우선 pandas-datareader를 설치해야한다.
설치방법은 Windows 검색 - cmd - 관리자 권한으로 실행 - 아래 명령어 입력
1 | pip install pandas-datareader |
코드
- Pandas Datareader library를 이용, 야후에서 2007년 1월1일부터 2017년 10월31일까지 KOSPI index를 불러옴
- 종가의 Median과, descriptive statistics, correlation을 구하고 line차트를 그렸음
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 | import pandas_datareader as wb import pandas as pd import datetime import matplotlib.pyplot as plt pd.set_option('precision', 4) start = datetime.datetime(2007, 1, 1) end = datetime.datetime(2017, 10, 31) df_null = wb.DataReader("^KS11","yahoo",start,end) df = df_null.dropna() kospi_chart = df.Close.plot(style='b') kospi_chart.set_title("KOSPI") kospi_chart.set_ylabel("Index") kospi_chart.set_xlim(str(start), str(end)) print(df) print("Close Median", df['Close'].median()) print(df['Close'].describe()) print(df.corr()) plt.show() |
결과
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | Open High Low Close Adj Close Volume Date 2007-01-02 1438.8900 1439.7100 1430.0601 1435.2600 1435.2600 147800.0 2007-01-03 1436.4200 1437.7900 1409.3101 1409.3500 1409.3500 203200.0 2007-01-04 1410.5500 1411.1200 1388.5000 1397.2900 1397.2900 241200.0 2007-01-05 1398.6000 1400.5900 1372.3600 1385.7600 1385.7600 277200.0 2007-01-08 1376.7600 1384.6500 1366.4800 1370.8101 1370.8101 177600.0 2007-01-09 1376.7100 1381.9900 1367.7400 1374.3400 1374.3400 216800.0 2007-01-10 1372.5200 1372.5200 1345.0800 1355.7900 1355.7900 225400.0 2007-01-11 1357.5699 1375.3101 1355.6300 1365.3101 1365.3101 211800.0 2007-01-12 1379.0000 1389.0000 1372.8700 1388.3700 1388.3700 213800.0 2007-01-15 1396.8700 1397.6400 1385.8101 1390.9600 1390.9600 163800.0 2007-01-16 1392.0000 1393.4200 1385.2000 1389.7100 1389.7100 171400.0 2007-01-17 1391.7500 1391.7500 1369.0800 1379.4800 1379.4800 205400.0 2007-01-18 1378.3700 1385.2200 1372.9301 1383.2100 1383.2100 181200.0 2007-01-19 1369.0900 1372.6300 1356.2200 1360.5601 1360.5601 222600.0 [2673 rows x 6 columns] |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 | Close Median 1935.839966 count 2673.0000 mean 1861.2904 std 268.1489 min 938.7500 25% 1729.8800 50% 1935.8400 75% 2014.6200 max 2523.4299 Name: Close, dtype: float64 Open High Low Close Adj Close Volume Open 1.0000 0.9994 0.9989 0.9982 0.9982 -0.0336 High 0.9994 1.0000 0.9988 0.9991 0.9991 -0.0334 Low 0.9989 0.9988 1.0000 0.9992 0.9992 -0.0331 Close 0.9982 0.9991 0.9992 1.0000 1.0000 -0.0332 Adj Close 0.9982 0.9991 0.9992 1.0000 1.0000 -0.0332 Volume -0.0336 -0.0334 -0.0331 -0.0332 -0.0332 1.0000 |