def set_universe(code, refDate=None):
if Settings.data_source == DataSource.WIND:
from WindPy import w
if not w.isconnected():
w.start()
if not refDate:
rawData = w.wset('IndexConstituent',
'windcode=' + convert2WindSymbol(code),
'field=wind_code')
else:
rawData = w.wset('IndexConstituent', 'date=' + refDate,
'windcode=' + convert2WindSymbol(code),
'field=wind_code')
if len(rawData.Data) == 0:
return
# convert to .xshg/.xshe suffix
idx = [s.replace('SH', 'xshg') for s in rawData.Data[0]]
idx = [s.replace('SZ', 'xshe') for s in idx]
return idx
elif Settings.data_source != DataSource.DXDataCenter:
import os
import tushare as ts
try:
ts.set_token(os.environ['DATAYES_TOKEN'])
except KeyError:
raise
idx = ts.Idx()
return list(idx.IdxCons(secID=code, field='consID')['consID'])
else:
from DataAPI import api
data = api.GetIndexConstitutionInfo(
code, refDate=refDate).sort_values('conSecurityID')
return list(data.conSecurityID)
def set_universe(code, refDate=None):
if Settings.data_source != DataSource.DXDataCenter:
import tushare as ts
ts.set_token(
'2bfc4b3b06efa5d8bba2ab9ef83b5d61f1c3887834de729b60eec9f13e1d4df8')
idx = ts.Idx()
return list(idx.IdxCons(secID=code, field='consID')['consID'])
else:
from DataAPI import api
data = api.GetIndexConstitutionInfo(
code, refDate=refDate).sort_values('conSecurityID')
return list(data.conSecurityID)
def set_universe(code, refDate=None):
if Settings.data_source != DataSource.DXDataCenter:
import os
import tushare as ts
try:
ts.set_token(os.environ['DATAYES_TOKEN'])
except KeyError:
raise
idx = ts.Idx()
return list(idx.IdxCons(secID=code, field='consID')['consID'])
else:
from DataAPI import api
data = api.GetIndexConstitutionInfo(code, refDate=refDate).sort_values('conSecurityID')
return list(data.conSecurityID)