nono.m

算法

%浦发银行
a=[28.44   27.7
28.44   27.7
28.44	27.7
28.63	27.5
29.2	27.27
27.6	26.97
27.95	27
28.7	27.69
28.27	27.4
29.1	27.4
30.75	28.48
30.7	29.8
31.02	29.9
31.5	30
31.1	28.61
29.4	28
29.6	27.19
29.9	27.4
29.9	28.5
31.75	29.26
32.4	31.3
33.29	31.58
32.6	30.03
30.2	29.1
30.12	28.58
30.71	28.6
29.72	28.55
35.44	32
32.83	29.9
32.91	30.38
31.2	28.91
32.18	30
32.55	30.8
32.7	30.4
35.58	31.91
35.6	34.42
35.17	33.33
37.02	34.33
37.55	36.2
37.7	35.61
36.57	34.75
37.85	35.61
36.55	33.3
36.58	34.21
36.06	32.65
33.97	31.82
33.5	31.89
32.1	29.63
34.79	30.85
35.5	33.69
35.17	30.01
32.58	32.58
33.8	31.68
33.78	31.62
33.85	31.84
34.1	32.53
36.78	33
36.5	34.98
39.18	36.36
40.58	39.05
41.91	38.75
40	38.65
43	38.9
43.05	40.78
42.3	41
41.63	39.21
42.12	38.8
41.8	39.45
39.8	38.25
42.9	39.97
44.62	41.5
50.5	45.98
51.2	48.8
51.2	49.1
49.88	48.3
51.15	49.67
50.8	48.86
51.4	51.4
51.4	51.4
51.4	51.4
51.4	51.4
51.4	51.4
52.5	50.9
51.95	49
47.68	44.85
48.2	44.8
50.7	45.8
52.28	48.6
52.5	49.65
54.28	49.21
53.08	49.99
52.94	50.6
54.5	48.65
56.9	54
57.56	55.4
57.28	53.8
58.5	54.3
61.13	58.88
61.39	59
61.97	56.9
57.88	56.5
57.5	55.5
57.19	56
56.45	52.68
53.61	50.02
53.55	49.58
55.05	51.81
52.8	52.8
52.8	52.8
53.15	51.21
51.6	49.45
51.04	49.5
50.8	49.79
50.35	49.15
50.46	48.77
50.1	47.5
47.8	46.46
47.5	45.5
48.99	45.9
49.5	47.71
50.23	48.38
52.24	49.18
54.7	51.9
54.42	53.31
56.1	55
55.98	53.35
54.25	52.95
54.65	52.7
54.51	51.12
52.2	50.49
52.08	48.5
48.66	47.56
48.5	47
50	47.6
48.1	46.5
49.33	46.4
52.09	49.19
51	48.8
53.3	50.26
54.78	52.5
55.99	53.5
54.25	51.7
56.37	52
55.78	52.43
54.37	52.31
55.7	52.32
55.8	54.12
55.5	54
57.8	54.82
59.79	56.7
60.08	57.55
59.29	56.3
58.7	56.7
60.91	57.1
58.5	54
56.4	54.4
56.3	52.52
53.5	51.55
52.32	49.46
52.83	50.11
54.73	51.5
57.1	53.51
56.1	54.01
56.1	52.5
57.38	51.5
56.15	54.26
56.88	53.71
56.01	53.51
56.15	53.2
52.5	52.5
52.5	52.5
52.5	52.5
52.5	52.5
52.5	52.5
52.79	50.55
50.6	48.62
50.92	48.58
51	49.16
50.25	48.82
50.3	47.7
51.08	49.1
51.1	48.95
52.28	49.3
52.65	51.26
52.18	50.05
51.75	49.7
51.79	49.3
54.1	50.48
53.65	50.18
53.83	50.9
54.7	52.2
54.4	52.5
56.5	53.4
57.9	55.38
55.1	52.9
53.83	52.48
53.35	51.5
53.39	50.98
54.28	51.5
53.25	49.5
51	48.25
50.09	46.01
47.4	44.98
45.05	43.14
44.7	41.8
46.02	43.9
46.5	44.88
46.11	43.01
44.59	44.59
45.7	43.51
46.08	43.8
45.48	43
45.45	43.95
46.17	43.3
44.58	42.11
42.27	40.7
42.19	40
41.1	39.5
