diff --git a/01/01.ipynb b/01/01.ipynb new file mode 100644 index 0000000..a214535 --- /dev/null +++ b/01/01.ipynb @@ -0,0 +1,3225 @@ +{ + "cells": [ + { + "cell_type": "markdown", + "id": "d8b075bb", + "metadata": {}, + "source": [ + "1. 导入第三方库\n", + "\n", + "导入 `pandas` 库（简写为 `pd`）和 `numpy` 库（简写为 `np`），并查看当前 pandas 的版本号。" + ] + }, + { + "cell_type": "code", + "execution_count": 1, + "id": "f169edcf", + "metadata": { + "execution": { + "iopub.execute_input": "2026-10-09T06:33:01.500043Z", + "iopub.status.busy": "2026-10-09T06:33:01.499261Z", + "iopub.status.idle": "2026-10-09T06:33:02.597959Z", + "shell.execute_reply": "2026-10-09T06:33:02.594498Z" + } + }, + "outputs": [ + { + "data": { + "text/plain": [ + "'3.0.5'" + ] + }, + "execution_count": 1, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "import pandas as pd\n", + "import numpy as np\n", + "\n", + "pd.__version__" + ] + }, + { + "cell_type": "markdown", + "id": "fc7ecd30", + "metadata": {}, + "source": [ + "2. 检测文件编码\n", + "\n", + "用 `chardet` 检测 `datasets/CRSP_Daily_Market_1926_2025.csv` 的编码，并打印检测到的编码名称和置信度。" + ] + }, + { + "cell_type": "code", + "execution_count": 2, + "id": "dfa09aff", + "metadata": { + "execution": { + "iopub.execute_input": "2026-10-09T06:33:02.606664Z", + "iopub.status.busy": "2026-10-09T06:33:02.605648Z", + "iopub.status.idle": "2026-10-09T06:33:07.151917Z", + "shell.execute_reply": "2026-10-09T06:33:07.148567Z" + } + }, + "outputs": [ + { + "name": "stdout", + "output_type": "stream", + "text": [ + "ascii 1.0\n" + ] + } + ], + "source": [ + "import chardet\n", + "\n", + "\n", + "def check_encoding(file):\n", + " with open(file, 'rb') as f:\n", + " result = chardet.detect(f.read())\n", + " return result\n", + "\n", + "\n", + "file = 'datasets/CRSP_Daily_Market_1926_2025.csv'\n", + "result = check_encoding(file)\n", + "print(result['encoding'], result['confidence'])" + ] + }, + { + "cell_type": "markdown", + "id": "d90188b1", + "metadata": {}, + "source": [ + "3. 读取 CSV 数据\n", + "\n", + "先读前 5 行确认格式无误，再完整读取，结果赋值给变量 `crsp`。" + ] + }, + { + "cell_type": "code", + "execution_count": 3, + "id": "7c765c07", + "metadata": { + "execution": { + "iopub.execute_input": "2026-10-09T06:33:07.166344Z", + "iopub.status.busy": "2026-10-09T06:33:07.163147Z", + "iopub.status.idle": "2026-10-09T06:33:07.243394Z", + "shell.execute_reply": "2026-10-09T06:33:07.240225Z" + } + }, + "outputs": [ + { + "data": { + "text/html": [ + "
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26301 rows × 15 columns

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" + ], + "text/plain": [ + " DlyCalDt vwretd vwretx vwTotVal vwUsdVal vwTotCnt \\\n", + "26296 2025-12-24 0.002914 0.002904 88568121481 8.831774e+10 9126 \n", + "26297 2025-12-26 -0.000242 -0.000325 88542581122 8.856811e+10 9124 \n", + "26298 2025-12-29 -0.004191 -0.004230 88169518843 8.854242e+10 9123 \n", + "26299 2025-12-30 -0.001550 -0.001576 88028533719 8.816264e+10 9132 \n", + "26300 2025-12-31 -0.007319 -0.007491 87552025121 8.802809e+10 9134 \n", + "\n", + " vwUsdCnt ewretd ewretx ewTotVal ewUsdVal ewTotCnt \\\n", + "26296 9126.0 0.003368 0.003125 90141105180 8.988752e+10 9498 \n", + "26297 9124.0 -0.002105 -0.002373 90125553062 9.014109e+10 9496 \n", + "26298 9123.0 -0.008373 -0.008603 89739994612 9.012539e+10 9495 \n", + "26299 9121.0 -0.002831 -0.003547 89596162338 8.973311e+10 9504 \n", + "26300 9131.0 -0.005245 -0.005627 89118194675 8.959572e+10 9506 \n", + "\n", + " ewUsdCnt sprtrn spindx \n", + "26296 9498.0 0.003221 6932.05 \n", + "26297 9496.0 -0.000304 6929.94 \n", + "26298 