 | 1982-10-01,5.328 192 | 1982-11-01,6.478 193 | 1982-12-01,6.128 194 | 1983-01-01,5.780 195 | 1983-02-01,5.992 196 | 1983-03-01,6.084 197 | 1983-04-01,6.538 198 | 1983-05-01,6.814 199 | 1983-06-01,7.254 200 | 1983-07-01,7.202 201 | 1983-08-01,6.725 202 | 1983-09-01,6.874 203 | 1983-10-01,7.162 204 | 1983-11-01,7.070 205 | 1983-12-01,8.023 206 | 1984-01-01,7.879 207 | 1984-02-01,8.239 208 | 1984-03-01,7.952 209 | 1984-04-01,8.018 210 | 1984-05-01,8.154 211 | 1984-06-01,8.035 212 | 1984-07-01,8.198 213 | 1984-08-01,7.849 214 | 1984-09-01,7.645 215 | 1984-10-01,7.604 216 | 1984-11-01,7.774 217 | 1984-12-01,8.071 218 | 1985-01-01,8.244 219 | 1985-02-01,8.308 220 | 1985-03-01,8.380 221 | 1985-04-01,8.474 222 | 1985-05-01,8.227 223 | 1985-06-01,7.651 224 | 1985-07-01,7.532 225 | 1985-08-01,9.412 226 | 1985-09-01,11.239 227 | 1985-10-01,6.462 228 | 1985-11-01,6.772 229 | 1985-12-01,7.754 230 | 1986-01-01,8.498 231 | 1986-02-01,7.836 232 | 1986-03-01,6.928 233 | 1986-04-01,7.844 234 | 1986-05-01,8.192 235 | 1986-06-01,8.176 236 | 1986-07-01,7.608 237 | 1986-08-01,8.808 238 | 1986-09-01,11.519 239 | 1986-10-01,7.100 240 | 1986-11-01,6.990 241 | 1986-12-01,9.080 242 | 1987-01-01,5.846 243 | 1987-02-01,7.184 244 | 1987-03-01,7.403 245 | 1987-04-01,7.423 246 | 1987-05-01,6.853 247 | 1987-06-01,7.172 248 | 1987-07-01,7.274 249 | 1987-08-01,8.266 250 | 1987-09-01,7.706 251 | 1987-10-01,6.025 252 | 1987-11-01,6.419 253 | 1987-12-01,7.398 254 | 1988-01-01,7.772 255 | 1988-02-01,7.981 256 | 1988-03-01,7.778 257 | 1988-04-01,7.310 258 | 1988-05-01,7.548 259 | 1988-06-01,7.717 260 | 1988-07-01,7.456 261 | 1988-08-01,7.300 262 | 1988-09-01,7.051 263 | 1988-10-01,6.966 264 | 1988-11-01,7.267 265 | 1988-12-01,8.326 266 | 1989-01-01,7.357 267 | 1989-02-01,7.120 268 | 1989-03-01,6.930 269 | 1989-04-01,7.692 270 | 1989-05-01,7.466 271 | 1989-06-01,6.797 272 | 1989-07-01,7.048 273 | 1989-08-01,8.152 274 | 1989-09-01,7.693 275 | 1989-10-01,6.170 276 | 1989-11-01,6.074 277 | 1989-12-01,6.438 278 | 1990-01-01,7.786 279 | 1990-02-01,6.881 280 | 1990-03-01,6.884 281 | 1990-04-01,6.866 282 | 1990-05-01,6.692 283 | 1990-06-01,6.748 284 | 1990-07-01,6.779 285 | 1990-08-01,6.877 286 | 1990-09-01,7.408 287 | 1990-10-01,6.928 288 | 1990-11-01,6.367 289 | 1990-12-01,6.547 290 | 1991-01-01,5.981 291 | 1991-02-01,6.158 292 | 1991-03-01,6.319 293 | 1991-04-01,5.724 294 | 1991-05-01,6.104 295 | 1991-06-01,6.277 296 | 1991-07-01,6.463 297 | 1991-08-01,6.167 298 | 1991-09-01,6.204 299 | 1991-10-01,6.019 300 | 1991-11-01,6.228 301 | 1991-12-01,5.998 302 | 1992-01-01,6.095 303 | 1992-02-01,6.242 304 | 1992-03-01,6.164 305 | 1992-04-01,5.966 306 | 1992-05-01,6.275 307 | 1992-06-01,6.510 308 | 1992-07-01,6.379 309 | 1992-08-01,6.058 310 | 1992-09-01,6.325 311 | 1992-10-01,6.392 312 | 1992-11-01,6.284 313 | 1992-12-01,6.628 314 | 1993-01-01,6.490 315 | 1993-02-01,6.031 316 | 1993-03-01,6.326 317 | 1993-04-01,6.883 318 | 1993-05-01,6.838 319 | 1993-06-01,6.938 320 | 1993-07-01,6.847 321 | 1993-08-01,6.407 322 | 1993-09-01,6.541 323 | 1993-10-01,7.286 324 | 1993-11-01,7.216 325 | 1993-12-01,7.007 326 | 1994-01-01,7.264 327 | 1994-02-01,7.420 328 | 1994-03-01,7.312 329 | 1994-04-01,7.604 330 | 1994-05-01,6.899 331 | 1994-06-01,7.034 332 | 1994-07-01,6.839 333 | 1994-08-01,7.067 334 | 1994-09-01,7.186 335 | 1994-10-01,7.415 336 | 1994-11-01,7.543 337 | 1994-12-01,7.480 338 | 1995-01-01,6.853 339 | 1995-02-01,6.843 340 | 1995-03-01,7.141 341 | 1995-04-01,6.624 342 | 1995-05-01,6.877 343 | 1995-06-01,7.196 344 | 1995-07-01,6.904 345 | 1995-08-01,7.482 346 | 1995-09-01,7.365 347 | 1995-10-01,7.110 348 | 1995-11-01,7.347 349 | 1995-12-01,7.626 350 | 1996-01-01,6.834 351 | 1996-02-01,7.378 352 | 1996-03-01,7.677 353 | 1996-04-01,7.412 354 | 1996-05-01,7.788 355 | 1996-06-01,7.184 356 | 1996-07-01,7.101 357 | 1996-08-01,7.157 358 | 1996-09-01,7.253 359 | 1996-10-01,6.818 360 | 1996-11-01,6.987 361 | 1996-12-01,6.888 362 | 1997-01-01,7.319 363 | 1997-02-01,6.958 364 | 1997-03-01,7.039 365 | 1997-04-01,6.757 366 | 1997-05-01,6.728 367 | 1997-06-01,6.480 368 | 1997-07-01,7.002 369 | 1997-08-01,7.106 370 | 1997-09-01,6.546 371 | 1997-10-01,6.667 372 | 1997-11-01,6.654 373 | 1997-12-01,7.092 374 | 1998-01-01,6.202 375 | 1998-02-01,6.454 376 | 1998-03-01,6.567 377 | 1998-04-01,6.762 378 | 1998-05-01,7.185 379 | 1998-06-01,7.037 380 | 1998-07-01,5.893 381 | 1998-08-01,6.111 382 | 1998-09-01,7.064 383 | 1998-10-01,7.276 384 | 1998-11-01,6.516 385 | 1998-12-01,7.396 386 | 1999-01-01,6.612 387 | 1999-02-01,6.976 388 | 1999-03-01,6.833 389 | 1999-04-01,6.909 390 | 1999-05-01,6.980 391 | 1999-06-01,6.950 392 | 1999-07-01,7.024 393 | 1999-08-01,7.160 394 | 1999-09-01,6.838 395 | 1999-10-01,6.717 396 | 1999-11-01,6.900 397 | 1999-12-01,7.126 398 | 2000-01-01,7.285 399 | 2000-02-01,7.504 400 | 2000-03-01,7.003 401 | 2000-04-01,6.874 402 | 2000-05-01,6.844 403 | 2000-06-01,6.722 404 | 2000-07-01,6.577 405 | 2000-08-01,6.658 406 | 2000-09-01,6.875 407 | 2000-10-01,6.528 408 | 2000-11-01,6.303 409 | 2000-12-01,5.966 410 | 2001-01-01,6.666 411 | 2001-02-01,6.877 412 | 2001-03-01,6.286 413 | 2001-04-01,6.191 414 | 2001-05-01,6.272 415 | 2001-06-01,6.261 416 | 2001-07-01,5.837 417 | 2001-08-01,5.665 418 | 2001-09-01,5.792 419 | 2001-10-01,7.906 420 | 2001-11-01,6.127 421 | 2001-12-01,5.170 422 | 2002-01-01,5.369 423 | 2002-02-01,5.739 424 | 2002-03-01,5.816 425 | 2002-04-01,6.195 426 | 2002-05-01,5.696 427 | 2002-06-01,5.847 428 | 2002-07-01,6.286 429 | 2002-08-01,6.305 430 | 2002-09-01,5.609 431 | 2002-10-01,5.514 432 | 2002-11-01,5.600 433 | 2002-12-01,5.826 434 | 2003-01-01,5.766 435 | 2003-02-01,5.272 436 | 2003-03-01,5.427 437 | 2003-04-01,5.362 438 | 2003-05-01,5.277 439 | 2003-06-01,5.593 440 | 2003-07-01,5.512 441 | 2003-08-01,5.699 442 | 2003-09-01,5.483 443 | 2003-10-01,5.242 444 | 2003-11-01,5.611 445 | 2003-12-01,5.427 446 | 2004-01-01,5.153 447 | 2004-02-01,5.431 448 | 2004-03-01,5.545 449 | 2004-04-01,5.136 450 | 2004-05-01,5.637 451 | 2004-06-01,5.123 452 | 2004-07-01,5.388 453 | 2004-08-01,5.199 454 | 2004-09-01,5.262 455 | 2004-10-01,5.158 456 | 2004-11-01,5.257 457 | 2004-12-01,5.712 458 | 2005-01-01,5.357 459 | 2005-02-01,5.356 460 | 2005-03-01,5.575 461 | 2005-04-01,5.686 462 | 2005-05-01,5.357 463 | 2005-06-01,5.307 464 | 2005-07-01,5.781 465 | 2005-08-01,5.586 466 | 2005-09-01,5.677 467 | 2005-10-01,5.195 468 | 2005-11-01,5.501 469 | 2005-12-01,5.306 470 | 2006-01-01,6.461 471 | 2006-02-01,5.529 472 | 2006-03-01,5.323 473 | 2006-04-01,5.596 474 | 2006-05-01,5.265 475 | 2006-06-01,5.246 476 | 2006-07-01,5.561 477 | 2006-08-01,5.283 478 | 2006-09-01,5.280 479 | 2006-10-01,5.126 480 | 2006-11-01,5.022 481 | 2006-12-01,5.311 482 | 2007-01-01,5.274 483 | 2007-02-01,5.206 484 | 2007-03-01,5.072 485 | 2007-04-01,5.083 486 | 2007-05-01,5.419 487 | 2007-06-01,5.214 488 | 2007-07-01,4.958 489 | 2007-08-01,5.098 490 | 2007-09-01,5.176 491 | 2007-10-01,5.155 492 | 2007-11-01,5.507 493 | 2007-12-01,5.205 494 | 2008-01-01,5.155 495 | 2008-02-01,4.910 496 | 2008-03-01,4.749 497 | 2008-04-01,4.685 498 | 2008-05-01,5.136 499 | 2008-06-01,4.920 500 | 2008-07-01,4.489 501 | 2008-08-01,4.600 502 | 2008-09-01,4.446 503 | 2008-10-01,3.854 504 | 2008-11-01,3.402 505 | 2008-12-01,3.544 506 | 2009-01-01,2.900 507 | 2009-02-01,2.768 508 | 2009-03-01,3.035 509 | 2009-04-01,3.021 510 | 2009-05-01,3.214 511 | 2009-06-01,3.351 512 | 2009-07-01,4.148 513 | 2009-08-01,5.430 514 | 2009-09-01,3.320 515 | 2009-10-01,3.644 516 | 2009-11-01,3.799 517 | 2009-12-01,4.069 518 | 2010-01-01,3.623 519 | 2010-02-01,3.440 520 | 2010-03-01,3.948 521 | 2010-04-01,3.816 522 | 2010-05-01,3.951 523 | 2010-06-01,3.800 524 | 2010-07-01,3.850 525 | 2010-08-01,3.776 526 | 2010-09-01,3.803 527 | 2010-10-01,3.755 528 | 2010-11-01,3.756 529 | 2010-12-01,3.980 530 | 2011-01-01,3.913 531 | 2011-02-01,4.253 532 | 2011-03-01,4.450 533 | 2011-04-01,4.388 534 | 2011-05-01,3.901 535 | 2011-06-01,3.805 536 | 2011-07-01,3.918 537 | 2011-08-01,3.951 538 | 2011-09-01,4.133 539 | 2011-10-01,4.412 540 | 2011-11-01,4.337 541 | 2011-12-01,4.294 542 | 2012-01-01,4.925 543 | 2012-02-01,5.326 544 | 2012-03-01,5.170 545 | 2012-04-01,5.123 546 | 2012-05-01,4.986 547 | 2012-06-01,4.907 548 | 2012-07-01,4.902 549 | 2012-08-01,5.043 550 | 2012-09-01,5.219 551 | 2012-10-01,5.114 552 | 2012-11-01,5.334 553 | 2012-12-01,5.397 554 | 2013-01-01,5.684 555 | 2013-02-01,5.585 556 | 2013-03-01,5.476 557 | 2013-04-01,5.455 558 | 2013-05-01,5.371 559 | 2013-06-01,5.514 560 | 2013-07-01,5.463 561 | 2013-08-01,5.325 562 | 2013-09-01,5.405 563 | 2013-10-01,5.290 564 | 2013-11-01,5.376 565 | 2013-12-01,5.253 566 | 2014-01-01,5.133 567 | 2014-02-01,5.145 568 | 2014-03-01,5.491 569 | 2014-04-01,5.413 570 | 2014-05-01,5.601 571 | 2014-06-01,5.949 572 | 2014-07-01,5.733 573 | 2014-08-01,5.957 574 | 2014-09-01,5.65 575 | 2014-10-01,5.718 576 | 2014-11-01,5.732 577 | 2014-12-01,5.796 578 | 2015-01-01,5.462 579 | 2015-02-01,5.278 580 | 2015-03-01,5.65 581 | 2015-04-01,5.546 582 | 2015-05-01,5.782 583 | 2015-06-01,5.697 584 | 2015-07-01,5.812 585 | 2015-08-01,5.771 586 | 2015-09-01,5.61 587 | 2015-10-01,5.682 588 | 2015-11-01,5.516 589 | 2015-12-01,5.336 590 | 2016-01-01,5.444 591 | 2016-02-01,5.412 592 | 2016-03-01,5.104 593 | 2016-04-01,5.048 594 | 2016-05-01,5.116 595 | 2016-06-01,5.081 596 | 2016-07-01,5.187 597 | 2016-08-01,5.114 598 | 2016-09-01,5.213 599 | 2016-10-01,4.946 600 | 2016-11-01,4.985 601 | 2016-12-01,5.096 602 | 2017-01-01,4.63 603 | 2017-02-01,4.697 604 | 2017-03-01,4.575 605 | 2017-04-01,4.751 606 | 2017-05-01,4.634 607 | 2017-06-01,4.505 608 | 2017-07-01,4.558 609 | 2017-08-01,4.526 610 | 2017-09-01,4.828 611 | 2017-10-01,4.681 612 | 2017-11-01,4.476 613 | 2017-12-01,4.254 614 | 2018-01-01,4.141 615 | 2018-02-01,4.231 616 | 2018-03-01,4.09 617 | 2018-04-01,4.067 618 | 2018-05-01,4.11 619 | 2018-06-01,4.053 620 | 2018-07-01,4.077 621 | 2018-08-01,3.933 622 | 2018-09-01,3.98 623 | 2018-10-01,4.333 624 | 2018-11-01,4.023 625 | 2018-12-01,4.005 626 | 2019-01-01,4.068 627 | 2019-02-01,3.685 628 | 2019-03-01,3.773 629 | 2019-04-01,3.581 630 | 2019-05-01,3.567 631 | 2019-06-01,3.584 632 | 2019-07-01,3.448 633 | 2019-08-01,3.41 634 | 2019-09-01,3.459 635 | 2019-10-01,3.238 636 | 2019-11-01,3.283 637 | 2019-12-01,3.431 638 | 2020-01-01,3.292 639 | 2020-02-01,3.227 640 | 2020-03-01,2.232 641 | 2020-04-01,1.458 642 | 2020-05-01,1.863 643 | 2020-06-01,2.054 644 | 2020-07-01,2.627 645 | 2020-08-01,2.642 646 | 2020-09-01,2.833 647 | 2020-10-01,2.901 648 | 2020-11-01,2.864 649 | 2020-12-01,2.723 650 | 2021-01-01,2.727 651 | 2021-02-01,2.413 652 | 2021-03-01,2.733 653 | 2021-04-01,2.903 654 | 2021-05-01,2.728 655 | 2021-06-01,2.521 656 | 2021-07-01,2.442 657 | 2021-08-01,2.116 658 | 2021-09-01,1.861 659 | 2021-10-01,1.931 660 | 2021-11-01,2.073 661 | 2021-12-01,2.009 662 | 2022-01-01,2.207 663 | 2022-02-01,2.112 664 | 2022-03-01,2.039 665 | 2022-04-01,2.243 666 | 2022-05-01,1.929 667 | 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278 | 1982-01-01,12.7 279 | 1982-02-01,12.1 280 | 1982-03-01,12.2 281 | 1982-04-01,12.9 282 | 1982-05-01,12.3 283 | 1982-06-01,12.3 284 | 1982-07-01,12.5 285 | 1982-08-01,12.6 286 | 1982-09-01,11.8 287 | 1982-10-01,11.3 288 | 1982-11-01,10.9 289 | 1982-12-01,10.9 290 | 1983-01-01,11.1 291 | 1983-02-01,11.1 292 | 1983-03-01,10.6 293 | 1983-04-01,10.3 294 | 1983-05-01,9.9 295 | 1983-06-01,9.1 296 | 1983-07-01,9.6 297 | 1983-08-01,9.2 298 | 1983-09-01,9.6 299 | 1983-10-01,9.7 300 | 1983-11-01,10.3 301 | 1983-12-01,10.1 302 | 1984-01-01,10.0 303 | 1984-02-01,11.7 304 | 1984-03-01,11.5 305 | 1984-04-01,11.5 306 | 1984-05-01,11.1 307 | 1984-06-01,11.1 308 | 1984-07-01,11.6 309 | 1984-08-01,11.8 310 | 1984-09-01,11.8 311 | 1984-10-01,11.7 312 | 1984-11-01,10.9 313 | 1984-12-01,11.2 314 | 1985-01-01,10.3 315 | 1985-02-01,9.1 316 | 1985-03-01,8.7 317 | 1985-04-01,9.9 318 | 1985-05-01,11.1 319 | 1985-06-01,9.6 320 | 1985-07-01,9.1 321 | 1985-08-01,8.2 322 | 1985-09-01,7.3 323 | 1985-10-01,9.1 324 | 1985-11-01,9.0 325 | 1985-12-01,8.6 326 | 1986-01-01,8.6 327 | 1986-02-01,9.3 328 | 1986-03-01,9.9 329 | 1986-04-01,9.7 330 | 1986-05-01,9.3 331 | 1986-06-01,9.4 332 | 1986-07-01,9.3 333 | 1986-08-01,9.0 334 | 1986-09-01,7.2 335 | 1986-10-01,8.4 336 | 1986-11-01,8.8 337 | 1986-12-01,7.0 338 | 1987-01-01,9.7 339 | 1987-02-01,8.5 340 | 1987-03-01,8.5 341 | 1987-04-01,4.5 342 | 1987-05-01,8.2 343 | 1987-06-01,7.7 344 | 1987-07-01,7.5 345 | 1987-08-01,7.2 346 | 1987-09-01,7.6 347 | 1987-10-01,8.3 348 | 1987-11-01,8.5 349 | 1987-12-01,8.7 350 | 1988-01-01,8.1 351 | 1988-02-01,8.6 352 | 1988-03-01,8.2 353 | 1988-04-01,8.8 354 | 1988-05-01,8.4 355 | 1988-06-01,8.4 356 | 1988-07-01,8.6 357 | 1988-08-01,8.4 358 | 1988-09-01,8.9 359 | 1988-10-01,8.6 360 | 1988-11-01,8.4 361 | 1988-12-01,8.3 362 | 1989-01-01,8.5 363 | 1989-02-01,9.0 364 | 1989-03-01,9.5 365 | 1989-04-01,8.4 366 | 1989-05-01,8.1 367 | 1989-06-01,8.2 368 | 1989-07-01,8.2 369 | 1989-08-01,7.6 370 | 1989-09-01,8.1 371 | 1989-10-01,8.5 372 | 1989-11-01,8.6 373 | 1989-12-01,7.8 374 | 1990-01-01,8.0 375 | 1990-02-01,8.6 376 | 1990-03-01,8.3 377 | 1990-04-01,8.8 378 | 1990-05-01,8.7 379 | 1990-06-01,8.6 380 | 1990-07-01,8.7 381 | 1990-08-01,8.1 382 | 1990-09-01,8.1 383 | 1990-10-01,7.8 384 | 1990-11-01,7.9 385 | 1990-12-01,8.8 386 | 1991-01-01,9.3 387 | 1991-02-01,8.8 388 | 1991-03-01,8.0 389 | 1991-04-01,8.6 390 | 1991-05-01,8.4 391 | 1991-06-01,8.9 392 | 1991-07-01,8.2 393 | 1991-08-01,8.6 394 | 1991-09-01,8.8 395 | 1991-10-01,9.3 396 | 1991-11-01,9.0 397 | 1991-12-01,9.7 398 | 1992-01-01,9.4 399 | 1992-02-01,9.8 400 | 1992-03-01,9.7 401 | 1992-04-01,9.9 402 | 1992-05-01,9.9 403 | 1992-06-01,10.1 404 | 1992-07-01,9.6 405 | 1992-08-01,9.7 406 | 1992-09-01,8.7 407 | 1992-10-01,8.0 408 | 1992-11-01,8.0 409 | 1992-12-01,10.6 410 | 1993-01-01,8.6 411 | 1993-02-01,8.9 412 | 1993-03-01,8.9 413 | 1993-04-01,8.7 414 | 1993-05-01,8.3 415 | 1993-06-01,7.8 416 | 1993-07-01,7.6 417 | 1993-08-01,7.7 418 | 1993-09-01,6.9 419 | 1993-10-01,6.3 420 | 1993-11-01,6.3 421 | 1993-12-01,9.1 422 | 1994-01-01,7.1 423 | 1994-02-01,6.5 424 | 1994-03-01,6.8 425 | 1994-04-01,6.4 426 | 1994-05-01,7.6 427 | 1994-06-01,6.9 428 | 1994-07-01,7.0 429 | 1994-08-01,6.5 430 | 1994-09-01,6.8 431 | 1994-10-01,7.1 432 | 1994-11-01,7.0 433 | 1994-12-01,7.2 434 | 1995-01-01,7.5 435 | 1995-02-01,7.8 436 | 1995-03-01,7.5 437 | 1995-04-01,6.9 438 | 1995-05-01,7.1 439 | 1995-06-01,6.7 440 | 1995-07-01,7.1 441 | 1995-08-01,6.7 442 | 1995-09-01,6.8 443 | 1995-10-01,7.1 444 | 1995-11-01,6.6 445 | 1995-12-01,6.1 446 | 1996-01-01,6.7 447 | 1996-02-01,6.7 448 | 1996-03-01,6.6 449 | 1996-04-01,5.7 450 | 1996-05-01,6.7 451 | 1996-06-01,7.1 452 | 1996-07-01,6.7 453 | 1996-08-01,6.6 454 | 1996-09-01,6.7 455 | 1996-10-01,6.4 456 | 1996-11-01,6.4 457 | 1996-12-01,6.4 458 | 1997-01-01,6.2 459 | 1997-02-01,6.2 460 | 1997-03-01,6.4 461 | 1997-04-01,6.5 462 | 1997-05-01,6.8 463 | 1997-06-01,6.6 464 | 1997-07-01,6.1 465 | 1997-08-01,6.0 466 | 1997-09-01,6.2 467 | 1997-10-01,6.2 468 | 1997-11-01,6.4 469 | 1997-12-01,6.4 470 | 1998-01-01,7.4 471 | 1998-02-01,7.4 472 | 1998-03-01,7.5 473 | 1998-04-01,7.2 474 | 1998-05-01,6.9 475 | 1998-06-01,6.8 476 | 1998-07-01,6.9 477 | 1998-08-01,6.8 478 | 1998-09-01,6.4 479 | 1998-10-01,6.2 480 | 1998-11-01,6.3 481 | 1998-12-01,5.8 482 | 1999-01-01,6.4 483 | 1999-02-01,6.3 484 | 1999-03-01,6.0 485 | 1999-04-01,5.0 486 | 1999-05-01,4.8 487 | 1999-06-01,4.7 488 | 1999-07-01,4.8 489 | 1999-08-01,4.7 490 | 1999-09-01,4.1 491 | 1999-10-01,4.4 492 | 1999-11-01,4.6 493 | 1999-12-01,4.2 494 | 2000-01-01,5.0 495 | 2000-02-01,4.5 496 | 2000-03-01,4.3 497 | 2000-04-01,4.8 498 | 2000-05-01,4.8 499 | 2000-06-01,4.8 500 | 2000-07-01,5.1 501 | 2000-08-01,5.2 502 | 2000-09-01,4.5 503 | 2000-10-01,4.8 504 | 2000-11-01,4.7 505 | 2000-12-01,4.4 506 | 2001-01-01,4.9 507 | 2001-02-01,5.0 508 | 2001-03-01,5.3 509 | 2001-04-01,5.1 510 | 2001-05-01,4.5 511 | 2001-06-01,4.4 512 | 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2009-05-01,7.9 607 | 2009-06-01,6.2 608 | 2009-07-01,5.5 609 | 2009-08-01,4.5 610 | 2009-09-01,5.6 611 | 2009-10-01,5.2 612 | 2009-11-01,5.6 613 | 2009-12-01,5.6 614 | 2010-01-01,5.9 615 | 2010-02-01,5.6 616 | 2010-03-01,5.6 617 | 2010-04-01,6.2 618 | 2010-05-01,6.7 619 | 2010-06-01,6.5 620 | 2010-07-01,6.4 621 | 2010-08-01,6.5 622 | 2010-09-01,6.5 623 | 2010-10-01,6.3 624 | 2010-11-01,6.1 625 | 2010-12-01,6.5 626 | 2011-01-01,6.9 627 | 2011-02-01,7.2 628 | 2011-03-01,6.6 629 | 2011-04-01,6.6 630 | 2011-05-01,6.5 631 | 2011-06-01,6.7 632 | 2011-07-01,6.9 633 | 2011-08-01,6.9 634 | 2011-09-01,6.5 635 | 2011-10-01,6.5 636 | 2011-11-01,6.6 637 | 2011-12-01,7.5 638 | 2012-01-01,7.8 639 | 2012-02-01,7.8 640 | 2012-03-01,8.2 641 | 2012-04-01,8.5 642 | 2012-05-01,8.6 