原数据:
如何分别求这5个指数的最大回撤率?
已有代码:
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from pylab import mpl
index_value = pd.read_excel(r'C:\Users\Kate\Desktop\基金\FOF.xlsx',sheet_name="Sheet1",header=0,index_col=0)
index_value = index_value.dropna()
index_return = np.log(index_value/index_value.shift(1))
index_return = index_return.dropna()