读取某⽂件夹下所有excel⽂件python
python怎么读取excel文件数据import os
import pandas as pd
from sklearn import linear_model
path = r'D:\新数据\每⽇收益率'
filenames = os.listdir(path)
for filename in filenames:
print(filename)
for i in filenames:
excel_path = 'D:\新数据\每⽇收益率\\' + i
f = open(excel_path,'rb')
data = pd.read_excel(f) #到此处已是循环读取某⽂件夹下所有excel⽂件，下⾯是在循环中对读进来的⽂件进⾏统⼀的重复的⼀致的处理    data['time'] = data.index
data = set_index(drop = True)
data1 = data.iloc[0:110,]#估计窗⼝的真实收益率
data2 = data.iloc[110:,]#事件窗⼝的真实收益率
feature = list()
dfR = pd.DataFrame(data2['time'])
dfAR = pd.DataFrame(data2['time'])
for m in feature:
regr=linear_model.LinearRegression()
regr.fit(data1['000300'].shape(-1, 1),data1[m].shape(-1, 1))
y_pred1 = regr.predict(data2['000300'].shape(-1, 1))#事件窗⼝的预期收益率
AR = data2[m].shape(-1, 1)-y_pred1#真实收益率-预期收益率=超额收益率（事件窗⼝）
dfR[m] = y_pred1#预期收益率
dfAR[m] = AR #超额收益率
save_path1 = 'D:\新数据\⽇预期收益率\\' + i
save_path2 = 'D:\新数据\⽇超额收益率\\' + i
<_excel(save_path1,index=False)
<_excel(save_path2,index=False)