def test_q_add_field():
dv = DataView()
dv.load_dataview(folder_path=quarterly_path)
nrows, ncols = dv.data_q.shape
n_securities = len(dv.data_d.columns.levels[0])
ds = RemoteDataService()
ds.init_from_config(data_config)
dv.add_field("debttoassets", ds)
assert dv.data_q.shape == (nrows, ncols + 1 * n_securities)
def test_add_field():
dv = DataView()
dv.load_dataview(folder_path=daily_path)
nrows, ncols = dv.data_d.shape
n_securities = len(dv.data_d.columns.levels[0])
ds = RemoteDataService()
ds.init_from_config(data_config)
dv.add_field('total_share', ds)
assert dv.data_d.shape == (nrows, ncols + 1 * n_securities)
def get_dv(start=20170101, end=20180101):
import jaqs_fxdayu
jaqs_fxdayu.patch_all()
from jaqs_fxdayu.data import DataView
from jaqs_fxdayu.data.dataservice import LocalDataService
import warnings
warnings.filterwarnings("ignore")
#--------------------------------------------------------
#define
factor_list = ['fcffps', 'lt_borrow', 'st_borrow', 'LCAP', 'end_bal_cash']
check_factor = ','.join(factor_list)
dataview_folder = r'D:/data'
ds = LocalDataService(fp=dataview_folder)
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': check_factor,
'freq': 1,
"prepare_fields": True
}
dv = DataView()
dv.init_from_config(dv_props, data_api=ds)
dv.prepare_data()
# total market value
data_config = {
"remote.data.address":
"tcp://data.tushare.org:8910",
"remote.data.username":
"******",
"remote.data.password":
"******"
}
from jaqs_fxdayu.data.dataservice import RemoteDataService
ds1 = RemoteDataService()
ds1.init_from_config(data_config)
dv.add_field('total_mv', ds1)
dv.add_field('ncf_oper_ttm', ds1)
return dv
ds = LocalDataService(fp=dataview_folder)
factor_list = ['volume']
check_factor = ','.join(factor_list)
dv_props = {'start_date': start, 'end_date': end, 'symbol':','.join(stock_symbol),
'fields': check_factor,
'freq': 1,
"prepare_fields": True}
dv.init_from_config(dv_props, data_api=ds)
dv.prepare_data()
for name in FactorList:
dv.add_field(name)
import numpy as np
def mask_index_member():
id_member = dp.daily_index_cons(api, "000906.SH", start, end)
mask = id_member==0
return mask
def limit_up_down():
# 定义可买卖条件——未停牌、未涨跌停
trade_status = dv.get_ts('trade_status')
mask_sus = trade_status != 1
# 涨停
dv.add_formula('up_limit', '(close - Delay(close, 1)) / Delay(close, 1) > 0.095', is_quarterly=False, add_data=True)
# 跌停
from pandas import Series,DataFrame
dataview_folder = 'D:\data'
dv = DataView()
ds = LocalDataService(fp=dataview_folder)
dv_props = {'start_date': start, 'end_date': end, 'symbol':','.join(stock_symbol),
'fields': check_factor,
'freq': 1,
"prepare_fields": True}
dv.init_from_config(dv_props, data_api=ds)
dv.prepare_data()
dv.init_from_config(dv_props, data_api=ds)
dv.prepare_data()
dv.add_field('sw1')
sw1 = dv.get_ts('sw1')
dict_classify = {'480000': '银行', '430000': '房地产', '460000': '休闲服务', '640000': '机械设备', '240000': '有色金属', '510000': '综合', '410000': '公用事业', '450000': '商业贸易', '730000': '通信', '330000': '家用电器', '720000': '传媒', '630000': '电气设备', '270000': '电子', '490000': '非银金融', '370000': '医药生物', '710000': '计算机', '280000': '汽车', '340000': '食品饮料', '220000': '化工', '210000': '采掘', '230000': '钢铁', '650000': '国防军工', '110000': '农林牧渔', '420000': '交通运输', '620000': '建筑装饰', '350000': '纺织服装', '610000': '建筑材料', '360000': '轻工制造'}
sw1_name = sw1.replace(dict_classify)
sw1_name.tail()
dv.add_field('close',ds)
dv.add_field('high',ds)
dv.add_field('low',ds)
dv.add_field('turnover',ds)
dv.add_field('turnover_ratio',ds)
dv.add_field('price_div_dps',ds)
dv.add_field('oper_rev',ds)
dv.add_field('roa',ds)
