SQL = '''SELECT b.code FROM HS300COMPWEIGHT as b where b.[Date] BETWEEN '2018-07-01' and '2018-07-03' ORDER BY b.code''' hs300 = get_index_day('000300.SH', '2007-02-01', TODAY, '1D') hs300 = hs300.sclose elif underLying == 'zz500': conn = pymssql.connect(server='192.168.0.28', port=1433, user='******', password='******', database='RawData') SQL = '''SELECT b.code FROM [中证500成分权重] as b where b.[Date] BETWEEN '2018-06-21' and '2018-07-03' ''' zz500 = get_index_day('000905.SH', '2007-02-01', TODAY, '1D') zz500 = zz500.sclose elif underLying == 'hsi': hsi = get_hk_index_day('HSI.HI', '2007-02-01', TODAY, '1D') hsi = hsi.sclose elif underLying == 'zz800': conn1 = pymssql.connect(server='192.168.0.28', port=1433, user='******', password='******', database='WIND') SQL1 = '''SELECT b.code FROM HS300COMPWEIGHT as b where b.[Date] BETWEEN '2018-07-01' and '2018-07-03' ORDER BY b.code''' conn2 = pymssql.connect(server='192.168.0.28', port=1433, user='******', password='******', database='RawData') SQL2 = '''SELECT b.code FROM [中证500成分权重] as b where b.[Date] BETWEEN '2018-06-21' and '2018-07-03' ''' zz800 = get_index_day('000906.SH', '2007-02-01', TODAY, '1D')
# 获取标的数据 underLying = 'hs300'#zz500 if underLying == 'hs300': conn = pymssql.connect(server='192.168.0.28', port=1433, user='******', password='******', database='WIND') SQL = '''SELECT b.code FROM HS300COMPWEIGHT as b where b.[Date] BETWEEN '2018-07-01' and '2018-07-03' ORDER BY b.code''' hs300 = get_index_day('000300.SH', '2007-02-01', datetime.date.today().strftime('%Y-%m-%d'), '1D') hs300 = hs300.sclose elif underLying == 'zz500': conn = pymssql.connect(server='192.168.0.28', port=1433, user='******', password='******', database='RawData') SQL = '''SELECT b.code FROM [中证500成分权重] as b where b.[Date] BETWEEN '2018-06-21' and '2018-07-03' ''' zz500 = get_index_day('000905.SH', '2007-02-01', datetime.date.today().strftime('%Y-%m-%d'), '1D') zz500 = zz500.sclose elif underLying == 'hsi': hsi = get_hk_index_day('HSI.HI', '2007-02-01', datetime.date.today().strftime('%Y-%m-%d'), '1D') hsi = hsi.sclose elif underLying == 'zz800': conn1 = pymssql.connect(server='192.168.0.28', port=1433, user='******', password='******', database='WIND') SQL1 = '''SELECT b.code FROM HS300COMPWEIGHT as b where b.[Date] BETWEEN '2018-07-01' and '2018-07-03' ORDER BY b.code''' conn2 = pymssql.connect(server='192.168.0.28', port=1433, user='******', password='******', database='RawData') SQL2 = '''SELECT b.code FROM [中证500成分权重] as b where b.[Date] BETWEEN '2018-06-21' and '2018-07-03' ''' zz800 = get_index_day('000906.SH', '2007-02-01', datetime.date.today().strftime('%Y-%m-%d'), '1D') zz800 = zz800.sclose if underLying=='hs300' or underLying=='zz500': data = pd.read_sql(SQL, conn) elif underLying == 'zz800': data1 = pd.read_sql(SQL1, conn1) data2 = pd.read_sql(SQL2, conn2) data = pd.concat([data1, data2], ignore_index=True) del data1, data2