import pandas as pd
import tushare as ts
data = ts.get_hist_data('601688', '2017-06-01')#用tushare获取行情
data = data.sort()#对数据进行排序

df = pd.DataFrame()#创建一个新的DataFrame
df['close'] = data['close'] # 新DataFrame只保存收盘价
print df['close']

print df['close'].shift(1)

可以看出shift(1)是把数据向下移动1位

df['change'] = df['close'] - df['close'].shift(1)  
print df

相比昨天涨跌幅度

参考文章：pandas中shift(1)是什么用法？