【代码范例】获取收益率最高的指数

Jan 24, 2021#program-life111

AI-generated summary

This article provides code to obtain the highest performing index from a list of industry indices based on their past 20 trading day returns. The code uses the numpy argmax function and is compiled and tested on JoinQuant.

本文代码实现以下功能：获取若干个行业指数（index_list）过去 20 个交易日的收益率，并选取了收益率最高的指数，主要是使用了 numpy 的 argmax 函数的功能。所有代码基于 JoinQuant 编译测试。

import numpy as np

index_list = ['000912.XSHG', #消费
'000913.XSHG', #医药
'000908.XSHG',
'000914.XSHG',
'000915.XSHG',
'000922.XSHG']
return_index = []

for index in index_list：
return_index_his = attribute_history(index, 20, unit='1d',
fields=['close'],skip_paused=True,
df=True, fq='pre')
return_index_his=return_index_his['close'].values
return_index.append(return_index_his[-1] / return_index_his[0] - 1)

sector = index_list[np.argmax(return_index)]