643 | 2012-06-01,8.6 644 | 2012-07-01,7.8 645 | 2012-08-01,7.6 646 | 2012-09-01,8.1 647 | 2012-10-01,8.7 648 | 2012-11-01,9.5 649 | 2012-12-01,11.6 650 | 2013-01-01,5.9 651 | 2013-02-01,5.6 652 | 2013-03-01,5.9 653 | 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2017-03-01,7.2 701 | 2017-04-01,7.2 702 | 2017-05-01,7.8 703 | 2017-06-01,7.5 704 | 2017-07-01,7.6 705 | 2017-08-01,7.6 706 | 2017-09-01,7.3 707 | 2017-10-01,7.4 708 | 2017-11-01,7.0 709 | 2017-12-01,6.6 710 | 2018-01-01,7.4 711 | 2018-02-01,7.6 712 | 2018-03-01,7.6 713 | 2018-04-01,7.4 714 | 2018-05-01,7.5 715 | 2018-06-01,7.6 716 | 2018-07-01,7.6 717 | 2018-08-01,7.6 718 | 2018-09-01,7.6 719 | 2018-10-01,7.4 720 | 2018-11-01,7.2 721 | 2018-12-01,9.0 722 | 2019-01-01,8.7 723 | 2019-02-01,8.8 724 | 2019-03-01,8.2 725 | 2019-04-01,7.7 726 | 2019-05-01,7.4 727 | 2019-06-01,7.2 728 | 2019-07-01,7.0 729 | 2019-08-01,7.2 730 | 2019-09-01,7.3 731 | 2019-10-01,7.4 732 | 2019-11-01,7.5 733 | 2019-12-01,7.3 734 | 2020-01-01,7.8 735 | 2020-02-01,8.3 736 | 2020-03-01,13.1 737 | 2020-04-01,33.8 738 | 2020-05-01,24.8 739 | 2020-06-01,19.3 740 | 2020-07-01,18.7 741 | 2020-08-01,15.0 742 | 2020-09-01,14.3 743 | 2020-10-01,13.6 744 | 2020-11-01,13.0 745 | 2020-12-01,14.0 746 | 2021-01-01,19.9 747 | 2021-02-01,13.5 748 | 2021-03-01,26.6 749 | 2021-04-01,12.6 750 | 2021-05-01,10.4 751 | 2021-06-01,9.5 752 | 2021-07-01,10.5 753 | 2021-08-01,9.8 754 | 2021-09-01,8.1 755 | 2021-10-01,7.5 756 | 2021-11-01,7.6 757 | 2021-12-01,8.7 758 | 2022-01-01,6.0 759 | 2022-02-01,5.9 760 | 2022-03-01,5.0 761 | 2022-04-01,4.4 762 | -------------------------------------------------------------------------------- /量化分析/分析方法/Regression/data/PERMIT.csv: -------------------------------------------------------------------------------- 1 | DATE,PERMIT 2 | 1960-01-01,1092 3 | 1960-02-01,1088 4 | 1960-03-01,955 5 | 1960-04-01,1016 6 | 1960-05-01,1052 7 | 1960-06-01,958 8 | 1960-07-01,999 9 | 1960-08-01,994 10 | 1960-09-01,984 11 | 1960-10-01,972 12 | 1960-11-01,979 13 | 1960-12-01,951 14 | 1961-01-01,969 15 | 1961-02-01,961 16 | 1961-03-01,1000 17 | 1961-04-01,1002 18 | 1961-05-01,1027 19 | 1961-06-01,1070 20 | 1961-07-01,1083 21 | 1961-08-01,1159 22 | 1961-09-01,1098 23 | 1961-10-01,1123 24 | 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2021-06-01,1661.0 740 | 2021-07-01,1655.0 741 | 2021-08-01,1772.0 742 | 2021-09-01,1615.0 743 | 2021-10-01,1698.0 744 | 2021-11-01,1729.0 745 | 2021-12-01,1896.0 746 | 2022-01-01,1841.0 747 | 2022-02-01,1857.0 748 | 2022-03-01,1879.0 749 | 2022-04-01,1823.0 750 | -------------------------------------------------------------------------------- /量化分析/分析方法/Regression/data/PMSAVE.csv: -------------------------------------------------------------------------------- 1 | DATE,PMSAVE 2 | 1959-01-01,39.6 3 | 1959-02-01,37.5 4 | 1959-03-01,36.5 5 | 1959-04-01,40.0 6 | 1959-05-01,38.1 7 | 1959-06-01,38.2 8 | 1959-07-01,38.7 9 | 1959-08-01,34.7 10 | 1959-09-01,31.6 11 | 1959-10-01,34.1 12 | 1959-11-01,36.8 13 | 1959-12-01,40.7 14 | 1960-01-01,40.6 15 | 1960-02-01,39.2 16 | 1960-03-01,35.0 17 | 1960-04-01,31.4 18 | 1960-05-01,38.9 19 | 1960-06-01,39.3 20 | 1960-07-01,39.3 21 | 1960-08-01,38.8 22 | 1960-09-01,37.7 23 | 1960-10-01,37.4 24 | 1960-11-01,37.1 25 | 1960-12-01,39.5 26 | 1961-01-01,42.3 27 | 1961-02-01,42.7 28 | 1961-03-01,40.2 29 | 1961-04-01,40.8 30 | 1961-05-01,41.9 31 | 1961-06-01,45.1 32 | 1961-07-01,47.5 33 | 1961-08-01,46.3 34 | 1961-09-01,44.8 35 | 1961-10-01,46.8 36 | 1961-11-01,47.1 37 | 1961-12-01,47.1 38 | 1962-01-01,46.1 39 | 1962-02-01,48.2 40 | 1962-03-01,48.0 41 | 1962-04-01,48.6 42 | 1962-05-01,46.0 43 | 1962-06-01,47.8 44 | 1962-07-01,48.3 45 | 1962-08-01,47.7 46 | 1962-09-01,44.0 47 | 1962-10-01,47.8 48 | 1962-11-01,44.0 49 | 1962-12-01,43.8 50 | 1963-01-01,47.0 51 | 1963-02-01,45.9 52 | 1963-03-01,45.6 53 | 1963-04-01,46.0 54 | 1963-05-01,47.4 55 | 1963-06-01,45.9 56 | 1963-07-01,44.4 57 | 1963-08-01,44.8 58 | 1963-09-01,48.7 59 | 1963-10-01,51.5 60 | 1963-11-01,49.5 61 | 1963-12-01,48.5 62 | 1964-01-01,48.8 63 | 1964-02-01,47.5 64 | 1964-03-01,56.9 65 | 1964-04-01,58.6 66 | 1964-05-01,55.5 67 | 1964-06-01,54.7 68 | 1964-07-01,53.8 69 | 1964-08-01,53.4 70 | 1964-09-01,57.1 71 | 1964-10-01,54.2 72 | 1964-11-01,61.1 73 | 1964-12-01,61.8 74 | 1965-01-01,59.9 75 | 1965-02-01,53.2 76 | 1965-03-01,53.5 77 | 1965-04-01,50.8 78 | 1965-05-01,56.8 79 | 1965-06-01,61.3 80 | 1965-07-01,61.1 81 | 1965-08-01,60.3 82 | 1965-09-01,66.4 83 | 1965-10-01,57.5 84 | 1965-11-01,61.4 85 | 1965-12-01,62.9 86 | 1966-01-01,60.4 87 | 1966-02-01,59.7 88 | 1966-03-01,58.3 89 | 1966-04-01,56.0 90 | 1966-05-01,61.3 91 | 1966-06-01,62.5 92 | 1966-07-01,60.3 93 | 1966-08-01,62.7 94 | 1966-09-01,61.7 95 | 1966-10-01,65.8 96 | 1966-11-01,67.4 97 | 1966-12-01,66.2 98 | 1967-01-01,69.6 99 | 1967-02-01,72.6 100 | 1967-03-01,74.4 101 | 1967-04-01,69.2 102 | 1967-05-01,70.5 103 | 1967-06-01,70.0 104 | 1967-07-01,74.8 105 | 1967-08-01,75.6 106 | 1967-09-01,71.5 107 | 1967-10-01,77.5 108 | 1967-11-01,77.9 109 | 1967-12-01,72.2 110 | 1968-01-01,72.4 111 | 1968-02-01,76.6 112 | 1968-03-01,73.6 113 | 1968-04-01,78.0 114 | 1968-05-01,77.0 115 | 1968-06-01,75.4 116 | 1968-07-01,68.8 117 | 1968-08-01,68.3 118 | 1968-09-01,69.3 119 | 1968-10-01,71.0 120 | 1968-11-01,70.5 121 | 1968-12-01,74.2 122 | 1969-01-01,68.5 123 | 1969-02-01,64.9 124 | 1969-03-01,68.9 125 | 1969-04-01,65.5 126 | 1969-05-01,69.4 127 | 1969-06-01,76.9 128 | 1969-07-01,82.9 129 | 1969-08-01,81.7 130 | 1969-09-01,82.8 131 | 1969-10-01,81.5 132 | 1969-11-01,83.7 133 | 1969-12-01,85.9 134 | 1970-01-01,86.3 135 | 1970-02-01,86.1 136 | 1970-03-01,92.4 137 | 1970-04-01,100.3 138 | 1970-05-01,93.2 139 | 1970-06-01,92.7 140 | 1970-07-01,104.0 141 | 1970-08-01,103.9 142 | 1970-09-01,100.3 143 | 1970-10-01,102.3 144 | 1970-11-01,105.8 145 | 1970-12-01,103.7 146 | 1971-01-01,106.8 147 | 1971-02-01,106.8 148 | 1971-03-01,109.4 149 | 1971-04-01,107.3 150 | 1971-05-01,111.5 151 | 1971-06-01,123.8 152 | 1971-07-01,115.0 153 | 1971-08-01,114.1 154 | 1971-09-01,112.1 155 | 1971-10-01,113.1 156 | 1971-11-01,111.5 157 | 1971-12-01,111.6 158 | 1972-01-01,107.6 159 | 1972-02-01,111.4 160 | 1972-03-01,103.1 161 | 1972-04-01,100.5 162 | 1972-05-01,103.2 163 | 1972-06-01,103.6 164 | 1972-07-01,104.8 165 | 1972-08-01,109.3 166 | 1972-09-01,112.0 167 | 1972-10-01,122.0 168 | 1972-11-01,129.7 169 | 1972-12-01,131.2 170 | 1973-01-01,118.8 171 | 1973-02-01,121.5 172 | 1973-03-01,124.8 173 | 1973-04-01,130.3 174 | 1973-05-01,130.9 175 | 1973-06-01,136.8 176 | 1973-07-01,132.9 177 | 1973-08-01,141.9 178 | 1973-09-01,135.1 179 | 1973-10-01,149.7 180 | 1973-11-01,151.1 181 | 1973-12-01,156.0 182 | 1974-01-01,151.7 183 | 1974-02-01,150.8 184 | 1974-03-01,143.6 185 | 1974-04-01,140.8 186 | 1974-05-01,138.5 187 | 1974-06-01,139.6 188 | 1974-07-01,141.7 189 | 1974-08-01,134.6 190 | 1974-09-01,144.5 191 | 1974-10-01,152.1 192 | 1974-11-01,157.2 193 | 1974-12-01,160.3 194 | 1975-01-01,152.3 195 | 1975-02-01,145.1 196 | 1975-03-01,148.6 197 | 1975-04-01,169.6 198 | 1975-05-01,219.3 199 | 1975-06-01,176.4 200 | 1975-07-01,154.4 201 | 1975-08-01,160.5 202 | 1975-09-01,161.7 203 | 1975-10-01,168.0 204 | 1975-11-01,160.2 205 | 1975-12-01,152.2 206 | 1976-01-01,150.6 207 | 1976-02-01,159.8 208 | 1976-03-01,158.5 209 | 1976-04-01,152.5 210 | 1976-05-01,161.4 211 | 1976-06-01,150.5 212 | 1976-07-01,155.5 213 | 1976-08-01,157.0 214 | 1976-09-01,153.8 215 | 1976-10-01,150.4 216 | 1976-11-01,156.3 217 | 1976-12-01,146.4 218 | 1977-01-01,147.6 219 | 1977-02-01,129.4 220 | 1977-03-01,148.6 221 | 1977-04-01,149.7 222 | 1977-05-01,147.1 223 | 1977-06-01,154.3 224 | 1977-07-01,154.1 225 | 1977-08-01,161.4 226 | 1977-09-01,165.8 227 | 1977-10-01,166.4 228 | 1977-11-01,171.3 229 | 1977-12-01,175.7 230 | 1978-01-01,184.0 231 | 1978-02-01,174.3 232 | 1978-03-01,174.6 233 | 1978-04-01,172.7 234 | 1978-05-01,167.0 235 | 1978-06-01,163.3 236 | 1978-07-01,178.8 237 | 1978-08-01,173.5 238 | 1978-09-01,177.1 239 | 1978-10-01,180.4 240 | 1978-11-01,177.4 241 | 1978-12-01,177.7 242 | 1979-01-01,193.0 243 | 1979-02-01,193.7 244 | 1979-03-01,198.4 245 | 1979-04-01,194.7 246 | 1979-05-01,184.0 247 | 1979-06-01,176.7 248 | 1979-07-01,192.4 249 | 1979-08-01,179.0 250 | 1979-09-01,174.8 251 | 1979-10-01,180.7 252 | 1979-11-01,182.3 253 | 1979-12-01,191.6 254 | 1980-01-01,190.9 255 | 1980-02-01,196.2 256 | 1980-03-01,200.3 257 | 1980-04-01,222.1 258 | 1980-05-01,225.3 259 | 1980-06-01,223.5 260 | 1980-07-01,229.0 261 | 1980-08-01,231.3 262 | 1980-09-01,241.9 263 | 1980-10-01,236.8 264 | 1980-11-01,246.8 265 | 1980-12-01,245.0 266 | 1981-01-01,235.7 267 | 1981-02-01,236.0 268 | 1981-03-01,238.0 269 | 1981-04-01,239.0 270 | 1981-05-01,242.9 271 | 1981-06-01,242.3 272 | 1981-07-01,282.2 273 | 1981-08-01,277.8 274 | 1981-09-01,288.0 275 | 1981-10-01,302.1 276 | 1981-11-01,308.3 277 | 1981-12-01,293.3 278 | 1982-01-01,300.3 279 | 1982-02-01,288.7 280 | 1982-03-01,290.6 281 | 1982-04-01,311.7 282 | 1982-05-01,296.8 283 | 1982-06-01,296.5 284 | 1982-07-01,307.8 285 | 1982-08-01,310.4 286 | 1982-09-01,290.8 287 | 1982-10-01,279.7 288 | 1982-11-01,272.3 289 | 1982-12-01,274.5 290 | 1983-01-01,281.4 291 | 1983-02-01,282.5 292 | 1983-03-01,271.2 293 | 1983-04-01,263.6 294 | 1983-05-01,255.7 295 | 1983-06-01,236.5 296 | 1983-07-01,254.3 297 | 1983-08-01,243.9 298 | 1983-09-01,257.3 299 | 1983-10-01,262.4 300 | 1983-11-01,280.5 301 | 1983-12-01,279.1 302 | 1984-01-01,278.1 303 | 1984-02-01,329.0 304 | 1984-03-01,328.3 305 | 1984-04-01,331.7 306 | 1984-05-01,321.9 307 | 1984-06-01,324.2 308 | 1984-07-01,338.1 309 | 1984-08-01,348.6 310 | 1984-09-01,351.5 311 | 1984-10-01,349.5 312 | 1984-11-01,325.1 313 | 1984-12-01,338.2 314 | 1985-01-01,312.2 315 | 1985-02-01,273.6 316 | 1985-03-01,262.2 317 | 1985-04-01,304.7 318 | 1985-05-01,349.5 319 | 1985-06-01,297.7 320 | 1985-07-01,284.5 321 | 1985-08-01,254.8 322 | 1985-09-01,229.9 323 | 1985-10-01,288.6 324 | 1985-11-01,286.4 325 | 1985-12-01,275.1 326 | 1986-01-01,278.5 327 | 1986-02-01,301.5 328 | 1986-03-01,323.5 329 | 1986-04-01,317.1 330 | 1986-05-01,303.8 331 | 1986-06-01,309.1 332 | 1986-07-01,307.2 333 | 1986-08-01,298.7 334 | 1986-09-01,239.2 335 | 1986-10-01,280.5 336 | 1986-11-01,293.1 337 | 1986-12-01,235.0 338 | 1987-01-01,326.4 339 | 1987-02-01,290.3 340 | 1987-03-01,292.3 341 | 1987-04-01,149.8 342 | 1987-05-01,282.9 343 | 1987-06-01,266.9 344 | 1987-07-01,261.0 345 | 1987-08-01,253.0 346 | 1987-09-01,268.8 347 | 1987-10-01,294.5 348 | 1987-11-01,305.1 349 | 1987-12-01,313.6 350 | 1988-01-01,294.6 351 | 1988-02-01,313.2 352 | 1988-03-01,301.1 353 | 1988-04-01,328.4 354 | 1988-05-01,313.1 355 | 1988-06-01,317.3 356 | 1988-07-01,326.6 357 | 1988-08-01,322.6 358 | 1988-09-01,340.9 359 | 1988-10-01,334.2 360 | 1988-11-01,326.8 361 | 1988-12-01,327.1 362 | 1989-01-01,337.8 363 | 1989-02-01,356.8 364 | 1989-03-01,379.5 365 | 1989-04-01,339.8 366 | 1989-05-01,326.2 367 | 1989-06-01,330.9 368 | 1989-07-01,334.9 369 | 1989-08-01,310.7 370 | 1989-09-01,330.0 371 | 1989-10-01,352.5 372 | 1989-11-01,355.0 373 | 1989-12-01,325.7 374 | 1990-01-01,335.4 375 | 1990-02-01,365.0 376 | 1990-03-01,355.2 377 | 1990-04-01,376.4 378 | 1990-05-01,374.8 379 | 1990-06-01,370.7 380 | 1990-07-01,377.3 381 | 1990-08-01,351.3 382 | 1990-09-01,353.4 383 | 1990-10-01,341.6 384 | 1990-11-01,346.4 385 | 1990-12-01,385.8 386 | 1991-01-01,408.2 387 | 1991-02-01,390.4 388 | 1991-03-01,351.6 389 | 1991-04-01,382.2 390 | 1991-05-01,374.8 391 | 1991-06-01,397.8 392 | 1991-07-01,370.3 393 | 1991-08-01,388.1 394 | 1991-09-01,400.7 395 | 1991-10-01,423.8 396 | 1991-11-01,413.6 397 | 1991-12-01,450.0 398 | 1992-01-01,441.8 399 | 1992-02-01,460.2 400 | 1992-03-01,459.4 401 | 1992-04-01,470.6 402 | 1992-05-01,473.3 403 | 1992-06-01,484.1 404 | 1992-07-01,462.8 405 | 1992-08-01,471.0 406 | 1992-09-01,422.5 407 | 1992-10-01,384.3 408 | 1992-11-01,385.6 409 | 1992-12-01,530.7 410 | 1993-01-01,425.6 411 | 1993-02-01,441.5 412 | 1993-03-01,439.0 413 | 1993-04-01,436.4 414 | 1993-05-01,415.8 415 | 1993-06-01,390.9 416 | 1993-07-01,382.7 417 | 1993-08-01,386.5 418 | 1993-09-01,347.5 419 | 1993-10-01,315.9 420 | 1993-11-01,317.6 421 | 1993-12-01,472.7 422 | 1994-01-01,362.4 423 | 1994-02-01,335.9 424 | 1994-03-01,352.8 425 | 1994-04-01,332.0 426 | 1994-05-01,399.4 427 | 1994-06-01,362.9 428 | 1994-07-01,369.0 429 | 1994-08-01,343.7 430 | 1994-09-01,358.9 431 | 1994-10-01,380.0 432 | 1994-11-01,376.3 433 | 1994-12-01,387.2 434 | 1995-01-01,405.7 435 | 1995-02-01,424.5 436 | 1995-03-01,412.0 437 | 1995-04-01,376.1 438 | 1995-05-01,393.9 439 | 1995-06-01,369.5 440 | 1995-07-01,393.7 441 | 1995-08-01,373.0 442 | 1995-09-01,378.1 443 | 1995-10-01,399.9 444 | 1995-11-01,371.6 445 | 1995-12-01,346.6 446 | 1996-01-01,380.0 447 | 1996-02-01,384.9 448 | 1996-03-01,379.5 449 | 1996-04-01,324.6 450 | 1996-05-01,390.6 451 | 1996-06-01,418.2 452 | 1996-07-01,390.7 453 | 1996-08-01,386.4 454 | 1996-09-01,393.9 455 | 1996-10-01,377.6 456 | 1996-11-01,380.7 457 | 1996-12-01,380.0 458 | 1997-01-01,370.9 459 | 1997-02-01,376.6 460 | 1997-03-01,389.9 461 | 1997-04-01,392.3 462 | 1997-05-01,413.3 463 | 1997-06-01,405.1 464 | 1997-07-01,375.3 465 | 1997-08-01,372.5 466 | 1997-09-01,387.3 467 | 1997-10-01,387.5 468 | 1997-11-01,404.1 469 | 1997-12-01,408.4 470 | 1998-01-01,471.3 471 | 1998-02-01,474.8 472 | 1998-03-01,484.6 473 | 1998-04-01,468.6 474 | 1998-05-01,451.6 475 | 1998-06-01,448.0 476 | 1998-07-01,455.4 477 | 1998-08-01,450.7 478 | 1998-09-01,425.4 479 | 1998-10-01,413.4 480 | 1998-11-01,424.7 481 | 1998-12-01,389.8 482 | 1999-01-01,435.4 483 | 1999-02-01,428.8 484 | 1999-03-01,404.9 485 | 1999-04-01,343.8 486 | 1999-05-01,326.2 487 | 1999-06-01,322.5 488 | 1999-07-01,328.0 489 | 1999-08-01,325.1 490 | 1999-09-01,286.1 491 | 1999-10-01,308.6 492 | 1999-11-01,321.3 493 | 1999-12-01,297.5 494 | 2000-01-01,358.9 495 | 2000-02-01,324.3 496 | 2000-03-01,311.8 497 | 2000-04-01,347.8 498 | 2000-05-01,351.1 499 | 2000-06-01,355.3 500 | 2000-07-01,383.8 501 | 2000-08-01,389.9 502 | 2000-09-01,340.8 503 | 2000-10-01,360.3 504 | 2000-11-01,355.3 505 | 2000-12-01,337.9 506 | 2001-01-01,379.4 507 | 2001-02-01,385.8 508 | 2001-03-01,411.8 509 | 2001-04-01,394.2 510 | 2001-05-01,347.4 511 | 2001-06-01,343.5 512 | 2001-07-01,439.9 513 | 2001-08-01,529.7 514 | 2001-09-01,551.5 515 | 2001-10-01,237.9 516 | 2001-11-01,274.8 517 | 2001-12-01,298.0 518 | 2002-01-01,451.1 519 | 2002-02-01,437.5 520 | 2002-03-01,448.6 521 | 2002-04-01,440.7 522 | 2002-05-01,504.4 523 | 2002-06-01,507.4 524 | 2002-07-01,441.7 525 | 2002-08-01,435.9 526 | 2002-09-01,482.0 527 | 2002-10-01,474.3 528 | 2002-11-01,476.6 529 | 2002-12-01,449.6 530 | 2003-01-01,442.9 531 | 2003-02-01,439.1 532 | 2003-03-01,415.9 533 | 2003-04-01,426.5 534 | 2003-05-01,465.7 535 | 2003-06-01,449.2 536 | 2003-07-01,521.3 537 | 2003-08-01,513.3 538 | 2003-09-01,439.1 539 | 2003-10-01,453.3 540 | 2003-11-01,459.3 541 | 2003-12-01,454.4 542 | 2004-01-01,425.4 543 | 2004-02-01,426.3 544 | 2004-03-01,418.7 545 | 2004-04-01,452.4 546 | 2004-05-01,454.8 547 | 2004-06-01,504.3 548 | 2004-07-01,453.2 549 | 2004-08-01,450.6 550 | 2004-09-01,402.3 551 | 2004-10-01,387.9 552 | 2004-11-01,345.5 553 | 2004-12-01,623.8 554 | 2005-01-01,296.2 555 | 2005-02-01,263.6 556 | 2005-03-01,285.7 557 | 2005-04-01,252.0 558 | 2005-05-01,302.0 559 | 2005-06-01,242.9 560 | 2005-07-01,193.4 561 | 2005-08-01,248.7 562 | 2005-09-01,252.2 563 | 2005-10-01,274.5 564 | 2005-11-01,304.5 565 | 2005-12-01,300.1 566 | 2006-01-01,363.2 567 | 2006-02-01,388.5 568 | 2006-03-01,408.1 569 | 2006-04-01,382.1 570 | 2006-05-01,362.4 571 | 2006-06-01,372.3 572 | 2006-07-01,315.8 573 | 2006-08-01,336.7 574 | 2006-09-01,327.3 575 | 2006-10-01,327.7 576 | 2006-11-01,364.1 577 | 2006-12-01,355.6 578 | 2007-01-01,332.9 579 | 2007-02-01,372.9 580 | 2007-03-01,402.2 581 | 2007-04-01,397.2 582 | 2007-05-01,381.6 583 | 2007-06-01,370.1 584 | 2007-07-01,356.7 585 | 2007-08-01,322.6 586 | 2007-09-01,333.6 587 | 2007-10-01,323.6 588 | 2007-11-01,296.5 589 | 2007-12-01,342.1 590 | 2008-01-01,348.5 591 | 2008-02-01,385.0 592 | 2008-03-01,367.3 593 | 2008-04-01,312.0 594 | 2008-05-01,826.4 595 | 2008-06-01,564.2 596 | 2008-07-01,445.0 597 | 2008-08-01,381.3 598 | 2008-09-01,472.7 599 | 2008-10-01,576.0 600 | 2008-11-01,693.2 601 | 2008-12-01,668.7 602 | 2009-01-01,676.6 603 | 2009-02-01,605.9 604 | 2009-03-01,639.4 605 | 2009-04-01,718.7 606 | 2009-05-01,868.3 607 | 2009-06-01,672.5 608 | 2009-07-01,593.9 609 | 2009-08-01,485.5 610 | 2009-09-01,607.4 611 | 2009-10-01,566.9 612 | 2009-11-01,619.7 613 | 2009-12-01,621.2 614 | 2010-01-01,653.0 615 | 2010-02-01,625.6 616 | 2010-03-01,624.2 617 | 2010-04-01,702.0 618 | 2010-05-01,762.1 619 | 2010-06-01,742.0 620 | 2010-07-01,731.3 