def fetch_industry_uqer(self, trade_date, industry=[]):
industry_sets = DataAPI.IndustryGet(
industryVersion=u"SW",
industryVersionCD=u"",
industryLevel=u"1",
isNew=u"1",
prntIndustryID=u"",
field=u"industryID,industryName,indexSymbol",
pandas="1")
if len(industry) > 0:
industry_sets = industry_sets.set_index(
'indexSymbol').loc[industry]
equ = DataAPI.EquIndustryGet(industryVersionCD=u"010303",
industryID1=list(
set(industry_sets['industryID'])),
intoDate=trade_date.strftime('%Y%m%d'),
field=u"secID,industryID1",
pandas="1")
equ.rename(columns={'industryID1': 'industryID'}, inplace=True)
industry_sets = industry_sets.reset_index().merge(
equ, on=['industryID'])[['indexSymbol', 'industryName', 'secID']]
industry_sets.rename(columns={
'secID': 'code',
'indexSymbol': 'industryID'
},
inplace=True)
industry_sets['trade_date'] = trade_date
return industry_sets
def get_industry_by_day(self, all_stocks, trade_date):
stock_sets = DataAPI.EquIndustryGet(
secID=all_stocks,
industryVersionCD=u"010303",
industryID1=u"",
industryID2=u"",
industryID3=u"",
intoDate=trade_date.strftime('%Y%m%d'),
field=u"secID,industryID1",
pandas="1")
stock_sets.rename(columns={'industryID1': 'industryID'}, inplace=True)
industry = DataAPI.IndustryGet(
industryVersion=u"SW",
industryVersionCD=u"",
industryLevel=u"1",
isNew=u"1",
prntIndustryID=u"",
field=u"industryID,industryName,indexSymbol",
pandas="1")
stock_sets = stock_sets.merge(industry, on=['industryID'])[[
'secID', 'indexSymbol', 'industryName'
]]
stock_sets = stock_sets.rename(columns={'secID': 'code'})
return stock_sets
