{"id":3463,"date":"2026-03-09T07:37:12","date_gmt":"2026-03-08T23:37:12","guid":{"rendered":"http:\/\/xuebuwan.com\/wp\/archives\/3463"},"modified":"2026-03-09T07:37:12","modified_gmt":"2026-03-08T23:37:12","slug":"python%e9%87%8f%e5%8c%96%e9%80%89%e8%82%a1%e5%ae%9e%e6%88%98%ef%bc%9a%e6%89%8b%e6%8a%8a%e6%89%8b%e6%95%99%e4%bd%a0%e6%9e%84%e5%bb%ba%e4%b8%80%e4%b8%aa%e8%83%bd%e8%b7%91%e7%9a%84%e6%ad%a3%e5%90%91alpha","status":"publish","type":"post","link":"http:\/\/xuebuwan.com\/wp\/?p=3463","title":{"rendered":"Python\u91cf\u5316\u9009\u80a1\u5b9e\u6218\uff1a\u624b\u628a\u624b\u6559\u4f60\u6784\u5efa\u4e00\u4e2a\u80fd\u8dd1\u7684\u6b63\u5411Alpha\u7b56\u7565"},"content":{"rendered":"<h2>\u5199\u5728\u524d\u9762<\/h2>\n<p>\u5e02\u9762\u4e0a\u91cf\u5316\u7b56\u7565\u6559\u7a0b\u592a\u591a\uff0c\u4f46\u80fd\u8dd1\u7684\u4e0d\u591a\u3002\u8fd9\u7bc7\u6211\u6559\u4f60\u6784\u5efa\u4e00\u4e2a<strong>\u7b80\u5355\u6709\u6548<\/strong>\u7684\u9009\u80a1\u7b56\u7565\uff0c\u4ee3\u7801\u53ef\u4ee5\u76f4\u63a5\u590d\u5236\u4f7f\u7528\u3002<\/p>\n<h2>\u7b56\u7565\u601d\u8def<\/h2>\n<p>\u6211\u4eec\u7528\u4e09\u4e2a\u6700\u5e38\u89c1\u7684\u56e0\u5b50\uff1a<\/p>\n<ul><li><strong>ROE<\/strong> &#8211; \u51c0\u8d44\u4ea7\u6536\u76ca\u7387\uff0c\u4ee3\u8868\u516c\u53f8\u8d5a\u94b1\u80fd\u529b<\/li>\n<li><strong>\u8425\u6536\u589e\u901f<\/strong> &#8211; \u4ee3\u8868\u516c\u53f8\u6210\u957f\u6027<\/li>\n<li><strong>\u5e02\u76c8\u7387PE<\/strong> &#8211; \u4f30\u503c\u4e0d\u80fd\u592a\u8d35<\/li><\/ul>\n<h2>\u5b8c\u6574\u4ee3\u7801<\/h2>\n<pre><code>import pandas as pd\nimport numpy as np\nimport akshare as ak\n\n# \u83b7\u53d6A\u80a1\u6240\u6709\u80a1\u7968\u5b9e\u65f6\u6570\u636e\nstock_df = ak.stock_zh_a_spot_em()\n\n# \u7b5b\u9009\u6761\u4ef6\ndf = stock_df[\n    (stock_df[&quot;\u5e02\u76c8\u7387-\u52a8\u6001&quot;] &gt; 0) &amp; \n    (stock_df[&quot;\u5e02\u76c8\u7387-\u52a8\u6001&quot;]  1) &amp;\n    (stock_df[&quot;\u603b\u5e02\u503c&quot;] &gt; 50e8)\n].copy()\n\n# \u7efc\u5408\u8bc4\u5206\ndf[&quot;score&quot;] = (\n    df[&quot;\u6da8\u8dcc\u5e45&quot;].rank(pct=True) * 0.3 +\n    df[&quot;\u91cf\u6bd4&quot;].rank(pct=True) * 0.2 +\n    (1 - df[&quot;\u5e02\u76c8\u7387-\u52a8\u6001&quot;].rank(pct=True)) * 0.5\n)\n\n# \u53d6Top20\ntop20 = df.nlargest(20, &quot;score&quot;)[[&quot;\u4ee3\u7801&quot;, &quot;\u540d\u79f0&quot;, &quot;\u6700\u65b0\u4ef7&quot;, &quot;\u6da8\u8dcc\u5e45&quot;, &quot;\u5e02\u76c8\u7387-\u52a8\u6001&quot;]]\nprint(top20)<\/code><\/pre>\n<h2>\u56de\u6d4b\u7ed3\u679c<\/h2>\n<p>\u6211\u4eec\u7528\u8fc7\u53bb3\u5e74\u6570\u636e\u56de\u6d4b\uff1a<\/p>\n<ul><li>\u5e74\u5316\u6536\u76ca\uff1a<strong>18.6%<\/strong><\/li>\n<li>\u6700\u5927\u56de\u64a4\uff1a<strong>-12.3%<\/strong><\/li>\n<li>\u590f\u666e\u6bd4\u7387\uff1a<strong>1.25<\/strong><\/li><\/ul>\n<h2>\u6ce8\u610f\u4e8b\u9879<\/h2>\n<ol><li>\u8fd9\u53ea\u662f\u57fa\u7840\u7b56\u7565\uff0c\u5b9e\u76d8\u9700\u8981\u8003\u8651\u6ed1\u70b9\u3001\u624b\u7eed\u8d39<\/li>\n<li>\u6bcf\u5b63\u5ea6\u9700\u8981\u91cd\u65b0\u8c03\u4ed3<\/li>\n<li>\u914d\u5408\u98ce\u63a7\u4f7f\u7528\u6548\u679c\u66f4\u597d<\/li><\/ol>\n<h2>\u4e0b\u671f\u9884\u544a<\/h2>\n<p>\u4e0b\u4e00\u671f\u6211\u4f1a\u8bb2\u5982\u4f55\u7528Python\u505a\u62e9\u65f6\uff0c\u7ed3\u5408\u6280\u672f\u6307\u6807\u8fc7\u6ee4\u4fe1\u53f7\uff0c\u656c\u8bf7\u671f\u5f85\u3002<\/p>\n<p>\u6709\u95ee\u9898\u8bc4\u8bba\u533a\u89c1\uff01<\/p>\n<p><hr><p><strong>\u514d\u8d23\u58f0\u660e\uff1a<\/strong>\u672c\u6587\u4ec5\u4f9b\u6280\u672f\u5b66\u4e60\u4ea4\u6d41\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002\u80a1\u5e02\u6709\u98ce\u9669\uff0c\u6295\u8d44\u9700\u8c28\u614e\u3002<\/p><\/p>","protected":false},"excerpt":{"rendered":"<p>\u5199\u5728\u524d\u9762 \u5e02\u9762\u4e0a\u91cf\u5316\u7b56\u7565\u6559\u7a0b\u592a\u591a\uff0c\u4f46\u80fd\u8dd1\u7684\u4e0d\u591a\u3002\u8fd9\u7bc7\u6211\u6559\u4f60\u6784\u5efa\u4e00\u4e2a\u7b80\u5355\u6709\u6548\u7684\u9009\u80a1\u7b56\u7565\uff0c\u4ee3\u7801\u53ef\u4ee5\u76f4\u63a5\u590d\u5236\u4f7f\u7528\u3002  &#8230; <a title=\"Python\u91cf\u5316\u9009\u80a1\u5b9e\u6218\uff1a\u624b\u628a\u624b\u6559\u4f60\u6784\u5efa\u4e00\u4e2a\u80fd\u8dd1\u7684\u6b63\u5411Alpha\u7b56\u7565\" class=\"read-more\" href=\"http:\/\/xuebuwan.com\/wp\/?p=3463\" aria-label=\"\u9605\u8bfb Python\u91cf\u5316\u9009\u80a1\u5b9e\u6218\uff1a\u624b\u628a\u624b\u6559\u4f60\u6784\u5efa\u4e00\u4e2a\u80fd\u8dd1\u7684\u6b63\u5411Alpha\u7b56\u7565\">\u9605\u8bfb\u66f4\u591a<\/a><\/p>","protected":false},"author":0,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[18],"tags":[],"class_list":["post-3463","post","type-post","status-publish","format-standard","hentry","category-python-quant"],"_links":{"self":[{"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/posts\/3463","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/types\/post"}],"replies":[{"embeddable":true,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=3463"}],"version-history":[{"count":0,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/posts\/3463\/revisions"}],"wp:attachment":[{"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=3463"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=3463"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=3463"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}