{"id":2075,"date":"2025-04-05T07:55:00","date_gmt":"2025-04-04T23:55:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=2075"},"modified":"2025-03-23T17:37:11","modified_gmt":"2025-03-23T09:37:11","slug":"%e6%83%b3%e5%9c%a8%e8%82%a1%e5%b8%82%e8%b5%9a%e9%92%b1%ef%bc%9f%e8%bf%99%e4%ba%9b%e9%a2%84%e6%b5%8b%e8%82%a1%e4%bb%b7%e7%9a%84%e6%96%b9%e6%b3%95%e4%bd%a0%e5%be%97%e7%9f%a5%e9%81%93%ef%bc%88%e9%99%84","status":"publish","type":"post","link":"https:\/\/www.laoyulaoyu.com\/index.php\/2025\/04\/05\/%e6%83%b3%e5%9c%a8%e8%82%a1%e5%b8%82%e8%b5%9a%e9%92%b1%ef%bc%9f%e8%bf%99%e4%ba%9b%e9%a2%84%e6%b5%8b%e8%82%a1%e4%bb%b7%e7%9a%84%e6%96%b9%e6%b3%95%e4%bd%a0%e5%be%97%e7%9f%a5%e9%81%93%ef%bc%88%e9%99%84\/","title":{"rendered":"\u60f3\u5728\u80a1\u5e02\u8d5a\u94b1\uff1f\u8fd9\u4e9b\u9884\u6d4b\u80a1\u4ef7\u7684\u65b9\u6cd5\u4f60\u5f97\u77e5\u9053"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/03\/0_Yo1R4A7ZQ6JNMXPx.png\" alt=\"\" class=\"wp-image-4544\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u5728\u80a1\u7968\u6295\u8d44\u7684\u4e16\u754c\u91cc\uff0c\u5927\u5bb6\u80af\u5b9a\u90fd\u60f3\u77e5\u9053\u80a1\u7968\u672a\u6765\u4ef7\u683c\u4f1a\u600e\u6837\u53d8\u5316\u3002\u4eca<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u5929\u6211\u5c31\u7ed9\u5927\u5bb6\u5206\u4eab\u4e24\u79cd\u8d85\u5389\u5bb3\u7684\u9884\u6d4b\u65b9\u6cd5\uff0c\u5206\u522b\u662f\u5f15\u5bfc\u6cd5\uff08Bootstrapping\uff09\u548c\u5386\u53f2\u6a21\u62df\u6cd5<\/mark>\uff0c\u5b66\u4f1a\u4e86\u4f60\u4e5f\u80fd\u50cf\u6295\u8d44\u9ad8\u624b\u4e00\u6837\u5206\u6790\u80a1\u7968\u8d70\u52bf\uff01<\/pre>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e00\u3001\u5f15\u5bfc\u6cd5<\/strong><\/h2>\n\n\n\n<p><strong>\u5f15\u5bfc\u6cd5\uff08Bootstrapping Simulation\uff09<\/strong>\u5176\u5b9e\u5c31\u662f\u4e00\u79cd\u7edf\u8ba1\u6280\u672f\u3002\u6253\u4e2a\u6bd4\u65b9\uff0c\u4f60\u6709\u4e00\u5806\u5386\u53f2\u6570\u636e\uff0c\u5c31\u50cf\u6709\u4e00\u76d2\u5f69\u8272\u5f39\u73e0\uff0c<\/p>\n\n\n\n<p>\u5f15\u5bfc\u6cd5\u5c31\u662f\u6bcf\u6b21\u4ece\u8fd9\u76d2\u5f39\u73e0\u91cc\u62ff\u4e00\u9897\uff0c\u62ff\u5b8c\u518d\u653e\u56de\u53bb\uff0c\u7136\u540e\u518d\u62ff\uff0c\u91cd\u590d\u5f88\u591a\u6b21\uff0c\u6bcf\u6b21\u62ff\u7684\u8fc7\u7a0b\u5c31\u662f\u4e00\u6b21 \u201c\u91cd\u65b0\u91c7\u6837\u201d\u3002\u8fd9\u6837\u53cd\u590d\u64cd\u4f5c\uff0c\u5c31\u80fd\u521b\u9020\u51fa\u597d\u591a\u6a21\u62df\u6837\u672c\u3002<\/p>\n\n\n\n<p>\u901a\u8fc7\u8fd9\u4e9b\u6a21\u62df\u6837\u672c\uff0c\u54b1\u4eec\u5c31\u80fd\u4f30\u7b97\u51fa\u50cf\u80a1\u7968\u5e73\u5747\u6536\u76ca\u7387\u8fd9\u7c7b\u7edf\u8ba1\u6570\u636e\u7684\u5206\u5e03\u60c5\u51b5\u3002\u8981\u662f\u4f60\u60f3\u77e5\u9053\u80a1\u7968\u5e73\u5747\u6536\u76ca\u7387\u5728\u672a\u6765\u53ef\u80fd\u7684\u53d8\u5316\u8303\u56f4\uff0c\u5f15\u5bfc\u6cd5\u5c31\u80fd\u6d3e\u4e0a\u7528\u573a\u5566\uff01<\/p>\n\n\n\n<p>\u5f15\u5bfc\u6cd5\u5177\u4f53\u662f\u600e\u4e48\u64cd\u4f5c\u7684\u5462\uff1f\u4e0b\u56fe\u662f\u5de5\u4f5c\u6d41\u7a0b\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/03\/image-57.png\" alt=\"\" class=\"wp-image-4546\"\/><\/figure>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u539f\u59cb\u6837\u672c<\/strong>\uff1a\u5148\u786e\u5b9a\u539f\u59cb\u6570\u636e\u96c6\uff0c\u8fd9\u5c31\u597d\u6bd4\u662f\u54b1\u4eec\u7684 \u201c\u5f39\u73e0\u76d2\u201d\uff0c\u91cc\u9762\u88c5\u7740\u80a1\u7968\u7684\u5386\u53f2\u6570\u636e\u3002<\/li>\n\n\n\n<li><strong>\u91cd\u65b0\u91c7\u6837<\/strong>\uff1a\u4ece\u539f\u59cb\u6570\u636e\u91cc\u968f\u673a\u62bd\u53d6\u6570\u636e\uff0c\u800c\u4e14\u6bcf\u6b21\u62bd\u5b8c\u90fd\u653e\u56de\u53bb\uff0c\u8fd9\u6837\u6bcf\u4e2a\u6570\u636e\u90fd\u6709\u53ef\u80fd\u88ab\u591a\u6b21\u62bd\u5230\uff0c\u4e5f\u53ef\u80fd\u4e00\u6b21\u90fd\u62bd\u4e0d\u5230\u3002<\/li>\n\n\n\n<li><strong>\u7edf\u8ba1\u8ba1\u7b97<\/strong>\uff1a\u6bcf\u6b21\u91cd\u65b0\u91c7\u6837\u540e\uff0c\u90fd\u8981\u8ba1\u7b97\u50cf\u5e73\u5747\u503c\u3001\u4e2d\u4f4d\u6570\u8fd9\u4e9b\u7edf\u8ba1\u91cf\u3002<\/li>\n\n\n\n<li><strong>\u91cd\u590d\u64cd\u4f5c<\/strong>\uff1a\u628a\u91cd\u65b0\u91c7\u6837\u548c\u8ba1\u7b97\u7edf\u8ba1\u91cf\u7684\u8fc7\u7a0b\u91cd\u590d\u5f88\u591a\u6b21\uff0c\u4e00\u822c\u7528\u5b57\u6bcd B \u8868\u793a\u91cd\u590d\u6b21\u6570\uff0c\u91cd\u590d\u5b8c\u5c31\u80fd\u5f97\u5230\u7edf\u8ba1\u91cf\u7684\u5206\u5e03\u3002<\/li>\n\n\n\n<li><strong>\u4f30\u7b97<\/strong>\uff1a\u6839\u636e\u8fd9\u4e2a\u5206\u5e03\uff0c\u54b1\u4eec\u5c31\u80fd\u4f30\u7b97\u51fa\u7edf\u8ba1\u91cf\u7684\u4e00\u4e9b\u5c5e\u6027\uff0c\u6bd4\u5982\u5e73\u5747\u503c\u3001\u6807\u51c6\u8bef\u5dee\u548c\u7f6e\u4fe1\u533a\u95f4\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u5728\u9884\u6d4b\u80a1\u7968\u4ef7\u683c\u65f6\uff0c\u5f15\u5bfc\u6cd5\u6a21\u62df\u7684\u6b65\u9aa4\u662f\u8fd9\u6837\u7684\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/03\/visual-selection-1024x420.png\" alt=\"\" class=\"wp-image-4552\"\/><\/figure>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u8ba1\u7b97\u6bcf\u65e5\u6536\u76ca<\/strong>\uff1a\u7b97\u51fa\u80a1\u7968\u6bcf\u5929\u7684\u6536\u76ca\uff0c\u516c\u5f0f\u662f\uff08\u5f53\u5929\u80a1\u4ef7 &#8211; \u524d\u4e00\u5929\u80a1\u4ef7\uff09\u00f7 \u524d\u4e00\u5929\u80a1\u4ef7\u3002<\/li>\n\n\n\n<li><strong>\u91cd\u65b0\u62bd\u6837\u56de\u62a5<\/strong>\uff1a\u5bf9\u6bcf\u65e5\u6536\u76ca\u8fdb\u884c\u968f\u673a\u62bd\u6837\uff0c\u62bd\u6837\u65f6\u6bcf\u6b21\u62bd\u5b8c\u90fd\u653e\u56de\u53bb\uff0c\u8fd9\u6837\u80fd\u751f\u6210\u672a\u6765 n \u5929\u7684\u6a21\u62df\u6536\u76ca\u5e8f\u5217\u3002<\/li>\n\n\n\n<li><strong>\u4ef7\u683c\u8def\u5f84\u6a21\u62df<\/strong>\uff1a\u628a\u62bd\u6837\u5f97\u5230\u7684\u6536\u76ca\u7387\u76f8\u4e58\uff0c\u5c31\u80fd\u6a21\u62df\u51fa\u80a1\u7968\u4ef7\u683c\u7684\u8d70\u52bf\u3002\u6bd4\u5982\uff0c\u4eca\u5929\u6536\u76ca\u7387\u662f 1.02\uff0c\u660e\u5929\u662f 1.03\uff0c\u90a3\u4e24\u5929\u540e\u7684\u6a21\u62df\u80a1\u4ef7\u5c31\u662f\u521d\u59cb\u80a1\u4ef7 \u00d71.02\u00d71.03 \u3002<\/li>\n\n\n\n<li><strong>\u591a\u6b21\u6a21\u62df<\/strong>\uff1a\u628a\u4e0a\u9762\u7684\u8fc7\u7a0b\u91cd\u590d B \u6b21\uff0c\u5c31\u80fd\u5f97\u5230\u597d\u591a\u6a21\u62df\u7684\u6700\u7ec8\u4ef7\u683c\uff0c\u8fd9\u4e9b\u4ef7\u683c\u7684\u5206\u5e03\u80fd\u8ba9\u54b1\u4eec\u4e86\u89e3\u80a1\u4ef7\u53ef\u80fd\u7684\u53d8\u5316\u8303\u56f4\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u5f15\u5bfc\u6cd5\u5728\u91d1\u878d\u9886\u57df\u7528\u5904\u53ef\u5927\u4e86\uff01\u80fd\u5e2e\u6211\u4eec\u4f30\u8ba1\u672a\u6765\u80a1\u7968\u4ef7\u683c\u7684\u7f6e\u4fe1\u533a\u95f4\uff0c\u8bc4\u4f30\u6295\u8d44\u7684\u98ce\u9669\u548c\u56de\u62a5\uff0c\u8fd8\u80fd\u6839\u636e\u5386\u53f2\u6570\u636e\u6a21\u62df\u5404\u79cd\u672a\u6765\u60c5\u51b5\uff0c\u65b9\u4fbf\u54b1\u4eec\u8fdb\u884c\u60c5\u666f\u5206\u6790\uff0c\u4f18\u5316\u6295\u8d44\u7ec4\u5408\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e8c\u3001\u5386\u53f2\u6a21\u62df\u6cd5<\/strong><\/h2>\n\n\n\n<p><strong>\u5386\u53f2\u6a21\u62df\u6cd5\uff08Historical Simulation\uff09<\/strong>\u5b83\u548c\u5f15\u5bfc\u6cd5\u6709\u70b9\u4e0d\u4e00\u6837\u3002\u5f15\u5bfc\u6cd5\u91cd\u65b0\u91c7\u6837\u65f6\u662f\u6709\u653e\u56de\u7684\uff0c\u800c\u5386\u53f2\u6a21\u62df\u6cd5\u662f\u6ca1\u6709\u653e\u56de\u7684\u3002\u5c31\u597d\u50cf\u4f60\u6d17\u724c\u4e00\u6837\uff0c\u628a\u5b9e\u9645\u7684\u5386\u53f2\u56de\u62a5\u7387\u6253\u4e71\u987a\u5e8f\uff0c\u7528\u8fd9\u4e9b\u6253\u4e71\u540e\u7684\u56de\u62a5\u7387\u6765\u521b\u9020\u672a\u6765\u53ef\u80fd\u7684\u4ef7\u683c\u8d70\u52bf\u3002<\/p>\n\n\n\n<p>\u5386\u53f2\u6a21\u62df\u6cd5\u57fa\u4e8e\u4e00\u4e2a\u5047\u8bbe\uff0c\u5c31\u662f\u80a1\u7968\u8fc7\u53bb\u7684\u4ef7\u683c\u8d70\u52bf\u80fd\u5e2e\u54b1\u4eec\u9884\u6d4b\u672a\u6765\u7684\u8d70\u52bf\u3002\u56e0\u4e3a\u5b83\u7528\u7684\u662f\u5b9e\u9645\u7684\u5386\u53f2\u56de\u62a5\uff0c\u6240\u4ee5\u80fd\u4fdd\u7559\u6570\u636e\u7684\u81ea\u7136\u7279\u5f81\u548c\u5206\u5e03\uff0c\u5bf9\u6355\u6349\u80a1\u7968\u7684\u5386\u53f2\u6a21\u5f0f\u548c\u6ce2\u52a8\u6027\u5f88\u6709\u5e2e\u52a9\u3002<\/p>\n\n\n\n<p>\u5386\u53f2\u6a21\u62df\u6cd5\u7684\u64cd\u4f5c\u6b65\u9aa4\u5982\u4e0b\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/03\/visual-selection-1.png\" alt=\"\" class=\"wp-image-4553\"\/><\/figure>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u539f\u59cb\u6837\u672c<\/strong>\uff1a\u4ece\u80a1\u7968\u7684\u5386\u53f2\u56de\u62a5\u6570\u636e\u5f00\u59cb\u3002<\/li>\n\n\n\n<li><strong>\u6d17\u724c<\/strong>\uff1a\u628a\u5386\u53f2\u56de\u62a5\u6570\u636e\u968f\u673a\u6253\u4e71\u987a\u5e8f\uff0c\u751f\u6210\u65b0\u7684\u56de\u62a5\u5e8f\u5217\u3002<\/li>\n\n\n\n<li><strong>\u4ef7\u683c\u8def\u5f84\u6a21\u62df<\/strong>\uff1a\u7528\u6253\u4e71\u540e\u7684\u56de\u62a5\u5e8f\u5217\uff0c\u901a\u8fc7\u7d2f\u79ef\u4e58\u79ef\u8ba1\u7b97\u51fa\u672a\u6765\u4e00\u6bb5\u65f6\u95f4\u5185\u80a1\u7968\u7684\u4ef7\u683c\u8d70\u52bf\u3002<\/li>\n\n\n\n<li><strong>\u91cd\u590d<\/strong>\uff1a\u628a\u6d17\u724c\u548c\u8ba1\u7b97\u4ef7\u683c\u8def\u5f84\u7684\u8fc7\u7a0b\u91cd\u590d\u591a\u6b21\uff0c\u5c31\u80fd\u5f97\u5230\u6a21\u62df\u6700\u7ec8\u4ef7\u683c\u7684\u5206\u5e03\u3002<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/03\/image-58.png\" alt=\"\" class=\"wp-image-4547\"\/><\/figure>\n\n\n\n<p>\u4e0a\u56fe\u4e3a\u5386\u53f2\u6a21\u62df\uff0c\u6bcf\u4e00\u5e27\u90fd\u5c06\u539f\u59cb\u5386\u53f2\u56de\u62a5\u4e0e\u6d17\u724c\u56de\u62a5\u8fdb\u884c\u6bd4\u8f83\uff0c\u7136\u540e\u663e\u793a\u7531\u6b64\u4ea7\u751f\u7684\u6a21\u62df\u4ef7\u683c\u8def\u5f84\u3002\u5b9e\u9645\u7684\u56de\u62a5\u7387\u5206\u5e03\u5f97\u4ee5\u4fdd\u7559\uff0c\u4f46\u4f1a\u4ea7\u751f\u6f5c\u5728\u7684\u672a\u6765\u60c5\u666f\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e09\u3001\u4ee3\u7801\u5b9e\u73b0<\/strong><\/h2>\n\n\n\n<p>\u4e3a\u4e86\u8ba9\u5927\u5bb6\u66f4\u6e05\u695a\u600e\u4e48\u64cd\u4f5c\uff0c\u4e0b\u9762\u8bb2\u8bb2\u7528 Python \u5b9e\u73b0\u7684\u8fc7\u7a0b\u3002\u6211\u4eec\u53ef\u4ee5\u7528 yfinance \u5e93\u6765\u83b7\u53d6\u80a1\u7968\u4ef7\u683c\u6570\u636e\uff0c\u4ee3\u7801\u5982\u4e0b\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>import