simport?numpy?as?np
import?pandas?as?pd
from?numpy?import?*
import?scipy.stats?as?st
from?scipy.stats?import?*
import?matplotlib.pyplot?as?plt

pathData?=?“C:/Users/yuchao.xie/Documents/Data?analysis/stocks/dataPreprocessing/Daily/“
pathMapping?=?“C:/Users/yuchao.xie/Documents/Data?analysis/stocks/dataPreprocessing/Mapping/“
pathAlpha?=?‘C:/Users/yuchao.xie/Documents/Data?analysis/stocks/alpha11_20/alpha/‘

close?=?pd.read_csv（pathData?+?“close.csv“?index_col=0?header=0）
low?=?pd.read_csv（pathData?+?“l(fā)ow.csv“?index_col=0?header=0）
high?=?pd.read_csv（pathData?+?“high.csv“?index_col=0?header=0）
Open?=?pd.read_csv（pathData?+?“open.csv“?index_col=0?header=0）
volume?=?pd.read_csv（pathData?+?“volumn.csv“?index_col=0?header=0）
vwap?=?pd.read_csv（pathData?+?“vwap.csv“?in