621 | 2010-08-01,748.0 622 | 2010-09-01,742.1 623 | 2010-10-01,718.1 624 | 2010-11-01,703.7 625 | 2010-12-01,759.6 626 | 2011-01-01,807.3 627 | 2011-02-01,846.5 628 | 2011-03-01,780.5 629 | 2011-04-01,773.5 630 | 2011-05-01,772.8 631 | 2011-06-01,795.7 632 | 2011-07-01,819.5 633 | 2011-08-01,819.2 634 | 2011-09-01,782.7 635 | 2011-10-01,774.3 636 | 2011-11-01,792.9 637 | 2011-12-01,907.2 638 | 2012-01-01,953.0 639 | 2012-02-01,959.1 640 | 2012-03-01,1014.5 641 | 2012-04-01,1062.5 642 | 2012-05-01,1066.9 643 | 2012-06-01,1074.9 644 | 2012-07-01,967.8 645 | 2012-08-01,935.0 646 | 2012-09-01,1009.3 647 | 2012-10-01,1096.1 648 | 2012-11-01,1214.4 649 | 2012-12-01,1523.4 650 | 2013-01-01,725.4 651 | 2013-02-01,698.3 652 | 2013-03-01,729.1 653 | 2013-04-01,765.3 654 | 2013-05-01,800.4 655 | 2013-06-01,811.7 656 | 2013-07-01,786.5 657 | 2013-08-01,802.3 658 | 2013-09-01,819.0 659 | 2013-10-01,752.2 660 | 2013-11-01,738.2 661 | 2013-12-01,763.4 662 | 2014-01-01,856.8 663 | 2014-02-01,855.6 664 | 2014-03-01,868.9 665 | 2014-04-01,901.5 666 | 2014-05-01,930.0 667 | 2014-06-01,940.0 668 | 2014-07-01,953.6 669 | 2014-08-01,931.6 670 | 2014-09-01,967.0 671 | 2014-10-01,946.7 672 | 2014-11-01,980.4 673 | 2014-12-01,1038.9 674 | 2015-01-01,1078.7 675 | 2015-02-01,1103.4 676 | 2015-03-01,1042.5 677 | 2015-04-01,1039.3 678 | 2015-05-01,1026.0 679 | 2015-06-01,1017.7 680 | 2015-07-01,1002.3 681 | 2015-08-01,1002.7 682 | 2015-09-01,1024.8 683 | 2015-10-01,1042.7 684 | 2015-11-01,1010.7 685 | 2015-12-01,1027.6 686 | 2016-01-01,1070.4 687 | 2016-02-01,1005.9 688 | 2016-03-01,1062.2 689 | 2016-04-01,1005.1 690 | 2016-05-01,976.1 691 | 2016-06-01,927.7 692 | 2016-07-01,958.1 693 | 2016-08-01,962.8 694 | 2016-09-01,962.8 695 | 2016-10-01,987.9 696 | 2016-11-01,996.5 697 | 2016-12-01,938.5 698 | 2017-01-01,1000.4 699 | 2017-02-01,1046.9 700 | 2017-03-01,1048.5 701 | 2017-04-01,1060.2 702 | 2017-05-01,1147.6 703 | 2017-06-01,1108.0 704 | 2017-07-01,1127.1 705 | 2017-08-01,1134.1 706 | 2017-09-01,1091.8 707 | 2017-10-01,1113.0 708 | 2017-11-01,1049.9 709 | 2017-12-01,989.3 710 | 2018-01-01,1127.7 711 | 2018-02-01,1162.4 712 | 2018-03-01,1170.0 713 | 2018-04-01,1152.3 714 | 2018-05-01,1160.9 715 | 2018-06-01,1181.7 716 | 2018-07-01,1192.8 717 | 2018-08-01,1192.5 718 | 2018-09-01,1195.7 719 | 2018-10-01,1169.4 720 | 2018-11-01,1135.5 721 | 2018-12-01,1450.5 722 | 2019-01-01,1386.6 723 | 2019-02-01,1419.1 724 | 2019-03-01,1324.4 725 | 2019-04-01,1233.3 726 | 2019-05-01,1190.7 727 | 2019-06-01,1159.0 728 | 2019-07-01,1138.0 729 | 2019-08-01,1179.0 730 | 2019-09-01,1198.1 731 | 2019-10-01,1203.6 732 | 2019-11-01,1227.8 733 | 2019-12-01,1193.8 734 | 2020-01-01,1293.8 735 | 2020-02-01,1392.4 736 | 2020-03-01,2147.9 737 | 2020-04-01,6392.5 738 | 2020-05-01,4478.1 739 | 2020-06-01,3445.3 740 | 2020-07-01,3359.4 741 | 2020-08-01,2598.4 742 | 2020-09-01,2506.2 743 | 2020-10-01,2370.9 744 | 2020-11-01,2239.3 745 | 2020-12-01,2426.2 746 | 2021-01-01,3798.6 747 | 2021-02-01,2376.9 748 | 2021-03-01,5763.5 749 | 2021-04-01,2331.1 750 | 2021-05-01,1872.8 751 | 2021-06-01,1713.2 752 | 2021-07-01,1920.5 753 | 2021-08-01,1795.2 754 | 2021-09-01,1463.7 755 | 2021-10-01,1362.4 756 | 2021-11-01,1384.4 757 | 2021-12-01,1593.2 758 | 2022-01-01,1085.3 759 | 2022-02-01,1075.7 760 | 2022-03-01,922.3 761 | 2022-04-01,815.3 762 | -------------------------------------------------------------------------------- /量化分析/分析方法/Regression/data/FEDFUNDS.csv: -------------------------------------------------------------------------------- 1 | DATE,FEDFUNDS 2 | 1954-07-01,0.80 3 | 1954-08-01,1.22 4 | 1954-09-01,1.07 5 | 1954-10-01,0.85 6 | 1954-11-01,0.83 7 | 1954-12-01,1.28 8 | 1955-01-01,1.39 9 | 1955-02-01,1.29 10 | 1955-03-01,1.35 11 | 1955-04-01,1.43 12 | 1955-05-01,1.43 13 | 1955-06-01,1.64 14 | 1955-07-01,1.68 15 | 1955-08-01,1.96 16 | 1955-09-01,2.18 17 | 1955-10-01,2.24 18 | 1955-11-01,2.35 19 | 1955-12-01,2.48 20 | 1956-01-01,2.45 21 | 1956-02-01,2.50 22 | 1956-03-01,2.50 23 | 1956-04-01,2.62 24 | 1956-05-01,2.75 25 | 1956-06-01,2.71 26 | 1956-07-01,2.75 27 | 1956-08-01,2.73 28 | 1956-09-01,2.95 29 | 1956-10-01,2.96 30 | 1956-11-01,2.88 31 | 1956-12-01,2.94 32 | 1957-01-01,2.84 33 | 1957-02-01,3.00 34 | 1957-03-01,2.96 35 | 1957-04-01,3.00 36 | 1957-05-01,3.00 37 | 1957-06-01,3.00 38 | 1957-07-01,2.99 39 | 1957-08-01,3.24 40 | 1957-09-01,3.47 41 | 1957-10-01,3.50 42 | 1957-11-01,3.28 43 | 1957-12-01,2.98 44 | 1958-01-01,2.72 45 | 1958-02-01,1.67 46 | 1958-03-01,1.20 47 | 1958-04-01,1.26 48 | 1958-05-01,0.63 49 | 1958-06-01,0.93 50 | 1958-07-01,0.68 51 | 1958-08-01,1.53 52 | 1958-09-01,1.76 53 | 1958-10-01,1.80 54 | 1958-11-01,2.27 55 | 1958-12-01,2.42 56 | 1959-01-01,2.48 57 | 1959-02-01,2.43 58 | 1959-03-01,2.80 59 | 1959-04-01,2.96 60 | 1959-05-01,2.90 61 | 1959-06-01,3.39 62 | 1959-07-01,3.47 63 | 1959-08-01,3.50 64 | 1959-09-01,3.76 65 | 1959-10-01,3.98 66 | 1959-11-01,4.00 67 | 1959-12-01,3.99 68 | 1960-01-01,3.99 69 | 1960-02-01,3.97 70 | 1960-03-01,3.84 71 | 1960-04-01,3.92 72 | 1960-05-01,3.85 73 | 1960-06-01,3.32 74 | 1960-07-01,3.23 75 | 1960-08-01,2.98 76 | 1960-09-01,2.60 77 | 1960-10-01,2.47 78 | 1960-11-01,2.44 79 | 1960-12-01,1.98 80 | 1961-01-01,1.45 81 | 1961-02-01,2.54 82 | 1961-03-01,2.02 83 | 1961-04-01,1.49 84 | 1961-05-01,1.98 85 | 1961-06-01,1.73 86 | 1961-07-01,1.17 87 | 1961-08-01,2.00 88 | 1961-09-01,1.88 89 | 1961-10-01,2.26 90 | 1961-11-01,2.61 91 | 1961-12-01,2.33 92 | 1962-01-01,2.15 93 | 1962-02-01,2.37 94 | 1962-03-01,2.85 95 | 1962-04-01,2.78 96 | 1962-05-01,2.36 97 | 1962-06-01,2.68 98 | 1962-07-01,2.71 99 | 1962-08-01,2.93 100 | 1962-09-01,2.90 101 | 1962-10-01,2.90 102 | 1962-11-01,2.94 103 | 1962-12-01,2.93 104 | 1963-01-01,2.92 105 | 1963-02-01,3.00 106 | 1963-03-01,2.98 107 | 1963-04-01,2.90 108 | 1963-05-01,3.00 109 | 1963-06-01,2.99 110 | 1963-07-01,3.02 111 | 1963-08-01,3.49 112 | 1963-09-01,3.48 113 | 1963-10-01,3.50 114 | 1963-11-01,3.48 115 | 1963-12-01,3.38 116 | 1964-01-01,3.48 117 | 1964-02-01,3.48 118 | 1964-03-01,3.43 119 | 1964-04-01,3.47 120 | 1964-05-01,3.50 121 | 1964-06-01,3.50 122 | 1964-07-01,3.42 123 | 1964-08-01,3.50 124 | 1964-09-01,3.45 125 | 1964-10-01,3.36 126 | 1964-11-01,3.52 127 | 1964-12-01,3.85 128 | 1965-01-01,3.90 129 | 1965-02-01,3.98 130 | 1965-03-01,4.05 131 | 1965-04-01,4.09 132 | 1965-05-01,4.10 133 | 1965-06-01,4.05 134 | 1965-07-01,4.09 135 | 1965-08-01,4.12 136 | 1965-09-01,4.02 137 | 1965-10-01,4.08 138 | 1965-11-01,4.10 139 | 1965-12-01,4.32 140 | 1966-01-01,4.42 141 | 1966-02-01,4.60 142 | 1966-03-01,4.66 143 | 1966-04-01,4.67 144 | 1966-05-01,4.90 145 | 1966-06-01,5.17 146 | 1966-07-01,5.30 147 | 1966-08-01,5.53 148 | 1966-09-01,5.40 149 | 1966-10-01,5.53 150 | 1966-11-01,5.76 151 | 1966-12-01,5.40 152 | 1967-01-01,4.94 153 | 1967-02-01,5.00 154 | 1967-03-01,4.53 155 | 1967-04-01,4.05 156 | 1967-05-01,3.94 157 | 1967-06-01,3.98 158 | 1967-07-01,3.79 159 | 1967-08-01,3.90 160 | 1967-09-01,3.99 161 | 1967-10-01,3.88 162 | 1967-11-01,4.13 163 | 1967-12-01,4.51 164 | 1968-01-01,4.61 165 | 1968-02-01,4.71 166 | 1968-03-01,5.05 167 | 1968-04-01,5.76 168 | 1968-05-01,6.12 169 | 1968-06-01,6.07 170 | 1968-07-01,6.03 171 | 1968-08-01,6.03 172 | 1968-09-01,5.78 173 | 1968-10-01,5.91 174 | 1968-11-01,5.82 175 | 1968-12-01,6.02 176 | 1969-01-01,6.30 177 | 1969-02-01,6.61 178 | 1969-03-01,6.79 179 | 1969-04-01,7.41 180 | 1969-05-01,8.67 181 | 1969-06-01,8.90 182 | 1969-07-01,8.61 183 | 1969-08-01,9.19 184 | 1969-09-01,9.15 185 | 1969-10-01,9.00 186 | 1969-11-01,8.85 187 | 1969-12-01,8.97 188 | 1970-01-01,8.98 189 | 1970-02-01,8.98 190 | 1970-03-01,7.76 191 | 1970-04-01,8.10 192 | 1970-05-01,7.95 193 | 1970-06-01,7.61 194 | 1970-07-01,7.21 195 | 1970-08-01,6.62 196 | 1970-09-01,6.29 197 | 1970-10-01,6.20 198 | 1970-11-01,5.60 199 | 1970-12-01,4.90 200 | 1971-01-01,4.14 201 | 1971-02-01,3.72 202 | 1971-03-01,3.71 203 | 1971-04-01,4.16 204 | 1971-05-01,4.63 205 | 1971-06-01,4.91 206 | 1971-07-01,5.31 207 | 1971-08-01,5.57 208 | 1971-09-01,5.55 209 | 1971-10-01,5.20 210 | 1971-11-01,4.91 211 | 1971-12-01,4.14 212 | 1972-01-01,3.51 213 | 1972-02-01,3.30 214 | 1972-03-01,3.83 215 | 1972-04-01,4.17 216 | 1972-05-01,4.27 217 | 1972-06-01,4.46 218 | 1972-07-01,4.55 219 | 1972-08-01,4.81 220 | 1972-09-01,4.87 221 | 1972-10-01,5.05 222 | 1972-11-01,5.06 223 | 1972-12-01,5.33 224 | 1973-01-01,5.94 225 | 1973-02-01,6.58 226 | 1973-03-01,7.09 227 | 1973-04-01,7.12 228 | 1973-05-01,7.84 229 | 1973-06-01,8.49 230 | 1973-07-01,10.40 231 | 1973-08-01,10.50 232 | 1973-09-01,10.78 233 | 1973-10-01,10.01 234 | 1973-11-01,10.03 235 | 1973-12-01,9.95 236 | 1974-01-01,9.65 237 | 1974-02-01,8.97 238 | 1974-03-01,9.35 239 | 1974-04-01,10.51 240 | 1974-05-01,11.31 241 | 1974-06-01,11.93 242 | 1974-07-01,12.92 243 | 1974-08-01,12.01 244 | 1974-09-01,11.34 245 | 1974-10-01,10.06 246 | 1974-11-01,9.45 247 | 1974-12-01,8.53 248 | 1975-01-01,7.13 249 | 1975-02-01,6.24 250 | 1975-03-01,5.54 251 | 1975-04-01,5.49 252 | 1975-05-01,5.22 253 | 1975-06-01,5.55 254 | 1975-07-01,6.10 255 | 1975-08-01,6.14 256 | 1975-09-01,6.24 257 | 1975-10-01,5.82 258 | 1975-11-01,5.22 259 | 1975-12-01,5.20 260 | 1976-01-01,4.87 261 | 1976-02-01,4.77 262 | 1976-03-01,4.84 263 | 1976-04-01,4.82 264 | 1976-05-01,5.29 265 | 1976-06-01,5.48 266 | 1976-07-01,5.31 267 | 1976-08-01,5.29 268 | 1976-09-01,5.25 269 | 1976-10-01,5.02 270 | 1976-11-01,4.95 271 | 1976-12-01,4.65 272 | 1977-01-01,4.61 273 | 1977-02-01,4.68 274 | 1977-03-01,4.69 275 | 1977-04-01,4.73 276 | 1977-05-01,5.35 277 | 1977-06-01,5.39 278 | 1977-07-01,5.42 279 | 1977-08-01,5.90 280 | 1977-09-01,6.14 281 | 1977-10-01,6.47 282 | 1977-11-01,6.51 283 | 1977-12-01,6.56 284 | 1978-01-01,6.70 285 | 1978-02-01,6.78 286 | 1978-03-01,6.79 287 | 1978-04-01,6.89 288 | 1978-05-01,7.36 289 | 1978-06-01,7.60 290 | 1978-07-01,7.81 291 | 1978-08-01,8.04 292 | 1978-09-01,8.45 293 | 1978-10-01,8.96 294 | 1978-11-01,9.76 295 | 1978-12-01,10.03 296 | 1979-01-01,10.07 297 | 1979-02-01,10.06 298 | 1979-03-01,10.09 299 | 1979-04-01,10.01 300 | 1979-05-01,10.24 301 | 1979-06-01,10.29 302 | 1979-07-01,10.47 303 | 1979-08-01,10.94 304 | 1979-09-01,11.43 305 | 1979-10-01,13.77 306 | 1979-11-01,13.18 307 | 1979-12-01,13.78 308 | 1980-01-01,13.82 309 | 1980-02-01,14.13 310 | 1980-03-01,17.19 311 | 1980-04-01,17.61 312 | 1980-05-01,10.98 313 | 1980-06-01,9.47 314 | 1980-07-01,9.03 315 | 1980-08-01,9.61 316 | 1980-09-01,10.87 317 | 1980-10-01,12.81 318 | 1980-11-01,15.85 319 | 1980-12-01,18.90 320 | 1981-01-01,19.08 321 | 1981-02-01,15.93 322 | 1981-03-01,14.70 323 | 1981-04-01,15.72 324 | 1981-05-01,18.52 325 | 1981-06-01,19.10 326 | 1981-07-01,19.04 327 | 1981-08-01,17.82 328 | 1981-09-01,15.87 329 | 1981-10-01,15.08 330 | 1981-11-01,13.31 331 | 1981-12-01,12.37 332 | 1982-01-01,13.22 333 | 1982-02-01,14.78 334 | 1982-03-01,14.68 335 | 1982-04-01,14.94 336 | 1982-05-01,14.45 337 | 1982-06-01,14.15 338 | 1982-07-01,12.59 339 | 1982-08-01,10.12 340 | 1982-09-01,10.31 341 | 1982-10-01,9.71 342 | 1982-11-01,9.20 343 | 1982-12-01,8.95 344 | 1983-01-01,8.68 345 | 1983-02-01,8.51 346 | 1983-03-01,8.77 347 | 1983-04-01,8.80 348 | 1983-05-01,8.63 349 | 1983-06-01,8.98 350 | 1983-07-01,9.37 351 | 1983-08-01,9.56 352 | 1983-09-01,9.45 353 | 1983-10-01,9.48 354 | 1983-11-01,9.34 355 | 1983-12-01,9.47 356 | 1984-01-01,9.56 357 | 1984-02-01,9.59 358 | 1984-03-01,9.91 359 | 1984-04-01,10.29 360 | 1984-05-01,10.32 361 | 1984-06-01,11.06 362 | 1984-07-01,11.23 363 | 1984-08-01,11.64 364 | 1984-09-01,11.30 365 | 1984-10-01,9.99 366 | 1984-11-01,9.43 367 | 1984-12-01,8.38 368 | 1985-01-01,8.35 369 | 1985-02-01,8.50 370 | 1985-03-01,8.58 371 | 1985-04-01,8.27 372 | 1985-05-01,7.97 373 | 1985-06-01,7.53 374 | 1985-07-01,7.88 375 | 1985-08-01,7.90 376 | 1985-09-01,7.92 377 | 1985-10-01,7.99 378 | 1985-11-01,8.05 379 | 1985-12-01,8.27 380 | 1986-01-01,8.14 381 | 1986-02-01,7.86 382 | 1986-03-01,7.48 383 | 1986-04-01,6.99 384 | 1986-05-01,6.85 385 | 1986-06-01,6.92 386 | 1986-07-01,6.56 387 | 1986-08-01,6.17 388 | 1986-09-01,5.89 389 | 1986-10-01,5.85 390 | 1986-11-01,6.04 391 | 1986-12-01,6.91 392 | 1987-01-01,6.43 393 | 1987-02-01,6.10 394 | 1987-03-01,6.13 395 | 1987-04-01,6.37 396 | 1987-05-01,6.85 397 | 1987-06-01,6.73 398 | 1987-07-01,6.58 399 | 1987-08-01,6.73 400 | 1987-09-01,7.22 401 | 1987-10-01,7.29 402 | 1987-11-01,6.69 403 | 1987-12-01,6.77 404 | 1988-01-01,6.83 405 | 1988-02-01,6.58 406 | 1988-03-01,6.58 407 | 1988-04-01,6.87 408 | 1988-05-01,7.09 409 | 1988-06-01,7.51 410 | 1988-07-01,7.75 411 | 1988-08-01,8.01 412 | 1988-09-01,8.19 413 | 1988-10-01,8.30 414 | 1988-11-01,8.35 415 | 1988-12-01,8.76 416 | 1989-01-01,9.12 417 | 1989-02-01,9.36 418 | 1989-03-01,9.85 419 | 1989-04-01,9.84 420 | 1989-05-01,9.81 421 | 1989-06-01,9.53 422 | 1989-07-01,9.24 423 | 1989-08-01,8.99 424 | 1989-09-01,9.02 425 | 1989-10-01,8.84 426 | 1989-11-01,8.55 427 | 1989-12-01,8.45 428 | 1990-01-01,8.23 429 | 1990-02-01,8.24 430 | 1990-03-01,8.28 431 | 1990-04-01,8.26 432 | 1990-05-01,8.18 433 | 1990-06-01,8.29 434 | 1990-07-01,8.15 435 | 1990-08-01,8.13 436 | 1990-09-01,8.20 437 | 1990-10-01,8.11 438 | 1990-11-01,7.81 439 | 1990-12-01,7.31 440 | 1991-01-01,6.91 441 | 1991-02-01,6.25 442 | 1991-03-01,6.12 443 | 1991-04-01,5.91 444 | 1991-05-01,5.78 445 | 1991-06-01,5.90 446 | 1991-07-01,5.82 447 | 1991-08-01,5.66 448 | 1991-09-01,5.45 449 | 1991-10-01,5.21 450 | 1991-11-01,4.81 451 | 1991-12-01,4.43 452 | 1992-01-01,4.03 453 | 1992-02-01,4.06 454 | 1992-03-01,3.98 455 | 1992-04-01,3.73 456 | 1992-05-01,3.82 457 | 1992-06-01,3.76 458 | 1992-07-01,3.25 459 | 1992-08-01,3.30 460 | 1992-09-01,3.22 461 | 1992-10-01,3.10 462 | 1992-11-01,3.09 463 | 1992-12-01,2.92 464 | 1993-01-01,3.02 465 | 1993-02-01,3.03 466 | 1993-03-01,3.07 467 | 1993-04-01,2.96 468 | 1993-05-01,3.00 469 | 1993-06-01,3.04 470 | 1993-07-01,3.06 471 | 1993-08-01,3.03 472 | 1993-09-01,3.09 473 | 1993-10-01,2.99 474 | 1993-11-01,3.02 475 | 1993-12-01,2.96 476 | 1994-01-01,3.05 477 | 1994-02-01,3.25 478 | 1994-03-01,3.34 479 | 1994-04-01,3.56 480 | 1994-05-01,4.01 481 | 1994-06-01,4.25 482 | 1994-07-01,4.26 483 | 1994-08-01,4.47 484 | 1994-09-01,4.73 485 | 1994-10-01,4.76 486 | 1994-11-01,5.29 487 | 1994-12-01,5.45 488 | 1995-01-01,5.53 489 | 1995-02-01,5.92 490 | 1995-03-01,5.98 491 | 1995-04-01,6.05 492 | 1995-05-01,6.01 493 | 1995-06-01,6.00 494 | 1995-07-01,5.85 495 | 1995-08-01,5.74 496 | 1995-09-01,5.80 497 | 1995-10-01,5.76 498 | 1995-11-01,5.80 499 | 1995-12-01,5.60 500 | 1996-01-01,5.56 501 | 1996-02-01,5.22 502 | 1996-03-01,5.31 503 | 1996-04-01,5.22 504 | 1996-05-01,5.24 505 | 1996-06-01,5.27 506 | 1996-07-01,5.40 507 | 1996-08-01,5.22 508 | 1996-09-01,5.30 509 | 1996-10-01,5.24 510 | 1996-11-01,5.31 511 | 1996-12-01,5.29 512 | 1997-01-01,5.25 513 | 1997-02-01,5.19 514 | 1997-03-01,5.39 515 | 1997-04-01,5.51 516 | 1997-05-01,5.50 517 | 1997-06-01,5.56 518 | 1997-07-01,5.52 519 | 1997-08-01,5.54 520 | 1997-09-01,5.54 521 | 1997-10-01,5.50 522 | 1997-11-01,5.52 523 | 1997-12-01,5.50 524 | 1998-01-01,5.56 525 | 1998-02-01,5.51 526 | 1998-03-01,5.49 527 | 1998-04-01,5.45 528 | 1998-05-01,5.49 529 | 1998-06-01,5.56 530 | 1998-07-01,5.54 531 | 1998-08-01,5.55 532 | 1998-09-01,5.51 533 | 1998-10-01,5.07 534 | 1998-11-01,4.83 535 | 1998-12-01,4.68 536 | 1999-01-01,4.63 537 | 1999-02-01,4.76 538 | 1999-03-01,4.81 539 | 1999-04-01,4.74 540 | 1999-05-01,4.74 541 | 1999-06-01,4.76 542 | 1999-07-01,4.99 543 | 1999-08-01,5.07 544 | 1999-09-01,5.22 545 | 1999-10-01,5.20 546 | 1999-11-01,5.42 547 | 1999-12-01,5.30 548 | 2000-01-01,5.45 549 | 2000-02-01,5.73 550 | 2000-03-01,5.85 551 | 2000-04-01,6.02 552 | 2000-05-01,6.27 553 | 2000-06-01,6.53 554 | 2000-07-01,6.54 555 | 2000-08-01,6.50 556 | 2000-09-01,6.52 557 | 2000-10-01,6.51 558 | 2000-11-01,6.51 559 | 2000-12-01,6.40 560 | 2001-01-01,5.98 561 | 2001-02-01,5.49 562 | 2001-03-01,5.31 563 | 2001-04-01,4.8 564 | 2001-05-01,4.21 565 | 2001-06-01,3.97 566 | 2001-07-01,3.77 567 | 2001-08-01,3.65 568 | 2001-09-01,3.07 569 | 2001-10-01,2.49 570 | 2001-11-01,2.09 571 | 2001-12-01,1.82 572 | 2002-01-01,1.73 573 | 2002-02-01,1.74 574 | 2002-03-01,1.73 575 | 2002-04-01,1.75 576 | 2002-05-01,1.75 577 | 2002-06-01,1.75 578 | 2002-07-01,1.73 579 | 2002-08-01,1.74 580 | 2002-09-01,1.75 581 | 2002-10-01,1.75 582 | 2002-11-01,1.34 583 | 2002-12-01,1.24 584 | 2003-01-01,1.24 585 | 2003-02-01,1.26 586 | 2003-03-01,1.25 587 | 2003-04-01,1.26 588 | 2003-05-01,1.26 589 | 2003-06-01,1.22 590 | 2003-07-01,1.01 591 | 2003-08-01,1.03 592 | 2003-09-01,1.01 593 | 2003-10-01,1.01 594 | 2003-11-01,1.00 595 | 2003-12-01,0.98 596 | 2004-01-01,1.00 597 | 2004-02-01,1.01 598 | 2004-03-01,1.00 599 | 2004-04-01,1.00 600 | 2004-05-01,1.00 601 | 2004-06-01,1.03 602 | 2004-07-01,1.26 603 | 2004-08-01,1.43 604 | 2004-09-01,1.61 