ビットコインマイニング企業ならMARAとRIOTのどっちが買いなのか？Pythonで分析した話

from pandas_datareader import data
import pandas as pd
from pylab import mpl, plt
import numpy as np
import datetime
plt.style.use('seaborn')
mpl.rcParams['font.family'] = 'serif'
%matplotlib inline

def calc_return(df):
    rets = np.log(df / df.shift(1))
    rets.dropna(inplace=True)
    
    date = rets.index
    expo_return = rets['Close'].cumsum().apply(np.exp)
    return date,expo_return

start = '2020-01-01'
end = datetime.date.today()

btc_df = data.DataReader('BTC-USD', 'yahoo', start, end)
mara_df = data.DataReader('MARA', 'yahoo', start, end)
riot_df = data.DataReader('RIOT', 'yahoo', start, end)

btc_date, btc_return = calc_return(btc_df)
mara_date, mara_return = calc_return(mara_df)
riot_date, riot_return = calc_return(riot_df)

plt.figure(figsize=(20, 10))
plt.plot(btc_date, btc_return, label = 'BTC', color='y')
plt.plot(mara_date, mara_return, label = 'MARA', color='r')
plt.plot(riot_date, riot_return, label = 'RIOT', color='g')
plt.legend(loc=2, fontsize=18)
plt.xlabel('year', fontsize=18)
plt.ylabel('Return', fontsize=18)
plt.savefig("MARA_RIOT_return.png")

re_btc_return = (btc_return - 1) / btc_return.max()
re_mara_return = (mara_return - 1) / mara_return.max()
re_riot_return = (riot_return - 1) / riot_return.max()

plt.figure(figsize=(20, 10))
plt.plot(btc_date, re_btc_return , label = 'BTC', color='y')
plt.plot(mara_date, re_mara_return, label = 'MARA', color='r')
plt.plot(riot_date, re_riot_return, label = 'RIOT', color='g')
plt.legend(loc=2, fontsize=18)
plt.xlabel('year', fontsize=18)
plt.ylabel('Return', fontsize=18)
plt.savefig("reMARA_RIOT_return.png")