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1、策略更新

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2、新增qmt
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liaozhaorun
2025-11-29 00:23:12 +08:00
parent 0a942f92d1
commit c9b61db5b7
47 changed files with 97116 additions and 8867 deletions
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42
main/data/index_and_industry.ipynb
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@@ -83,32 +83,32 @@
"output_type": "stream",
"text": [
" ts_code trade_date close open high low \\\n",
"0 000905.SH 20251010 7398.2241 7499.3917 7509.1161 7373.9841 \n",
"1 000905.SH 20251009 7548.9226 7470.0474 7559.0920 7437.3242 \n",
"2 000905.SH 20250930 7412.3684 7372.5240 7428.0307 7372.0634 \n",
"3 000905.SH 20250929 7350.5599 7251.5221 7377.2217 7216.7357 \n",
"4 000905.SH 20250926 7240.9114 7311.8433 7351.7931 7237.0459 \n",
"0 000905.SH 20251121 6817.4103 6955.7485 6986.7784 6817.4103 \n",
"1 000905.SH 20251120 7061.9497 7174.1046 7180.7320 7056.9003 \n",
"2 000905.SH 20251119 7122.7465 7141.2641 7178.1495 7086.1232 \n",
"3 000905.SH 20251118 7151.0176 7215.0302 7230.5416 7118.4085 \n",
"4 000905.SH 20251117 7235.3512 7248.9216 7262.3306 7202.5932 \n",
"... ... ... ... ... ... ... \n",
"13810 399006.SZ 20100607 1069.4680 1005.0280 1075.2250 1001.7020 \n",
"13811 399006.SZ 20100604 1027.6810 989.6810 1027.6810 986.5040 \n",
"13812 399006.SZ 20100603 998.3940 1002.3550 1026.7020 997.7750 \n",
"13813 399006.SZ 20100602 997.1190 967.6090 997.1190 952.6110 \n",
"13814 399006.SZ 20100601 973.2330 986.0150 994.7930 948.1180 \n",
"13900 399006.SZ 20100607 1069.4680 1005.0280 1075.2250 1001.7020 \n",
"13901 399006.SZ 20100604 1027.6810 989.6810 1027.6810 986.5040 \n",
"13902 399006.SZ 20100603 998.3940 1002.3550 1026.7020 997.7750 \n",
"13903 399006.SZ 20100602 997.1190 967.6090 997.1190 952.6110 \n",
"13904 399006.SZ 20100601 973.2330 986.0150 994.7930 948.1180 \n",
"\n",
" pre_close change pct_chg vol amount \n",
"0 7548.9226 -150.6985 -1.9963 2.622566e+08 5.021274e+08 \n",
"1 7412.3684 136.5542 1.8422 2.831308e+08 5.357568e+08 \n",
"2 7350.5599 61.8085 0.8409 2.207075e+08 4.449564e+08 \n",
"3 7240.9114 109.6485 1.5143 2.335394e+08 4.338645e+08 \n",
"4 7341.3238 -100.4124 -1.3678 2.114441e+08 4.301976e+08 \n",
"0 7061.9497 -244.5394 -3.4628 2.089334e+08 3.109687e+08 \n",
"1 7122.7465 -60.7968 -0.8536 1.596187e+08 2.541582e+08 \n",
"2 7151.0176 -28.2711 -0.3953 1.627866e+08 2.567551e+08 \n",
"3 7235.3512 -84.3336 -1.1656 2.022141e+08 3.065400e+08 \n",
"4 7235.4617 -0.1105 -0.0015 2.030506e+08 3.108232e+08 \n",
"... ... ... ... ... ... \n",
"13810 1027.6810 41.7870 4.0661 2.655275e+06 9.106095e+06 \n",
"13811 998.3940 29.2870 2.9334 1.500295e+06 5.269441e+06 \n",
"13812 997.1190 1.2750 0.1279 1.616805e+06 6.240835e+06 \n",
"13813 973.2330 23.8860 2.4543 1.074628e+06 4.001206e+06 \n",
"13814 1000.0000 -26.7670 -2.6767 1.356285e+06 4.924177e+06 \n",
"13900 1027.6810 41.7870 4.0661 2.655275e+06 9.106095e+06 \n",
"13901 998.3940 29.2870 2.9334 1.500295e+06 5.269441e+06 \n",
"13902 997.1190 1.2750 0.1279 1.616805e+06 6.240835e+06 \n",
"13903 973.2330 23.8860 2.4543 1.074628e+06 4.001206e+06 \n",
"13904 1000.0000 -26.7670 -2.6767 1.356285e+06 4.924177e+06 \n",
"\n",
"[13815 rows x 11 columns]\n"
"[13905 rows x 11 columns]\n"
]
}
],