605 | 2004-10-01,1.76 606 | 2004-11-01,1.93 607 | 2004-12-01,2.16 608 | 2005-01-01,2.28 609 | 2005-02-01,2.50 610 | 2005-03-01,2.63 611 | 2005-04-01,2.79 612 | 2005-05-01,3.00 613 | 2005-06-01,3.04 614 | 2005-07-01,3.26 615 | 2005-08-01,3.50 616 | 2005-09-01,3.62 617 | 2005-10-01,3.78 618 | 2005-11-01,4.00 619 | 2005-12-01,4.16 620 | 2006-01-01,4.29 621 | 2006-02-01,4.49 622 | 2006-03-01,4.59 623 | 2006-04-01,4.79 624 | 2006-05-01,4.94 625 | 2006-06-01,4.99 626 | 2006-07-01,5.24 627 | 2006-08-01,5.25 628 | 2006-09-01,5.25 629 | 2006-10-01,5.25 630 | 2006-11-01,5.25 631 | 2006-12-01,5.24 632 | 2007-01-01,5.25 633 | 2007-02-01,5.26 634 | 2007-03-01,5.26 635 | 2007-04-01,5.25 636 | 2007-05-01,5.25 637 | 2007-06-01,5.25 638 | 2007-07-01,5.26 639 | 2007-08-01,5.02 640 | 2007-09-01,4.94 641 | 2007-10-01,4.76 642 | 2007-11-01,4.49 643 | 2007-12-01,4.24 644 | 2008-01-01,3.94 645 | 2008-02-01,2.98 646 | 2008-03-01,2.61 647 | 2008-04-01,2.28 648 | 2008-05-01,1.98 649 | 2008-06-01,2.00 650 | 2008-07-01,2.01 651 | 2008-08-01,2.00 652 | 2008-09-01,1.81 653 | 2008-10-01,0.97 654 | 2008-11-01,0.39 655 | 2008-12-01,0.16 656 | 2009-01-01,0.15 657 | 2009-02-01,0.22 658 | 2009-03-01,0.18 659 | 2009-04-01,0.15 660 | 2009-05-01,0.18 661 | 2009-06-01,0.21 662 | 2009-07-01,0.16 663 | 2009-08-01,0.16 664 | 2009-09-01,0.15 665 | 2009-10-01,0.12 666 | 2009-11-01,0.12 667 | 2009-12-01,0.12 668 | 2010-01-01,0.11 669 | 2010-02-01,0.13 670 | 2010-03-01,0.16 671 | 2010-04-01,0.20 672 | 2010-05-01,0.20 673 | 2010-06-01,0.18 674 | 2010-07-01,0.18 675 | 2010-08-01,0.19 676 | 2010-09-01,0.19 677 | 2010-10-01,0.19 678 | 2010-11-01,0.19 679 | 2010-12-01,0.18 680 | 2011-01-01,0.17 681 | 2011-02-01,0.16 682 | 2011-03-01,0.14 683 | 2011-04-01,0.10 684 | 2011-05-01,0.09 685 | 2011-06-01,0.09 686 | 2011-07-01,0.07 687 | 2011-08-01,0.10 688 | 2011-09-01,0.08 689 | 2011-10-01,0.07 690 | 2011-11-01,0.08 691 | 2011-12-01,0.07 692 | 2012-01-01,0.08 693 | 2012-02-01,0.10 694 | 2012-03-01,0.13 695 | 2012-04-01,0.14 696 | 2012-05-01,0.16 697 | 2012-06-01,0.16 698 | 2012-07-01,0.16 699 | 2012-08-01,0.13 700 | 2012-09-01,0.14 701 | 2012-10-01,0.16 702 | 2012-11-01,0.16 703 | 2012-12-01,0.16 704 | 2013-01-01,0.14 705 | 2013-02-01,0.15 706 | 2013-03-01,0.14 707 | 2013-04-01,0.15 708 | 2013-05-01,0.11 709 | 2013-06-01,0.09 710 | 2013-07-01,0.09 711 | 2013-08-01,0.08 712 | 2013-09-01,0.08 713 | 2013-10-01,0.09 714 | 2013-11-01,0.08 715 | 2013-12-01,0.09 716 | 2014-01-01,0.07 717 | 2014-02-01,0.07 718 | 2014-03-01,0.08 719 | 2014-04-01,0.09 720 | 2014-05-01,0.09 721 | 2014-06-01,0.10 722 | 2014-07-01,0.09 723 | 2014-08-01,0.09 724 | 2014-09-01,0.09 725 | 2014-10-01,0.09 726 | 2014-11-01,0.09 727 | 2014-12-01,0.12 728 | 2015-01-01,0.11 729 | 2015-02-01,0.11 730 | 2015-03-01,0.11 731 | 2015-04-01,0.12 732 | 2015-05-01,0.12 733 | 2015-06-01,0.13 734 | 2015-07-01,0.13 735 | 2015-08-01,0.14 736 | 2015-09-01,0.14 737 | 2015-10-01,0.12 738 | 2015-11-01,0.12 739 | 2015-12-01,0.24 740 | 2016-01-01,0.34 741 | 2016-02-01,0.38 742 | 2016-03-01,0.36 743 | 2016-04-01,0.37 744 | 2016-05-01,0.37 745 | 2016-06-01,0.38 746 | 2016-07-01,0.39 747 | 2016-08-01,0.40 748 | 2016-09-01,0.40 749 | 2016-10-01,0.40 750 | 2016-11-01,0.41 751 | 2016-12-01,0.54 752 | 2017-01-01,0.65 753 | 2017-02-01,0.66 754 | 2017-03-01,0.79 755 | 2017-04-01,0.90 756 | 2017-05-01,0.91 757 | 2017-06-01,1.04 758 | 2017-07-01,1.15 759 | 2017-08-01,1.16 760 | 2017-09-01,1.15 761 | 2017-10-01,1.15 762 | 2017-11-01,1.16 763 | 2017-12-01,1.30 764 | 2018-01-01,1.41 765 | 2018-02-01,1.42 766 | 2018-03-01,1.51 767 | 2018-04-01,1.69 768 | 2018-05-01,1.70 769 | 2018-06-01,1.82 770 | 2018-07-01,1.91 771 | 2018-08-01,1.91 772 | 2018-09-01,1.95 773 | 2018-10-01,2.19 774 | 2018-11-01,2.20 775 | 2018-12-01,2.27 776 | 2019-01-01,2.40 777 | 2019-02-01,2.40 778 | 2019-03-01,2.41 779 | 2019-04-01,2.42 780 | 2019-05-01,2.39 781 | 2019-06-01,2.38 782 | 2019-07-01,2.40 783 | 2019-08-01,2.13 784 | 2019-09-01,2.04 785 | 2019-10-01,1.83 786 | 2019-11-01,1.55 787 | 2019-12-01,1.55 788 | 2020-01-01,1.55 789 | 2020-02-01,1.58 790 | 2020-03-01,0.65 791 | 2020-04-01,0.05 792 | 2020-05-01,0.05 793 | 2020-06-01,0.08 794 | 2020-07-01,0.09 795 | 2020-08-01,0.10 796 | 2020-09-01,0.09 797 | 2020-10-01,0.09 798 | 2020-11-01,0.09 799 | 2020-12-01,0.09 800 | 2021-01-01,0.09 801 | 2021-02-01,0.08 802 | 2021-03-01,0.07 803 | 2021-04-01,0.07 804 | 2021-05-01,0.06 805 | 2021-06-01,0.08 806 | 2021-07-01,0.10 807 | 2021-08-01,0.09 808 | 2021-09-01,0.08 809 | 2021-10-01,0.08 810 | 2021-11-01,0.08 811 | 2021-12-01,0.08 812 | 2022-01-01,0.08 813 | 2022-02-01,0.08 814 | 2022-03-01,0.20 815 | 2022-04-01,0.33 816 | 2022-05-01,0.77 817 | -------------------------------------------------------------------------------- /量化分析/分析方法/Regression/data/INTDSRUSM193N.csv: -------------------------------------------------------------------------------- 1 | DATE,INTDSRUSM193N 2 | 1950-01-01,1.5 3 | 1950-02-01,1.5 4 | 1950-03-01,1.5 5 | 1950-04-01,1.5 6 | 1950-05-01,1.5 7 | 1950-06-01,1.5 8 | 1950-07-01,1.5 9 | 1950-08-01,1.59 10 | 1950-09-01,1.75 11 | 1950-10-01,1.75 12 | 1950-11-01,1.75 13 | 1950-12-01,1.75 14 | 1951-01-01,1.75 15 | 1951-02-01,1.75 16 | 1951-03-01,1.75 17 | 1951-04-01,1.75 18 | 1951-05-01,1.75 19 | 1951-06-01,1.75 20 | 1951-07-01,1.75 21 | 1951-08-01,1.75 22 | 1951-09-01,1.75 23 | 1951-10-01,1.75 24 | 1951-11-01,1.75 25 | 1951-12-01,1.75 26 | 1952-01-01,1.75 27 | 1952-02-01,1.75 28 | 1952-03-01,1.75 29 | 1952-04-01,1.75 30 | 1952-05-01,1.75 31 | 1952-06-01,1.75 32 | 1952-07-01,1.75 33 | 1952-08-01,1.75 34 | 1952-09-01,1.75 35 | 1952-10-01,1.75 36 | 1952-11-01,1.75 37 | 1952-12-01,1.75 38 | 1953-01-01,1.88 39 | 1953-02-01,2.0 40 | 1953-03-01,2.0 41 | 1953-04-01,2.0 42 | 1953-05-01,2.0 43 | 1953-06-01,2.0 44 | 1953-07-01,2.0 45 | 1953-08-01,2.0 46 | 1953-09-01,2.0 47 | 1953-10-01,2.0 48 | 1953-11-01,2.0 49 | 1953-12-01,2.0 50 | 1954-01-01,2.0 51 | 1954-02-01,1.79 52 | 1954-03-01,1.75 53 | 1954-04-01,1.63 54 | 1954-05-01,1.5 55 | 1954-06-01,1.5 56 | 1954-07-01,1.5 57 | 1954-08-01,1.5 58 | 1954-09-01,1.5 59 | 1954-10-01,1.5 60 | 1954-11-01,1.5 61 | 1954-12-01,1.5 62 | 1955-01-01,1.5 63 | 1955-02-01,1.5 64 | 1955-03-01,1.5 65 | 1955-04-01,1.63 66 | 1955-05-01,1.75 67 | 1955-06-01,1.75 68 | 1955-07-01,1.75 69 | 1955-08-01,1.97 70 | 1955-09-01,2.18 71 | 1955-10-01,2.25 72 | 1955-11-01,2.36 73 | 1955-12-01,2.5 74 | 1956-01-01,2.5 75 | 1956-02-01,2.5 76 | 1956-03-01,2.5 77 | 1956-04-01,2.65 78 | 1956-05-01,2.75 79 | 1956-06-01,2.75 80 | 1956-07-01,2.75 81 | 1956-08-01,2.81 82 | 1956-09-01,3.0 83 | 1956-10-01,3.0 84 | 1956-11-01,3.0 85 | 1956-12-01,3.0 86 | 1957-01-01,3.0 87 | 1957-02-01,3.0 88 | 1957-03-01,3.0 89 | 1957-04-01,3.0 90 | 1957-05-01,3.0 91 | 1957-06-01,3.0 92 | 1957-07-01,3.0 93 | 1957-08-01,3.15 94 | 1957-09-01,3.5 95 | 1957-10-01,3.5 96 | 1957-11-01,3.23 97 | 1957-12-01,3.0 98 | 1958-01-01,2.94 99 | 1958-02-01,2.75 100 | 1958-03-01,2.35 101 | 1958-04-01,2.03 102 | 1958-05-01,1.75 103 | 1958-06-01,1.75 104 | 1958-07-01,1.75 105 | 1958-08-01,1.75 106 | 1958-09-01,1.91 107 | 1958-10-01,2.0 108 | 1958-11-01,2.4 109 | 1958-12-01,2.5 110 | 1959-01-01,2.5 111 | 1959-02-01,2.5 112 | 1959-03-01,2.92 113 | 1959-04-01,3.0 114 | 1959-05-01,3.05 115 | 1959-06-01,3.5 116 | 1959-07-01,3.5 117 | 1959-08-01,3.5 118 | 1959-09-01,3.83 119 | 1959-10-01,4.0 120 | 1959-11-01,4.0 121 | 1959-12-01,4.0 122 | 1960-01-01,4.0 123 | 1960-02-01,4.0 124 | 1960-03-01,4.0 125 | 1960-04-01,4.0 126 | 1960-05-01,4.0 127 | 1960-06-01,3.65 128 | 1960-07-01,3.5 129 | 1960-08-01,3.18 130 | 1960-09-01,3.0 131 | 1960-10-01,3.0 132 | 1960-11-01,3.0 133 | 1960-12-01,3.0 134 | 1961-01-01,3.0 135 | 1961-02-01,3.0 136 | 1961-03-01,3.0 137 | 1961-04-01,3.0 138 | 1961-05-01,3.0 139 | 1961-06-01,3.0 140 | 1961-07-01,3.0 141 | 1961-08-01,3.0 142 | 1961-09-01,3.0 143 | 1961-10-01,3.0 144 | 1961-11-01,3.0 145 | 1961-12-01,3.0 146 | 1962-01-01,3.0 147 | 1962-02-01,3.0 148 | 1962-03-01,3.0 149 | 1962-04-01,3.0 150 | 1962-05-01,3.0 151 | 1962-06-01,3.0 152 | 1962-07-01,3.0 153 | 1962-08-01,3.0 154 | 1962-09-01,3.0 155 | 1962-10-01,3.0 156 | 1962-11-01,3.0 157 | 1962-12-01,3.0 158 | 1963-01-01,3.0 159 | 1963-02-01,3.0 160 | 1963-03-01,3.0 161 | 1963-04-01,3.0 162 | 1963-05-01,3.0 163 | 1963-06-01,3.0 164 | 1963-07-01,3.24 165 | 1963-08-01,3.5 166 | 1963-09-01,3.5 167 | 1963-10-01,3.5 168 | 1963-11-01,3.5 169 | 1963-12-01,3.5 170 | 1964-01-01,3.5 171 | 1964-02-01,3.5 172 | 1964-03-01,3.5 173 | 1964-04-01,3.5 174 | 1964-05-01,3.5 175 | 1964-06-01,3.5 176 | 1964-07-01,3.5 177 | 1964-08-01,3.5 178 | 1964-09-01,3.5 179 | 1964-10-01,3.5 180 | 1964-11-01,3.62 181 | 1964-12-01,4.0 182 | 1965-01-01,4.0 183 | 1965-02-01,4.0 184 | 1965-03-01,4.0 185 | 1965-04-01,4.0 186 | 1965-05-01,4.0 187 | 1965-06-01,4.0 188 | 1965-07-01,4.0 189 | 1965-08-01,4.0 190 | 1965-09-01,4.0 191 | 1965-10-01,4.0 192 | 1965-11-01,4.0 193 | 1965-12-01,4.42 194 | 1966-01-01,4.5 195 | 1966-02-01,4.5 196 | 1966-03-01,4.5 197 | 1966-04-01,4.5 198 | 1966-05-01,4.5 199 | 1966-06-01,4.5 200 | 1966-07-01,4.5 201 | 1966-08-01,4.5 202 | 1966-09-01,4.5 203 | 1966-10-01,4.5 204 | 1966-11-01,4.5 205 | 1966-12-01,4.5 206 | 1967-01-01,4.5 207 | 1967-02-01,4.5 208 | 1967-03-01,4.5 209 | 1967-04-01,4.1 210 | 1967-05-01,4.0 211 | 1967-06-01,4.0 212 | 1967-07-01,4.0 213 | 1967-08-01,4.0 214 | 1967-09-01,4.0 215 | 1967-10-01,4.0 216 | 1967-11-01,4.18 217 | 1967-12-01,4.5 218 | 1968-01-01,4.5 219 | 1968-02-01,4.5 220 | 1968-03-01,4.66 221 | 1968-04-01,5.2 222 | 1968-05-01,5.5 223 | 1968-06-01,5.5 224 | 1968-07-01,5.5 225 | 1968-08-01,5.48 226 | 1968-09-01,5.25 227 | 1968-10-01,5.25 228 | 1968-11-01,5.25 229 | 1968-12-01,5.36 230 | 1969-01-01,5.5 231 | 1969-02-01,5.5 232 | 1969-03-01,5.5 233 | 1969-04-01,5.95 234 | 1969-05-01,6.0 235 | 1969-06-01,6.0 236 | 1969-07-01,6.0 237 | 1969-08-01,6.0 238 | 1969-09-01,6.0 239 | 1969-10-01,6.0 240 | 1969-11-01,6.0 241 | 1969-12-01,6.0 242 | 1970-01-01,6.0 243 | 1970-02-01,6.0 244 | 1970-03-01,6.0 245 | 1970-04-01,6.0 246 | 1970-05-01,6.0 247 | 1970-06-01,6.0 248 | 1970-07-01,6.0 249 | 1970-08-01,6.0 250 | 1970-09-01,6.0 251 | 1970-10-01,6.0 252 | 1970-11-01,5.85 253 | 1970-12-01,5.52 254 | 1971-01-01,5.23 255 | 1971-02-01,4.91 256 | 1971-03-01,4.75 257 | 1971-04-01,4.75 258 | 1971-05-01,4.75 259 | 1971-06-01,4.75 260 | 1971-07-01,4.88 261 | 1971-08-01,5.0 262 | 1971-09-01,5.0 263 | 1971-10-01,5.0 264 | 1971-11-01,4.9 265 | 1971-12-01,4.63 266 | 1972-01-01,4.5 267 | 1972-02-01,4.5 268 | 1972-03-01,4.5 269 | 1972-04-01,4.5 270 | 1972-05-01,4.5 271 | 1972-06-01,4.5 272 | 1972-07-01,4.5 273 | 1972-08-01,4.5 274 | 1972-09-01,4.5 275 | 1972-10-01,4.5 276 | 1972-11-01,4.5 277 | 1972-12-01,4.5 278 | 1973-01-01,4.77 279 | 1973-02-01,5.05 280 | 1973-03-01,5.5 281 | 1973-04-01,5.5 282 | 1973-05-01,5.9 283 | 1973-06-01,6.33 284 | 1973-07-01,6.98 285 | 1973-08-01,7.29 286 | 1973-09-01,7.5 287 | 1973-10-01,7.5 288 | 1973-11-01,7.5 289 | 1973-12-01,7.5 290 | 1974-01-01,7.5 291 | 1974-02-01,7.5 292 | 1974-03-01,7.5 293 | 1974-04-01,7.6 294 | 1974-05-01,8.0 295 | 1974-06-01,8.0 296 | 1974-07-01,8.0 297 | 1974-08-01,8.0 298 | 1974-09-01,8.0 299 | 1974-10-01,8.0 300 | 1974-11-01,8.0 301 | 1974-12-01,7.81 302 | 1975-01-01,7.4 303 | 1975-02-01,6.82 304 | 1975-03-01,6.4 305 | 1975-04-01,6.25 306 | 1975-05-01,6.12 307 | 1975-06-01,6.0 308 | 1975-07-01,6.0 309 | 1975-08-01,6.0 310 | 1975-09-01,6.0 311 | 1975-10-01,6.0 312 | 1975-11-01,6.0 313 | 1975-12-01,6.0 314 | 1976-01-01,5.79 315 | 1976-02-01,5.5 316 | 1976-03-01,5.5 317 | 1976-04-01,5.5 318 | 1976-05-01,5.5 319 | 1976-06-01,5.5 320 | 1976-07-01,5.5 321 | 1976-08-01,5.5 322 | 1976-09-01,5.5 323 | 1976-10-01,5.5 324 | 1976-11-01,5.43 325 | 1976-12-01,5.25 326 | 1977-01-01,5.25 327 | 1977-02-01,5.25 328 | 1977-03-01,5.25 329 | 1977-04-01,5.25 330 | 1977-05-01,5.25 331 | 1977-06-01,5.25 332 | 1977-07-01,5.25 333 | 1977-08-01,5.27 334 | 1977-09-01,5.75 335 | 1977-10-01,5.8 336 | 1977-11-01,6.0 337 | 1977-12-01,6.0 338 | 1978-01-01,6.37 339 | 1978-02-01,6.5 340 | 1978-03-01,6.5 341 | 1978-04-01,6.5 342 | 1978-05-01,6.84 343 | 1978-06-01,7.0 344 | 1978-07-01,7.23 345 | 1978-08-01,7.43 346 | 1978-09-01,7.83 347 | 1978-10-01,8.26 348 | 1978-11-01,9.5 349 | 1978-12-01,9.5 350 | 1979-01-01,9.5 351 | 1979-02-01,9.5 352 | 1979-03-01,9.5 353 | 1979-04-01,9.5 354 | 1979-05-01,9.5 355 | 1979-06-01,9.5 356 | 1979-07-01,9.69 357 | 1979-08-01,10.24 358 | 1979-09-01,10.7 359 | 1979-10-01,11.77 360 | 1979-11-01,12.0 361 | 1979-12-01,12.0 362 | 1980-01-01,12.0 363 | 1980-02-01,12.52 364 | 1980-03-01,13.0 365 | 1980-04-01,13.0 366 | 1980-05-01,12.94 367 | 1980-06-01,11.4 368 | 1980-07-01,10.87 369 | 1980-08-01,10.0 370 | 1980-09-01,10.17 371 | 1980-10-01,11.0 372 | 1980-11-01,11.47 373 | 1980-12-01,12.87 374 | 1981-01-01,13.0 375 | 1981-02-01,13.0 376 | 1981-03-01,13.0 377 | 1981-04-01,13.0 378 | 1981-05-01,13.87 379 | 1981-06-01,14.0 380 | 1981-07-01,14.0 381 | 1981-08-01,14.0 382 | 1981-09-01,14.0 383 | 1981-10-01,14.0 384 | 1981-11-01,13.03 385 | 1981-12-01,12.1 386 | 1982-01-01,12.0 387 | 1982-02-01,12.0 388 | 1982-03-01,12.0 389 | 1982-04-01,12.0 390 | 1982-05-01,12.0 391 | 1982-06-01,12.0 392 | 1982-07-01,11.81 393 | 1982-08-01,10.68 394 | 1982-09-01,10.0 395 | 1982-10-01,9.68 396 | 1982-11-01,9.35 397 | 1982-12-01,8.73 398 | 1983-01-01,8.5 399 | 1983-02-01,8.5 400 | 1983-03-01,8.5 401 | 1983-04-01,8.5 402 | 1983-05-01,8.5 403 | 1983-06-01,8.5 404 | 1983-07-01,8.5 405 | 1983-08-01,8.5 406 | 1983-09-01,8.5 407 | 1983-10-01,8.5 408 | 1983-11-01,8.5 409 | 1983-12-01,8.5 410 | 1984-01-01,8.5 411 | 1984-02-01,8.5 412 | 1984-03-01,8.5 413 | 1984-04-01,8.87 414 | 1984-05-01,9.0 415 | 1984-06-01,9.0 416 | 1984-07-01,9.0 417 | 1984-08-01,9.0 418 | 1984-09-01,9.0 419 | 1984-10-01,9.0 420 | 1984-11-01,8.83 421 | 1984-12-01,8.37 422 | 1985-01-01,8.0 423 | 1985-02-01,8.0 424 | 1985-03-01,8.0 425 | 1985-04-01,8.0 426 | 1985-05-01,7.81 427 | 1985-06-01,7.5 428 | 1985-07-01,7.5 429 | 1985-08-01,7.5 430 | 1985-09-01,7.5 431 | 1985-10-01,7.5 432 | 1985-11-01,7.5 433 | 1985-12-01,7.5 434 | 1986-01-01,7.5 435 | 1986-02-01,7.5 436 | 1986-03-01,7.1 437 | 1986-04-01,6.83 438 | 1986-05-01,6.5 439 | 1986-06-01,6.5 440 | 1986-07-01,6.16 441 | 1986-08-01,5.82 442 | 1986-09-01,5.5 443 | 1986-10-01,5.5 444 | 1986-11-01,5.5 445 | 1986-12-01,5.5 446 | 1987-01-01,5.5 447 | 1987-02-01,5.5 448 | 1987-03-01,5.5 449 | 1987-04-01,5.5 450 | 1987-05-01,5.5 451 | 1987-06-01,5.5 452 | 1987-07-01,5.5 453 | 1987-08-01,5.5 454 | 1987-09-01,5.95 455 | 1987-10-01,6.0 456 | 1987-11-01,6.0 457 | 1987-12-01,6.0 458 | 1988-01-01,6.0 459 | 1988-02-01,6.0 460 | 1988-03-01,6.0 461 | 1988-04-01,6.0 462 | 1988-05-01,6.0 463 | 1988-06-01,6.0 464 | 1988-07-01,6.0 465 | 1988-08-01,6.37 466 | 1988-09-01,6.5 467 | 1988-10-01,6.5 468 | 1988-11-01,6.5 469 | 1988-12-01,6.5 470 | 1989-01-01,6.5 471 | 1989-02-01,6.59 472 | 1989-03-01,7.0 473 | 1989-04-01,7.0 474 | 1989-05-01,7.0 475 | 1989-06-01,7.0 476 | 1989-07-01,7.0 477 | 1989-08-01,7.0 478 | 1989-09-01,7.0 479 | 1989-10-01,7.0 480 | 1989-11-01,7.0 481 | 1989-12-01,7.0 482 | 1990-01-01,7.0 483 | 1990-02-01,7.0 484 | 1990-03-01,7.0 485 | 1990-04-01,7.0 486 | 1990-05-01,7.0 487 | 1990-06-01,7.0 488 | 1990-07-01,7.0 489 | 1990-08-01,7.0 490 | 1990-09-01,7.0 491 | 1990-10-01,7.0 492 | 1990-11-01,7.0 493 | 1990-12-01,6.79 494 | 1991-01-01,6.5 495 | 1991-02-01,6.0 496 | 1991-03-01,6.0 497 | 1991-04-01,5.98 498 | 1991-05-01,5.5 499 | 1991-06-01,5.5 500 | 1991-07-01,5.5 501 | 1991-08-01,5.5 502 | 1991-09-01,5.2 503 | 1991-10-01,5.0 504 | 1991-11-01,4.58 505 | 1991-12-01,4.11 506 | 1992-01-01,3.5 507 | 1992-02-01,3.5 508 | 1992-03-01,3.5 509 | 1992-04-01,3.5 510 | 1992-05-01,3.5 511 | 1992-06-01,3.5 512 | 1992-07-01,3.02 513 | 1992-08-01,3.0 514 | 1992-09-01,3.0 515 | 1992-10-01,3.0 516 | 1992-11-01,3.0 517 | 1992-12-01,3.0 518 | 1993-01-01,3.0 519 | 1993-02-01,3.0 520 | 1993-03-01,3.0 521 | 1993-04-01,3.0 522 | 1993-05-01,3.0 523 | 1993-06-01,3.0 524 | 1993-07-01,3.0 525 | 1993-08-01,3.0 526 | 1993-09-01,3.0 527 | 1993-10-01,3.0 528 | 1993-11-01,3.0 529 | 1993-12-01,3.0 530 | 1994-01-01,3.0 531 | 1994-02-01,3.0 532 | 1994-03-01,3.0 533 | 1994-04-01,3.0 534 | 1994-05-01,3.24 535 | 1994-06-01,3.5 536 | 1994-07-01,3.5 537 | 1994-08-01,3.76 538 | 1994-09-01,4.0 539 | 1994-10-01,4.0 540 | 1994-11-01,4.4 541 | 1994-12-01,4.75 542 | 1995-01-01,4.75 543 | 1995-02-01,5.25 544 | 1995-03-01,5.25 545 | 1995-04-01,5.25 546 | 1995-05-01,5.25 547 | 1995-06-01,5.25 548 | 1995-07-01,5.25 549 | 1995-08-01,5.25 550 | 1995-09-01,5.25 551 | 1995-10-01,5.25 552 | 1995-11-01,5.25 553 | 1995-12-01,5.25 554 | 1996-01-01,5.24 555 | 1996-02-01,5.0 556 | 1996-03-01,5.0 557 | 1996-04-01,5.0 558 | 1996-05-01,5.0 559 | 1996-06-01,5.0 560 | 1996-07-01,5.0 561 | 1996-08-01,5.0 562 | 1996-09-01,5.0 