python定投交易与低于平均值交易比较

import tushare as ts
import xlrd
import pandas as pd

import matplotlib.pyplot as plt
ts.set_token('**********************')
pro = ts.pro_api()

def strategy_invest(fund,money,c_rate,be_data,en_date):
    df = pro.fund_nav(ts_code=fund)
    df.sort_values(by=['end_date'],inplace=True)#按时间排序从小到大
    df = df.reset_index(drop=True)#index重新标记
    df['交易时间'] = pd.to_datetime(df['end_date'])
    df=df[['交易时间','unit_nav']]#只选日期,和净值
    #设置投资时间
    df=df[df['交易时间']>=be_data]
    df=df[df['交易时间']<=en_date]
    df["每次投入资金"]=money
    df["累计投入资金"]=df["每次投入资金"].cumsum()
    c_rate=0.002
    df["每次数量"]=df["每次投入资金"]/df['unit_nav']*(1-c_rate)
    df["累计数量"]=df["每次数量"].cumsum()
    df["盈亏"]=df["累计数量"]*df['unit_nav']-df["累计投入资金"]
    df["收益率"]=df["盈亏"]/df["累计投入资金"]*100
    return df

def get_draw(df):
    dfplot=df.copy()
    dfplot.index=dfplot["交易时间"]
    dfplot[["收益率"]].plot()
    plt.rcParams['font.sans-serif']=['SimHei'] #用来正常显示中文标签
    plt.rcParams['axes.unicode_minus']=False #用来正常显示负号
    return plt.show()
def average_invest(df):
    dfstrategy=df.copy()
    dfstrategy["移动平均值"] = dfstrategy['unit_nav'].rolling(60).mean()  # 计算移动平均值
    dfstrategy=dfstrategy[["交易时间","unit_nav","移动平均值"]]
    dfstrategy.loc[dfstrategy['unit_nav']<=(dfstrategy["移动平均值"]*0.97),"每次投入资金"]=200
    dfstrategy.fillna(0,inplace=True)
    dfstrategy["累计投入资金"]=dfstrategy["每次投入资金"].cumsum()
    c_rate=0.002
    dfstrategy["每次数量"]=dfstrategy["每次投入资金"]/dfstrategy['unit_nav']*(1-c_rate)
    dfstrategy["累计数量"]=dfstrategy["每次数量"].cumsum()
    dfstrategy["盈亏"]=dfstrategy["累计数量"]*dfstrategy['unit_nav']-dfstrategy["累计投入资金"]
    dfstrategy["收益率"]=dfstrategy["盈亏"]/dfstrategy["累计投入资金"]*100
    return dfstrategy


df=strategy_invest(fund="001632.OF",money=50,be_data="2019-04-03",en_date="2020-04-04",c_rate=0.002)
dfstrategy=average_invest(df)
df=df[["交易时间","unit_nav","累计投入资金","盈亏","收益率"]]
dfstrategy=dfstrategy[["交易时间","unit_nav","累计投入资金","盈亏","收益率"]]
print(df.tail(3))
get_draw(df)
print(dfstrategy.tail(3))
get_draw(dfstrategy)