41.3	39.9
41	39.82
42.35	41.13
43	41.83
42.5	40.55
42.8	41.15
41.12	37.38
37.8	36.25
38.2	36.11
36.72	34.3
36.68	34.8
37.3	35.9
37.32	36.15
36.85	35.6
37.34	35.73
36.2	34
34.7	32.52
34.4	33.33
36.2	34.1
36.32	34.5
36.5	34.34
38.05	36.18
39.5	37.39
38.8	36.61
38	35.9
39.15	37.31
38.5	35.85
37.16	35.19
36.97	35.2
38.1	36.3
38.23	36.4
36.83	33.5
34.78	32.35
34.3	32.3
32.57	31
32.95	30.7
32.7	31.18
34	32.16
32.86	31
33	29.2
33.99	31
35.66	33
];
a=flipud(a);
for w=0:1:51
n=a(w*5+2,1)-a(w*5+1,2);
for p=1:4
for q=1:3
    if a(5*w+q+2,1)-a(5*w+p,2)>n&&q+2>p
       n=a(5*w+q+2,1)-a(5*w+p,2);m=a(5*w+p,2);
    end
end
end
x(w+1)=n/m;
end
x
%以上实现没一星期的收益计算,w控制星期数（5天），x中放着每个星期的收益率。
%假设y,z,o为期他的股票的收益率数组。为了凑齐整数个5天，加两组数据（跟最后一天数据相同），凑齐54组（每组5天）。flipud()函数掉转a,使
%其符合日期顺序。

%中国联通

b=[9.82	9.42
9.57	8.59
9.24	8.31
9.43	8.64
9.43	8.64
9.47	9.08
9.62	9.32
9.57	9.18
9.65	9.27
9.92	9.51
10.2	9.71
10.2	9.71
10.2	9.31
9.87	9.32
9.56	9.05
9.52	9.24
9.42	8.76
8.85	8.6
8.85	8.6
9	8.57
9.48	9
9.34	8.88
8.54	8
8.17	7.8
8.48	7.95
8.21	7.79
8.5	8.06
8.58	7.9
8.2	7.83
8.2	7.83
8.25	7.9
8.59	8.1
8.17	7.82
8.7	8.01
8.67	8.29
8.56	7.7
8.09	7.4
8.23	7.52
8.99	8
8.99	8
9.24	8.81
9.28	8.45
9.26	8.91
9.6	9.2
9.34	8.82
9.44	9
9.45	8.5
9.45	8.5
9.26	8.79
9.27	8.6
9.56	9.18
9.92	8.5
9.75	8.95
9.66	9.28
10.1	9.5
10.3	10.08
10.6	10.08
10.6	10.08
10.39	9.93
10.57	10
10.74	10.2
10.6	10.12
10.6	10.12
10.69	10.27
10.88	10.09
11.32	9.88
11.98	10.92
12.35	11.8
12.35	11.8
12.58	12.08
13.03	12.4
13.04	12.65
13.15	12.85
12.95	12.25
12.63	12.2
12.63	12.2
12.45	11.9
12.49	12.05
12.45	11.65
11.67	10.6
12.5	11.46
12.8	11.95
12.57	12.05
12.96	11.9
13.2	12.68
13.5	12.63
12.61	11.6
12.36	11.39
12.36	11.39
13.31	12.63
13.12	12.45
12.8	12
12.65	12.22
13	12.6
13.04	12.58
13.04	12.52
12.89	11.75
12.01	11.69
12.01	11.69
12.24	11.8
12.08	11.5
12.01	11.56
12.17	11.55
12.54	12.01
12.35	11.93
12.49	11.72
11.45	11.16
11.35	11.02
11.32	10.73
10.81	10.43
10.7	10.43
10.74	9.9
10.74	9.9
10	9.73
10.18	9.86
10.22	9.87
10.44	10.06
10.35	10.13
10.43	10.17
10.45	9.91
10.3	9.95
10.1	9.82
10.14	9.81
10.14	9.81
10.14	9.75
10.15	9.71
9.93	9.67
9.91	9
9.45	8.9
9.63	9.27
9.84	9.47
9.58	9.07
9.5	8.79
9.53	9.13
9.68	9.2
9.61	8.95
8.98	8.7
9.15	8.86
9.18	8.67
9.18	8.67
8.93	8.46
8.93	8.26
9.34	8.88
10.05	9.35
10.19	9.88
10.15	9.89
10.38	9.88
10.56	10.1
10.85	10.42
10.93	10.47
10.93	10.47
10.78	10.3
10.42	9.91
9.99	9.58
10.36	9.76
10.79	10.09