563 | 1996-10-01,5.0 564 | 1996-11-01,5.0 565 | 1996-12-01,5.0 566 | 1997-01-01,5.0 567 | 1997-02-01,5.0 568 | 1997-03-01,5.0 569 | 1997-04-01,5.0 570 | 1997-05-01,5.0 571 | 1997-06-01,5.0 572 | 1997-07-01,5.0 573 | 1997-08-01,5.0 574 | 1997-09-01,5.0 575 | 1997-10-01,5.0 576 | 1997-11-01,5.0 577 | 1997-12-01,5.0 578 | 1998-01-01,5.0 579 | 1998-02-01,5.0 580 | 1998-03-01,5.0 581 | 1998-04-01,5.0 582 | 1998-05-01,5.0 583 | 1998-06-01,5.0 584 | 1998-07-01,5.0 585 | 1998-08-01,5.0 586 | 1998-09-01,5.0 587 | 1998-10-01,4.86 588 | 1998-11-01,4.63 589 | 1998-12-01,4.5 590 | 1999-01-01,4.5 591 | 1999-02-01,4.5 592 | 1999-03-01,4.5 593 | 1999-04-01,4.5 594 | 1999-05-01,4.5 595 | 1999-06-01,4.5 596 | 1999-07-01,4.5 597 | 1999-08-01,4.56 598 | 1999-09-01,4.75 599 | 1999-10-01,4.75 600 | 1999-11-01,4.86 601 | 1999-12-01,5.0 602 | 2000-01-01,5.0 603 | 2000-02-01,5.24 604 | 2000-03-01,5.34 605 | 2000-04-01,5.5 606 | 2000-05-01,5.71 607 | 2000-06-01,6.0 608 | 2000-07-01,6.0 609 | 2000-08-01,6.0 610 | 2000-09-01,6.0 611 | 2000-10-01,6.0 612 | 2000-11-01,6.0 613 | 2000-12-01,6.0 614 | 2001-01-01,5.52 615 | 2001-02-01,5.0 616 | 2001-03-01,4.81 617 | 2001-04-01,4.28 618 | 2001-05-01,3.73 619 | 2001-06-01,3.47 620 | 2001-07-01,3.25 621 | 2001-08-01,3.16 622 | 2001-09-01,2.77 623 | 2001-10-01,2.02 624 | 2001-11-01,1.58 625 | 2001-12-01,1.33 626 | 2002-01-01,1.25 627 | 2002-02-01,1.25 628 | 2002-03-01,1.25 629 | 2002-04-01,1.25 630 | 2002-05-01,1.25 631 | 2002-06-01,1.25 632 | 2002-07-01,1.25 633 | 2002-08-01,1.25 634 | 2002-09-01,1.25 635 | 2002-10-01,1.25 636 | 2002-11-01,0.83 637 | 2002-12-01,0.75 638 | 2003-01-01,2.25 639 | 2003-02-01,2.25 640 | 2003-03-01,2.25 641 | 2003-04-01,2.25 642 | 2003-05-01,2.25 643 | 2003-06-01,2 644 | 2003-07-01,2 645 | 2003-08-01,2 646 | 2003-09-01,2 647 | 2003-10-01,2 648 | 2003-11-01,2 649 | 2003-12-01,2 650 | 2004-01-01,2 651 | 2004-02-01,2 652 | 2004-03-01,2 653 | 2004-04-01,2 654 | 2004-05-01,2 655 | 2004-06-01,2.25 656 | 2004-07-01,2.25 657 | 2004-08-01,2.5 658 | 2004-09-01,2.75 659 | 2004-10-01,2.75 660 | 2004-11-01,3 661 | 2004-12-01,3.25 662 | 2005-01-01,3.25 663 | 2005-02-01,3.5 664 | 2005-03-01,3.75 665 | 2005-04-01,3.75 666 | 2005-05-01,4 667 | 2005-06-01,4.25 668 | 2005-07-01,4.25 669 | 2005-08-01,4.5 670 | 2005-09-01,4.75 671 | 2005-10-01,4.75 672 | 2005-11-01,5 673 | 2005-12-01,5.25 674 | 2006-01-01,5.5 675 | 2006-02-01,5.5 676 | 2006-03-01,5.75 677 | 2006-04-01,5.75 678 | 2006-05-01,6 679 | 2006-06-01,6.25 680 | 2006-07-01,6.25 681 | 2006-08-01,6.25 682 | 2006-09-01,6.25 683 | 2006-10-01,6.25 684 | 2006-11-01,6.25 685 | 2006-12-01,6.25 686 | 2007-01-01,6.25 687 | 2007-02-01,6.25 688 | 2007-03-01,6.25 689 | 2007-04-01,6.25 690 | 2007-05-01,6.25 691 | 2007-06-01,6.25 692 | 2007-07-01,6.25 693 | 2007-08-01,5.75 694 | 2007-09-01,5.25 695 | 2007-10-01,5 696 | 2007-11-01,5 697 | 2007-12-01,4.75 698 | 2008-01-01,3.5 699 | 2008-02-01,3.5 700 | 2008-03-01,2.5 701 | 2008-04-01,2.25 702 | 2008-05-01,2.25 703 | 2008-06-01,2.25 704 | 2008-07-01,2.25 705 | 2008-08-01,2.25 706 | 2008-09-01,2.25 707 | 2008-10-01,1.25 708 | 2008-11-01,1.25 709 | 2008-12-01,0.5 710 | 2009-01-01,0.5 711 | 2009-02-01,0.5 712 | 2009-03-01,0.5 713 | 2009-04-01,0.5 714 | 2009-05-01,0.5 715 | 2009-06-01,0.5 716 | 2009-07-01,0.5 717 | 2009-08-01,0.5 718 | 2009-09-01,0.5 719 | 2009-10-01,0.5 720 | 2009-11-01,0.5 721 | 2009-12-01,0.5 722 | 2010-01-01,0.5 723 | 2010-02-01,0.75 724 | 2010-03-01,0.75 725 | 2010-04-01,0.75 726 | 2010-05-01,0.75 727 | 2010-06-01,0.75 728 | 2010-07-01,0.75 729 | 2010-08-01,0.75 730 | 2010-09-01,0.75 731 | 2010-10-01,0.75 732 | 2010-11-01,0.75 733 | 2010-12-01,0.75 734 | 2011-01-01,0.75 735 | 2011-02-01,0.75 736 | 2011-03-01,0.75 737 | 2011-04-01,0.75 738 | 2011-05-01,0.75 739 | 2011-06-01,0.75 740 | 2011-07-01,0.75 741 | 2011-08-01,0.75 742 | 2011-09-01,0.75 743 | 2011-10-01,0.75 744 | 2011-11-01,0.75 745 | 2011-12-01,0.75 746 | 2012-01-01,0.75 747 | 2012-02-01,0.75 748 | 2012-03-01,0.75 749 | 2012-04-01,0.75 750 | 2012-05-01,0.75 751 | 2012-06-01,0.75 752 | 2012-07-01,0.75 753 | 2012-08-01,0.75 754 | 2012-09-01,0.75 755 | 2012-10-01,0.75 756 | 2012-11-01,0.75 757 | 2012-12-01,0.75 758 | 2013-01-01,0.75 759 | 2013-02-01,0.75 760 | 2013-03-01,0.75 761 | 2013-04-01,0.75 762 | 2013-05-01,0.75 763 | 2013-06-01,0.75 764 | 2013-07-01,0.75 765 | 2013-08-01,0.75 766 | 2013-09-01,0.75 767 | 2013-10-01,0.75 768 | 2013-11-01,0.75 769 | 2013-12-01,0.75 770 | 2014-01-01,0.75 771 | 2014-02-01,0.75000 772 | 2014-03-01,0.75 773 | 2014-04-01,0.75 774 | 2014-05-01,0.75 775 | 2014-06-01,0.75 776 | 2014-07-01,0.75 777 | 2014-08-01,0.75 778 | 2014-09-01,0.75 779 | 2014-10-01,0.75 780 | 2014-11-01,0.75 781 | 2014-12-01,0.75 782 | 2015-01-01,0.75 783 | 2015-02-01,0.75 784 | 2015-03-01,0.75 785 | 2015-04-01,0.75 786 | 2015-05-01,0.75 787 | 2015-06-01,0.75 788 | 2015-07-01,0.75 789 | 2015-08-01,0.75 790 | 2015-09-01,0.75 791 | 2015-10-01,0.75 792 | 2015-11-01,0.75 793 | 2015-12-01,1 794 | 2016-01-01,1 795 | 2016-02-01,1 796 | 2016-03-01,1 797 | 2016-04-01,1 798 | 2016-05-01,1 799 | 2016-06-01,1 800 | 2016-07-01,1 801 | 2016-08-01,1 802 | 2016-09-01,1 803 | 2016-10-01,1 804 | 2016-11-01,1 805 | 2016-12-01,1.25 806 | 2017-01-01,1.25 807 | 2017-02-01,1.25 808 | 2017-03-01,1.5 809 | 2017-04-01,1.5 810 | 2017-05-01,1.5 811 | 2017-06-01,1.75 812 | 2017-07-01,1.75 813 | 2017-08-01,1.75 814 | 2017-09-01,1.75 815 | 2017-10-01,1.75 816 | 2017-11-01,1.75 817 | 2017-12-01,2.0 818 | 2018-01-01,2.0 819 | 2018-02-01,2.0 820 | 2018-03-01,2.25 821 | 2018-04-01,2.25 822 | 2018-05-01,2.25 823 | 2018-06-01,2.5 824 | 2018-07-01,2.5 825 | 2018-08-01,2.5 826 | 2018-09-01,2.75 827 | 2018-10-01,2.75 828 | 2018-11-01,2.75 829 | 2018-12-01,3.0 830 | 2019-01-01,3.0 831 | 2019-02-01,3.0 832 | 2019-03-01,3.0 833 | 2019-04-01,3.0 834 | 2019-05-01,3.0 835 | 2019-06-01,3.0 836 | 2019-07-01,3.0 837 | 2019-08-01,2.75 838 | 2019-09-01,2.5 839 | 2019-10-01,2.25 840 | 2019-11-01,2.25 841 | 2019-12-01,2.25 842 | 2020-01-01,2.25 843 | 2020-02-01,2.25 844 | 2020-03-01,0.25 845 | 2020-04-01,0.25 846 | 2020-05-01,0.25 847 | 2020-06-01,0.25 848 | 2020-07-01,0.25 849 | 2020-08-01,0.25 850 | 2020-09-01,0.25 851 | 2020-10-01,0.25 852 | 2020-11-01,0.25 853 | 2020-12-01,0.25 854 | 2021-01-01,0.25 855 | 2021-02-01,0.25 856 | 2021-03-01,0.25 857 | 2021-04-01,0.25 858 | 2021-05-01,0.25 859 | 2021-06-01,0.25 860 | 2021-07-01,0.25 861 | 2021-08-01,0.25 862 | -------------------------------------------------------------------------------- /量化分析/选股策略/PEG.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "cells": [ 3 | { 4 | "cell_type": "markdown", 5 | "metadata": {}, 6 | "source": [ 7 | "![](https://fenc.wang/imgs/2020/08/3565654bfbe9ffa0.png)" 8 | ] 9 | }, 10 | { 11 | "cell_type": "code", 12 | "execution_count": 10, 13 | "metadata": {}, 14 | "outputs": [], 15 | "source": [ 16 | "import tushare as ts\n", 17 | "import pandas as pd\n", 18 | "\n", 19 | "#设置完整显示数据\n", 20 | "pd.set_option('display.max_rows', 500)\n", 21 | "pd.set_option('display.max_columns', 500)\n", 22 | "pd.set_option('display.width', 1000)\n", 23 | "pd.set_option('display.float_format', '{:,.2f}'.format)\n", 24 | "\n", 25 | "pro = ts.pro_api('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx')\n", 26 | "\n", 27 | "def cagr(start_value, end_value, num_periods):\n", 28 | " return (end_value / start_value) ** (1 / (num_periods - 1)) - 1" 29 | ] 30 | }, 31 | { 32 | "cell_type": "code", 33 | "execution_count": 11, 34 | "metadata": {}, 35 | "outputs": [], 36 | "source": [ 37 | "#时间段\n", 38 | "start_date = '20151231'\n", 39 | "\n", 40 | "#股票池\n", 41 | "stock_list = ['爱旭股份', '晶澳科技', '协鑫集成', '中环股份', '东方日升', '中来股份', '亿晶光电', '天合光能', '向日葵', '隆基股份', '通威股份', '正泰电器', '航天机电', '拓日新能']" 42 | ] 43 | }, 44 | { 45 | "cell_type": "code", 46 | "execution_count": 12, 47 | "metadata": {}, 48 | "outputs": [ 49 | { 50 | "data": { 51 | "text/html": [ 52 | "
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ts_code股票名称年复合增长率周期
10600732.SH爱旭股份144.645
2002459.SZ晶澳科技140.345
11601012.SH隆基股份55.795
6300393.SZ中来股份47.275
0002129.SZ中环股份30.495
8600438.SH通威股份25.715
5300118.SZ东方日升25.025
12601877.SH正泰电器22.565
1002218.SZ拓日新能13.325
7600151.SH航天机电8.575
13688599.SH天合光能6.824
3002506.SZ协鑫集成-1.065
9600537.SH亿晶光电-3.595
4300111.SZ向日葵-30.925
\n", 177 | "
" 178 | ], 179 | "text/plain": [ 180 | " ts_code 股票名称 年复合增长率 周期\n", 181 | "10 600732.SH 爱旭股份 144.64 5\n", 182 | "2 002459.SZ 晶澳科技 140.34 5\n", 183 | "11 601012.SH 隆基股份 55.79 5\n", 184 | "6 300393.SZ 中来股份 47.27 5\n", 185 | "0 002129.SZ 中环股份 30.49 5\n", 186 | "8 600438.SH 通威股份 25.71 5\n", 187 | "5 300118.SZ 东方日升 25.02 5\n", 188 | "12 601877.SH 正泰电器 22.56 5\n", 189 | "1 002218.SZ 拓日新能 13.32 5\n", 190 | "7 600151.SH 航天机电 8.57 5\n", 191 | "13 688599.SH 天合光能 6.82 4\n", 192 | "3 002506.SZ 协鑫集成 -1.06 5\n", 193 | "9 600537.SH 亿晶光电 -3.59 5\n", 194 | "4 300111.SZ 向日葵 -30.92 5" 195 | ] 196 | }, 197 | "execution_count": 12, 198 | "metadata": {}, 199 | "output_type": "execute_result" 200 | } 201 | ], 202 | "source": [ 203 | "result_list = []\n", 204 | "stock_basic = pro.stock_basic(exchange='', list_status='L', fields='ts_code,symbol,name')\n", 205 | "stock_selections = stock_basic[stock_basic['name'].isin(stock_list)]\n", 206 | "\n", 207 | "for ticker, name in zip(stock_selections['ts_code'], stock_selections['name']):\n", 208 | " result_dict = {}\n", 209 | " total_revenue = pro.income(ts_code=ticker,fields='ts_code,end_date,total_revenue')\n", 210 | " total_revenue.drop_duplicates(subset=['ts_code','end_date'],keep='first',inplace=True)\n", 211 | " total_revenue.set_index('end_date', inplace=True)\n", 212 | " total_revenue_yrs = total_revenue.filter(like='1231', axis=0)\n", 213 | " total_revenue_yrs = total_revenue_yrs[total_revenue_yrs.index >= start_date]\n", 214 | " \n", 215 | " #计算CAGR\n", 216 | " start_value = float(total_revenue_yrs.iloc[-1]['total_revenue'])\n", 217 | " end_value = float(total_revenue_yrs.iloc[0]['total_revenue'])\n", 218 | " num_periods = len(total_revenue_yrs['total_revenue'])\n", 219 | " cagr_y = cagr(start_value, end_value, num_periods)\n", 220 | " \n", 221 | " result_dict['ts_code'] = ticker\n", 222 | " result_dict['股票名称'] = name\n", 223 | " result_dict['年复合增长率'] = cagr_y * 100\n", 224 | " result_dict['周期'] = num_periods - 1\n", 225 | " result_list.append(result_dict)\n", 226 | " \n", 227 | "df = pd.DataFrame(result_list)\n", 228 | "df.sort_values(by='年复合增长率', ascending=False)" 229 | ] 230 | }, 231 | { 232 | "cell_type": "code", 233 | "execution_count": 13, 234 | "metadata": {}, 235 | "outputs": [], 236 | "source": [ 237 | "pe = pro.daily_basic(trade_date='20210609', fields='ts_code,pe,pe_ttm, total_mv')\n", 238 | "peg_data = df.merge(pe, on=['ts_code'])\n", 239 | "peg_data['peg'] = peg_data['pe'].div(peg_data['年复合增长率']) \n", 240 | "peg_data['peg_ttm'] = peg_data['pe_ttm'].div(peg_data['年复合增长率']) \n" 241 | ] 242 | }, 243 | { 244 | "cell_type": "code", 245 | "execution_count": 14, 246 | "metadata": {}, 247 | "outputs": [ 248 | { 249 | "data": { 250 | "text/html": [ 251 | "
\n", 252 | "\n", 265 | "\n", 266 | " \n", 267 | " \n", 268 | " \n", 269 | " \n", 270 | " \n", 271 | " \n", 272 | " \n", 273 | " \n", 274 | " \n", 275 | " \n", 276 | " \n", 277 | " \n", 278 | " \n", 279 | " \n", 280 | " \n", 281 | " \n", 282 | " \n", 283 | " \n", 284 | " \n", 285 | " \n", 286 | " \n", 287 | " \n", 288 | " \n", 289 | " \n", 290 | " \n", 291 | " \n", 292 | " \n", 293 | " \n", 294 | " \n", 295 | " \n", 296 | " \n", 297 | " \n", 298 | " \n", 299 | " \n", 300 | " \n", 301 | " \n", 302 | " \n", 303 | " \n", 304 | " \n", 305 | " \n", 306 | " \n", 307 | " \n", 308 | " \n", 309 | " \n", 310 | " \n", 311 | " \n", 312 | " \n", 313 | " \n", 314 | " \n", 315 | " \n", 316 | " \n", 317 | " \n", 318 | " \n", 319 | " \n", 320 | " \n", 321 | " \n", 322 | " \n", 323 | " \n", 324 | " \n", 325 | " \n", 326 | " \n", 327 | " \n", 328 | " \n", 329 | " \n", 330 | " \n", 331 | " \n", 332 | " \n", 333 | " \n", 334 | " \n", 335 | " \n", 336 | " \n", 337 | " \n", 338 | " \n", 339 | " \n", 340 | " \n", 341 | " \n", 342 | " \n", 343 | " \n", 344 | " \n", 345 | " \n", 346 | " \n", 347 | " \n", 348 | " \n", 349 | " \n", 350 | " \n", 351 | " \n", 352 | " \n", 353 | " \n", 354 | " \n", 355 | " \n", 356 | " \n", 357 | " \n", 358 | " \n", 359 | " \n", 360 | " \n", 361 | " \n", 362 | " \n", 363 | " \n", 364 | " \n", 365 | " \n", 366 | " \n", 367 | " \n", 368 | " \n", 369 | " \n", 370 | " \n", 371 | " \n", 372 | " \n", 373 | " \n", 374 | " \n", 375 | " \n", 376 | " \n", 377 | " \n", 378 | " \n", 379 | " \n", 380 | " \n", 381 | " \n", 382 | " \n", 383 | " \n", 384 | " \n", 385 | " \n", 386 | " \n", 387 | " \n", 388 | " \n", 389 | " \n", 390 | " \n", 391 | " \n", 392 | " \n", 393 | " \n", 394 | " \n", 395 | " \n", 396 | " \n", 397 | " \n", 398 | " \n", 399 | " \n", 400 | " \n", 401 | " \n", 402 | " \n", 403 | " \n", 404 | " \n", 405 | " \n", 406 | " \n", 407 | " \n", 408 | " \n", 409 | " \n", 410 | " \n", 411 | " \n", 412 | " \n", 413 | " \n", 414 | " \n", 415 | " \n", 416 | " \n", 417 | " \n", 418 | " \n", 419 | " \n", 420 | " \n", 421 | " \n", 422 | " \n", 423 | " \n", 424 | " \n", 425 | " \n", 426 | " \n", 427 | " \n", 428 | " \n", 429 | " \n", 430 | " \n", 431 | " \n", 432 | " \n", 433 | " \n", 434 | " \n", 435 | " \n", 436 | " \n", 437 | " \n", 438 | " \n", 439 | " \n", 440 | " \n", 441 | " \n", 442 | " \n", 443 | " \n", 444 | " \n", 445 | " \n", 446 | " \n", 447 | " \n", 448 | " \n", 449 | " \n", 450 | "
ts_code股票名称年复合增长率周期pepe_ttmtotal_mvpegpeg_ttm
7600151.SH航天机电8.57580.0356.221,372,579.449.346.56
13688599.SH天合光能6.82428.7527.053,534,257.074.223.97
5300118.SZ东方日升25.02578.94289.971,305,169.193.1511.59
0002129.SZ中环股份30.49581.8864.708,916,804.032.692.12
1002218.SZ拓日新能13.32531.5532.22522,972.712.372.42
8600438.SH通威股份25.71543.0537.7815,530,341.231.671.47
6300393.SZ中来股份47.27571.8154.28694,092.631.521.15
11601012.SH隆基股份55.79543.9140.8637,550,426.220.790.73
12601877.SH正泰电器22.56510.3110.676,624,068.510.460.47
2002459.SZ晶澳科技140.34534.3137.525,168,753.530.240.27
10600732.SH爱旭股份144.64528.2427.542,274,579.700.200.19
4300111.SZ向日葵-30.92555.9260.37312,424.20-1.81-1.95
3002506.SZ协鑫集成-1.065NaNNaN1,850,338.84NaNNaN
9600537.SH亿晶光电-3.595NaNNaN469,367.35NaNNaN
\n", 451 | "
" 452 | ], 453 | "text/plain": [ 454 | " ts_code 股票名称 年复合增长率 周期 pe pe_ttm total_mv peg peg_ttm\n", 455 | "7 600151.SH 航天机电 8.57 5 80.03 56.22 1,372,579.44 9.34 6.56\n", 456 | "13 688599.SH 天合光能 6.82 4 28.75 27.05 3,534,257.07 4.22 3.97\n", 457 | "5 300118.SZ 东方日升 25.02 5 78.94 289.97 1,305,169.19 3.15 11.59\n", 458 | "0 002129.SZ 中环股份 30.49 5 81.88 64.70 8,916,804.03 2.69 2.12\n", 459 | "1 002218.SZ 拓日新能 13.32 5 31.55 32.22 522,972.71 2.37 2.42\n", 460 | "8 600438.SH 通威股份 25.71 5 43.05 37.78 15,530,341.23 1.67 1.47\n", 461 | "6 300393.SZ 中来股份 47.27 5 71.81 54.28 694,092.63 1.52 1.15\n", 462 | "11 601012.SH 隆基股份 55.79 5 43.91 40.86 37,550,426.22 0.79 0.73\n", 463 | "12 601877.SH 正泰电器 22.56 5 10.31 10.67 6,624,068.51 0.46 0.47\n", 464 | "2 002459.SZ 晶澳科技 140.34 5 34.31 37.52 5,168,753.53 0.24 0.27\n", 465 | "10 600732.SH 爱旭股份 144.64 5 28.24 27.54 2,274,579.70 0.20 0.19\n", 466 | "4 300111.SZ 向日葵 -30.92 5 55.92 60.37 312,424.20 -1.81 -1.95\n", 467 | "3 002506.SZ 协鑫集成 -1.06 5 NaN NaN 1,850,338.84 NaN NaN\n", 468 | "9 600537.SH 亿晶光电 -3.59 5 NaN NaN 469,367.35 NaN NaN" 469 | ] 470 | }, 471 | "execution_count": 14, 472 | "metadata": {}, 473 | "output_type": "execute_result" 474 | } 475 | ], 476 | "source": [ 477 | "peg_data.sort_values(by='peg', ascending=False)" 478 | ] 479 | }, 480 | { 481 | "cell_type": "markdown", 482 | "metadata": {}, 483 | "source": [ 484 | "![](https://fenc.wang/imgs/2020/08/3565654bfbe9ffa0.png)" 485 | ] 486 | } 487 | ], 488 | "metadata": { 489 | "kernelspec": { 490 | "display_name": "Python 3", 491 | "language": "python", 492 | "name": "python3" 493 | }, 494 | "language_info": { 495 | "codemirror_mode": { 496 | "name": "ipython", 497 | "version": 3 498 | }, 499 | "file_extension": ".py", 500 | "mimetype": "text/x-python", 501 | "name": "python", 502 | "nbconvert_exporter": "python", 503 | "pygments_lexer": "ipython3", 504 | "version": "3.8.7" 505 | } 506 | }, 507 | "nbformat": 4, 508 | "nbformat_minor": 4 509 | } 510 | -------------------------------------------------------------------------------- /量化分析/分析方法/Regression/data/MPRIME.csv: -------------------------------------------------------------------------------- 1 | DATE,MPRIME 2 | 1949-01-01,2.00 3 | 1949-02-01,2.00 4 | 1949-03-01,2.00 5 | 1949-04-01,2.00 6 | 1949-05-01,2.00 7 | 1949-06-01,2.00 8 | 1949-07-01,2.00 9 | 1949-08-01,2.00 10 | 1949-09-01,2.00 11 | 1949-10-01,2.00 12 | 1949-11-01,2.00 13 | 1949-12-01,2.00 14 | 1950-01-01,2.00 15 | 1950-02-01,2.00 16 | 1950-03-01,2.00 17 | 1950-04-01,2.00 18 | 1950-05-01,2.00 19 | 1950-06-01,2.00 20 | 1950-07-01,2.00 