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python的金融應用

錢艷冰1年前6瀏覽0評論

Python是一種高級編程語言,因其易學、易用等特點,成為金融領域的一種流行語言。下面介紹幾個金融領域中使用Python的應用。

1. 投資組合優化

import numpy as np
from scipy.optimize import minimize
def optimize_portfolio(returns):
n = returns.shape[1]
w0 = np.random.randn(n)
bounds = [(0, 1) for i in range(n)]
constraints = [{'type': 'eq', 'fun': lambda w: w.sum() - 1}]
obj = lambda w: -(returns.mean() @ w) / returns.std() @ w
result = minimize(obj, w0, method='SLSQP', bounds=bounds, constraints=constraints)
return result.x

2. 數據可視化

import pandas as pd
import matplotlib.pyplot as plt
data = pd.read_csv('stock_data.csv')
fig, ax = plt.subplots()
ax.plot(data['Date'], data['Open'], label='Open')
ax.plot(data['Date'], data['Close'], label='Close')
ax.set_xlabel('Date')
ax.set_ylabel('Price')
ax.legend()

3. 量化交易

import alpaca_trade_api as tradeapi
api = tradeapi.REST(api_key_id, api_secret_key, base_url='https://paper-api.alpaca.markets')
account = api.get_account()
asset = 'AAPL'
bars = api.get_barset(asset, 'day', limit=30).df[asset]
price = bars['close'][-1]
if account.buying_power >price:
api.submit_order(
symbol=asset,
qty=int(account.buying_power / price),
side='buy',
type='market',
time_in_force='gtc'
)

4. 金融計算

import numpy_financial as npf
rate = 0.05
n_periods = 10
present_value = 100
future_value = npf.fv(rate, n_periods, 0, -present_value)
print(future_value)

總之,Python在金融領域中有廣泛應用,對于金融從業者、學者來說,掌握Python編程至關重要。