10.19	9.71
10.47	9.97
10.96	10.5
11.42	10.6
11.68	11.08
11.85	11.28
11.85	11.28
11.69	10.45
10.75	9.86
10.29	9.38
9.84	9.4
9.78	9.38
9.83	9.31
9.58	9.16
9.06	8.83
9.1	8.82
9.1	8.82
9.33	8.88
9.5	8.91
9.05	8.4
8.95	8.5
8.94	8.5
9.17	8.69
8.98	8.15
8.45	8.13
8.46	7.97
8.4	7.81
9	8.1
9.03	8.4
9.04	8.7
9.04	8.7
9.08	8.33
8.74	8.17
8.46	7.67
7.8	7.48
7.6	7.28
7.56	7.31
7.66	7.22
7.7	7.15
7.46	7.02
7.09	6.9
7.16	7
7.16	7
7.15	6.93
7.15	7.02
7.19	6.94
7.18	6.81
7.25	6.94
7.47	7.18
7.4	7.16
7.14	6.71
7.03	6.64
6.88	6.35
6.61	6.27
6.61	6.27
6.53	6.36
6.47	6.35
6.49	6.2
6.49	6.2
6.76	6.3
6.54	6.33
6.27	6.18
6.44	6.22
6.37	6.19
6.4	6.22
6.35	6.11
6.15	5.98
6.17	6
6.17	6
6.19	5.88
5.97	5.72
5.89	5.69
5.8	5.65
5.78	5.6
5.88	5.68
5.84	5.66
5.77	5.48
5.89	5.51
6.11	5.86
6.14	5.96
6.12	5.76
6.12	5.76
6.04	5.58
6.06	5.75
5.89	5.65
5.82	5.5
6.08	5.57
6.25	5.81
6.25	5.99
6.24	5.97
6.32	5.98
6.05	5.79
6.05	5.79
5.77	5.52
5.84	5.66
5.89	5.72
5.78	5.5
5.8	5.39
5.51	5.39
5.51	5.39
5.52	5.37
5.53	5.35
5.5	4.88
6.06	5.38];
b=flipud(b);
for w=0:1:51
n=b(w*5+2,1)-b(w*5+1,2);
for p=1:4
for q=1:3
    if b(5*w+q+2,1)-b(5*w+p,2)>n&&q+2>p
       n=b(5*w+q+2,1)-b(5*w+p,2);m=b(5*w+p,2);
    end
end
end
y(w+1)=n/m;
end
y
%缺少26组，继续离散抽取26个数据复制，凑齐52组。

%四川长虹

c=[6.18	5.98
6.2	5.92
6.17	5.96
6.47	6.1
6.67	6.23
6.66	6.36
6.75	6.08
6.93	6.19
6.89	6.57
7.25	6.86
7.35	6.89
7.26	6.81
7.4	6.72
7.4 6.72
7.12	6.76
7.13	6.51
7.02	6.6
7.17	6.9
7.33	7.01
7.18	6.83
7.03	6.69
6.9	6.64
7.05	6.5
7.05    6.5
6.78	6.45
6.31	5.85
6.04	5.6
6.55	5.99
6.29	5.91
6.52	6.05
6.58	6.25
6.6	5.93
6.23	5.96
6.42	6.22
6.32	6
6.71	6.16
6.71    6.16
6.74	6.36
6.55	5.91
6.19	5.8
6.29	5.75
6.79	6.02
7.05	6.63
7.19	6.77
7.42	6.92
7.71	7.41
7.7	7.35
7.95	7.5
7.97	7.69
8.03	7.15
7.8	7.4
8.03	7.12
8.56	7.72
8.83	8.47
8.83    8.47
9.03	8.52
9.46	8.9
9.31	8.76
9.48	9.05
9.73	9.34
10	9.51
9.65	9.02
9.41	9.07
9.35	9
9.09	8.8
9.14	8.87
9.09	8.8
8.93	8.55
9.15	8.6
9.34	8.95
9.46	9.11
9.85	9.37
9.85	9.47
9.68	9.29
9.5	9.2
9.65	9.39
9.73	9.31
9.68	9.68
9.68	9.68
9.68	9.68
9.68	9.68
9.68	9.68
9.98	9.56
10.08	9.33
9.48	8.53
10.07	9.31
10.94	9.91
10.91	10.26
10.89	9.81
10.88	10.04
10.63	10.11
9.88	9.18
9.76	8.87
10.37	9.66
10.17	9.11
9.55	8.91
9.69	8.98
9.28	9.28
9.29	8.85
9.08	8.78
9.13	8.91
9.07	8.82
9.34	8.83
9.28	9.01
9.25	8.95
9.17	8.78
8.95	8.51
8.63	8.63
8.63	8.63
8.95	8.54
8.95	8.95
9	8.79
9.3	8.69
8.45	8.45
8.5	8.27
8.4	8.27
