SQL = '''SELECT b.code FROM HS300COMPWEIGHT as b
where b.[Date] BETWEEN '2018-07-01' and '2018-07-03' ORDER BY b.code'''
hs300 = get_index_day('000300.SH', '2007-02-01', TODAY, '1D')
hs300 = hs300.sclose
elif underLying == 'zz500':
conn = pymssql.connect(server='192.168.0.28',
port=1433,
user='******',
password='******',
database='RawData')
SQL = '''SELECT b.code FROM [中证500成分权重] as b
where b.[Date] BETWEEN '2018-06-21' and '2018-07-03' '''
zz500 = get_index_day('000905.SH', '2007-02-01', TODAY, '1D')
zz500 = zz500.sclose
elif underLying == 'hsi':
hsi = get_hk_index_day('HSI.HI', '2007-02-01', TODAY, '1D')
hsi = hsi.sclose
elif underLying == 'zz800':
conn1 = pymssql.connect(server='192.168.0.28',
port=1433,
user='******',
password='******',
database='WIND')
SQL1 = '''SELECT b.code FROM HS300COMPWEIGHT as b where b.[Date] BETWEEN '2018-07-01' and '2018-07-03' ORDER BY b.code'''
conn2 = pymssql.connect(server='192.168.0.28',
port=1433,
user='******',
password='******',
database='RawData')
SQL2 = '''SELECT b.code FROM [中证500成分权重] as b where b.[Date] BETWEEN '2018-06-21' and '2018-07-03' '''
zz800 = get_index_day('000906.SH', '2007-02-01', TODAY, '1D')
# 获取标的数据
underLying = 'hs300'#zz500
if underLying == 'hs300':
conn = pymssql.connect(server='192.168.0.28', port=1433, user='******', password='******', database='WIND')
SQL = '''SELECT b.code FROM HS300COMPWEIGHT as b
where b.[Date] BETWEEN '2018-07-01' and '2018-07-03' ORDER BY b.code'''
hs300 = get_index_day('000300.SH', '2007-02-01', datetime.date.today().strftime('%Y-%m-%d'), '1D')
hs300 = hs300.sclose
elif underLying == 'zz500':
conn = pymssql.connect(server='192.168.0.28', port=1433, user='******', password='******', database='RawData')
SQL = '''SELECT b.code FROM [中证500成分权重] as b
where b.[Date] BETWEEN '2018-06-21' and '2018-07-03' '''
zz500 = get_index_day('000905.SH', '2007-02-01', datetime.date.today().strftime('%Y-%m-%d'), '1D')
zz500 = zz500.sclose
elif underLying == 'hsi':
hsi = get_hk_index_day('HSI.HI', '2007-02-01', datetime.date.today().strftime('%Y-%m-%d'), '1D')
hsi = hsi.sclose
elif underLying == 'zz800':
conn1 = pymssql.connect(server='192.168.0.28', port=1433, user='******', password='******', database='WIND')
SQL1 = '''SELECT b.code FROM HS300COMPWEIGHT as b where b.[Date] BETWEEN '2018-07-01' and '2018-07-03' ORDER BY b.code'''
conn2 = pymssql.connect(server='192.168.0.28', port=1433, user='******', password='******', database='RawData')
SQL2 = '''SELECT b.code FROM [中证500成分权重] as b where b.[Date] BETWEEN '2018-06-21' and '2018-07-03' '''
zz800 = get_index_day('000906.SH', '2007-02-01', datetime.date.today().strftime('%Y-%m-%d'), '1D')
zz800 = zz800.sclose
if underLying=='hs300' or underLying=='zz500':
data = pd.read_sql(SQL, conn)
elif underLying == 'zz800':
data1 = pd.read_sql(SQL1, conn1)
data2 = pd.read_sql(SQL2, conn2)
data = pd.concat([data1, data2], ignore_index=True)
del data1, data2