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Commit 5774831d authored by Dr.李's avatar Dr.李
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update

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030 债券型基金.ipynb
View file @ 5774831d
......@@ -659,7 +659,7 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 34,
"id": "4555a339-5ad5-4158-81a0-4011ab35d755",
"metadata": {},
"outputs": [
......@@ -684,7 +684,17 @@
"20180731 20181031\n",
"20181031 20190131\n",
"20190131 20190430\n",
"20190430 20190731\n"
"20190430 20190731\n",
"20190731 20191031\n",
"20191031 20200123\n",
"20200123 20200430\n",
"20200430 20200731\n",
"20200731 20201030\n",
"20201030 20210129\n",
"20210129 20210430\n",
"20210430 20210730\n",
"20210730 20211029\n",
"20211029 20211109\n"
]
}
],
......@@ -707,7 +717,7 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 35,
"id": "f1f60b62-c7c8-4295-9b3c-4fbbc7bc26bd",
"metadata": {},
"outputs": [],
......@@ -715,6 +725,357 @@
"final_report = pd.concat(dfs, keys=rebalance_dates[1:]).reset_index()\n",
"final_report.pivot_table(index=\"level_0\", columns=\"债券型（子类）\", values=\"chg.\").to_excel(\"030_债券型基金_bak.xlsx\")"
]
},
{
"cell_type": "code",
"execution_count": 37,
"id": "0c53a5ad-430e-459a-b8cf-13ab69b5e3f4",
"metadata": {},
"outputs": [
{
"data": {
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"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th>债券型（子类）</th>\n",
" <th>中长期纯债型基金</th>\n",
" <th>可投股票型债券基金</th>\n",
" <th>可投转债型债券基金</th>\n",
" <th>可转债基金</th>\n",
" <th>短期纯债型基金</th>\n",
" <th>被动指数型债券基金</th>\n",
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" <tbody>\n",
" <tr>\n",
" <th>20150430</th>\n",
" <td>0.044518</td>\n",
" <td>0.074199</td>\n",
" <td>0.030098</td>\n",
" <td>0.177746</td>\n",
" <td>NaN</td>\n",
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" <td>0.017910</td>\n",
" <td>0.022858</td>\n",
" <td>0.001486</td>\n",
" <td>NaN</td>\n",
" <td>0.023154</td>\n",
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" <th>20160129</th>\n",
" <td>0.005979</td>\n",
" <td>-0.010265</td>\n",
" <td>0.013286</td>\n",
" <td>-0.132160</td>\n",
" <td>NaN</td>\n",
" <td>0.016452</td>\n",
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" <th>20160429</th>\n",
" <td>0.001132</td>\n",
" <td>0.006828</td>\n",
" <td>0.000991</td>\n",
" <td>-0.011851</td>\n",
" <td>NaN</td>\n",
" <td>-0.000176</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20160729</th>\n",
" <td>0.020778</td>\n",
" <td>0.020762</td>\n",
" <td>0.021270</td>\n",
" <td>-0.009703</td>\n",
" <td>NaN</td>\n",
" <td>0.020802</td>\n",
" </tr>\n",
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" <th>20161031</th>\n",
" <td>0.012197</td>\n",
" <td>0.015085</td>\n",
" <td>0.015368</td>\n",
" <td>0.041360</td>\n",
" <td>NaN</td>\n",
" <td>0.010548</td>\n",
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" <th>20170126</th>\n",
" <td>-0.018752</td>\n",
" <td>-0.021641</td>\n",
" <td>-0.018342</td>\n",
" <td>-0.059164</td>\n",
" <td>NaN</td>\n",
" <td>-0.022313</td>\n",
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" <th>20170428</th>\n",
" <td>-0.003381</td>\n",
" <td>-0.002405</td>\n",