8.47	8.2
8.39	8.14
8.52	8.06
8.08	7.79
8.29	7.95
8.42	8.18
8.35	8.03
8.16	7.86
8.09	7.89
7.97	7.78
7.85	7.71
7.79	7.65
7.79	7.55
7.92	7.64
7.92	7.7
7.95	7.64
7.85	7.57
7.89	7.65
7.77	7.5
7.87	7.51
8.18	7.91
8.25	8.04
8.2	7.92
8	7.8
8.15	7.89
8.14	7.88
8.06	7.78
7.98	7.65
7.91	7.46
8.09	7.66
8.29	7.81
8.24	7.99
8.17	7.81
8.05	7.61
8.3	7.8
8.39	7.95
8.07	7.6
7.89	7.6
7.88	7.56
8.09	7.43
8.36	8.08
8.44	8
8.65	8.2
8.9	8.6
8.99	8.56
9.16	8.9
9.19	8.92
9.18	8.75
9.69	8.71
9.9	9.56
10.13	9.81
10.04	9.53
9.96	9.75
9.8	9.8
9.8	9.8
9.8	9.8
9.8	9.8
9.8	9.8
9.95	9.75
9.82	9.6
9.94	9.59
10	9.75
10.16	9.72
10.5	9.86
10.78	10.18
10.45	10.05
10.44	9.82
10.11	9.71
9.87	9.61
9.88	9.6
10.05	9.41
10.65	9.8
10.41	9.75
10.5	10.04
10.89	10.51
10.87	10.45
10.99	10.21
10.67	10.1
10.25	9.95
10.16	9.67
10.04	9.51
10.32	9.95
10.53	9.91
10.29	9.99
10.29	9.99
10.34	9.8
10.17	9.7
9.95	9.61
9.8	9.42
9.86	9.3
9.76	9.3
9.84	9.32
9.25	9.25
9.54	9
9.85	9.48
9.82	9.39
10.19	9.9
10.14	9.35
9.68	9.23
9.7	9.18
10.22	9.21
10.44	9.94
10.48	9.8
10.05	9.75
10.28	9.91
10.15	9.49
9.94	8.88
9.08	8.55
8.76	8.18
8.34	8.1
8.59	8.26
8.38	8.03
8.76	8.1
8.81	8.48
8.85	8.64
8.86	8.59
9.33	8.78
8.88	8.88
8.99	8.01
9.09	8.4
9.11	8.6
9.29	8.76
9.26	8.55
9.32	8.52
10.19	9.22
10.64	9.8
9.96	8.25
10.25	9.05
11.1	10.05
11.99	10.24
13	11.15
12.01	12.01
10.92	10.5
9.93	9.93
9.93	8.98
9.28	8.91
8.95	7.97
8.33	8.06
8.26	7.85
8.14	7.45
7.88	7.3
7.7	6.73
8.4	7.48
9.4	8.31];
c=flipud(c);
for w=0:1:51
n=c(w*5+2,1)-c(w*5+1,2);
for p=1:4
for q=1:3
    if c(5*w+q+2,1)-c(5*w+p,2)>n&&q+2>p
       n=c(5*w+q+2,1)-c(5*w+p,2);m=c(5*w+p,2);
    end
end
end
z(w+1)=n/m;
end
z
%缺少4组数据，随机取4组复制，凑齐52组。

%万通地产

d=[15.7	15.2
16.1	15.35
16.4	15.21
15.58	14.85
15.65	14.5
15.68	15.07
15.68	15.07
16.26	15.48
16.35	15.01
16.96	15.75
16.79	16.2
17.29	16.66
17.29	16.66
17.82	17.03
16.96	16.05
16.87	15.9
17.29	16.04
17.29	16.04
17	15.96
16.83	15.73
17.95	16.02
18.2	17.55
18.54	17.84
18.54	17.84
17.75	17.2
18.2	16.88
18.3	16.8
17.14	16.3
17.14	16.3
15.89	14.51
15.15	14
16.15	13.8
15.66	14.72
15.66	14.72
16.6	15.45
16.87	15.95
17	15.81
18.35	16.82
18.99	18.35
18.88	17.02
18.88	17.02
19.5	17.53
19.67	18.13
18.79	17.01
17.75	16.48
18.38	16.2
18.38	16.2
19.9	17.58
20.55	19.5
20.8	18.64
19.18	17.44
19.18	17.44
18.25	17.3
17.96	16.18
18.69	17
17.98	15.21
17.2	15.96
17.2	15.96
17.7	15.73
17.7	17.07
18.88	17.29
20.3	18.8
20.3	18.8
20.39	19.48
21	20.1
