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- from pykrx import stock
- # 2018 - 2020 코스피 기간 수익률
- df = stock.get_index_ohlcv_by_date("20180101", "20200831", "1001")
- temp = df['종가']
- for i in range(0, 5):
- result = temp.shift( i ).resample('W').agg( [ 'first', 'last' ] )
- 수익률 = result['last'] / result['first'] - 0.002
- print(i, 수익률.cumprod().iloc[-1])
- print("-" * 30)
- # 2019 - 2020 코스피 기간 수익률
- df = stock.get_index_ohlcv_by_date("20180101", "20200831", "1001")
- temp = df['종가']
- for i in range(0, 5):
- result = temp.shift( i ).resample('W').agg( [ 'first', 'last' ] )
- 수익률 = result['last'] / result['first'] - 0.002
- print(i, 수익률.cumprod().iloc[-1])
- print("-" * 30)
- # 2019 - 2020 코스닥 기간 수익률
- df = stock.get_index_ohlcv_by_date("20190101", "20200831", "2001")
- temp = df['종가']
- for i in range(0, 5):
- result = temp.shift( i ).resample('W').agg( [ 'first', 'last' ] )
- 수익률 = result['last'] / result['first'] - 0.002
- print(i, 수익률.cumprod().iloc[-1])
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