馬可維茲風險平均數平面

https://drive.google.com/file/d/1DEfDy4-l1ikSiOpCNR6SZR7iRB5fvIbt/view?usp=drive_link

程式碼

import csv                      #輸入csv套件comma separated value
f = open('200201to202505.csv','r', encoding="utf-8")#打開下載的檔案SPY.CSV,模式是r讀取,
csvreader = csv.reader(f)           #將檔案讀入變數csvreader
header, rows = list(), list()       #宣告空白串列(陣列,清單)
firms = set()                       #建構集合
header = next(csvreader)            #串列header儲存檔案第一列
for record in csvreader:            #檔案紀錄，逐列row檢視
   rows.append(record)              #第i筆附加append於rows串列成為rows[i]
   firms.add(record[0])             #row[0]公司名稱
f.close()                           #關閉檔案

months = dict()
for year in range(2007,2026):
   months[year]=[str(year*100+month) for month in range(1,13)]
count, sum, sumSq, mean, stdev = dict(), dict(), dict(), dict(), dict()
for firm in firms:
    for year in range(2007, 2026):
        t = (firm, year) #元組(公司,年)
        count[t] = 0
        sum[t] = 0.0
        sumSq[t] = 0.0
for row in rows:            #字典value增加append元素
    for firm in firms:
        if row[0] == firm:
            for year in range(2007, 2026):
                t = (firm, year)
                for month in months[year]:
                    if row[1] == month:
                        count[t] +=1
                        temp = float(row[8])
                        sum[t] += temp
                        sumSq[t] += temp*temp
for firm in firms:      #以下計算各年度月報酬率的平均數與標準差
    for year in range(2007, 2026):
        t = (firm, year)
        temp1 = count[t]
        temp2 = sum[t]
        mean[t] = temp2 / temp1
        temp2 = sumSq[t] - temp2 * temp2 / temp1
        temp2 = temp2/(temp1-1)
        stdev[t] = temp2 ** 0.5

from tkinter import *
tk = Tk()
tk.geometry('1000x600')
tk.title('上市金融控股公司股價報酬率標準差(X軸)與平均數(Y軸)')
canvas=Canvas(tk, width=1000,height=600,bg='white')
canvas.pack()
canvas.create_line(0,200,700,200,width=3,fill='black',arrow='last')
canvas.create_line(10,600,10,5,width=3,fill='black',arrow='last')
canvas.pack()
for firm in firms:
    t=(firm, 2007)
    x = 10+20*stdev[t]*2*3**0.5 #放大20
    y = 200 - 10*mean[t]*12     #放大10
    dot=canvas.create_oval(x-5,y-5,x+5,y+5,fill='blue')
    lab=canvas.create_text(x+10,y,text=firm[4:7],anchor=W,font=('微軟中黑體', 16))
tk.mainloop()

加入視窗選擇下拉按鈕

year=[y for y in range(2007, 2025)]