收益率计算+T检验

from scipy import stats
from matplotlib.finance import quotes_historical_yahoo
import math
ticker='ibm'
begdate=(2013,1,1)
enddate=(2013,11,9)
p=quotes_historical_yahoo(ticker,begdate,enddate,asobject=True,
adjusted=True)
ret=(p.aclose[1:] - p.aclose[:-1])/p.aclose[:-1]
print(' Mean T-value P-value ' )
print(round(ret.mean(),5), stats.ttest_1samp(ret,0))