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" <td>-0.020709</td>\n",
" <td>NaN</td>\n",
" <td>-0.006358</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20170731</th>\n",
" <td>0.011900</td>\n",
" <td>0.019261</td>\n",
" <td>0.015828</td>\n",
" <td>0.060818</td>\n",
" <td>NaN</td>\n",
" <td>0.006517</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20171031</th>\n",
" <td>0.002705</td>\n",
" <td>0.007025</td>\n",
" <td>0.001217</td>\n",
" <td>-0.030152</td>\n",
" <td>NaN</td>\n",
" <td>-0.003102</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20180131</th>\n",
" <td>0.005168</td>\n",
" <td>0.002382</td>\n",
" <td>0.003739</td>\n",
" <td>-0.019119</td>\n",
" <td>NaN</td>\n",
" <td>-0.000095</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20180427</th>\n",
" <td>0.013015</td>\n",
" <td>-0.003674</td>\n",
" <td>0.013525</td>\n",
" <td>-0.048516</td>\n",
" <td>NaN</td>\n",
" <td>0.021583</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20180731</th>\n",
" <td>0.013745</td>\n",
" <td>0.000297</td>\n",
" <td>0.006004</td>\n",
" <td>-0.035198</td>\n",
" <td>NaN</td>\n",
" <td>0.013743</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20181031</th>\n",
" <td>0.009432</td>\n",
" <td>-0.011770</td>\n",
" <td>0.001575</td>\n",
" <td>-0.038546</td>\n",
" <td>NaN</td>\n",
" <td>0.006395</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20190131</th>\n",
" <td>0.020851</td>\n",
" <td>0.019317</td>\n",
" <td>0.022969</td>\n",
" <td>0.031067</td>\n",
" <td>NaN</td>\n",
" <td>0.023644</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20190430</th>\n",
" <td>0.004133</td>\n",
" <td>0.028246</td>\n",
" <td>0.011743</td>\n",
" <td>0.090447</td>\n",
" <td>NaN</td>\n",
" <td>-0.001468</td>\n",
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" <tr>\n",
" <th>20190731</th>\n",
" <td>0.014170</td>\n",
" <td>0.011994</td>\n",
" <td>0.013378</td>\n",
" <td>0.009961</td>\n",
" <td>0.006186</td>\n",
" <td>0.018123</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20191031</th>\n",
" <td>0.006190</td>\n",
" <td>0.010110</td>\n",
" <td>0.007836</td>\n",
" <td>0.021186</td>\n",
" <td>0.004760</td>\n",
" <td>0.002782</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20200123</th>\n",
" <td>0.015694</td>\n",
" <td>0.033943</td>\n",
" <td>0.027278</td>\n",
" <td>0.085095</td>\n",
" <td>NaN</td>\n",
" <td>0.023261</td>\n",
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" <th>20200430</th>\n",
" <td>0.027414</td>\n",
" <td>0.020150</td>\n",
" <td>0.025039</td>\n",
" <td>0.009367</td>\n",
" <td>0.017390</td>\n",
" <td>0.038860</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20200731</th>\n",
" <td>-0.013076</td>\n",
" <td>0.035987</td>\n",
" <td>0.001064</td>\n",
" <td>0.118315</td>\n",
" <td>-0.006233</td>\n",
" <td>-0.025995</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20201030</th>\n",
" <td>0.004666</td>\n",
" <td>-0.001726</td>\n",
" <td>0.004179</td>\n",
" <td>-0.021291</td>\n",
" <td>0.004986</td>\n",
" <td>-0.000690</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20210129</th>\n",
" <td>0.005061</td>\n",
" <td>0.025719</td>\n",
" <td>0.000119</td>\n",
" <td>0.029727</td>\n",
" <td>0.006205</td>\n",
