def test_dataview_universe(): ds = RemoteDataService() ds.init_from_config(data_config) dv = DataView() props = { 'start_date': 20170227, 'end_date': 20170327, 'universe': '000016.SH', # 'symbol': 'rb1710.SHF,rb1801.SHF', 'fields': ('open,high,low,close,vwap,volume,turnover,' + 'sw1,zz2,' + 'roe,net_assets,' + 'total_oper_rev,oper_exp,tot_profit,int_income'), 'freq': 1 } dv.init_from_config(props, ds) dv.prepare_data() data_bench = dv.data_benchmark.copy() dv.data_benchmark = data_bench try: dv.data_benchmark = data_bench.iloc[3:] except ValueError: pass dv.remove_field('roe,net_assets') dv.remove_field('close')
def test_dataview_universe(): ds = RemoteDataService() ds.init_from_config(data_config) dv = DataView() props = {'start_date': 20170227, 'end_date': 20170327, 'universe': '000016.SH', # 'symbol': 'rb1710.SHF,rb1801.SHF', 'fields': ('open,high,low,close,vwap,volume,turnover,' + 'sw1,zz2,' + 'roe,net_assets,' + 'total_oper_rev,oper_exp,tot_profit,int_income' ), 'freq': 1} dv.init_from_config(props, ds) dv.prepare_data() data_bench = dv.data_benchmark.copy() dv.data_benchmark = data_bench try: dv.data_benchmark = data_bench.iloc[3:] except ValueError: pass dv.remove_field('roe,net_assets') dv.remove_field('close')
def get_dv(start=20170101, end=20180101): import warnings warnings.filterwarnings("ignore") try: import jaqs_fxdayu jaqs_fxdayu.patch_all() from jaqs.data import DataView from jaqs_fxdayu.data.dataservice import LocalDataService except ImportError as e: _handle_import_exception(e) ds = LocalDataService(fp=get_data_root()) ZZ800_id = ds.query_index_member("000906.SH", start, end) stock_symbol = list(set(ZZ800_id)) dv_props = { 'start_date': start, 'end_date': end, 'symbol': ','.join(stock_symbol), 'fields': "", 'freq': 1, "prepare_fields": True } dv = DataView() dv.init_from_config(dv_props, data_api=ds) dv.prepare_data() hs300_benchmark = dv.data_api.daily("000300.SH", dv.extended_start_date_d, dv.end_date, fields='trade_date,close') dv.data_benchmark = hs300_benchmark[0][['trade_date', 'close']].set_index('trade_date') return dv