程序员学炒股(5) 股指交割日效应是否存在？

都说存在股指交割日效应，作为我们程序员来说，检验一下实在是太容易了，因为日期不多，直接在Excel里面很容易计算出每个月的第3个星期五是哪一天。

(每个月的第三个星期五必定在日期为15-21日之间)

对我们来说查看一下当天的涨跌幅，也就是一个SQL语句的事情，如下：

select 日期,涨跌幅 from StockIndex 
where 日期 in (
'2013/6/21','2013/7/19','2013/8/16','2013/9/20','2013/10/18','2013/11/15','2013/12/20','2014/1/17','2014/2/21','2014/3/21','2014/4/18','2014/5/16',
'2014/6/20','2014/7/18','2014/8/15','2014/9/19','2014/10/17','2014/11/21','2014/12/19','2015/1/16','2015/2/20','2015/3/20','2015/4/17','2015/5/15',
'2015/6/19','2015/7/17')

得到数据如下：

日期  涨跌幅
2015-01-16 00:00:00 1.2001
2014-10-17 00:00:00 -0.6499
2014-12-19 00:00:00 1.6705
2014-11-21 00:00:00 1.3916
2014-08-15 00:00:00 0.9186
2014-07-18 00:00:00 0.1691
2014-06-20 00:00:00 0.1452
2015-07-17 00:00:00 3.5095
2015-06-19 00:00:00 -6.4152
2015-05-15 00:00:00 -1.5901
2014-04-18 00:00:00 -0.0542
2014-03-21 00:00:00 2.7159
2013-11-15 00:00:00 1.6815
2013-08-16 00:00:00 -0.6450
2013-07-19 00:00:00 -1.5196
2014-09-19 00:00:00 0.5839
2014-05-16 00:00:00 0.0756
2013-06-21 00:00:00 -0.5243
2015-04-17 00:00:00 2.2045
2015-03-20 00:00:00 0.9783
2013-06-21 00:00:00 -0.1404
2014-01-17 00:00:00 -1.5997
2013-12-20 00:00:00 -2.2213
2013-10-18 00:00:00 0.7472
2013-08-16 00:00:00 -0.7387
2013-07-19 00:00:00 -3.0399
2014-05-16 00:00:00 0.3936
2014-04-18 00:00:00 0.0631
2014-03-21 00:00:00 3.4777
2014-02-21 00:00:00 -1.1676
2013-11-15 00:00:00 1.8313
2014-12-19 00:00:00 -0.3570
2014-11-21 00:00:00 1.5468
2014-08-15 00:00:00 1.1170
2014-07-18 00:00:00 0.8993
2014-06-20 00:00:00 0.2140
2015-03-20 00:00:00 0.9280
2015-01-16 00:00:00 0.4277
2014-10-17 00:00:00 0.5035
2014-09-19 00:00:00 0.5332
2015-07-17 00:00:00 5.2385
2015-06-19 00:00:00 -6.0315
2015-05-15 00:00:00 -2.1932
2015-04-17 00:00:00 1.2997
2013-10-18 00:00:00 0.2393
2014-02-21 00:00:00 -1.1731
2014-01-17 00:00:00 -0.9266
2013-12-20 00:00:00 -2.0208