python 动量指标

import tushare  as  ts

import pandas as pd

import numpy as np

import matplotlib.pyplot as plt

#获取万科000002股票日数据

wk=ts.get_hist_data('000002').sort_index()

wk['mon35']=wk['close']-wk['close'].shift(35)

wk=wk.dropna()

plt.figure(figsize=(28,14))

plt.subplot(211)

plt.plot(wk['close'],'b')

plt.xlabel('date')

plt.ylabel('close')

plt.subplot(212)

plt.plot(wk['mon35'])

plt.xlabel('date')

plt.ylabel('mon35')

plt.show()