9495.0 -0.003492 6905.74 \n", + "26299 9493.0 -0.001376 6896.24 \n", + "26300 9503.0 -0.007358 6845.50 " + ] + }, + "execution_count": 7, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "crsp.tail()" + ] + }, + { + "cell_type": "code", + "execution_count": 8, + "id": "5c970fb8", + "metadata": { + "execution": { + "iopub.execute_input": "2026-10-09T06:33:07.782768Z", + "iopub.status.busy": "2026-10-09T06:33:07.782062Z", + "iopub.status.idle": "2026-10-09T06:33:07.800097Z", + "shell.execute_reply": "2026-10-09T06:33:07.797167Z" + } + }, + "outputs": [ + { + "data": { + "text/plain": [ + "Index(['DlyCalDt', 'vwretd', 'vwretx', 'vwTotVal', 'vwUsdVal', 'vwTotCnt',\n", + " 'vwUsdCnt', 'ewretd', 'ewretx', 'ewTotVal', 'ewUsdVal', 'ewTotCnt',\n", + " 'ewUsdCnt', 'sprtrn', 'spindx'],\n", + " dtype='str')" + ] + }, + "execution_count": 8, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "crsp.columns" + ] + }, + { + "cell_type": "markdown", + "id": "5648828a", + "metadata": {}, + "source": [ + "5. 数据的基本信息与统计摘要\n", + "\n", + "用 `info()` 和 `describe()` 查看 `crsp` 的列类型和统计摘要。`vwretd` 等列名中，vw = value-weighted 市值加权，ew = equal-weighted 等权重；`sprtrn`、`spindx` 两列从 1962 年 7 月才开始有数据，所以非缺失值个数明显更少。" + ] + }, + { + "cell_type": "code", + "execution_count": 9, + "id": "0cc3d4d8", + "metadata": { + "execution": { + "iopub.execute_input": "2026-10-09T06:33:07.818847Z", + "iopub.status.busy": "2026-10-09T06:33:07.817266Z", + "iopub.status.idle": "2026-10-09T06:33:07.874233Z", + "shell.execute_reply": "2026-10-09T06:33:07.868076Z" + } + }, + "outputs": [ + { + "name": "stdout", + "output_type": "stream", + "text": [ + "\n", + "RangeIndex: 26301 entries, 0 to 26300\n", + "Data columns (total 15 columns):\n", + " # Column Non-Null Count Dtype \n", + "--- ------ -------------- ----- \n", + " 0 DlyCalDt 26301 non-null str \n", + " 1 vwretd 26300 non-null float64\n", + " 2 vwretx 26300 non-null float64\n", + " 3 vwTotVal 26301 non-null int64 \n", + " 4 vwUsdVal 26300 non-null float64\n", + " 5 vwTotCnt 26301 non-null int64 \n", + " 6 vwUsdCnt 26300 non-null float64\n", + " 7 ewretd 26300 non-null float64\n", + " 8 ewretx 26300 non-null float64\n", + " 9 ewTotVal 26301 non-null int64 \n", + " 10 ewUsdVal 26300 non-null float64\n", + " 11 ewTotCnt 26301 non-null int64 \n", + " 12 ewUsdCnt 26300 non-null float64\n", + " 13 sprtrn 15981 non-null float64\n", + " 14 spindx 15982 non-null float64\n", + "dtypes: float64(10), int64(4), str(1)\n", + "memory usage: 3.0 MB\n" + ] + } + ], + "source": [ + "crsp.info()" + ] + }, + { + "cell_type": "code", + "execution_count": 10, + "id": "88ce7182", + "metadata": { + "execution": { + "iopub.execute_input": "2026-10-09T06:33:07.884334Z", + "iopub.status.busy": "2026-10-09T06:33:07.883511Z", + "iopub.status.idle": "2026-10-09T06:33:08.132986Z", + "shell.execute_reply": "2026-10-09T06:33:08.128879Z" + } + }, + "outputs": [ + { + "data": { + "text/html": [ + "
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count26300.00000026300.0000002.630100e+042.630000e+0426301.00000026300.00000026300.00000026300.0000002.630100e+042.630000e+0426301.00000026300.00000015981.00000015982.000000
mean0.0004210.0002868.463483e+098.459652e+093935.6206613930.4344870.0008010.0006898.699635e+098.695712e+094075.0149804071.9044110.0003551088.306449
std0.0107100.0107091.555537e+101.554715e+102899.1106502896.4413750.0105700.0105721.593272e+101.592440e+103042.1684643041.3237250.0103571371.250067
min-0.171345-0.1714191.229773e+071.228914e+07406.000000404.000000-0.135468-0.1355101.243940e+071.243080e+07408.000000406.000000-0.20466953.490000
