def testGetOptionList(self):
#
# 去掉商品期权，保留510050开头的50ETF期权
rows = QA_fetch_get_option_contract_time_to_market()
strToday = QA_util_today_str()
for aRow in rows:
#print(aRow)
print(aRow.code);
result2 = QA.QA_fetch_get_option_day(package='tdx', code=aRow.code, start='2018-01-01', end=strToday)
pprint.pprint(result2);
def testGetCommodityCFOptionList(self):
rows = QA_fetch_get_commodity_option_CF_contract_time_to_market()
strToday = QA_util_today_str()
for aRow in rows:
# print(aRow)
print("准备获取 ；-》")
print(aRow)
print("-------------")
result2 = QA.QA_fetch_get_option_day(package='tdx', code=aRow.code, start='2018-01-01', end=strToday)
pprint.pprint(result2);
print("结束获取 ；-》")
def test_quotation_base_class(self):
df_from_Tdx = QA.QA_quotation('300439', '2018-04-01', '2018-04-10', frequence=FREQUENCE.DAY,
market=MARKET_TYPE.STOCK_CN, source=DATASOURCE.TDX, output=OUTPUT_FORMAT.DATAFRAME)
def test_00(self):
res = QA.QA_fetch_index_day('000300', '2017-01-01', '2018-01-05')
print(res)