# encoding: utf-8 import datetime from WindPy import w from Utilities import admin_write_util as admin from data_access.db_data_collection import DataCollection """ 金融期货 股指 """ w.start() conn = admin.conn_mktdata() conn_gc = admin.conn_gc() futures_mktdata = admin.table_futures_mktdata() # 中金所金融期货仍放在mktdata future_contracts = admin.table_future_contracts() dc = DataCollection() today = datetime.date.today() beg_date = datetime.date(2010, 1, 1) end_date = datetime.date(2013, 12, 31) # windcode = "000300.SH" # id_instrument = 'index_300sh' # windcode = "000016.SH" # id_instrument = 'index_50sh' # windcode = "510050.SH" # id_instrument = 'index_50etf' # windcode = "000905.SH" # id_instrument = 'index_500sh' # data = w.wsd(windcode, "open,high,low,close,volume,amt",beg_date.strftime("%Y-%m-%d"), end_date.strftime("%Y-%m-%d"), "") #
# encoding: utf-8 import datetime from WindPy import w from Utilities import admin_write_util as admin from data_access.db_data_collection import DataCollection """ Option data from Wind """ w.start() conn = admin.conn_gc() conn_intraday = admin.conn_intraday() options_mktdata_daily = admin.table_options_mktdata() option_contracts = admin.table_option_contracts() dc = DataCollection() today = datetime.date.today() # beg_date = datetime.date(2015, 1, 1) beg_date = datetime.date(2018, 12, 1).strftime("%Y-%m-%d") end_date = datetime.date(2019, 1, 8).strftime("%Y-%m-%d") date_range = w.tdays(beg_date, end_date, "").Data[0] date_range = sorted(date_range, reverse=True) # dt_date = dt.strftime("%Y-%m-%d") # code_list = [