stock_holds_performance

czsc.stock_holds_performance(dc: TsDataCache, dfh, res_path)[source]

计算A股日线持仓组合的表现

Parameters:

dc – Tushare 数据缓存对象
dfh –

持仓组合，样例如下，其中【证券代码】要求是tushare的格式，成分日期当天状态为持仓
成分日期证券代码持仓权重 n1b

0 2020-01-03 300620.SZ 0.008403 141.861099 1 2020-01-03 300677.SZ 0.008403 767.124023 2 2020-01-03 300708.SZ 0.008403 93.029297 3 2020-01-03 002151.SZ 0.008403 -7.465500 4 2020-01-03 002156.SZ 0.008403 350.101715
res_path – 结果保存路径

Returns:

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