21 | 1950-08-01,2.00 22 | 1950-09-01,2.08 23 | 1950-10-01,2.25 24 | 1950-11-01,2.25 25 | 1950-12-01,2.25 26 | 1951-01-01,2.44 27 | 1951-02-01,2.50 28 | 1951-03-01,2.50 29 | 1951-04-01,2.50 30 | 1951-05-01,2.50 31 | 1951-06-01,2.50 32 | 1951-07-01,2.50 33 | 1951-08-01,2.50 34 | 1951-09-01,2.50 35 | 1951-10-01,2.62 36 | 1951-11-01,2.75 37 | 1951-12-01,2.85 38 | 1952-01-01,3.00 39 | 1952-02-01,3.00 40 | 1952-03-01,3.00 41 | 1952-04-01,3.00 42 | 1952-05-01,3.00 43 | 1952-06-01,3.00 44 | 1952-07-01,3.00 45 | 1952-08-01,3.00 46 | 1952-09-01,3.00 47 | 1952-10-01,3.00 48 | 1952-11-01,3.00 49 | 1952-12-01,3.00 50 | 1953-01-01,3.00 51 | 1953-02-01,3.00 52 | 1953-03-01,3.00 53 | 1953-04-01,3.03 54 | 1953-05-01,3.25 55 | 1953-06-01,3.25 56 | 1953-07-01,3.25 57 | 1953-08-01,3.25 58 | 1953-09-01,3.25 59 | 1953-10-01,3.25 60 | 1953-11-01,3.25 61 | 1953-12-01,3.25 62 | 1954-01-01,3.25 63 | 1954-02-01,3.25 64 | 1954-03-01,3.13 65 | 1954-04-01,3.00 66 | 1954-05-01,3.00 67 | 1954-06-01,3.00 68 | 1954-07-01,3.00 69 | 1954-08-01,3.00 70 | 1954-09-01,3.00 71 | 1954-10-01,3.00 72 | 1954-11-01,3.00 73 | 1954-12-01,3.00 74 | 1955-01-01,3.00 75 | 1955-02-01,3.00 76 | 1955-03-01,3.00 77 | 1955-04-01,3.00 78 | 1955-05-01,3.00 79 | 1955-06-01,3.00 80 | 1955-07-01,3.00 81 | 1955-08-01,3.23 82 | 1955-09-01,3.25 83 | 1955-10-01,3.40 84 | 1955-11-01,3.50 85 | 1955-12-01,3.50 86 | 1956-01-01,3.50 87 | 1956-02-01,3.50 88 | 1956-03-01,3.50 89 | 1956-04-01,3.65 90 | 1956-05-01,3.75 91 | 1956-06-01,3.75 92 | 1956-07-01,3.75 93 | 1956-08-01,3.84 94 | 1956-09-01,4.00 95 | 1956-10-01,4.00 96 | 1956-11-01,4.00 97 | 1956-12-01,4.00 98 | 1957-01-01,4.00 99 | 1957-02-01,4.00 100 | 1957-03-01,4.00 101 | 1957-04-01,4.00 102 | 1957-05-01,4.00 103 | 1957-06-01,4.00 104 | 1957-07-01,4.00 105 | 1957-08-01,4.42 106 | 1957-09-01,4.50 107 | 1957-10-01,4.50 108 | 1957-11-01,4.50 109 | 1957-12-01,4.50 110 | 1958-01-01,4.34 111 | 1958-02-01,4.00 112 | 1958-03-01,4.00 113 | 1958-04-01,3.83 114 | 1958-05-01,3.50 115 | 1958-06-01,3.50 116 | 1958-07-01,3.50 117 | 1958-08-01,3.50 118 | 1958-09-01,3.83 119 | 1958-10-01,4.00 120 | 1958-11-01,4.00 121 | 1958-12-01,4.00 122 | 1959-01-01,4.00 123 | 1959-02-01,4.00 124 | 1959-03-01,4.00 125 | 1959-04-01,4.00 126 | 1959-05-01,4.23 127 | 1959-06-01,4.50 128 | 1959-07-01,4.50 129 | 1959-08-01,4.50 130 | 1959-09-01,5.00 131 | 1959-10-01,5.00 132 | 1959-11-01,5.00 133 | 1959-12-01,5.00 134 | 1960-01-01,5.00 135 | 1960-02-01,5.00 136 | 1960-03-01,5.00 137 | 1960-04-01,5.00 138 | 1960-05-01,5.00 139 | 1960-06-01,5.00 140 | 1960-07-01,5.00 141 | 1960-08-01,4.85 142 | 1960-09-01,4.50 143 | 1960-10-01,4.50 144 | 1960-11-01,4.50 145 | 1960-12-01,4.50 146 | 1961-01-01,4.50 147 | 1961-02-01,4.50 148 | 1961-03-01,4.50 149 | 1961-04-01,4.50 150 | 1961-05-01,4.50 151 | 1961-06-01,4.50 152 | 1961-07-01,4.50 153 | 1961-08-01,4.50 154 | 1961-09-01,4.50 155 | 1961-10-01,4.50 156 | 1961-11-01,4.50 157 | 1961-12-01,4.50 158 | 1962-01-01,4.50 159 | 1962-02-01,4.50 160 | 1962-03-01,4.50 161 | 1962-04-01,4.50 162 | 1962-05-01,4.50 163 | 1962-06-01,4.50 164 | 1962-07-01,4.50 165 | 1962-08-01,4.50 166 | 1962-09-01,4.50 167 | 1962-10-01,4.50 168 | 1962-11-01,4.50 169 | 1962-12-01,4.50 170 | 1963-01-01,4.50 171 | 1963-02-01,4.50 172 | 1963-03-01,4.50 173 | 1963-04-01,4.50 174 | 1963-05-01,4.50 175 | 1963-06-01,4.50 176 | 1963-07-01,4.50 177 | 1963-08-01,4.50 178 | 1963-09-01,4.50 179 | 1963-10-01,4.50 180 | 1963-11-01,4.50 181 | 1963-12-01,4.50 182 | 1964-01-01,4.50 183 | 1964-02-01,4.50 184 | 1964-03-01,4.50 185 | 1964-04-01,4.50 186 | 1964-05-01,4.50 187 | 1964-06-01,4.50 188 | 1964-07-01,4.50 189 | 1964-08-01,4.50 190 | 1964-09-01,4.50 191 | 1964-10-01,4.50 192 | 1964-11-01,4.50 193 | 1964-12-01,4.50 194 | 1965-01-01,4.50 195 | 1965-02-01,4.50 196 | 1965-03-01,4.50 197 | 1965-04-01,4.50 198 | 1965-05-01,4.50 199 | 1965-06-01,4.50 200 | 1965-07-01,4.50 201 | 1965-08-01,4.50 202 | 1965-09-01,4.50 203 | 1965-10-01,4.50 204 | 1965-11-01,4.50 205 | 1965-12-01,4.92 206 | 1966-01-01,5.00 207 | 1966-02-01,5.00 208 | 1966-03-01,5.35 209 | 1966-04-01,5.50 210 | 1966-05-01,5.50 211 | 1966-06-01,5.52 212 | 1966-07-01,5.75 213 | 1966-08-01,5.88 214 | 1966-09-01,6.00 215 | 1966-10-01,6.00 216 | 1966-11-01,6.00 217 | 1966-12-01,6.00 218 | 1967-01-01,5.96 219 | 1967-02-01,5.75 220 | 1967-03-01,5.71 221 | 1967-04-01,5.50 222 | 1967-05-01,5.50 223 | 1967-06-01,5.50 224 | 1967-07-01,5.50 225 | 1967-08-01,5.50 226 | 1967-09-01,5.50 227 | 1967-10-01,5.50 228 | 1967-11-01,5.68 229 | 1967-12-01,6.00 230 | 1968-01-01,6.00 231 | 1968-02-01,6.00 232 | 1968-03-01,6.00 233 | 1968-04-01,6.20 234 | 1968-05-01,6.50 235 | 1968-06-01,6.50 236 | 1968-07-01,6.50 237 | 1968-08-01,6.50 238 | 1968-09-01,6.45 239 | 1968-10-01,6.25 240 | 1968-11-01,6.25 241 | 1968-12-01,6.60 242 | 1969-01-01,6.95 243 | 1969-02-01,7.00 244 | 1969-03-01,7.24 245 | 1969-04-01,7.50 246 | 1969-05-01,7.50 247 | 1969-06-01,8.23 248 | 1969-07-01,8.50 249 | 1969-08-01,8.50 250 | 1969-09-01,8.50 251 | 1969-10-01,8.50 252 | 1969-11-01,8.50 253 | 1969-12-01,8.50 254 | 1970-01-01,8.50 255 | 1970-02-01,8.50 256 | 1970-03-01,8.39 257 | 1970-04-01,8.00 258 | 1970-05-01,8.00 259 | 1970-06-01,8.00 260 | 1970-07-01,8.00 261 | 1970-08-01,8.00 262 | 1970-09-01,7.83 263 | 1970-10-01,7.50 264 | 1970-11-01,7.28 265 | 1970-12-01,6.92 266 | 1971-01-01,6.29 267 | 1971-02-01,5.88 268 | 1971-03-01,5.44 269 | 1971-04-01,5.28 270 | 1971-05-01,5.46 271 | 1971-06-01,5.50 272 | 1971-07-01,5.91 273 | 1971-08-01,6.00 274 | 1971-09-01,6.00 275 | 1971-10-01,5.90 276 | 1971-11-01,5.53 277 | 1971-12-01,5.49 278 | 1972-01-01,5.18 279 | 1972-02-01,4.75 280 | 1972-03-01,4.75 281 | 1972-04-01,4.97 282 | 1972-05-01,5.00 283 | 1972-06-01,5.04 284 | 1972-07-01,5.25 285 | 1972-08-01,5.27 286 | 1972-09-01,5.50 287 | 1972-10-01,5.73 288 | 1972-11-01,5.75 289 | 1972-12-01,5.79 290 | 1973-01-01,6.00 291 | 1973-02-01,6.02 292 | 1973-03-01,6.30 293 | 1973-04-01,6.61 294 | 1973-05-01,7.01 295 | 1973-06-01,7.49 296 | 1973-07-01,8.30 297 | 1973-08-01,9.23 298 | 1973-09-01,9.86 299 | 1973-10-01,9.94 300 | 1973-11-01,9.75 301 | 1973-12-01,9.75 302 | 1974-01-01,9.73 303 | 1974-02-01,9.21 304 | 1974-03-01,8.85 305 | 1974-04-01,10.02 306 | 1974-05-01,11.25 307 | 1974-06-01,11.54 308 | 1974-07-01,11.97 309 | 1974-08-01,12.00 310 | 1974-09-01,12.00 311 | 1974-10-01,11.68 312 | 1974-11-01,10.83 313 | 1974-12-01,10.50 314 | 1975-01-01,10.05 315 | 1975-02-01,8.96 316 | 1975-03-01,7.93 317 | 1975-04-01,7.50 318 | 1975-05-01,7.40 319 | 1975-06-01,7.07 320 | 1975-07-01,7.15 321 | 1975-08-01,7.66 322 | 1975-09-01,7.88 323 | 1975-10-01,7.96 324 | 1975-11-01,7.53 325 | 1975-12-01,7.26 326 | 1976-01-01,7.00 327 | 1976-02-01,6.75 328 | 1976-03-01,6.75 329 | 1976-04-01,6.75 330 | 1976-05-01,6.75 331 | 1976-06-01,7.20 332 | 1976-07-01,7.25 333 | 1976-08-01,7.01 334 | 1976-09-01,7.00 335 | 1976-10-01,6.77 336 | 1976-11-01,6.50 337 | 1976-12-01,6.35 338 | 1977-01-01,6.25 339 | 1977-02-01,6.25 340 | 1977-03-01,6.25 341 | 1977-04-01,6.25 342 | 1977-05-01,6.41 343 | 1977-06-01,6.75 344 | 1977-07-01,6.75 345 | 1977-08-01,6.83 346 | 1977-09-01,7.13 347 | 1977-10-01,7.52 348 | 1977-11-01,7.75 349 | 1977-12-01,7.75 350 | 1978-01-01,7.93 351 | 1978-02-01,8.00 352 | 1978-03-01,8.00 353 | 1978-04-01,8.00 354 | 1978-05-01,8.27 355 | 1978-06-01,8.63 356 | 1978-07-01,9.00 357 | 1978-08-01,9.01 358 | 1978-09-01,9.41 359 | 1978-10-01,9.94 360 | 1978-11-01,10.94 361 | 1978-12-01,11.55 362 | 1979-01-01,11.75 363 | 1979-02-01,11.75 364 | 1979-03-01,11.75 365 | 1979-04-01,11.75 366 | 1979-05-01,11.75 367 | 1979-06-01,11.65 368 | 1979-07-01,11.54 369 | 1979-08-01,11.91 370 | 1979-09-01,12.90 371 | 1979-10-01,14.39 372 | 1979-11-01,15.55 373 | 1979-12-01,15.30 374 | 1980-01-01,15.25 375 | 1980-02-01,15.63 376 | 1980-03-01,18.31 377 | 1980-04-01,19.77 378 | 1980-05-01,16.57 379 | 1980-06-01,12.63 380 | 1980-07-01,11.48 381 | 1980-08-01,11.12 382 | 1980-09-01,12.23 383 | 1980-10-01,13.79 384 | 1980-11-01,16.06 385 | 1980-12-01,20.35 386 | 1981-01-01,20.16 387 | 1981-02-01,19.43 388 | 1981-03-01,18.05 389 | 1981-04-01,17.15 390 | 1981-05-01,19.61 391 | 1981-06-01,20.03 392 | 1981-07-01,20.39 393 | 1981-08-01,20.50 394 | 1981-09-01,20.08 395 | 1981-10-01,18.45 396 | 1981-11-01,16.84 397 | 1981-12-01,15.75 398 | 1982-01-01,15.75 399 | 1982-02-01,16.56 400 | 1982-03-01,16.50 401 | 1982-04-01,16.50 402 | 1982-05-01,16.50 403 | 1982-06-01,16.50 404 | 1982-07-01,16.26 405 | 1982-08-01,14.39 406 | 1982-09-01,13.50 407 | 1982-10-01,12.52 408 | 1982-11-01,11.85 409 | 1982-12-01,11.50 410 | 1983-01-01,11.16 411 | 1983-02-01,10.98 412 | 1983-03-01,10.50 413 | 1983-04-01,10.50 414 | 1983-05-01,10.50 415 | 1983-06-01,10.50 416 | 1983-07-01,10.50 417 | 1983-08-01,10.89 418 | 1983-09-01,11.00 419 | 1983-10-01,11.00 420 | 1983-11-01,11.00 421 | 1983-12-01,11.00 422 | 1984-01-01,11.00 423 | 1984-02-01,11.00 424 | 1984-03-01,11.21 425 | 1984-04-01,11.93 426 | 1984-05-01,12.39 427 | 1984-06-01,12.60 428 | 1984-07-01,13.00 429 | 1984-08-01,13.00 430 | 1984-09-01,12.97 431 | 1984-10-01,12.58 432 | 1984-11-01,11.77 433 | 1984-12-01,11.06 434 | 1985-01-01,10.61 435 | 1985-02-01,10.50 436 | 1985-03-01,10.50 437 | 1985-04-01,10.50 438 | 1985-05-01,10.31 439 | 1985-06-01,9.78 440 | 1985-07-01,9.50 441 | 1985-08-01,9.50 442 | 1985-09-01,9.50 443 | 1985-10-01,9.50 444 | 1985-11-01,9.50 445 | 1985-12-01,9.50 446 | 1986-01-01,9.50 447 | 1986-02-01,9.50 448 | 1986-03-01,9.10 449 | 1986-04-01,8.83 450 | 1986-05-01,8.50 451 | 1986-06-01,8.50 452 | 1986-07-01,8.16 453 | 1986-08-01,7.90 454 | 1986-09-01,7.50 455 | 1986-10-01,7.50 456 | 1986-11-01,7.50 457 | 1986-12-01,7.50 458 | 1987-01-01,7.50 459 | 1987-02-01,7.50 460 | 1987-03-01,7.50 461 | 1987-04-01,7.75 462 | 1987-05-01,8.14 463 | 1987-06-01,8.25 464 | 1987-07-01,8.25 465 | 1987-08-01,8.25 466 | 1987-09-01,8.70 467 | 1987-10-01,9.07 468 | 1987-11-01,8.78 469 | 1987-12-01,8.75 470 | 1988-01-01,8.75 471 | 1988-02-01,8.51 472 | 1988-03-01,8.50 473 | 1988-04-01,8.50 474 | 1988-05-01,8.84 475 | 1988-06-01,9.00 476 | 1988-07-01,9.29 477 | 1988-08-01,9.84 478 | 1988-09-01,10.00 479 | 1988-10-01,10.00 480 | 1988-11-01,10.05 481 | 1988-12-01,10.50 482 | 1989-01-01,10.50 483 | 1989-02-01,10.93 484 | 1989-03-01,11.50 485 | 1989-04-01,11.50 486 | 1989-05-01,11.50 487 | 1989-06-01,11.07 488 | 1989-07-01,10.98 489 | 1989-08-01,10.50 490 | 1989-09-01,10.50 491 | 1989-10-01,10.50 492 | 1989-11-01,10.50 493 | 1989-12-01,10.50 494 | 1990-01-01,10.11 495 | 1990-02-01,10.00 496 | 1990-03-01,10.00 497 | 1990-04-01,10.00 498 | 1990-05-01,10.00 499 | 1990-06-01,10.00 500 | 1990-07-01,10.00 501 | 1990-08-01,10.00 502 | 1990-09-01,10.00 503 | 1990-10-01,10.00 504 | 1990-11-01,10.00 505 | 1990-12-01,10.00 506 | 1991-01-01,9.52 507 | 1991-02-01,9.05 508 | 1991-03-01,9.00 509 | 1991-04-01,9.00 510 | 1991-05-01,8.50 511 | 1991-06-01,8.50 512 | 1991-07-01,8.50 513 | 1991-08-01,8.50 514 | 1991-09-01,8.20 515 | 1991-10-01,8.00 516 | 1991-11-01,7.58 517 | 1991-12-01,7.21 518 | 1992-01-01,6.50 519 | 1992-02-01,6.50 520 | 1992-03-01,6.50 521 | 1992-04-01,6.50 522 | 1992-05-01,6.50 523 | 1992-06-01,6.50 524 | 1992-07-01,6.02 525 | 1992-08-01,6.00 526 | 1992-09-01,6.00 527 | 1992-10-01,6.00 528 | 1992-11-01,6.00 529 | 1992-12-01,6.00 530 | 1993-01-01,6.00 531 | 1993-02-01,6.00 532 | 1993-03-01,6.00 533 | 1993-04-01,6.00 534 | 1993-05-01,6.00 535 | 1993-06-01,6.00 536 | 1993-07-01,6.00 537 | 1993-08-01,6.00 538 | 1993-09-01,6.00 539 | 1993-10-01,6.00 540 | 1993-11-01,6.00 541 | 1993-12-01,6.00 542 | 1994-01-01,6.00 543 | 1994-02-01,6.00 544 | 1994-03-01,6.06 545 | 1994-04-01,6.45 546 | 1994-05-01,6.99 547 | 1994-06-01,7.25 548 | 1994-07-01,7.25 549 | 1994-08-01,7.51 550 | 1994-09-01,7.75 551 | 1994-10-01,7.75 552 | 1994-11-01,8.15 553 | 1994-12-01,8.50 554 | 1995-01-01,8.50 555 | 1995-02-01,9.00 556 | 1995-03-01,9.00 557 | 1995-04-01,9.00 558 | 1995-05-01,9.00 559 | 1995-06-01,9.00 560 | 1995-07-01,8.80 561 | 1995-08-01,8.75 562 | 1995-09-01,8.75 563 | 1995-10-01,8.75 564 | 1995-11-01,8.75 565 | 1995-12-01,8.65 566 | 1996-01-01,8.50 567 | 1996-02-01,8.25 568 | 1996-03-01,8.25 569 | 1996-04-01,8.25 570 | 1996-05-01,8.25 571 | 1996-06-01,8.25 572 | 1996-07-01,8.25 573 | 1996-08-01,8.25 574 | 1996-09-01,8.25 575 | 1996-10-01,8.25 576 | 1996-11-01,8.25 577 | 1996-12-01,8.25 578 | 1997-01-01,8.25 579 | 1997-02-01,8.25 580 | 1997-03-01,8.30 581 | 1997-04-01,8.50 582 | 1997-05-01,8.50 583 | 1997-06-01,8.50 584 | 1997-07-01,8.50 585 | 1997-08-01,8.50 586 | 1997-09-01,8.50 587 | 1997-10-01,8.50 588 | 1997-11-01,8.50 589 | 1997-12-01,8.50 590 | 1998-01-01,8.50 591 | 1998-02-01,8.50 592 | 1998-03-01,8.50 593 | 1998-04-01,8.50 594 | 1998-05-01,8.50 595 | 1998-06-01,8.50 596 | 1998-07-01,8.50 597 | 1998-08-01,8.50 598 | 1998-09-01,8.49 599 | 1998-10-01,8.12 600 | 1998-11-01,7.89 601 | 1998-12-01,7.75 602 | 1999-01-01,7.75 603 | 1999-02-01,7.75 604 | 1999-03-01,7.75 605 | 1999-04-01,7.75 606 | 1999-05-01,7.75 607 | 1999-06-01,7.75 608 | 1999-07-01,8.00 609 | 1999-08-01,8.06 610 | 1999-09-01,8.25 611 | 1999-10-01,8.25 612 | 1999-11-01,8.37 613 | 1999-12-01,8.50 614 | 2000-01-01,8.50 615 | 2000-02-01,8.73 616 | 2000-03-01,8.83 617 | 2000-04-01,9.00 618 | 2000-05-01,9.24 619 | 2000-06-01,9.50 620 | 2000-07-01,9.50 621 | 2000-08-01,9.50 622 | 2000-09-01,9.50 623 | 2000-10-01,9.50 624 | 2000-11-01,9.50 625 | 2000-12-01,9.50 626 | 2001-01-01,9.05 627 | 2001-02-01,8.50 628 | 2001-03-01,8.32 629 | 2001-04-01,7.80 630 | 2001-05-01,7.24 631 | 2001-06-01,6.98 632 | 2001-07-01,6.75 633 | 2001-08-01,6.67 634 | 2001-09-01,6.28 635 | 2001-10-01,5.53 636 | 2001-11-01,5.10 637 | 2001-12-01,4.84 638 | 2002-01-01,4.75 639 | 2002-02-01,4.75 640 | 2002-03-01,4.75 641 | 2002-04-01,4.75 642 | 2002-05-01,4.75 643 | 2002-06-01,4.75 644 | 2002-07-01,4.75 645 | 2002-08-01,4.75 646 | 2002-09-01,4.75 647 | 2002-10-01,4.75 648 | 2002-11-01,4.35 649 | 2002-12-01,4.25 650 | 2003-01-01,4.25 651 | 2003-02-01,4.25 652 | 2003-03-01,4.25 653 | 2003-04-01,4.25 654 | 2003-05-01,4.25 655 | 2003-06-01,4.22 656 | 2003-07-01,4.00 657 | 2003-08-01,4.00 658 | 2003-09-01,4.00 659 | 2003-10-01,4.00 660 | 2003-11-01,4.00 661 | 2003-12-01,4.00 662 | 2004-01-01,4.00 663 | 2004-02-01,4.00 664 | 2004-03-01,4.00 665 | 2004-04-01,4.00 666 | 2004-05-01,4.00 667 | 2004-06-01,4.01 668 | 2004-07-01,4.25 669 | 2004-08-01,4.43 670 | 2004-09-01,4.58 671 | 2004-10-01,4.75 672 | 2004-11-01,4.93 673 | 2004-12-01,5.15 674 | 2005-01-01,5.25 675 | 2005-02-01,5.49 676 | 2005-03-01,5.58 677 | 2005-04-01,5.75 678 | 2005-05-01,5.98 679 | 2005-06-01,6.01 680 | 2005-07-01,6.25 681 | 2005-08-01,6.44 682 | 2005-09-01,6.59 683 | 2005-10-01,6.75 684 | 2005-11-01,7.00 685 | 2005-12-01,7.15 686 | 2006-01-01,7.26 687 | 2006-02-01,7.50 688 | 2006-03-01,7.53 689 | 2006-04-01,7.75 690 | 2006-05-01,7.93 691 | 2006-06-01,8.02 692 | 2006-07-01,8.25 693 | 2006-08-01,8.25 694 | 2006-09-01,8.25 695 | 2006-10-01,8.25 696 | 2006-11-01,8.25 697 | 2006-12-01,8.25 698 | 2007-01-01,8.25 699 | 2007-02-01,8.25 700 | 2007-03-01,8.25 701 | 2007-04-01,8.25 702 | 2007-05-01,8.25 703 | 2007-06-01,8.25 704 | 2007-07-01,8.25 705 | 2007-08-01,8.25 706 | 2007-09-01,8.03 707 | 2007-10-01,7.74 708 | 2007-11-01,7.50 709 | 2007-12-01,7.33 710 | 2008-01-01,6.98 711 | 2008-02-01,6.00 712 | 2008-03-01,5.66 713 | 2008-04-01,5.24 714 | 2008-05-01,5.00 715 | 2008-06-01,5.00 716 | 2008-07-01,5.00 717 | 2008-08-01,5.00 718 | 2008-09-01,5.00 719 | 2008-10-01,4.56 720 | 2008-11-01,4.00 721 | 2008-12-01,3.61 722 | 2009-01-01,3.25 723 | 2009-02-01,3.25 724 | 2009-03-01,3.25 725 | 2009-04-01,3.25 726 | 2009-05-01,3.25 727 | 2009-06-01,3.25 728 | 2009-07-01,3.25 729 | 2009-08-01,3.25 730 | 2009-09-01,3.25 731 | 2009-10-01,3.25 732 | 2009-11-01,3.25 733 | 2009-12-01,3.25 734 | 2010-01-01,3.25 735 | 2010-02-01,3.25 736 | 2010-03-01,3.25 737 | 2010-04-01,3.25 738 | 2010-05-01,3.25 739 | 2010-06-01,3.25 740 | 2010-07-01,3.25 741 | 2010-08-01,3.25 742 | 2010-09-01,3.25 743 | 2010-10-01,3.25 744 | 2010-11-01,3.25 745 | 2010-12-01,3.25 746 | 2011-01-01,3.25 747 | 2011-02-01,3.25 748 | 2011-03-01,3.25 749 | 2011-04-01,3.25 750 | 2011-05-01,3.25 751 | 2011-06-01,3.25 752 | 2011-07-01,3.25 753 | 2011-08-01,3.25 754 | 2011-09-01,3.25 755 | 2011-10-01,3.25 756 | 2011-11-01,3.25 757 | 2011-12-01,3.25 758 | 2012-01-01,3.25 759 | 2012-02-01,3.25 760 | 2012-03-01,3.25 761 | 2012-04-01,3.25 762 | 2012-05-01,3.25 763 | 2012-06-01,3.25 764 | 2012-07-01,3.25 765 | 2012-08-01,3.25 766 | 2012-09-01,3.25 767 | 2012-10-01,3.25 768 | 2012-11-01,3.25 769 | 2012-12-01,3.25 770 | 2013-01-01,3.25 771 | 2013-02-01,3.25 772 | 2013-03-01,3.25 773 | 2013-04-01,3.25 774 | 2013-05-01,3.25 775 | 2013-06-01,3.25 776 | 2013-07-01,3.25 777 | 2013-08-01,3.25 778 | 2013-09-01,3.25 779 | 2013-10-01,3.25 780 | 2013-11-01,3.25 781 | 