前复权数据计算代码实现
时间: 2024-04-12 20:31:00 浏览: 230
tushare股票前复权数据获取及实现均线、kdj、macd等计算
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当计算前复权数据时,需要考虑到股票的拆股和送股情况。下面是一个示例代码,用于计算前复权数据:
```python
import pandas as pd
def calculate_adjusted_close(original_close, split_ratio, dividend_ratio):
adjusted_close = original_close * split_ratio / dividend_ratio
return adjusted_close
def calculate_forward_adjustment_factor(split_ratios):
forward_adjustment_factor = split_ratios.cumprod()
return forward_adjustment_factor
def calculate_backward_adjustment_factor(split_ratios):
backward_adjustment_factor = 1 / calculate_forward_adjustment_factor(split_ratios[::-1])[::-1]
return backward_adjustment_factor
def calculate_forward_adjusted_data(original_data):
split_ratios = original_data['Split Ratio'].fillna(1)
dividend_ratios = original_data['Dividend Ratio'].fillna(1)
forward_adjustment_factor = calculate_forward_adjustment_factor(split_ratios)
original_close = original_data['Close']
forward_adjusted_close = calculate_adjusted_close(original_close, forward_adjustment_factor, dividend_ratios)
forward_adjusted_data = original_data.copy()
forward_adjusted_data['Close'] = forward_adjusted_close
return forward_adjusted_data
def calculate_backward_adjusted_data(original_data):
split_ratios = original_data['Split Ratio'].fillna(1)
dividend_ratios = original_data['Dividend Ratio'].fillna(1)
backward_adjustment_factor = calculate_backward_adjustment_factor(split_ratios)
original_close = original_data['Close']
backward_adjusted_close = calculate_adjusted_close(original_close, backward_adjustment_factor, dividend_ratios)
backward_adjusted_data = original_data.copy()
backward_adjusted_data['Close'] = backward_adjusted_close
return backward_adjusted_data
# 示例用法
original_data = pd.read_csv('original_data.csv')
forward_adjusted_data = calculate_forward_adjusted_data(original_data)
backward_adjusted_data = calculate_backward_adjusted_data(original_data)
```
在上面的代码中,我们使用了 `pandas` 库来处理数据。假设原始数据包含以下列:日期(Date)、收盘价(Close)、拆股比例(Split Ratio)和送股比例(Dividend Ratio)。
`calculate_adjusted_close` 函数用于计算调整后的收盘价。`calculate_forward_adjustment_factor` 函数用于计算前复权因子,即拆股和送股比例的累积乘积。`calculate_backward_adjustment_factor` 函数用于计算后复权因子,即前复权因子的倒数。
`calculate_forward_adjusted_data` 函数使用前复权因子和分红比例来计算前复权数据。`calculate_backward_adjusted_data` 函数使用后复权因子来计算后复权数据。
请注意,上述代码仅为示例,实际使用时需要根据具体数据格式和需求进行适当修改。
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