yfinance as yf\nimport numpy as np\nimport matplotlib.pyplot as plt\ndef get_stock_data(ticker, start_date, end_date):\n    stock_data = yf.download(ticker, start=start_date, end=end_date)\n    return stock_data&#91;'Close']<\/code><\/pre>\n\n\n\n<p>\u8fd9\u6bb5\u4ee3\u7801\u7684\u4f5c\u7528\u5c31\u662f\u83b7\u53d6\u6307\u5b9a\u80a1\u7968\u5728\u7279\u5b9a\u65e5\u671f\u8303\u56f4\u5185\u7684\u6536\u76d8\u4ef7\u3002<\/p>\n\n\n\n<p>\u63a5\u4e0b\u6765\u662f\u5f15\u5bfc\u6a21\u62df\u548c\u5386\u53f2\u6a21\u62df\u7684\u5b9e\u73b0\u4ee3\u7801\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>def bootstrap_simulation(data, days, n_iterations=10000):\n    daily_returns = data.pct_change().dropna()\n    simulations = np.zeros((n_iterations, days))\n    for i in range(n_iterations):\n        sample = np.random.choice(daily_returns, size=days, replace=True)\n        simulations&#91;i] = np.cumprod(1 + sample) * data.iloc&#91;-1]\n    return simulations\ndef historical_simulation(data, days, n_iterations=10000):\n    daily_returns = data.pct_change().dropna()\n    simulations = np.zeros((n_iterations, days))\n    for i in range(n_iterations):\n        shuffled_returns = np.random.permutation(daily_returns)\n        sample = shuffled_returns&#91;:days]\n        simulations&#91;i] = np.cumprod(1 + sample) * data.iloc&#91;-1]\n    return simulations<\/code><\/pre>\n\n\n\n<p>\u8fd0\u884c\u5b8c\u6a21\u62df\u540e\u5c31\u6709\u4e86\u597d\u591a\u6a21\u62df\u7684\u6700\u7ec8\u4ef7\u683c\u3002\u8fd9\u65f6\u5019\u6765\u8ba1\u7b97\u80a1\u4ef7\u4f4e\u4e8e\u3001\u4ecb\u4e8e\u6216\u9ad8\u4e8e\u7279\u5b9a\u9608\u503c\u7684\u6982\u7387\u3002\u8ba1\u7b97\u6982\u7387\u7684\u4ee3\u7801\u5982\u4e0b\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>def calculate_probabilities(simulations, thresholds):\n    final_prices = simulations&#91;:, -1]\n    below = np.mean(final_prices &lt; thresholds&#91;0])\n    above = np.mean(final_prices &gt; thresholds&#91;1])\n    between = np.mean((final_prices &gt;= thresholds&#91;0]) &amp; (final_prices &lt;= thresholds&#91;1]))\n    return {'below': below, 'between': between, 'above': above}<\/code><\/pre>\n\n\n\n<p>\u6211\u4eec\u8fd8\u80fd\u628a\u6a21\u62df\u6700\u7ec8\u4ef7\u683c\u7684\u5206\u5e03\u753b\u51fa\u6765\uff0c\u8fd9\u6837\u66f4\u76f4\u89c2\uff0c\u4ee3\u7801\u5982\u4e0b\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>def plot_distributions(bootstrap_simulations, historical_simulations, data, thresholds, bootstrap_probabilities, historical_probabilities):\n    