2013-12-01,3.25 782 | 2014-01-01,3.25 783 | 2014-02-01,3.25 784 | 2014-03-01,3.25 785 | 2014-04-01,3.25 786 | 2014-05-01,3.25 787 | 2014-06-01,3.25 788 | 2014-07-01,3.25 789 | 2014-08-01,3.25 790 | 2014-09-01,3.25 791 | 2014-10-01,3.25 792 | 2014-11-01,3.25 793 | 2014-12-01,3.25 794 | 2015-01-01,3.25 795 | 2015-02-01,3.25 796 | 2015-03-01,3.25 797 | 2015-04-01,3.25 798 | 2015-05-01,3.25 799 | 2015-06-01,3.25 800 | 2015-07-01,3.25 801 | 2015-08-01,3.25 802 | 2015-09-01,3.25 803 | 2015-10-01,3.25 804 | 2015-11-01,3.25 805 | 2015-12-01,3.37 806 | 2016-01-01,3.50 807 | 2016-02-01,3.50 808 | 2016-03-01,3.50 809 | 2016-04-01,3.50 810 | 2016-05-01,3.50 811 | 2016-06-01,3.50 812 | 2016-07-01,3.50 813 | 2016-08-01,3.50 814 | 2016-09-01,3.50 815 | 2016-10-01,3.50 816 | 2016-11-01,3.50 817 | 2016-12-01,3.64 818 | 2017-01-01,3.75 819 | 2017-02-01,3.75 820 | 2017-03-01,3.88 821 | 2017-04-01,4.00 822 | 2017-05-01,4.00 823 | 2017-06-01,4.13 824 | 2017-07-01,4.25 825 | 2017-08-01,4.25 826 | 2017-09-01,4.25 827 | 2017-10-01,4.25 828 | 2017-11-01,4.25 829 | 2017-12-01,4.40 830 | 2018-01-01,4.50 831 | 2018-02-01,4.50 832 | 2018-03-01,4.58 833 | 2018-04-01,4.75 834 | 2018-05-01,4.75 835 | 2018-06-01,4.89 836 | 2018-07-01,5.00 837 | 2018-08-01,5.00 838 | 2018-09-01,5.03 839 | 2018-10-01,5.25 840 | 2018-11-01,5.25 841 | 2018-12-01,5.35 842 | 2019-01-01,5.50 843 | 2019-02-01,5.50 844 | 2019-03-01,5.50 845 | 2019-04-01,5.50 846 | 2019-05-01,5.50 847 | 2019-06-01,5.50 848 | 2019-07-01,5.50 849 | 2019-08-01,5.25 850 | 2019-09-01,5.15 851 | 2019-10-01,4.99 852 | 2019-11-01,4.75 853 | 2019-12-01,4.75 854 | 2020-01-01,4.75 855 | 2020-02-01,4.75 856 | 2020-03-01,3.78 857 | 2020-04-01,3.25 858 | 2020-05-01,3.25 859 | 2020-06-01,3.25 860 | 2020-07-01,3.25 861 | 2020-08-01,3.25 862 | 2020-09-01,3.25 863 | 2020-10-01,3.25 864 | 2020-11-01,3.25 865 | 2020-12-01,3.25 866 | 2021-01-01,3.25 867 | 2021-02-01,3.25 868 | 2021-03-01,3.25 869 | 2021-04-01,3.25 870 | 2021-05-01,3.25 871 | 2021-06-01,3.25 872 | 2021-07-01,3.25 873 | 2021-08-01,3.25 874 | 2021-09-01,3.25 875 | 2021-10-01,3.25 876 | 2021-11-01,3.25 877 | 2021-12-01,3.25 878 | 2022-01-01,3.25 879 | 2022-02-01,3.25 880 | 2022-03-01,3.37 881 | 2022-04-01,3.50 882 | 2022-05-01,3.94 883 | -------------------------------------------------------------------------------- /量化分析/分析方法/Regression/data/CPIAUCSL.csv: -------------------------------------------------------------------------------- 1 | DATE,CPIAUCSL 2 | 1947-01-01,21.48 3 | 1947-02-01,21.62 4 | 1947-03-01,22.0 5 | 1947-04-01,22.0 6 | 1947-05-01,21.95 7 | 1947-06-01,22.08 8 | 1947-07-01,22.23 9 | 1947-08-01,22.4 10 | 1947-09-01,22.84 11 | 1947-10-01,22.91 12 | 1947-11-01,23.06 13 | 1947-12-01,23.41 14 | 1948-01-01,23.68 15 | 1948-02-01,23.67 16 | 1948-03-01,23.5 17 | 1948-04-01,23.82 18 | 1948-05-01,24.01 19 | 1948-06-01,24.15 20 | 1948-07-01,24.4 21 | 1948-08-01,24.43 22 | 1948-09-01,24.36 23 | 1948-10-01,24.31 24 | 1948-11-01,24.16 25 | 1948-12-01,24.05 26 | 1949-01-01,24.01 27 | 1949-02-01,23.91 28 | 1949-03-01,23.91 29 | 1949-04-01,23.92 30 | 1949-05-01,23.91 31 | 1949-06-01,23.92 32 | 1949-07-01,23.7 33 | 1949-08-01,23.7 34 | 1949-09-01,23.75 35 | 1949-10-01,23.67 36 | 1949-11-01,23.7 37 | 1949-12-01,23.61 38 | 1950-01-01,23.51 39 | 1950-02-01,23.61 40 | 1950-03-01,23.64 41 | 1950-04-01,23.65 42 | 1950-05-01,23.77 43 | 1950-06-01,23.88 44 | 1950-07-01,24.07 45 | 1950-08-01,24.2 46 | 1950-09-01,24.34 47 | 1950-10-01,24.5 48 | 1950-11-01,24.6 49 | 1950-12-01,24.98 50 | 1951-01-01,25.38 51 | 1951-02-01,25.83 52 | 1951-03-01,25.88 53 | 1951-04-01,25.92 54 | 1951-05-01,25.99 55 | 1951-06-01,25.93 56 | 1951-07-01,25.91 57 | 1951-08-01,25.86 58 | 1951-09-01,26.03 59 | 1951-10-01,26.16 60 | 1951-11-01,26.32 61 | 1951-12-01,26.47 62 | 1952-01-01,26.45 63 | 1952-02-01,26.41 64 | 1952-03-01,26.39 65 | 1952-04-01,26.46 66 | 1952-05-01,26.47 67 | 1952-06-01,26.53 68 | 1952-07-01,26.68 69 | 1952-08-01,26.69 70 | 1952-09-01,26.63 71 | 1952-10-01,26.69 72 | 1952-11-01,26.69 73 | 1952-12-01,26.71 74 | 1953-01-01,26.64 75 | 1953-02-01,26.59 76 | 1953-03-01,26.63 77 | 1953-04-01,26.69 78 | 1953-05-01,26.7 79 | 1953-06-01,26.77 80 | 1953-07-01,26.79 81 | 1953-08-01,26.85 82 | 1953-09-01,26.89 83 | 1953-10-01,26.95 84 | 1953-11-01,26.85 85 | 1953-12-01,26.87 86 | 1954-01-01,26.94 87 | 1954-02-01,26.99 88 | 1954-03-01,26.93 89 | 1954-04-01,26.86 90 | 1954-05-01,26.93 91 | 1954-06-01,26.94 92 | 1954-07-01,26.86 93 | 1954-08-01,26.85 94 | 1954-09-01,26.81 95 | 1954-10-01,26.72 96 | 1954-11-01,26.78 97 | 1954-12-01,26.77 98 | 1955-01-01,26.77 99 | 1955-02-01,26.82 100 | 1955-03-01,26.79 101 | 1955-04-01,26.79 102 | 1955-05-01,26.77 103 | 1955-06-01,26.71 104 | 1955-07-01,26.76 105 | 1955-08-01,26.72 106 | 1955-09-01,26.85 107 | 1955-10-01,26.82 108 | 1955-11-01,26.88 109 | 1955-12-01,26.87 110 | 1956-01-01,26.83 111 | 1956-02-01,26.86 112 | 1956-03-01,26.89 113 | 1956-04-01,26.93 114 | 1956-05-01,27.03 115 | 1956-06-01,27.15 116 | 1956-07-01,27.29 117 | 1956-08-01,27.31 118 | 1956-09-01,27.35 119 | 1956-10-01,27.51 120 | 1956-11-01,27.51 121 | 1956-12-01,27.63 122 | 1957-01-01,27.67 123 | 1957-02-01,27.8 124 | 1957-03-01,27.86 125 | 1957-04-01,27.93 126 | 1957-05-01,28.0 127 | 1957-06-01,28.11 128 | 1957-07-01,28.19 129 | 1957-08-01,28.28 130 | 1957-09-01,28.32 131 | 1957-10-01,28.32 132 | 1957-11-01,28.41 133 | 1957-12-01,28.47 134 | 1958-01-01,28.64 135 | 1958-02-01,28.7 136 | 1958-03-01,28.87 137 | 1958-04-01,28.94 138 | 1958-05-01,28.94 139 | 1958-06-01,28.91 140 | 1958-07-01,28.89 141 | 1958-08-01,28.94 142 | 1958-09-01,28.91 143 | 1958-10-01,28.91 144 | 1958-11-01,28.95 145 | 1958-12-01,28.97 146 | 1959-01-01,29.01 147 | 1959-02-01,29.0 148 | 1959-03-01,28.97 149 | 1959-04-01,28.98 150 | 1959-05-01,29.04 151 | 1959-06-01,29.11 152 | 1959-07-01,29.15 153 | 1959-08-01,29.18 154 | 1959-09-01,29.25 155 | 1959-10-01,29.35 156 | 1959-11-01,29.35 157 | 1959-12-01,29.41 158 | 1960-01-01,29.37 159 | 1960-02-01,29.41 160 | 1960-03-01,29.41 161 | 1960-04-01,29.54 162 | 1960-05-01,29.57 163 | 1960-06-01,29.61 164 | 1960-07-01,29.55 165 | 1960-08-01,29.61 166 | 1960-09-01,29.61 167 | 1960-10-01,29.75 168 | 1960-11-01,29.78 169 | 1960-12-01,29.81 170 | 1961-01-01,29.84 171 | 1961-02-01,29.84 172 | 1961-03-01,29.84 173 | 1961-04-01,29.81 174 | 1961-05-01,29.84 175 | 1961-06-01,29.84 176 | 1961-07-01,29.92 177 | 1961-08-01,29.94 178 | 1961-09-01,29.98 179 | 1961-10-01,29.98 180 | 1961-11-01,29.98 181 | 1961-12-01,30.01 182 | 1962-01-01,30.04 183 | 1962-02-01,30.11 184 | 1962-03-01,30.17 185 | 1962-04-01,30.21 186 | 1962-05-01,30.24 187 | 1962-06-01,30.21 188 | 1962-07-01,30.22 189 | 1962-08-01,30.28 190 | 1962-09-01,30.42 191 | 1962-10-01,30.38 192 | 1962-11-01,30.38 193 | 1962-12-01,30.38 194 | 1963-01-01,30.44 195 | 1963-02-01,30.48 196 | 1963-03-01,30.51 197 | 1963-04-01,30.48 198 | 1963-05-01,30.51 199 | 1963-06-01,30.61 200 | 1963-07-01,30.69 201 | 1963-08-01,30.75 202 | 1963-09-01,30.72 203 | 1963-10-01,30.75 204 | 1963-11-01,30.78 205 | 1963-12-01,30.88 206 | 1964-01-01,30.94 207 | 1964-02-01,30.91 208 | 1964-03-01,30.94 209 | 1964-04-01,30.95 210 | 1964-05-01,30.98 211 | 1964-06-01,31.01 212 | 1964-07-01,31.02 213 | 1964-08-01,31.05 214 | 1964-09-01,31.08 215 | 1964-10-01,31.12 216 | 1964-11-01,31.21 217 | 1964-12-01,31.25 218 | 1965-01-01,31.28 219 | 1965-02-01,31.28 220 | 1965-03-01,31.31 221 | 1965-04-01,31.38 222 | 1965-05-01,31.48 223 | 1965-06-01,31.61 224 | 1965-07-01,31.58 225 | 1965-08-01,31.55 226 | 1965-09-01,31.62 227 | 1965-10-01,31.65 228 | 1965-11-01,31.75 229 | 1965-12-01,31.85 230 | 1966-01-01,31.88 231 | 1966-02-01,32.08 232 | 1966-03-01,32.18 233 | 1966-04-01,32.28 234 | 1966-05-01,32.35 235 | 1966-06-01,32.38 236 | 1966-07-01,32.45 237 | 1966-08-01,32.65 238 | 1966-09-01,32.75 239 | 1966-10-01,32.85 240 | 1966-11-01,32.88 241 | 1966-12-01,32.92 242 | 1967-01-01,32.9 243 | 1967-02-01,33.0 244 | 1967-03-01,33.0 245 | 1967-04-01,33.1 246 | 1967-05-01,33.1 247 | 1967-06-01,33.3 248 | 1967-07-01,33.4 249 | 1967-08-01,33.5 250 | 1967-09-01,33.6 251 | 1967-10-01,33.7 252 | 1967-11-01,33.9 253 | 1967-12-01,34.0 254 | 1968-01-01,34.1 255 | 1968-02-01,34.2 256 | 1968-03-01,34.3 257 | 1968-04-01,34.4 258 | 1968-05-01,34.5 259 | 1968-06-01,34.7 260 | 1968-07-01,34.9 261 | 1968-08-01,35.0 262 | 1968-09-01,35.1 263 | 1968-10-01,35.3 264 | 1968-11-01,35.4 265 | 1968-12-01,35.6 266 | 1969-01-01,35.7 267 | 1969-02-01,35.8 268 | 1969-03-01,36.1 269 | 1969-04-01,36.3 270 | 1969-05-01,36.4 271 | 1969-06-01,36.6 272 | 1969-07-01,36.8 273 | 1969-08-01,36.9 274 | 1969-09-01,37.1 275 | 1969-10-01,37.3 276 | 1969-11-01,37.5 277 | 1969-12-01,37.7 278 | 1970-01-01,37.9 279 | 1970-02-01,38.1 280 | 1970-03-01,38.3 281 | 1970-04-01,38.5 282 | 1970-05-01,38.6 283 | 1970-06-01,38.8 284 | 1970-07-01,38.9 285 | 1970-08-01,39.0 286 | 1970-09-01,39.2 287 | 1970-10-01,39.4 288 | 1970-11-01,39.6 289 | 1970-12-01,39.8 290 | 1971-01-01,39.9 291 | 1971-02-01,39.9 292 | 1971-03-01,40.0 293 | 1971-04-01,40.1 294 | 1971-05-01,40.3 295 | 1971-06-01,40.5 296 | 1971-07-01,40.6 297 | 1971-08-01,40.7 298 | 1971-09-01,40.8 299 | 1971-10-01,40.9 300 | 1971-11-01,41.0 301 | 1971-12-01,41.1 302 | 1972-01-01,41.2 303 | 1972-02-01,41.4 304 | 1972-03-01,41.4 305 | 1972-04-01,41.5 306 | 1972-05-01,41.6 307 | 1972-06-01,41.7 308 | 1972-07-01,41.8 309 | 1972-08-01,41.9 310 | 1972-09-01,42.1 311 | 1972-10-01,42.2 312 | 1972-11-01,42.4 313 | 1972-12-01,42.5 314 | 1973-01-01,42.7 315 | 1973-02-01,43.0 316 | 1973-03-01,43.4 317 | 1973-04-01,43.7 318 | 1973-05-01,43.9 319 | 1973-06-01,44.2 320 | 1973-07-01,44.2 321 | 1973-08-01,45.0 322 | 1973-09-01,45.2 323 | 1973-10-01,45.6 324 | 1973-11-01,45.9 325 | 1973-12-01,46.3 326 | 1974-01-01,46.8 327 | 1974-02-01,47.3 328 | 1974-03-01,47.8 329 | 1974-04-01,48.1 330 | 1974-05-01,48.6 331 | 1974-06-01,49.0 332 | 1974-07-01,49.3 333 | 1974-08-01,49.9 334 | 1974-09-01,50.6 335 | 1974-10-01,51.0 336 | 1974-11-01,51.5 337 | 1974-12-01,51.9 338 | 1975-01-01,52.3 339 | 1975-02-01,52.6 340 | 1975-03-01,52.8 341 | 1975-04-01,53.0 342 | 1975-05-01,53.1 343 | 1975-06-01,53.5 344 | 1975-07-01,54.0 345 | 1975-08-01,54.2 346 | 1975-09-01,54.6 347 | 1975-10-01,54.9 348 | 1975-11-01,55.3 349 | 1975-12-01,55.6 350 | 1976-01-01,55.8 351 | 1976-02-01,55.9 352 | 1976-03-01,56.0 353 | 1976-04-01,56.1 354 | 1976-05-01,56.4 355 | 1976-06-01,56.7 356 | 1976-07-01,57.0 357 | 1976-08-01,57.3 358 | 1976-09-01,57.6 359 | 1976-10-01,57.9 360 | 1976-11-01,58.1 361 | 1976-12-01,58.4 362 | 1977-01-01,58.7 363 | 1977-02-01,59.3 364 | 1977-03-01,59.6 365 | 1977-04-01,60.0 366 | 1977-05-01,60.2 367 | 1977-06-01,60.5 368 | 1977-07-01,60.8 369 | 1977-08-01,61.1 370 | 1977-09-01,61.3 371 | 1977-10-01,61.6 372 | 1977-11-01,62.0 373 | 1977-12-01,62.3 374 | 1978-01-01,62.7 375 | 1978-02-01,63.0 376 | 1978-03-01,63.4 377 | 1978-04-01,63.9 378 | 1978-05-01,64.5 379 | 1978-06-01,65.0 380 | 1978-07-01,65.5 381 | 1978-08-01,65.9 382 | 1978-09-01,66.5 383 | 1978-10-01,67.1 384 | 1978-11-01,67.5 385 | 1978-12-01,67.9 386 | 1979-01-01,68.5 387 | 1979-02-01,69.2 388 | 1979-03-01,69.9 389 | 1979-04-01,70.6 390 | 1979-05-01,71.4 391 | 1979-06-01,72.2 392 | 1979-07-01,73.0 393 | 1979-08-01,73.7 394 | 1979-09-01,74.4 395 | 1979-10-01,75.2 396 | 1979-11-01,76.0 397 | 1979-12-01,76.9 398 | 1980-01-01,78.0 399 | 1980-02-01,79.0 400 | 1980-03-01,80.1 401 | 1980-04-01,80.9 402 | 1980-05-01,81.7 403 | 1980-06-01,82.5 404 | 1980-07-01,82.6 405 | 1980-08-01,83.2 406 | 1980-09-01,83.9 407 | 1980-10-01,84.7 408 | 1980-11-01,85.6 409 | 1980-12-01,86.4 410 | 1981-01-01,87.2 411 | 1981-02-01,88.0 412 | 1981-03-01,88.6 413 | 1981-04-01,89.1 414 | 1981-05-01,89.7 415 | 1981-06-01,90.5 416 | 1981-07-01,91.5 417 | 1981-08-01,92.2 418 | 1981-09-01,93.1 419 | 1981-10-01,93.4 420 | 1981-11-01,93.8 421 | 1981-12-01,94.1 422 | 1982-01-01,94.4 423 | 1982-02-01,94.7 424 | 1982-03-01,94.7 425 | 1982-04-01,95.0 426 | 1982-05-01,95.9 427 | 1982-06-01,97.0 428 | 1982-07-01,97.5 429 | 1982-08-01,97.7 430 | 1982-09-01,97.7 431 | 1982-10-01,98.1 432 | 1982-11-01,98.0 433 | 1982-12-01,97.7 434 | 1983-01-01,97.9 435 | 1983-02-01,98.0 436 | 1983-03-01,98.1 437 | 1983-04-01,98.8 438 | 1983-05-01,99.2 439 | 1983-06-01,99.4 440 | 1983-07-01,99.8 441 | 1983-08-01,100.1 442 | 1983-09-01,100.4 443 | 1983-10-01,100.8 444 | 1983-11-01,101.1 445 | 1983-12-01,101.4 446 | 1984-01-01,102.1 447 | 1984-02-01,102.6 448 | 1984-03-01,102.9 449 | 1984-04-01,103.3 450 | 1984-05-01,103.5 451 | 1984-06-01,103.7 452 | 1984-07-01,104.1 453 | 1984-08-01,104.4 454 | 1984-09-01,104.7 455 | 1984-10-01,105.1 456 | 1984-11-01,105.3 457 | 1984-12-01,105.5 458 | 1985-01-01,105.7 459 | 1985-02-01,106.3 460 | 1985-03-01,106.8 461 | 1985-04-01,107.0 462 | 1985-05-01,107.2 463 | 1985-06-01,107.5 464 | 1985-07-01,107.7 465 | 1985-08-01,107.9 466 | 1985-09-01,108.1 467 | 1985-10-01,108.5 468 | 1985-11-01,109.0 469 | 1985-12-01,109.5 470 | 1986-01-01,109.9 471 | 1986-02-01,109.7 472 | 1986-03-01,109.1 473 | 1986-04-01,108.7 474 | 1986-05-01,109.0 475 | 1986-06-01,109.4 476 | 1986-07-01,109.5 477 | 1986-08-01,109.6 478 | 1986-09-01,110.0 479 | 1986-10-01,110.2 480 | 1986-11-01,110.4 481 | 1986-12-01,110.8 482 | 1987-01-01,111.4 483 | 1987-02-01,111.8 484 | 1987-03-01,112.2 485 | 1987-04-01,112.7 486 | 1987-05-01,113.0 487 | 1987-06-01,113.5 488 | 1987-07-01,113.8 489 | 1987-08-01,114.3 490 | 1987-09-01,114.7 491 | 1987-10-01,115.0 492 | 1987-11-01,115.4 493 | 1987-12-01,115.6 494 | 1988-01-01,116.0 495 | 1988-02-01,116.2 496 | 1988-03-01,116.5 497 | 1988-04-01,117.2 498 | 1988-05-01,117.5 499 | 1988-06-01,118.0 500 | 1988-07-01,118.5 501 | 1988-08-01,119.0 502 | 1988-09-01,119.5 503 | 1988-10-01,119.9 504 | 1988-11-01,120.3 505 | 1988-12-01,120.7 506 | 1989-01-01,121.2 507 | 1989-02-01,121.6 508 | 1989-03-01,122.2 509 | 1989-04-01,123.1 510 | 1989-05-01,123.7 511 | 1989-06-01,124.1 512 | 1989-07-01,124.5 513 | 1989-08-01,124.5 514 | 1989-09-01,124.8 515 | 1989-10-01,125.4 516 | 1989-11-01,125.9 517 | 1989-12-01,126.3 518 | 1990-01-01,127.5 519 | 1990-02-01,128.0 520 | 1990-03-01,128.6 521 | 1990-04-01,128.9 522 | 1990-05-01,129.1 523 | 1990-06-01,129.9 524 | 1990-07-01,130.5 525 | 1990-08-01,131.6 526 | 1990-09-01,132.5 527 | 1990-10-01,133.4 528 | 1990-11-01,133.7 529 | 1990-12-01,134.2 530 | 1991-01-01,134.7 531 | 1991-02-01,134.8 532 | 1991-03-01,134.8 533 | 1991-04-01,135.1 534 | 1991-05-01,135.6 535 | 1991-06-01,136.0 536 | 1991-07-01,136.2 537 | 1991-08-01,136.6 538 | 1991-09-01,137.0 539 | 1991-10-01,137.2 540 | 1991-11-01,137.8 541 | 1991-12-01,138.2 542 | 1992-01-01,138.3 543 | 1992-02-01,138.6 544 | 1992-03-01,139.1 545 | 1992-04-01,139.4 546 | 1992-05-01,139.7 547 | 1992-06-01,140.1 548 | 1992-07-01,140.5 549 | 1992-08-01,140.8 550 | 1992-09-01,141.1 551 | 1992-10-01,141.7 552 | 1992-11-01,142.1 553 | 1992-12-01,142.3 554 | 1993-01-01,142.8 555 | 1993-02-01,143.1 556 | 1993-03-01,143.3 557 | 1993-04-01,143.8 558 | 1993-05-01,144.2 559 | 1993-06-01,144.3 560 | 1993-07-01,144.5 561 | 1993-08-01,144.8 562 | 1993-09-01,145.0 563 | 1993-10-01,145.6 564 | 1993-11-01,146.0 565 | 1993-12-01,146.3 566 | 1994-01-01,146.3 567 | 1994-02-01,146.7 568 | 1994-03-01,147.1 569 | 1994-04-01,147.2 570 | 1994-05-01,147.5 571 | 1994-06-01,147.9 572 | 1994-07-01,148.4 573 | 1994-08-01,149.0 574 | 1994-09-01,149.3 575 | 1994-10-01,149.4 576 | 1994-11-01,149.8 577 | 1994-12-01,150.1 578 | 1995-01-01,150.5 579 | 1995-02-01,150.9 580 | 1995-03-01,151.2 581 | 1995-04-01,151.8 582 | 1995-05-01,152.1 583 | 1995-06-01,152.4 584 | 1995-07-01,152.6 585 | 1995-08-01,152.9 586 | 1995-09-01,153.1 587 | 1995-10-01,153.5 588 | 1995-11-01,153.7 589 | 1995-12-01,153.9 590 | 1996-01-01,154.7 591 | 1996-02-01,155.0 592 | 1996-03-01,155.5 593 | 1996-04-01,156.1 594 | 1996-05-01,156.4 595 | 1996-06-01,156.7 596 | 1996-07-01,157.0 597 | 1996-08-01,157.2 598 | 1996-09-01,157.7 599 | 1996-10-01,158.2 600 | 1996-11-01,158.7 601 | 1996-12-01,159.1 602 | 1997-01-01,159.4 603 | 1997-02-01,159.7 604 | 1997-03-01,159.8 605 | 1997-04-01,159.9 606 | 1997-05-01,159.9 607 | 1997-06-01,160.2 608 | 1997-07-01,160.4 609 | 1997-08-01,160.8 610 | 1997-09-01,161.2 611 | 1997-10-01,161.5 612 | 1997-11-01,161.7 613 | 1997-12-01,161.8 614 | 1998-01-01,162.0 615 | 1998-02-01,162.0 616 | 1998-03-01,162.0 617 | 1998-04-01,162.2 618 | 1998-05-01,162.6 619 | 1998-06-01,162.8 620 | 1998-07-01,163.2 621 | 1998-08-01,163.4 622 | 1998-09-01,163.5 623 | 1998-10-01,163.9 624 | 1998-11-01,164.1 625 | 1998-12-01,164.4 626 | 1999-01-01,164.7 627 | 1999-02-01,164.7 628 | 1999-03-01,164.8 629 | 1999-04-01,165.9 630 | 1999-05-01,166.0 631 | 1999-06-01,166.0 632 | 1999-07-01,166.7 633 | 1999-08-01,167.1 634 | 1999-09-01,167.8 635 | 1999-10-01,168.1 636 | 1999-11-01,168.4 637 | 1999-12-01,168.8 638 | 