emprical 模块学习与分析 note6

  import empyrical 
  import numpy 
  as np
  import pandas 
  as pd
  import matplotlib.pyplot 
  as plt
  #读取数据
  returns=pd.read_csv(
  'C:/code/empyrical/empyrical/empyrical/tests/test_data/returns.csv',
  names=[
  'date',
  'rate'])
  returns[
  'rate']=returns[
  'rate']/
  100
  rate=returns[
  'rate']
  #计算相关的指标
  print(
  '计算年化收益率',
   empyrical.annual_return(rate) )
  print(
  '计算年化的波动率（标准差)',
   empyrical.annual_volatility(rate))
  print(
  '画出累计收益图')
  empyrical.cum_returns(rate).plot()
  print(
  '计算夏普率',
   empyrical.sharpe_ratio(rate))
  print(
  '计算时间序列的稳定程度',
   empyrical.stability_of_timeseries(rate))