"remote.data.address":
"tcp://data.tushare.org:8910",
"remote.data.username":
"******",
"remote.data.password":
"******"
}
ds = RemoteDataService()
ds.init_from_config(data_config)
DV = DataView()
start = 20100101
end = 20161231
stock_symbol = list(
set(dp.index_cons(ds, "000906.SH", start, end).symbol.values))
zz800_props = {
'start_date': start,
'end_date': end,
'symbol': ','.join(stock_symbol),
'fields': 'pb,pe,ps,float_mv,sw1,volume',
'freq': 1,
"prepare_fields": True
}
def save_zz800(props):
dataview_folder = 'JAQS_Data/Mutifactor_1'
if not (os.path.isdir(dataview_folder)):
os.makedirs(dataview_folder)
DV.init_from_config(props, ds)
from jaqs_fxdayu.data.dataapi import DataApi
from jaqs_fxdayu.data import DataView
api = DataApi(addr='tcp://data.tushare.org:8910')
api.login(
"18161280526", #quantos账号(手机号码)
'eyJhbGciOiJIUzI1NiJ9.eyJjcmVhdGVfdGltZSI6IjE1MjMwMTkwMTkyMDUiLCJpc3MiOiJhdXRoMCIsImlkIjoiMTgxNjEyODA1MjYifQ.Kqx03_5DsQKOurLlQDY7GPRPoRbMisxABuNMG5zTe3Q'
)
#quantos账号的API令牌号码
#2_获取需要的数据 index_cons ; daily_index_cons
#step1_指数成分
from jaqs_fxdayu.util import dp
start = 20120104
end = 20171222
id_cons = dp.index_cons(api, "000300.SH", start,
end) #可以得到各个股票进出沪深300的时间,out_date=999999表示现在仍在
#以下为一个小实验,统计出沪深300成分的数量:
k = id_cons.iloc[:, 2]
i = 0 #统计沪深300成分的数量
for s in k:
if s == 99999999:
i = i + 1
id_member = dp.daily_index_cons(
api, "000300.SH", start,
end) #与id_cons类似,这里输出的是更为详细的数据,精确到每一天,每一支股票,true表示这一天在沪深300中
mask = ~id_member #true变为false,false变为true
print(mask.tail())
#step2_行业分类信息 daily_sec_industry
symbol_id = dp.index_cons(api, "000300.SH", start,
import alpha32_, alpha42_, alpha56_, alpha62_, alpha64_, alpha194, alpha195, alpha197, Beta3
import pandas as pd
import matplotlib.pyplot as plt
from jaqs_fxdayu.research import SignalDigger
from jaqs_fxdayu.research.signaldigger import analysis
from jaqs_fxdayu.research.signaldigger import multi_factor
api = DataApi(addr='tcp://data.tushare.org:8910')
api.login(
"18523827661",
'eyJhbGciOiJIUzI1NiJ9.eyJjcmVhdGVfdGltZSI6IjE1MjIxMTc0NDY1MzAiLCJpc3MiOiJhdXRoMCIsImlkIjoiMTg1MjM4Mjc2NjEifQ.AO9Rp8jG_IWc6crPrBOC-ujMP0-g1S1c5kUlTs5qwrk'
)
start = 20100101
end = 20180401
SH_id = dp.index_cons(api, "000300.SH", start, end)
SZ_id = dp.index_cons(api, "000905.SH", start, end)
stock_symbol = list(set(SH_id.symbol) | set(SZ_id.symbol))
factor_list = ['volume', 'float_mv', 'pe', 'ps']
check_factor = ','.join(factor_list)
dataview_folder = '/Users/adam/Desktop/intern/test5/fxdayu_adam/data'
dataview_folder2 = 'muti_factor/'
dv = DataView()
#ds = LocalDataService(fp=dataview_folder)
data_config = {
"remote.data.address":
"tcp://data.tushare.org:8910",
"remote.data.username":
"******",
"remote.data.password":