final_bootstrap_prices = bootstrap_simulations&#91;:, -1]\n    final_historical_prices = historical_simulations&#91;:, -1]\n    mean_bootstrap_price = np.mean(final_bootstrap_prices)\n    median_bootstrap_price = np.median(final_bootstrap_prices)\n    ci_68_bootstrap = np.percentile(final_bootstrap_prices, &#91;16, 84])\n    ci_95_bootstrap = np.percentile(final_bootstrap_prices, &#91;2.5, 97.5])\n\n   #\u7bc7\u5e45\u6240\u9650\uff0c\u975e\u5b8c\u6574\u4ee3\u7801\u3002\u3002\u3002\n\n    axs&#91;1].text(0.02, 0.95, textstr, transform=axs&#91;1].transAxes, fontsize=12,\n                verticalalignment='top', bbox=dict(facecolor='white', alpha=0.5))\n    plt.tight_layout()\n    plt.show()<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/03\/image-59.png\" alt=\"\" class=\"wp-image-4548\"\/><\/figure>\n\n\n\n<p>\u4e0a\u56fe\u4e3a\u5f15\u5bfc\u6cd5\u548c\u5386\u53f2\u6a21\u62df\u6cd5\u7684\u5206\u5e03\u6bd4\u8f83\uff1a \u5de6\u56fe\u663e\u793a\u7684\u662f\u4f7f\u7528\u81ea\u5f15\u5bfc\u6cd5\u6a21\u62df\u7684\u6700\u7ec8\u4ef7\u683c\u5206\u5e03\uff0c\u53f3\u56fe\u663e\u793a\u7684\u662f\u4f7f\u7528\u5386\u53f2\u6a21\u62df\u6cd5\u6a21\u62df\u7684\u6700\u7ec8\u4ef7\u683c\u5206\u5e03\u3002<\/p>\n\n\n\n<p>\u6700\u540e\uff0c\u8fd8\u53ef\u4ee5\u628a\u5386\u53f2\u80a1\u7968\u4ef7\u683c\u548c\u6a21\u62df\u4ef7\u683c\u9525\u4e00\u8d77\u753b\u51fa\u6765\uff0c\u4ee3\u7801\u5982\u4e0b\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>def plot_price_with_cones(data, bootstrap_percentiles, historical_percentiles, days, thresholds, bootstrap_probabilities, historical_probabilities):\n    plt.figure(figsize=(12, 16))\n    plt.subplot(2, 1, 1)\n    plt.plot(data.index, data, label='Historical Prices')\n    last_date = data.index&#91;-1]\n\n   #\u7bc7\u5e45\u6240\u9650\uff0c\u975e\u5b8c\u6574\u4ee3\u7801\u3002\u3002\u3002\n\n    plt.title('Historical Simulation Cone')\n    plt.xlabel('Date')\n    plt.ylabel('Price')\n    plt.legend(loc='upper left')\n    plt.tight_layout()\n    plt.show()<\/code><\/pre>\n\n\n\n<p>\u4e0b\u9762\u8fd9\u5f20\u56fe\u662f\u80a1\u4ef7\u9884\u6d4b\u7684\u5f15\u5bfc\u6a21\u62df\u9525\u5f62\u56fe\u4e0e\u5386\u53f2\u6a21\u62df\u9525\u5f62\u56fe\u7684\u6bd4\u8f83\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/03\/image-61-763x1024.png\" alt=\"\" class=\"wp-image-4550\"\/><\/figure>\n\n\n\n<p>\u4e0a\u9762\u7684\u4e00\u5f20\u56fe\u5c55\u793a\u7684\u662f\u57fa\u4e8e\u5f15\u5bfc\u6cd5\u7684\u6a21\u62df\u9884\u6d4b\u8303\u56f4\u56fe\u3002\u4e0b\u9762\u7684\u4e00\u5f20\u56fe\u5c55\u793a\u7684\u662f\u57fa\u4e8e\u5386\u53f2\u6570\u636e\u7684\u6a21\u62df\u9884\u6d4b\u8303\u56f4\u56fe\u3002\u4e24\u5f20\u56fe\u90fd\u91cd\u70b9\u6807\u6ce8\u4e86\u672a\u6765\u80a1\u4ef7\u7684\u9884\u6d4b\u533a\u95f4\uff0c\u5305\u62ec 