21.89	20.91
22.21	20.36
22.3	20.7
22.3	20.7
23.19	22.08
23.2	22.22
23.25	22.51
23.32	22.56
23.32	22.56
23	22.11
23	21.82
22.97	21.6
23	21.16
23.22	22.06
23.22	22.06
24.75	23.05
24.47	23.58
24.22	23.5
24.4	23
24.4	23
24.88	23.81
25.4	23.97
26.5	24.8
26.5	24.8
26.8	25
25.9	23.51
26.19	25.3
25.96	24.52
24.9	23.45
25.81	23.48
27.39	25.51
25.17	23.92
25.17	23.92
24.3	22.32
25.29	23.01
27	25.27
27.9	26.55
28	25.06
26.98	25.41
27.96	26.75
27.77	26.6
28.78	27.15
28.8	27.5
28.2	26.71
29.64	27.12
29.99	27.36
29.99	27.36
27.96	25.7
28.3	26
26.59	24.29
24.17	23.01
22.09	21.51
22.4	21.39
22.4	21.39
22.3	21.21
22.5	21
21.5	20.52
20.99	20.26
20.95	19.65
22.7	20.44
22.79	21.66
24.7	22.88
25.15	20.61
23.17	21.5
22.58	20.95
22.58	20.95
21.37	20.6
20.71	19.4
20.18	19.3
20.1	18.6
20.39	19.41
20.4	19.8
20.4	19.8
21.28	20.18
20.8	20.02
21.7	20.62
21.95	21.2
21.78	20.6
21.45	20.25
21.65	20.2
22.47	21.25
21.86	20.08
20.49	19.81
20.5	19.61
21.48	20.02
21.48	20.02
22.3	21.01
23	21.85
22.99	22.22
23.47	22.05
24.45	23.02
25.22	23.61
24.3	22.9
24.08	22.29
22.66	21.6
22.66	21.6
22.37	20.8
22.89	20.6
24.8	22.66
24.35	22.5
37.5	34.55
38.11	36.8
37.95	36.71
38.87	37.67
38	36.5
38	36.5
38.2	36.2
40.4	36.57
42.98	39.9
43.87	40.93
42.08	39.55
39.45	38.02
39.1	37.05
39.5	37.53
39.25	37.51
38.94	35.91
38.94	35.91
37.99	36.5
39.18	38.08
38.55	37.53
39.69	38.33
39.79	37.1
37.66	36.61
37.79	35.88
36.8	35.01
36.8	35.01
38.47	35.6
37.85	35.8
39.44	37.65
39.12	37.81
39.2	37.6
40	38.51
40.46	39.3
40.98	38.1
38.88	37
39.1	36.71
39	36.41
39	36.41
40.7	38.2
41.45	38.97
41.65	38.05
38.14	36.65
38.1	37.28
38.33	36.8
37.6	35.9
37.19	35.3
37.63	34.82
37.69	36.3
47.38	40.4
45.9	41.2
44.95	41.1
45.98	41.6
48	42.82
45	41.48
43.18	39.5
39.48	38.21
38.26	34.16
35.75	34.21
36.13	34.9
36.3	34
35.6	33.71
34.5	32.03
32.9	31.52
34.15	31.51
31.92	28.49
30.56	28.12
28.87	26.23
27.1	25.85
27.7	26.1
27.69	26.94
27.01	25.25
26.7	25.21
28.44	26.71
28.15	26.43
27	25.61
27	25.62
30.3	27.6
30.25	28.5
30	28.19
30.99	28.72
30.75	27.5
31	29.58
32.99	30.1
32.8	31.03
32.16	31
30.94	29.02
31.5	30.02
32.3	31
31.3	28.58
29	27.5
28.4	27.5
28.4	26.52
27.59	26
26.9	23.9
29.8	26.56];
d=flipud(d);
for w=0:1:51
n=d(w*5+2,1)-d(w*5+1,2);
for p=1:4
for q=1:3
    if d(5*w+q+2,1)-d(5*w+p,2)>n&&q+2>p
       n=d(5*w+q+2,1)-d(5*w+p,2);m=d(5*w+p,2);
    end
end
end
o(w+1)=n/m;
end
o
%缺少27个数据，从中随机取27个数据进行复制，尽量确保他们不要在同一组，凑齐52组数据。因为r表示周利率，所以他可以超过10%。