" <td>0.007019</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20210430</th>\n",
" <td>0.009840</td>\n",
" <td>0.003407</td>\n",
" <td>0.011121</td>\n",
" <td>-0.008528</td>\n",
" <td>0.008141</td>\n",
" <td>0.010197</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20210730</th>\n",
" <td>0.015933</td>\n",
" <td>0.027130</td>\n",
" <td>0.023906</td>\n",
" <td>0.093793</td>\n",
" <td>0.007866</td>\n",
" <td>0.021628</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20211029</th>\n",
" <td>0.008476</td>\n",
" <td>0.011829</td>\n",
" <td>0.012587</td>\n",
" <td>0.031211</td>\n",
" <td>0.003506</td>\n",
" <td>0.005203</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20211109</th>\n",
" <td>0.002107</td>\n",
" <td>0.004476</td>\n",
" <td>0.005760</td>\n",
" <td>0.019146</td>\n",
" <td>0.000679</td>\n",
" <td>0.004045</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
"债券型（子类） 中长期纯债型基金 可投股票型债券基金 可投转债型债券基金 可转债基金 短期纯债型基金 被动指数型债券基金\n",
"level_0 \n",
"20150430 0.044518 0.074199 0.030098 0.177746 NaN 0.018172\n",
"20150731 0.018413 -0.001703 0.012489 -0.168559 NaN 0.001508\n",
"20151030 0.019671 0.017910 0.022858 0.001486 NaN 0.023154\n",
"20160129 0.005979 -0.010265 0.013286 -0.132160 NaN 0.016452\n",
"20160429 0.001132 0.006828 0.000991 -0.011851 NaN -0.000176\n",
"20160729 0.020778 0.020762 0.021270 -0.009703 NaN 0.020802\n",
"20161031 0.012197 0.015085 0.015368 0.041360 NaN 0.010548\n",
"20170126 -0.018752 -0.021641 -0.018342 -0.059164 NaN -0.022313\n",
"20170428 -0.003381 -0.002405 -0.006429 -0.020709 NaN -0.006358\n",
"20170731 0.011900 0.019261 0.015828 0.060818 NaN 0.006517\n",
"20171031 0.002705 0.007025 0.001217 -0.030152 NaN -0.003102\n",
"20180131 0.005168 0.002382 0.003739 -0.019119 NaN -0.000095\n",
"20180427 0.013015 -0.003674 0.013525 -0.048516 NaN 0.021583\n",
"20180731 0.013745 0.000297 0.006004 -0.035198 NaN 0.013743\n",
"20181031 0.009432 -0.011770 0.001575 -0.038546 NaN 0.006395\n",
"20190131 0.020851 0.019317 0.022969 0.031067 NaN 0.023644\n",
"20190430 0.004133 0.028246 0.011743 0.090447 NaN -0.001468\n",
"20190731 0.014170 0.011994 0.013378 0.009961 0.006186 0.018123\n",
"20191031 0.006190 0.010110 0.007836 0.021186 0.004760 0.002782\n",
"20200123 0.015694 0.033943 0.027278 0.085095 NaN 0.023261\n",
"20200430 0.027414 0.020150 0.025039 0.009367 0.017390 0.038860\n",
"20200731 -0.013076 0.035987 0.001064 0.118315 -0.006233 -0.025995\n",
"20201030 0.004666 -0.001726 0.004179 -0.021291 0.004986 -0.000690\n",
"20210129 0.005061 0.025719 0.000119 0.029727 0.006205 0.007019\n",
"20210430 0.009840 0.003407 0.011121 -0.008528 0.008141 0.010197\n",
"20210730 0.015933 0.027130 0.023906 0.093793 0.007866 0.021628\n",
"20211029 0.008476 0.011829 0.012587 0.031211 0.003506 0.005203\n",
"20211109 0.002107 0.004476 0.005760 0.019146 0.000679 0.004045"
]
},
"execution_count": 37,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"final_report.pivot_table(index=\"level_0\", columns=\"债券型（子类）\", values=\"chg.\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "2762fbf4-03eb-49e8-9c8c-d9564988145d",
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
......
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