def get_sw_industry(): logging_joinquant() df=get_industries(name='sw_l1') df=df.append(get_industries(name='sw_l2')) df=df.append(get_industries(name='sw_l3')) df.index.name='industry_code' df.reset_index(inplace=True) # 插入数据库 m=MongoDB_io() m.set_db('stock_daily_data') m.set_collection('sw_industry_code') m.remove_all_documents_from_mongodb() m.insert_dataframe_to_mongodb(df)
auth('15915765128','87662638qjf') m=MongoDB_io() m.set_db('stock_daily_data') m.set_collection('stock_sw_industry_code') sw_indus=m.read_data_to_get_dataframe() start_date='2010-01-01' trade_date_list=get_trade_days(start_date=start_date, end_date=None, count=None) group_day_num=1000 group_num=1 trade_date_list=get_trade_days(start_date=start_date, end_date=None, count=None) weight_df=pd.DataFrame() m=MongoDB_io() m.set_db('stock_daily_data') m.set_collection('stock_ipo_date') ipo_df=m.read_data_to_get_dataframe() stock_list=ipo_df.stock.tolist() for date in trade_date_list: print(date) panel = get_price(stock_list, start_date=date, end_date=date, frequency='daily', fields=None, skip_paused=False, fq='none', count=None) df=panel.iloc[:,0,:] df.reset_index(inplace=True) df.rename(columns={'index':'stock'},inplace=True) df['date']=pd.to_datetime(date) m.set_collection('stock_real_price') m.insert_dataframe_to_mongodb(df) pass