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