68% \u548c 95% \u7684\u53ef\u4fe1\u533a\u95f4\uff0c\u540c\u65f6\u8fd8\u9884\u6d4b\u4e86\u5230 2024 \u5e74\u4e2d\u671f\u80a1\u4ef7\u7684\u4e09\u79cd\u53ef\u80fd\u6027\uff1a\u4f4e\u4e8e 850 \u7f8e\u5143\u3001\u4ecb\u4e8e 850 \u7f8e\u5143\u5230 1000 \u7f8e\u5143\u4e4b\u95f4\uff0c\u4ee5\u53ca\u9ad8\u4e8e 1000 \u7f8e\u5143\u7684\u6982\u7387\u3002<\/p>\n\n\n\n<p>\u4ee5\u4e0a\u7684\u6e90\u4ee3\u7801\u8bf7\u5728\u6211\u7684Google Colab\u4e2d\u7533\u8bf7\u4e0b\u8f7d\uff0c\u5185\u9644\u4e2d\u6587\u6784\u5efa\u8bf4\u660e\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/04\/1742136676248.png\" alt=\"\" class=\"wp-image-4557\"\/><\/figure>\n\n\n\n<p>\u5982\u89c9\u5f97\u5bf9\u60a8\u6709\u6240\u5e2e\u52a9\uff0c\u8bf7\u7559\u8a00\u6216\u8005\u79c1\u4fe1\u5411\u6211\u8981\u5b8c\u6574\u6e90\u4ee3\u7801\uff0c\u540c\u65f6\u8bf7\u6211\u559d\u676f\u5496\u5561\u5c31\u597d\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u56db\u3001\u89c2\u70b9\u603b\u7ed3<\/strong><\/h2>\n\n\n\n<p>\u672c\u6587\u4e3b\u8981\u4ecb\u7ecd\u4e86\u5f15\u5bfc\u6cd5\uff08Bootstrapping\uff09\u548c\u5386\u53f2\u6a21\u62df\u6cd5\u5728\u91d1\u878d\u9884\u6d4b\u4e2d\u9884\u6d4b\u80a1\u7968\u4ef7\u683c\u8d70\u52bf\u7684\u5e94\u7528\uff0c\u901a\u8fc7\u8fd9\u4e24\u79cd\u65b9\u6cd5\uff0c\u6295\u8d44\u8005\u53ef\u4ee5\u4f30\u7b97\u80a1\u4ef7\u53d8\u5316\u6982\u7387\uff0c\u4e3a\u6295\u8d44\u51b3\u7b56\u63d0\u4f9b\u53c2\u8003\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u5f15\u5bfc\u6cd5<\/strong>\uff1a\u4e00\u79cd\u7edf\u8ba1\u6280\u672f\uff0c\u4ece\u539f\u59cb\u6570\u636e\u96c6\u4e2d\u6709\u653e\u56de\u5730\u91cd\u65b0\u91c7\u6837\uff0c\u751f\u6210\u6a21\u62df\u6837\u672c\uff0c\u8fdb\u800c\u4f30\u7b97\u7edf\u8ba1\u91cf\u5206\u5e03\uff0c\u53ef\u7528\u4e8e\u9884\u6d4b\u80a1\u4ef7\u8d70\u52bf\uff0c\u5728\u91d1\u878d\u9886\u57df\u5e94\u7528\u5e7f\u6cdb\uff0c\u5982\u4f30\u8ba1\u80a1\u4ef7\u7f6e\u4fe1\u533a\u95f4\u3001\u8bc4\u4f30\u6295\u8d44\u98ce\u9669\u548c\u56de\u62a5\u7b49\u3002<\/li>\n\n\n\n<li><strong>\u5386\u53f2\u6a21\u62df\u6cd5<\/strong>\uff1a\u4e0e\u5f15\u5bfc\u6cd5\u4e0d\u540c\uff0c\u5b83\u5bf9\u5386\u53f2\u56de\u62a5\u7387\u65e0\u653e\u56de\u5730\u6d17\u724c\uff0c\u57fa\u4e8e\u80a1\u7968\u8fc7\u53bb\u4ef7\u683c\u8d70\u52bf\u80fd\u9884\u6d4b\u672a\u6765\u8d70\u52bf\u7684\u5047\u8bbe\uff0c\u4fdd\u7559\u6570\u636e\u7279\u5f81\uff0c\u7528\u4e8e\u6a21\u62df\u672a\u6765\u4ef7\u683c\u8d70\u52bf\u3002<\/li>\n\n\n\n<li><strong>Python \u5b9e\u73b0<\/strong>\uff1a\u5229\u7528 yfinance \u5e93\u83b7\u53d6\u80a1\u7968\u6570\u636e\uff0c\u901a\u8fc7\u7f16\u5199\u51fd\u6570\u5b9e\u73b0\u5f15\u5bfc\u6a21\u62df\u548c\u5386\u53f2\u6a21\u62df\uff0c\u8ba1\u7b97\u6a21\u62df\u6700\u7ec8\u4ef7\u683c\u7684\u6982\u7387\u5206\u5e03\uff0c\u5e76\u7ed8\u5236\u76f8\u5173\u56fe\u8868\u8fdb\u884c\u5206\u6790\u3002<\/li>\n<\/ul>\n\n\n\n<p><em>\u611f\u8c22\u60a8\u9605\u8bfb\u5230\u6700\u540e\uff0c\u5e0c\u671b\u8fd9\u7bc7\u6587\u7ae0\u4e3a\u60a8\u5e26\u6765\u4e86\u65b0\u7684\u542f\u53d1\u548c\u5b9e\u7528\u7684\u77e5\u8bc6\uff01\u5982\u679c\u89c9\u5f97\u6709\u5e2e\u52a9\uff0c\u8bf7\u4e0d\u541d\u70b9\u8d5e\u548c\u5206\u4eab\uff0c\u60a8\u7684\u652f\u6301\u662f\u6211\u6301\u7eed\u521b\u4f5c\u7684\u52a8\u529b\u3002\u795d\u60a8\u6295\u8d44\u987a\u5229\uff0c\u6536\u76ca\u957f\u8679\uff01\u5982\u679c\u5bf9\u6587\u4e2d\u5185\u5bb9\u6709\u4efb\u4f55\u7591\u95ee\uff0c\u6b22\u8fce\u7559\u8a00\uff0c\u6211\u4f1a\u5c3d\u5feb\u56de\u590d\uff01<\/em><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"has-text-align-center\">\u672c\u6587\u5185\u5bb9\u4ec5\u9650\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/www.laoyulaoyu.com\/index.php\/2025\/04\/05\/%e6%83%b3%e5%9c%a8%e8%82%a1%e5%b8%82%e8%b5%9a%e9%92%b1%ef%bc%9f%e8%bf%99%e4%ba%9b%e9%a2%84%e6%b5%8b%e8%82%a1%e4%bb%b7%e7%9a%84%e6%96%b9%e6%b3%95%e4%bd%a0%e5%be%97%e7%9f%a5%e9%81%93%ef%bc%88%e9%99%84\/\">Continue reading<span class=\"screen-reader-text\">\u60f3\u5728\u80a1\u5e02\u8d5a\u94b1\uff1f\u8fd9\u4e9b\u9884\u6d4b\u80a1\u4ef7\u7684\u65b9\u6cd5\u4f60\u5f97\u77e5\u9053<\/span><\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[5,6],"class_list":["post-2075","post","type-post","status-publish","format-standard","hentry","category-aiinvest","tag-ai","tag-6","entry"],"_links":{"self":[{"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/2075","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/comments?post=2075"}],"version-history":[{"count":2,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/2075\/revisions"}],"predecessor-version":[{"id":2143,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/2075\/revisions\/2143"}],"wp:attachment":[{"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=2075"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=2075"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=2075"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}