一千元跟一萬元的羽絨外套差在哪裡?

批踢踢實業坊 › 看板  Gossiping 關於我們 聯絡資訊 返回看板 作者 a3556959 (appleman) 看板 Gossiping 標題 Re: [問卦] 一千元跟一萬元的羽絨外套差在哪裡? 時間 Thu Jan 2 11:45:50 2025 ※ 引述《staxsrm (薏仁茶)》之銘言 : 本肥發現冬天穿羽絨外套還是最暖 : 從一千元有找的雜牌 : 到net uniqlo 迪卡儂之類的平價兩千多到大概四千附近 : 還有一些高級一點的像是roots 北臉 或是一些登山品牌有五千起跳的 : 還有一些牌子可能比較高檔甚至破萬 : 是用料 做工還是機能的差別 : 有沒有羽絨外套買到多貴算是智商稅的八卦 羽絨外套主要是看三個指標 1.蓬鬆度:羽絨衣保暖的原理是,利用羽絨特性,在衣服內部創造出靜止的空氣腔,因為靜 止無對流的空氣導熱係數很低,因此可以保暖, 蓬鬆度越高,越好基本上600蓬鬆度以下的都是垃圾,不如買化學纖維,不用購買,600-800 算還不錯,800以上則是上品 2.充絨量:顧名思義塞了多少羽絨進去,這基本上就是看多少公克,150以下都算輕羽絨,1 50-300,在台灣就已經非常保暖了,300以上台灣用不到 3.絨子占比:羽絨當中分為絨子跟羽毛,羽毛本身不太保暖,真正保暖的成分是絨子,所以 絨子含量越高越好 90%以上就是優質羽絨服,80-90還不錯,80以下別買了,不如買化纖 參數大概就這樣,用這個下去挑選即可 再來是鴨鵝絨,本質上沒什麼太大的差別,不過鴨子有的時候可能會有味道,鵝絨通常比較 沒味道,但會貴一點,這個直接去實體門市試穿聞看看比較準確,有的人可以接受 至於推薦買啥,其實優衣庫或迪卡農這樣的平價大牌就不錯了,品質跟價格有很好的保障 在台灣預算1000以下不用想買到大牌品質貨,只剩蝦皮雜牌,但品質跟標誌是否正確很難說 ,能買到的通常都是化纖,除非你在日本當地優衣庫特價的時候入手 不用買什麼加拿大鵝始祖鳥巴塔哥尼亞那種高級貨,就純賣品牌跟機能性,都市平地不用那 麼多機能性 以上簡短介紹 -- ※ 發信站: 批踢踢實業坊(ptt.cc), 來自: 220.132.132.225 (臺灣) ※ 文章網址: https://www.ptt.cc/bbs/Gossiping/M.17357...

yfinance

 import yfinance as yf


msft = yf.Ticker("MSFT")


# get all stock info

msft.info


# get historical market data

hist = msft.history(period="1mo")


# show meta information about the history (requires history() to be called first)

msft.history_metadata


# show actions (dividends, splits, capital gains)

msft.actions

msft.dividends

msft.splits

msft.capital_gains  # only for mutual funds & etfs


# show share count

# - yearly summary:

msft.shares

# - accurate time-series count:

msft.get_shares_full(start="2022-01-01", end=None)


# show financials:

# - income statement

msft.income_stmt

msft.quarterly_income_stmt

# - balance sheet

msft.balance_sheet

msft.quarterly_balance_sheet

# - cash flow statement

msft.cashflow

msft.quarterly_cashflow

# see `Ticker.get_income_stmt()` for more options


# show holders

msft.major_holders

msft.institutional_holders

msft.mutualfund_holders


# show earnings

msft.earnings

msft.quarterly_earnings


# show sustainability

msft.sustainability


# show analysts recommendations

msft.recommendations

msft.recommendations_summary

# show analysts other work

msft.analyst_price_target

msft.revenue_forecasts

msft.earnings_forecasts

msft.earnings_trend


# show next event (earnings, etc)

msft.calendar


# Show future and historic earnings dates, returns at most next 4 quarters and last 8 quarters by default. 

# Note: If more are needed use msft.get_earnings_dates(limit=XX) with increased limit argument.

msft.earnings_dates


# show ISIN code - *experimental*

# ISIN = International Securities Identification Number

msft.isin


# show options expirations

msft.options


# show news

msft.news


# get option chain for specific expiration

opt = msft.option_chain('YYYY-MM-DD')