25%-0.003854-0.0039806.339168e+076.330839e+07944.000000943.000000-0.003011-0.0031386.372042e+076.365784e+07947.000000946.000000-0.004274106.325000
50%0.0007590.0006247.730611e+087.728701e+084753.0000004747.0000000.0012800.0011727.956396e+087.954800e+084827.0000004821.0000000.000485460.845000
75%0.0050750.0049521.204819e+101.204109e+106630.0000006608.0000000.0050630.0049561.237183e+101.237003e+106876.0000006872.0000000.0052401376.532500
max0.1568380.1529748.856812e+108.856811e+109166.0000009163.0000000.2030200.2017959.014111e+109.014109e+109538.0000009535.0000000.1158006932.050000
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DlyCalDtvwretdvwretxvwTotValvwUsdValvwTotCntvwUsdCntewretdewretxewTotValewUsdValewTotCntewUsdCntsprtrnspindx
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DlyCalDtvwretdvwretxvwTotValvwUsdValvwTotCntvwUsdCntewretdewretxewTotValewUsdValewTotCntewUsdCntsprtrnspindx
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vwretdvwretxvwTotValvwUsdValvwTotCntvwUsdCntewretdewretxewTotValewUsdValewTotCntewUsdCntsprtrnspindx
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253 rows × 15 columns

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" + ], + "text/plain": [ + " DlyCalDt vwretd vwretx vwTotVal vwUsdVal vwTotCnt \\\n", + "0 2020-01-02 0.007412 0.007316 41464754137 4.115634e+10 6871 \n", + "1 2020-01-03 -0.005828 -0.005900 41221078749 4.146475e+10 6871 \n", + "2 2020-01-06 0.003269 0.003245 41345986288 4.121183e+10 6871 \n", + "3 2020-01-07 -0.002147 -0.002216 41255461753 4.134598e+10 6870 \n", + "4 2020-01-08 0.004028 0.003996 41421675525 4.125546e+10 6871 \n", + ".. ... ... ... ... ... ... \n", + "248 2020-12-24 0.002330 0.002195 49379202924 4.929405e+10 7101 \n", + "249 2020-12-28 0.003847 0.003836 49569832981 4.937920e+10 7103 \n", + "250 2020-12-29 -0.003652 -0.003660 49387356377 4.956717e+10 7108 \n", + "251 2020-12-30 0.003291 0.003124 49542217608 4.938705e+10 7107 \n", + "252 2020-12-31 0.003558 0.003499 49839515298 4.954190e+10 7111 \n", + "\n", + " vwUsdCnt ewretd ewretx ewTotVal ewUsdVal ewTotCnt \\\n", + "0 6866.0 0.005470 0.005428 42902996443 4.255570e+10 7253 \n", + "1 6871.0 -0.003057 -0.003072 42645264616 4.290300e+10 7253 \n", + "2 6869.0 0.004548 0.004519 42768514163 4.263602e+10 7253 \n", + "3 6870.0 -0.000041 -0.000057 42699866212 4.276851e+10 7253 \n", + "4 6870.0 0.000914 0.000903 42870237688 4.269987e+10 7254 \n", + ".. ... ... ... ... ... ... \n", + "248 7101.0 -0.000277 -0.000458 50948672283 5.091918e+10 7515 \n", + "249 7101.0 0.001350 0.001304 51120836691 5.093776e+10 7516 \n", + "250 7101.0 -0.008483 -0.008656 50978120468 5.111818e+10 7522 \n", + "251 7105.0 0.010155 0.009754 51166821544 5.097782e+10 7521 \n", + "252 7105.0 -0.001058 -0.001129 51464416577 5.116650e+10 7525 \n", + "\n", + " ewUsdCnt sprtrn spindx \n", + "0 7248.0 0.008379 3257.85 \n", + "1 7253.0 -0.007060 3234.85 \n", + "2 7251.0 0.003533 3246.28 \n", + "3 7252.0 -0.002803 3237.18 \n", + "4 7253.0 0.004902 3253.05 \n", + ".. ... ... ... \n", + "248 7515.0 0.003537 3703.06 \n", + "249 7514.0 0.008723 3735.36 \n", + "250 7514.0 -0.002227 3727.04 \n", + "251 7519.0 0.001342 3732.04 \n", + "252 7519.0 0.006439 3756.07 \n", + "\n", + "[253 rows x 15 columns]" + ] + }, + "execution_count": 21, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "check = pd.read_csv('datasets/CRSP_2020.csv')\n", + "check" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3.11 (jupyter)", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.11.16" + } + }, + "nbformat": 4, + "nbformat_minor": 5 +}