코스피 환율 증감율 비교

코스피 와 환율 의 상관 관계[편집]

import pandas as pd
import matplotlib.pyplot as plt
import FinanceDataReader as fdr
from pykrx import stock
from datetime import datetime
 
today = datetime.today()
today = datetime.strftime(today, '%Y%m%d')
 
us_kw = fdr.DataReader('USD/KRW', '2000')   # 원달러 환율
per = stock.get_index_fundamental('20040104', today, '1001')   # per
kospi = fdr.DataReader('KS11', '2000')
us_kw['uskw_change_rate'] = us_kw['Close'].pct_change(periods=300)
kospi['kospi_change_rate'] = kospi['Close'].pct_change(periods=300)
 
df = pd.DataFrame({'US-KW': us_kw['Close'], 'KOSPI CH RATE': kospi['kospi_change_rate'], 'US-KW CH RATE': us_kw['uskw_change_rate']})
df.dropna(inplace=True)
 
plt.rcParams['figure.figsize'] = (16, 9)
 
fig, ax1 = plt.subplots()
ax1.set_xlabel('DATE')
ax1.set_ylabel('KOSPI CH RATE')
ax1.plot(df.index, df['KOSPI CH RATE'], color='red', label='KOSPI CH RATE')
ax1.legend(loc='upper left')
 
# ax2 = ax1.twinx()
# ax2.set_ylabel('US-KW')
# ax2.plot(df.index, df['US-KW'], color='black', label='US-KW')
# ax2.legend(loc='lower right')
 
ax3 = ax1.twinx()
ax3.set_ylabel('US-KW CH RATE')
ax3.plot(df.index, df['US-KW CH RATE'], color='blue', label='US-KW CH RATE')
ax3.legend(loc='upper right')
 
plt.title('KOSPI CH RATE VS US-KW CH RATE')
plt.grid(True)
 
 
print(df['KOSPI CH RATE'].describe(percentiles=[.10, .20, .25, .35, .85, .95]))
print(df['US-KW CH RATE'].describe(percentiles=[.10, .20, .25, .35, .85, .95]))
print(df['KOSPI CH RATE'].corr(df['US-KW CH RATE']))
 
plt.show()
코스피 환율 증감율 비교

DB CAFE

코스피 와 환율 의 상관 관계[편집]
