简介

貌似是原有聚宽计算基金年化收益的，输出的是否为基金年化的正确性未校验。

原链接：http://quant.10jqka.com.cn/view/article/2156

原代码：

import matplotlib.pyplot as plt
from jqdata import *
import pandas as pd
start_date = '2001-12-28'
end_date = '2023-5-18'
date_list = get_trade_days(start_date=start_date,end_date=end_date)
price = get_bars('162703.XSHE', count=len(date_list), end_dt=str(end_date)+' 15:00:00',unit='1d',fields=['close','date'], include_now=True)
rate_list = []
date_list = []
for i in range(1,len(price)):
rate = price['close'][i]/price['close'][0]-1
rate = pow(1+rate,250/i)-1
rate_list.append(rate)
date_list.append(price['date'][i])

fig = plt.figure(figsize=(16,6))
plt.plot(date_list,rate_list)
plt.legend()
plt.show()
df = pd.DataFrame()
df['date'] = date_list
df['rate_list'] = rate_list
df.to_csv('df.csv',encoding='gbk')