我已经在R编程工具中构建了一个解决方案，可以测试我考虑过的假设。那是“特定股票的前一天“收盘价”值和第二天“高价”值之间是否存在关系。该代码是为一家名为“ Yesbank”的公司构建的。日高）几乎是正态分布的。因此，我们可以使用公式
根据前一天的收盘价来预测第二天的高价吗？1-pnorm（2.5，mean = mean（YESBANK $ pclose_chigh1 [YESBANK $ day ==“ Thursday”]），sd = sd（YESBANK $ pclose_chigh1 [YESBANK $ day ==“ Thursday”]））
install.packages("quantmod")
library(quantmod)
require(quantmod)
library(gdata)
library(magrittr)
library(ggplot2)
two_com <- c("YESBANK.NS","SAIL.NS","ONGC.NS","PURVA.NS")
df1 <- as.data.frame(getSymbols(two_com, src = "yahoo", from = "2018-01-01", to = Sys.Date(),verbose = F, auto.assign = T))
YESBANK <- fortify.zoo(YESBANK.NS)
SAIL <- fortify.zoo(SAIL.NS)
ONGC <- fortify.zoo(ONGC.NS)
PURVA <- fortify.zoo(PURVA.NS)
newcol <- c("Date","open","high","low","close","volume","adjusted")
colnames(YESBANK) <- newcol
colnames(SAIL) <- newcol
colnames(ONGC) <- newcol
colnames(PURVA) <- newcol
allstocks <- combine(YESBANK,SAIL,ONGC,PURVA)
allstocks$MaxProfit <- round(allstocks$high - allstocks$low,digits = 1)
allstocks$day <- weekdays(allstocks$Date)
allstocks$month <- months(allstocks$Date)
allstocks$high,digits = 1)*(-1)
allstocks$lagsource <- c(NA,as.character(allstocks$source[-
nrow(allstocks)]))
allstocks <- data.frame(allstocks,stringsAsFactors = F)
allstocks$log1 <- allstocks$lagsource == allstocks$source
allstocks$pclose_chigh1 <- ifelse(allstocks$log1=="TRUE",round(c(NA,
allstocks$close[-nrow(allstocks)]) - allstocks$high,digits = 1)*(-1)," ")
allstocks$pclose_chigh1 <-
as.numeric(as.character(allstocks$pclose_chigh1))
YESBANK <- allstocks[allstocks$source=="YESBANK",]
qplot(pclose_chigh1,data = YESBANK, geom = "density",colour = day)
shapiro.test(YESBANK$pclose_chigh1[YESBANK$day=="Tuesday"])
shapiro.test(YESBANK$pclose_chigh1[YESBANK$day=="Wednesday"])
shapiro.test(YESBANK$pclose_chigh1[YESBANK$day=="Thursday"])
shapiro.test(YESBANK$pclose_chigh1[YESBANK$day=="Monday"])
shapiro.test(YESBANK$pclose_chigh1[YESBANK$day=="Friday"])
1-pnorm(2.5, mean=mean(YESBANK$pclose_chigh1[YESBANK$day=="Thursday"]),
sd=sd(YESBANK$pclose_chigh1[YESBANK$day=="Thursday"]))