量化分析1-特征工程
1.1、财务数据——总市值和PE from jqdatasdk import * import seaborn as sns import math import datetime from tqdm import tqdm import pandas as pd import matplotlib.pyplot as plt import numpy as np df = get_fundamentals(query(valuation,indicator)) raw_data = [] for index in range(len(df['code'])): raw_data_item = { 'code' :df['code'][index], 'market_cap':df['market_cap'][index], 'pe_ratio' :df['pe_ratio'][index] } raw_data.append(raw_data_item) # # 按照财务信息中的总市值降序排序 # raw_data = sorted(raw_data,key = lambda ite...
