pandas计算年化收益率

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2022-01-20

前置:

文章中用到的数据

链接:https://pan.baidu.com/s/1rKLM45dq_xIKxcI54Nq0qg 
提取码:c298

公式:

计算过程(jupyter notebook):

import pandas as pd
df = pd.read_csv('./temptemp.csv',encoding='utf-8')
df['o_date'] = df['date']
df['o_date'] = pd.to_datetime(df['o_date'])
df.dropna(inplace=True)
df.sort_values(by='o_date', ascending=True, inplace=True)
df.head()

# value值从1开始,每一日的value是当日的净值
# 对应到公式,第一行的value为初始净值,最后一行的value为最终净值
first_one = df.iloc[0]
last_one = df.iloc[-1]
annual_profilt = pow(last_one['value']/first_one['value'],250/len(df))-1
annual_profilt

 

 

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