tushare财经接口
import tushare as ts df=ts.get_hist_data('002714') filename='D:shuju' df.to_csv('D:\\tushare\\002714.csv')
输出的结果:可以用作机器学习预测股票的收盘价
import numpy as np
import datetime as dt
import matplotlib.pyplot as mp
import matplotlib.dates as md
import pandas as pd
def dmy2ymd(dmy):
dmy=str(dmy,encoding='utf-8')
date=dt.datetime.strptime(dmy,'%d-%m-%Y').date()
ymd=date.strftime('%Y-%m-%d')
return ymd
dates,closing_prices=np.loadtxt('../data/aapl.csv',delimiter=',',usecols=(1,6),
unpack=True,
dtype=np.dtype('M8[D],f8'),
converters={1:dmy2ymd})
N=5
#预测点的个数
pred_prices=np.zeros(closing_prices.size-N*2+1)
for i in range(pred_prices.size):
a=np.zeros((N,N))
for j in range(N):
a[j,]=closing_prices[i+j:i+j+N]
b=closing_prices[i+N:i+2*N]
x,_,_,_=np.linalg.lstsq(a,b)
#x=np.linalg.lstsq(a,b)
print(a.dot(x),b)
pred_prices[i]=b.dot(x)
mp.figure('stock prices prediction',facecolor='lightgray')
mp.title('stock prices prediction',fontsize=20)
mp.xlabel('date',fontsize=14)
mp.ylabel('prices',fontsize=14)
ax=mp.gca()
ax.xaxis.set_major_locator(md.WeekdayLocator(byweekday=md.MO))
ax.xaxis.set_minor_locator(md.DayLocator())
ax.xaxis.set_major_formatter(md.DateFormatter('%d %b %Y'))
mp.tick_params(labelsize=10)
mp.grid(linestyle=":")
dates=dates.astype(md.datetime.datetime)
mp.plot(dates,closing_prices,'o-',c='gray',label='closing prics')
dates=np.append(dates,dates[-1]+pd.tseries.offsets.BDay())
#预测一个点需要使用10个点
mp.plot(dates[N*2:],pred_prices,'o-',c='orangered',linewidth=3,label='predice')
mp.legend()
mp.gcf().autofmt_xdate()
mp.show()