import numpy as np
import pandas as pd
from pylab import mpl
mpl.rcParams["font.sans-serif"]=["KaiTi"]
mpl.rcParams["axes.unicode_minus"]=False# 打开表格取出里边的数据
stock_price = pd.read_excel("D:\python代码\\first\daorutry.xlsx",sheet_name="Sheet1",header =0,index_col=0)# print(stock_price)# 股票日收益
stock_return = np.log(stock_price/stock_price.shift(1))# 删除缺失行
stock_return = stock_return.dropna()# print(stock_return)# a为各自天数的收益率
a = stock_return.loc[:,"收盘/最新价"]# print(a)# 设P0为固值
P0 =1000
b =[]for i in a * P0:
b.append(i)
b.sort()
b1=[]for i in b:
i ="%.2f"%i
b1.append(i)print(b1)
arf =float(input("请输入置信水平:"))# f为分位数
f =(1-arf)*len(b1)#f若为1则取排序下来的第一个值（索引第一个是0）
var = b1[int(f-1)]
var = np.abs(float(var))print(var)# N为持有期
N =int(input("请输入持有天数:"))
var1 = np.sqrt(N)*float(var)print("%.8f"%var1)