# data available via: opt.calls, opt.puts

If you want to use a proxy server for downloading data, use:


import yfinance as yf


msft = yf.Ticker("MSFT")


msft.history(..., proxy="PROXY_SERVER")

msft.get_actions(proxy="PROXY_SERVER")

msft.get_dividends(proxy="PROXY_SERVER")

msft.get_splits(proxy="PROXY_SERVER")

msft.get_capital_gains(proxy="PROXY_SERVER")

msft.get_balance_sheet(proxy="PROXY_SERVER")

msft.get_cashflow(proxy="PROXY_SERVER")

msft.option_chain(..., proxy="PROXY_SERVER")

...

Multiple tickers

To initialize multiple Ticker objects, use


import yfinance as yf


tickers = yf.Tickers('msft aapl goog')


# access each ticker using (example)

tickers.tickers['MSFT'].info

tickers.tickers['AAPL'].history(period="1mo")

tickers.tickers['GOOG'].actions

To download price history into one table:


import yfinance as yf

data = yf.download("SPY AAPL", start="2017-01-01", end="2017-04-30")

yf.download() and Ticker.history() have many options for configuring fetching and processing, e.g.:


yf.download(tickers = "SPY AAPL",  # list of tickers

            period = "1y",         # time period

            interval = "1d",       # trading interval

            prepost = False,       # download pre/post market hours data?

            repair = True)         # repair obvious price errors e.g. 100x?

Review the Wiki for more options and detail.


Smarter scraping

To use a custom requests session (for example to cache calls to the API or customize the User-agent header), pass a session= argument to the Ticker constructor.


import requests_cache

session = requests_cache.CachedSession('yfinance.cache')

session.headers['User-agent'] = 'my-program/1.0'

ticker = yf.Ticker('msft', session=session)

# The scraped response will be stored in the cache

ticker.actions

Combine a requests_cache with rate-limiting to avoid triggering Yahoo's rate-limiter/blocker that can corrupt data.


from requests import Session

from requests_cache import CacheMixin, SQLiteCache

from requests_ratelimiter import LimiterMixin, MemoryQueueBucket

from pyrate_limiter import Duration, RequestRate, Limiter

class CachedLimiterSession(CacheMixin, LimiterMixin, Session):

    pass


session = CachedLimiterSession(

    limiter=Limiter(RequestRate(2, Duration.SECOND*5),  # max 2 requests per 5 seconds

    bucket_class=MemoryQueueBucket,

    backend=SQLiteCache("yfinance.cache"),

)

Managing Multi-Level Columns

The following answer on Stack Overflow is for How to deal with multi-level column names downloaded with yfinance?


yfinance returns a pandas.DataFrame with multi-level column names, with a level for the ticker and a level for the stock price data

The answer discusses:

How to correctly read the the multi-level columns after saving the dataframe to a csv with pandas.DataFrame.to_csv

How to download single or multiple tickers into a single dataframe with single level column names and a ticker column

pandas_datareader override

If your code uses pandas_datareader and you want to download data faster, you can "hijack" pandas_datareader.data.get_data_yahoo() method to use yfinance while making sure the returned data is in the same format as pandas_datareader's get_data_yahoo().


from pandas_datareader import data as pdr


import yfinance as yf

yf.pdr_override() # <== that's all it takes :-)


# download dataframe

data = pdr.get_data_yahoo("SPY", start="2017-01-01", end="2017-04-30")

Timezone cache store

When fetching price data, all dates are localized to stock exchange timezone. But timezone retrieval is relatively slow, so yfinance attemps to cache them in your users cache folder. You can direct cache to use a different location with set_tz_cache_location():


import yfinance as yf

yf.set_tz_cache_location("custom/cache/location")

...


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