def test_not_empty_result(self):
df = stock.get_index_kospi_ohlcv_by_date("20190101", "20190228",
"코스피 200")
self.assertNotEqual(df.empty, True)
df = stock.get_index_kosdaq_ohlcv_by_date("20190101", "20190228",
"코스닥 150")
self.assertNotEqual(df.empty, True)
df = stock.get_index_status_by_group("20190228", "KOSPI")
self.assertNotEqual(df.empty, True)
df = stock.get_index_status_by_group("20190228", "KOSDAQ")
self.assertNotEqual(df.empty, True)
from pykrx import stock
# 투자전략11 P.297
# 1) 과거 12개월의 수익률의 표준 편차를 계산함
# 2) 주식 비중은 = 목표 변동성 / 실제 변동성
목표 = 0.04
df = stock.get_index_kospi_ohlcv_by_date("19950101", "20180631", "코스피 200", "m")
df['변동'] = df['고가'] / df['시가'] - 1
df['편차'] = df['변동'].rolling(12).std().shift(1)
df['비중'] = 목표 / df['편차']
df['수익률'] = 1 + (df['종가'] - df['시가']) / df['시가'] * df['비중']
df['누적수익률'] = df['수익률'].cumprod()
print(df['누적수익률'].iloc[-1])
# 책에는 8배의 기간 수익이라고 돼있지만 실제로 1배.....
# GG
from pykrx import stock
df = stock.get_index_kospi_ohlcv_by_date("20000104", "20190609", "코스피")
print(df['종가'].max())
from pykrx import stock
import matplotlib.pyplot as plt
plt.rcParams["font.family"] = "Malgun Gothic"
df = stock.get_index_kospi_ohlcv_by_date("20190101", "20190531", "코스피")
close = df['종가']
close.plot()
plt.show()
from pykrx import stock
import matplotlib.pyplot as plt
plt.rcParams["font.family"] = "Malgun Gothic"
df = stock.get_index_kospi_ohlcv_by_date("20000104", "20181231", "코스피")
df["수익률"] = df["종가"] / df["시가"][0]
df["수익률"].plot()
plt.show()