import numpy as np
import pandas as pd

data = DataAPI.MktIdxdGet(indexID=u"",ticker=u"000300",tradeDate=u"",beginDate=u"20100101",endDate=u"20180501",exchangeCD=u"XSHE,XSHG",field=u"",pandas="1")
data.set_index('tradeDate', inplace = True)
# 获取HS300的每日价格数据

for i in range(1, 21, 1):
    data['close-' + str(i) + 'd'] = data['closeIndex'].shift(i)
# 对于收盘价，在data中增加了20列数据，分别为1天前的收盘价至20天前的收盘价
    
hs_close = data[[x for x in data.columns if 'close' in x]].iloc[20:]