Python 股票相关热图

Question

试图制作投资组合中股票的相关热图，但结果一团糟。感谢帮助。

得到这个https://i.stack.imgur.com/7jzuE.jpg


pt_comp = web.DataReader(['BP.L', 'III.L', 'GSK.L', 'OCDO.L', 'RBS.L', 'SVT.L'], 'yahoo',start=start,end=end) ['Adj Close']

#Percentage returns of each stock 

pt_rets = pt_comp.pct_change()

#correlation between stocks 

corr = pt_rets.corr()

#corrlation heat map


plt.imshow(corr, cmap='hot', interpolation='none')
plt.colorbar()
plt.xticks(range(len(corr)), corr.columns)
plt.yticks(range(len(corr)), corr.columns);

'''

Answer 1

绘制相关热图的方法之一是使用 seaborn 库。看，是否有帮助。 https://seaborn.pydata.org/generated/seaborn.heatmap.html

import pandas as pd
import numpy as np
import seaborn as sns
import matplotlib.pyplot as plt

pt_comp = web.DataReader(['BP.L', 'III.L', 'GSK.L', 'OCDO.L', 'RBS.L', 'SVT.L'], 'yahoo',start=start,end=end) ['Adj Close']

#Percentage returns of each stock 

pt_rets = pt_comp.pct_change()

#correlation between stocks 

corr = pt_rets.corr()

ax = sns.heatmap(corr)
plt.colorbar()
plt.xticks(range(len(corr)), corr.columns)
plt.yticks(range(len(corr)), corr.columns)

Python 股票相关热图

Python stock correlation heatmap

python

heatmap

correlation

stock