2000-01-01,169.3 639 | 2000-02-01,170.0 640 | 2000-03-01,171.0 641 | 2000-04-01,170.9 642 | 2000-05-01,171.2 643 | 2000-06-01,172.2 644 | 2000-07-01,172.7 645 | 2000-08-01,172.7 646 | 2000-09-01,173.6 647 | 2000-10-01,173.9 648 | 2000-11-01,174.2 649 | 2000-12-01,174.6 650 | 2001-01-01,175.6 651 | 2001-02-01,176.0 652 | 2001-03-01,176.1 653 | 2001-04-01,176.4 654 | 2001-05-01,177.3 655 | 2001-06-01,177.7 656 | 2001-07-01,177.4 657 | 2001-08-01,177.4 658 | 2001-09-01,178.1 659 | 2001-10-01,177.6 660 | 2001-11-01,177.5 661 | 2001-12-01,177.4 662 | 2002-01-01,177.7 663 | 2002-02-01,178.0 664 | 2002-03-01,178.5 665 | 2002-04-01,179.3 666 | 2002-05-01,179.5 667 | 2002-06-01,179.6 668 | 2002-07-01,180.0 669 | 2002-08-01,180.5 670 | 2002-09-01,180.8 671 | 2002-10-01,181.2 672 | 2002-11-01,181.5 673 | 2002-12-01,181.8 674 | 2003-01-01,182.600 675 | 2003-02-01,183.600 676 | 2003-03-01,183.900 677 | 2003-04-01,183.200 678 | 2003-05-01,182.900 679 | 2003-06-01,183.100 680 | 2003-07-01,183.700 681 | 2003-08-01,184.5 682 | 2003-09-01,185.100 683 | 2003-10-01,184.9 684 | 2003-11-01,185.000 685 | 2003-12-01,185.500 686 | 2004-01-01,186.300 687 | 2004-02-01,186.700 688 | 2004-03-01,187.100 689 | 2004-04-01,187.400 690 | 2004-05-01,188.200 691 | 2004-06-01,188.900 692 | 2004-07-01,189.100 693 | 2004-08-01,189.200 694 | 2004-09-01,189.800 695 | 2004-10-01,190.8 696 | 2004-11-01,191.700 697 | 2004-12-01,191.700 698 | 2005-01-01,191.600 699 | 2005-02-01,192.400 700 | 2005-03-01,193.100 701 | 2005-04-01,193.700 702 | 2005-05-01,193.600 703 | 2005-06-01,193.700 704 | 2005-07-01,194.900 705 | 2005-08-01,196.100 706 | 2005-09-01,198.800 707 | 2005-10-01,199.100 708 | 2005-11-01,198.100 709 | 2005-12-01,198.100 710 | 2006-01-01,199.300 711 | 2006-02-01,199.400 712 | 2006-03-01,199.700 713 | 2006-04-01,200.700 714 | 2006-05-01,201.300 715 | 2006-06-01,201.800 716 | 2006-07-01,202.900 717 | 2006-08-01,203.800 718 | 2006-09-01,202.800 719 | 2006-10-01,201.900 720 | 2006-11-01,202.000 721 | 2006-12-01,203.100 722 | 2007-01-01,203.437 723 | 2007-02-01,204.226 724 | 2007-03-01,205.288 725 | 2007-04-01,205.904 726 | 2007-05-01,206.755 727 | 2007-06-01,207.234 728 | 2007-07-01,207.603 729 | 2007-08-01,207.667 730 | 2007-09-01,208.547 731 | 2007-10-01,209.190 732 | 2007-11-01,210.834 733 | 2007-12-01,211.445 734 | 2008-01-01,212.174 735 | 2008-02-01,212.687 736 | 2008-03-01,213.448 737 | 2008-04-01,213.942 738 | 2008-05-01,215.208 739 | 2008-06-01,217.463 740 | 2008-07-01,219.016 741 | 2008-08-01,218.690 742 | 2008-09-01,218.877 743 | 2008-10-01,216.995 744 | 2008-11-01,213.153 745 | 2008-12-01,211.398 746 | 2009-01-01,211.933 747 | 2009-02-01,212.705 748 | 2009-03-01,212.495 749 | 2009-04-01,212.709 750 | 2009-05-01,213.022 751 | 2009-06-01,214.790 752 | 2009-07-01,214.726 753 | 2009-08-01,215.445 754 | 2009-09-01,215.861 755 | 2009-10-01,216.509 756 | 2009-11-01,217.234 757 | 2009-12-01,217.347 758 | 2010-01-01,217.488 759 | 2010-02-01,217.281 760 | 2010-03-01,217.353 761 | 2010-04-01,217.403 762 | 2010-05-01,217.290 763 | 2010-06-01,217.199 764 | 2010-07-01,217.605 765 | 2010-08-01,217.923 766 | 2010-09-01,218.275 767 | 2010-10-01,219.035 768 | 2010-11-01,219.590 769 | 2010-12-01,220.472 770 | 2011-01-01,221.187 771 | 2011-02-01,221.898 772 | 2011-03-01,223.046 773 | 2011-04-01,224.093 774 | 2011-05-01,224.806 775 | 2011-06-01,224.806 776 | 2011-07-01,225.395 777 | 2011-08-01,226.106 778 | 2011-09-01,226.597 779 | 2011-10-01,226.750 780 | 2011-11-01,227.169 781 | 2011-12-01,227.223 782 | 2012-01-01,227.842 783 | 2012-02-01,228.329 784 | 2012-03-01,228.807 785 | 2012-04-01,229.187 786 | 2012-05-01,228.713 787 | 2012-06-01,228.524 788 | 2012-07-01,228.590 789 | 2012-08-01,229.918 790 | 2012-09-01,231.015 791 | 2012-10-01,231.638 792 | 2012-11-01,231.249 793 | 2012-12-01,231.221 794 | 2013-01-01,231.679 795 | 2013-02-01,232.937 796 | 2013-03-01,232.282 797 | 2013-04-01,231.797 798 | 2013-05-01,231.893 799 | 2013-06-01,232.445 800 | 2013-07-01,232.900 801 | 2013-08-01,233.456 802 | 2013-09-01,233.544 803 | 2013-10-01,233.669 804 | 2013-11-01,234.100 805 | 2013-12-01,234.719 806 | 2014-01-01,235.288 807 | 2014-02-01,235.547 808 | 2014-03-01,236.028 809 | 2014-04-01,236.468 810 | 2014-05-01,236.918 811 | 2014-06-01,237.231 812 | 2014-07-01,237.498 813 | 2014-08-01,237.460 814 | 2014-09-01,237.477 815 | 2014-10-01,237.430 816 | 2014-11-01,236.983 817 | 2014-12-01,236.252 818 | 2015-01-01,234.747 819 | 2015-02-01,235.342 820 | 2015-03-01,235.976 821 | 2015-04-01,236.222 822 | 2015-05-01,237.001 823 | 2015-06-01,237.657 824 | 2015-07-01,238.034 825 | 2015-08-01,238.033 826 | 2015-09-01,237.498 827 | 2015-10-01,237.733 828 | 2015-11-01,238.017 829 | 2015-12-01,237.761 830 | 2016-01-01,237.652 831 | 2016-02-01,237.336 832 | 2016-03-01,238.080 833 | 2016-04-01,238.992 834 | 2016-05-01,239.557 835 | 2016-06-01,240.222 836 | 2016-07-01,240.101 837 | 2016-08-01,240.545 838 | 2016-09-01,241.176 839 | 2016-10-01,241.741 840 | 2016-11-01,242.026 841 | 2016-12-01,242.637 842 | 2017-01-01,243.618 843 | 2017-02-01,244.006 844 | 2017-03-01,243.892 845 | 2017-04-01,244.193 846 | 2017-05-01,244.004 847 | 2017-06-01,244.163 848 | 2017-07-01,244.243 849 | 2017-08-01,245.183 850 | 2017-09-01,246.435 851 | 2017-10-01,246.626 852 | 2017-11-01,247.284 853 | 2017-12-01,247.805 854 | 2018-01-01,248.743 855 | 2018-02-01,249.439 856 | 2018-03-01,249.581 857 | 2018-04-01,250.146 858 | 2018-05-01,250.779 859 | 2018-06-01,251.118 860 | 2018-07-01,251.323 861 | 2018-08-01,251.749 862 | 2018-09-01,252.239 863 | 2018-10-01,252.862 864 | 2018-11-01,252.657 865 | 2018-12-01,252.551 866 | 2019-01-01,252.470 867 | 2019-02-01,253.135 868 | 2019-03-01,254.273 869 | 2019-04-01,255.163 870 | 2019-05-01,255.325 871 | 2019-06-01,255.361 872 | 2019-07-01,255.900 873 | 2019-08-01,256.179 874 | 2019-09-01,256.596 875 | 2019-10-01,257.305 876 | 2019-11-01,257.788 877 | 2019-12-01,258.263 878 | 2020-01-01,258.682 879 | 2020-02-01,259.007 880 | 2020-03-01,258.165 881 | 2020-04-01,256.094 882 | 2020-05-01,255.944 883 | 2020-06-01,257.217 884 | 2020-07-01,258.543 885 | 2020-08-01,259.580 886 | 2020-09-01,260.190 887 | 2020-10-01,260.352 888 | 2020-11-01,260.721 889 | 2020-12-01,261.564 890 | 2021-01-01,262.200 891 | 2021-02-01,263.346 892 | 2021-03-01,265.028 893 | 2021-04-01,266.727 894 | 2021-05-01,268.599 895 | 2021-06-01,270.955 896 | 2021-07-01,272.184 897 | 2021-08-01,273.092 898 | 2021-09-01,274.214 899 | 2021-10-01,276.590 900 | 2021-11-01,278.524 901 | 2021-12-01,280.126 902 | 2022-01-01,281.933 903 | 2022-02-01,284.182 904 | 2022-03-01,287.708 905 | 2022-04-01,288.663 906 | -------------------------------------------------------------------------------- /量化分析/选股策略/cash-circulation.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "cells": [ 3 | { 4 | "cell_type": "markdown", 5 | "metadata": {}, 6 | "source": [ 7 | "![](https://fenc.wang/imgs/2020/08/3565654bfbe9ffa0.png)" 8 | ] 9 | }, 10 | { 11 | "cell_type": "markdown", 12 | "metadata": {}, 13 | "source": [ 14 | "参考文章：[公牛集团涉嫌垄断被立案调查：高毅、高瓴踩雷，公司具备“两头吃”实力\n", 15 | "](https://mp.weixin.qq.com/s/0BeEI0soWgxBzq3t4C_RDw)" 16 | ] 17 | }, 18 | { 19 | "cell_type": "code", 20 | "execution_count": 59, 21 | "metadata": {}, 22 | "outputs": [], 23 | "source": [ 24 | "import tushare as ts\n", 25 | "import pandas as pd\n", 26 | "\n", 27 | "#设置完整显示数据\n", 28 | "pd.set_option('display.max_rows', None)\n", 29 | "pd.set_option('display.max_columns', None)\n", 30 | "pd.set_option('display.width', None)\n", 31 | "pd.set_option('display.float_format', '{:,.2f}'.format)\n", 32 | "\n", 33 | "pro = ts.pro_api('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx')\n", 34 | "\n" 35 | ] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "execution_count": 72, 40 | "metadata": {}, 41 | "outputs": [], 42 | "source": [ 43 | "#时间段\n", 44 | "end_date = '20191231'\n", 45 | "\n", 46 | "#股票池\n", 47 | "stock_list = ['爱旭股份', '晶澳科技', '协鑫集成', '中环股份', '东方日升', '中来股份', '亿晶光电', '天合光能', '向日葵', '隆基股份', '通威股份', '正泰电器', '航天机电', '拓日新能']" 48 | ] 49 | }, 50 | { 51 | "cell_type": "code", 52 | "execution_count": 73, 53 | "metadata": {}, 54 | "outputs": [], 55 | "source": [ 56 | "stock_basic = pro.stock_basic(exchange='', list_status='L', fields='ts_code,name')\n", 57 | "stock_selections = stock_basic[stock_basic['name'].isin(stock_list)]\n", 58 | "\n", 59 | "data = pd.DataFrame()\n", 60 | "for ticker, name in zip(stock_selections['ts_code'], stock_selections['name']):\n", 61 | " _bs = pro.balancesheet(ts_code=ticker, period=end_date, fields='ts_code,end_date, notes_receiv,accounts_receiv,adv_receipts,acct_payable,notes_payable,inventories')\n", 62 | " _bs.drop_duplicates(subset=['ts_code','end_date'],keep='first',inplace=True)\n", 63 | " _bs['name'] = name\n", 64 | " data = data.append(_bs)" 65 | ] 66 | }, 67 | { 68 | "cell_type": "code", 69 | "execution_count": 74, 70 | "metadata": {}, 71 | "outputs": [ 72 | { 73 | "data": { 74 | "text/html": [ 75 | "
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ts_codeend_datenotes_receivaccounts_receivinventoriesnotes_payableacct_payableadv_receiptsnamecash_circulation
0002129.SZ20191231919,559,682.232,451,158,753.861,554,371,466.573,282,709,952.842,990,767,032.101,185,398,774.91中环股份3,453,345,539.42
0002218.SZ201912314,047,430.241,035,962,451.43330,523,114.05419,838,135.45211,234,655.2750,519,165.61拓日新能-684,893,609.15
0002459.SZ201912310.003,888,704,282.902,780,391,890.861,654,676,566.722,800,390,234.261,804,174,970.46晶澳科技-409,854,402.32
0002506.SZ20191231143,197,242.121,999,819,361.881,373,678,560.29943,148,948.222,677,497,417.47932,533,245.94协鑫集成1,179,681,689.46
0300111.SZ201912310.0073,262,066.3578,077,811.9437,496,000.0075,456,024.772,668,261.03向日葵-35,719,592.49
\n", 173 | "
" 174 | ], 175 | "text/plain": [ 176 | " ts_code end_date notes_receiv accounts_receiv inventories \\\n", 177 | "0 002129.SZ 20191231 919,559,682.23 2,451,158,753.86 1,554,371,466.57 \n", 178 | "0 002218.SZ 20191231 4,047,430.24 1,035,962,451.43 330,523,114.05 \n", 179 | "0 002459.SZ 20191231 0.00 3,888,704,282.90 2,780,391,890.86 \n", 180 | "0 002506.SZ 20191231 143,197,242.12 1,999,819,361.88 1,373,678,560.29 \n", 181 | "0 300111.SZ 20191231 0.00 73,262,066.35 78,077,811.94 \n", 182 | "\n", 183 | " notes_payable acct_payable adv_receipts name cash_circulation \n", 184 | "0 3,282,709,952.84 2,990,767,032.10 1,185,398,774.91 中环股份 3,453,345,539.42 \n", 185 | "0 419,838,135.45 211,234,655.27 50,519,165.61 拓日新能 -684,893,609.15 \n", 186 | "0 1,654,676,566.72 2,800,390,234.26 1,804,174,970.46 晶澳科技 -409,854,402.32 \n", 187 | "0 943,148,948.22 2,677,497,417.47 932,533,245.94 协鑫集成 1,179,681,689.46 \n", 188 | "0 37,496,000.00 75,456,024.77 2,668,261.03 向日葵 -35,719,592.49 " 189 | ] 190 | }, 191 | "execution_count": 74, 192 | "metadata": {}, 193 | "output_type": "execute_result" 194 | } 195 | ], 196 | "source": [ 197 | "data = data.fillna(0)\n", 198 | "data['cash_circulation'] = data['adv_receipts'] + data['acct_payable'] + data['notes_payable'] - data['accounts_receiv'] - data['inventories']\n", 199 | "data.head()" 200 | ] 201 | }, 202 | { 203 | "cell_type": "code", 204 | "execution_count": 75, 205 | "metadata": {}, 206 | "outputs": [ 207 | { 208 | "data": { 209 | "text/html": [ 210 | "
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ts_codeend_datenotes_receivaccounts_receivinventoriesnotes_payableacct_payableadv_receiptsnamecash_circulation
0601012.SH201912314,553,400,751.133,825,745,270.656,356,144,784.788,111,877,027.545,602,048,097.263,679,503,563.97隆基股份7,211,538,633.34
0600438.SH20191231457,074,006.311,672,241,936.752,415,680,873.205,294,623,239.243,609,038,689.711,571,445,278.97通威股份6,387,184,397.97
0300118.SZ20191231156,455,804.003,083,648,532.011,675,606,730.704,366,194,251.653,591,113,609.05801,335,938.12东方日升3,999,388,536.11
0002129.SZ20191231919,559,682.232,451,158,753.861,554,371,466.573,282,709,952.842,990,767,032.101,185,398,774.91中环股份3,453,345,539.42
0600732.SH20191231578,926,491.1944,517,575.74241,127,237.191,708,589,101.38711,835,799.65379,101,872.53爱旭股份2,513,881,960.63
0002506.SZ20191231143,197,242.121,999,819,361.881,373,678,560.29943,148,948.222,677,497,417.47932,533,245.94协鑫集成1,179,681,689.46
0688599.SH201912310.004,660,378,035.665,616,828,465.174,693,785,705.224,483,214,091.631,825,660,229.89天合光能725,453,525.91
0600537.SH20191231179,017,896.56864,180,851.18309,884,670.85799,881,117.38569,042,029.75208,554,624.33亿晶光电403,412,249.43
0300393.SZ20191231287,360,632.91704,935,702.26767,842,493.75750,872,263.81832,869,838.0761,886,695.42中来股份172,850,601.29
0300111.SZ201912310.0073,262,066.3578,077,811.9437,496,000.0075,456,024.772,668,261.03向日葵-35,719,592.49
0600151.SH2019123146,005,912.971,677,422,880.95758,134,963.371,055,193,637.791,070,413,804.47145,711,159.95航天机电-164,239,242.11
0002459.SZ201912310.003,888,704,282.902,780,391,890.861,654,676,566.722,800,390,234.261,804,174,970.46晶澳科技-409,854,402.32
0002218.SZ201912314,047,430.241,035,962,451.43330,523,114.05419,838,135.45211,234,655.2750,519,165.61拓日新能-684,893,609.15
0601877.SH201912313,285,528,968.638,639,445,869.724,909,788,348.024,249,445,345.726,187,907,150.631,237,629,307.43正泰电器-1,874,252,413.96
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" 426 | ], 427 | "text/plain": [ 428 | " ts_code end_date notes_receiv accounts_receiv inventories \\\n", 429 | "0 601012.SH 20191231 4,553,400,751.13 3,825,745,270.65 6,356,144,784.78 \n", 430 | "0 600438.SH 20191231 457,074,006.31 1,672,241,936.75 2,415,680,873.20 \n", 431 | "0 300118.SZ 20191231 156,455,804.00 3,083,648,532.01 1,675,606,730.70 \n", 432 | "0 002129.SZ 20191231 919,559,682.23 2,451,158,753.86 1,554,371,466.57 \n", 433 | "0 600732.SH 20191231 578,926,491.19 44,517,575.74 241,127,237.19 \n", 434 | "0 002506.SZ 20191231 143,197,242.12 1,999,819,361.88 1,373,678,560.29 \n", 435 | "0 688599.SH 20191231 0.00 4,660,378,035.66 5,616,828,465.17 \n", 436 | "0 600537.SH 20191231 179,017,896.56 864,180,851.18 309,884,670.85 \n", 437 | "0 300393.SZ 20191231 287,360,632.91 704,935,702.26 767,842,493.75 \n", 438 | "0 300111.SZ 20191231 0.00 73,262,066.35 78,077,811.94 \n", 439 | "0 600151.SH 20191231 46,005,912.97 1,677,422,880.95 758,134,963.37 \n", 440 | "0 002459.SZ 20191231 0.00 3,888,704,282.90 2,780,391,890.86 \n", 441 | "0 002218.SZ 20191231 4,047,430.24 1,035,962,451.43 330,523,114.05 \n", 442 | "0 601877.SH 20191231 3,285,528,968.63 8,639,445,869.72 4,909,788,348.02 \n", 443 | "\n", 444 | " notes_payable acct_payable adv_receipts name cash_circulation \n", 445 | "0 8,111,877,027.54 5,602,048,097.26 3,679,503,563.97 隆基股份 7,211,538,633.34 \n", 446 | "0 5,294,623,239.24 3,609,038,689.71 1,571,445,278.97 通威股份 6,387,184,397.97 \n", 447 | "0 4,366,194,251.65 3,591,113,609.05 801,335,938.12 东方日升 3,999,388,536.11 \n", 448 | "0 3,282,709,952.84 2,990,767,032.10 1,185,398,774.91 中环股份 3,453,345,539.42 \n", 449 | "0 1,708,589,101.38 711,835,799.65 379,101,872.53 爱旭股份 2,513,881,960.63 \n", 450 | "0 943,148,948.22 2,677,497,417.47 932,533,245.94 协鑫集成 1,179,681,689.46 \n", 451 | "0 4,693,785,705.22 4,483,214,091.63 1,825,660,229.89 天合光能 725,453,525.91 \n", 452 | "0 799,881,117.38 569,042,029.75 208,554,624.33 亿晶光电 403,412,249.43 \n", 453 | "0 750,872,263.81 832,869,838.07 61,886,695.42 中来股份 172,850,601.29 \n", 454 | "0 37,496,000.00 75,456,024.77 2,668,261.03 向日葵 -35,719,592.49 \n", 455 | "0 1,055,193,637.79 1,070,413,804.47 145,711,159.95 航天机电 -164,239,242.11 \n", 456 | "0 1,654,676,566.72 2,800,390,234.26 1,804,174,970.46 晶澳科技 -409,854,402.32 \n", 457 | "0 419,838,135.45 211,234,655.27 50,519,165.61 拓日新能 -684,893,609.15 \n", 458 | "0 4,249,445,345.72 6,187,907,150.63 1,237,629,307.43 正泰电器 -1,874,252,413.96 " 459 | ] 460 | }, 461 | "execution_count": 75, 462 | "metadata": {}, 463 | "output_type": "execute_result" 464 | } 465 | ], 466 | "source": [ 467 | "data.sort_values(by='cash_circulation', ascending=False)" 468 | ] 469 | }, 470 | { 471 | "cell_type": "markdown", 472 | "metadata": {}, 473 | "source": [ 474 | "![](https://fenc.wang/imgs/2020/08/3565654bfbe9ffa0.png)" 475 | ] 476 | }, 477 | { 478 | "cell_type": "code", 479 | "execution_count": null, 480 | "metadata": {}, 481 | "outputs": [], 482 | "source": [] 483 | } 484 | ], 485 | "metadata": { 486 | "kernelspec": { 487 | "display_name": "Python 3", 488 | "language": "python", 489 | "name": "python3" 490 | }, 491 | "language_info": { 492 | "codemirror_mode": { 493 | "name": "ipython", 494 | "version": 3 495 | }, 496 | "file_extension": ".py", 497 | "mimetype": "text/x-python", 498 | "name": "python", 499 | "nbconvert_exporter": "python", 500 | "pygments_lexer": "ipython3", 501 | "version": "3.8.7" 502 | } 503 | }, 504 | "nbformat": 4, 505 | "nbformat_minor": 4 506 | } 507 | --------------------------------------------------------------------------------