数据集stock-daily,包含A股近4000只股票的最近30个交易日的日数据,根据此数据用Java语言实现股票风险监测统计:统计和输出股票代码和风险值
时间: 2024-03-06 21:51:29 浏览: 98
股市数据-数据集
好的,根据您提供的数据集,我可以为您用Java语言实现股票风险监测统计,并输出每只股票的代码和风险值。
首先,我们需要定义一个计算风险值的方法。根据常见的风险指标,我选择了股票的年化波动率作为风险值的计算方法。具体实现如下:
```java
import java.util.ArrayList;
import java.util.HashMap;
import java.util.Map;
public class RiskCalculator {
public static double calculateAnnualizedVolatility(ArrayList<Double> dataList) {
ArrayList<Double> logReturns = new ArrayList<Double>();
for (int i = 1; i < dataList.size(); i++) {
double logReturn = Math.log(dataList.get(i) / dataList.get(i - 1));
logReturns.add(logReturn);
}
double std = calculateStandardDeviation(logReturns);
double annualizedVolatility = Math.sqrt(252) * std;
return annualizedVolatility;
}
private static double calculateStandardDeviation(ArrayList<Double> dataList) {
double sum = 0;
for (double data : dataList) {
sum += data;
}
double mean = sum / dataList.size();
double sumSquaredDiff = 0;
for (double data : dataList) {
double diff = data - mean;
sumSquaredDiff += diff * diff;
}
double variance = sumSquaredDiff / dataList.size();
double std = Math.sqrt(variance);
return std;
}
}
```
接下来,我们需要读取数据集并按股票代码进行分组。然后,对于每个股票,我们可以使用上述方法计算其风险值,并将结果保存到一个HashMap中。代码实现如下:
```java
import java.io.BufferedReader;
import java.io.FileReader;
import java.util.ArrayList;
import java.util.HashMap;
import java.util.Map;
public class Main {
public static void main(String[] args) {
// 读取数据集
Map<String, ArrayList<Double>> dataMap = new HashMap<String, ArrayList<Double>>();
try {
BufferedReader reader = new BufferedReader(new FileReader("stock-daily.csv"));
String line = reader.readLine(); // 忽略第一行
line = reader.readLine();
while (line != null) {
String[] fields = line.split(",");
String code = fields[1];
double close = Double.parseDouble(fields[3]);
if (dataMap.containsKey(code)) {
dataMap.get(code).add(close);
} else {
ArrayList<Double> dataList = new ArrayList<Double>();
dataList.add(close);
dataMap.put(code, dataList);
}
line = reader.readLine();
}
reader.close();
} catch (Exception e) {
e.printStackTrace();
}
// 按股票代码计算风险值
Map<String, Double> riskMap = new HashMap<String, Double>();
for (String code : dataMap.keySet()) {
ArrayList<Double> dataList = dataMap.get(code);
double risk = RiskCalculator.calculateAnnualizedVolatility(dataList);
riskMap.put(code, risk);
}
// 输出结果
for (String code : riskMap.keySet()) {
double risk = riskMap.get(code);
System.out.printf("股票代码:%s,风险值:%.2f\n", code, risk);
}
}
}
```
以上代码将输出每只股票的代码和风险值,其中风险值保留两位小数。请注意,由于数据集中只包含最近30个交易日的日数据,因此计算的风险值仅代表了近期的股票风险水平,不能作为长期风险评估的依据。
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