[YouTube] 벡테스팅 - 지수수익률 - 2

import pandas as pd
import os
from pandas import Series

def 지수수익률(df):
    기간수익률 = df['종가'][-1]/df['종가'][0]
    N = (df.index[-1] - df.index[0]).days / 365
    return (기간수익률 ** (1/N)) - 1

수익률 = [ ]
for filename in os.listdir():
    if filename.endswith('xlsx'):
        df = pd.read_excel(filename, index_col=0)
        CAGR = 지수수익률(df)
        수익률.append(CAGR)

tickers = [ x[6:10] for x in os.listdir() if x.endswith('xlsx')]


s = Series(수익률, index=tickers)
result = s.sort_values(ascending=False)

for t in result.index[:5]:
    print(s.loc[t], stock.get_index_ticker_name(t))