コード例 #1
0
ファイル: test.py プロジェクト: yuannnn16/fxdayu
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    #--------------------------------------------------------

    #define
    factor_list = ['PB', 'turnover_ratio', 'volume', 'pe_ttm']
    check_factor = ','.join(factor_list)

    dataview_folder = r'E:\BaiduNetdiskDownload\data\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()
    return dv
コード例 #2
0
ファイル: test.py プロジェクト: yingfei0913/LSCyinzifuxian
def get_dv(start = 20170101,end = 20180101): 
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService
    
    import warnings
    warnings.filterwarnings("ignore")
    
    #--------------------------------------------------------
    
    #define
    factor_list   = [ 'alpha190', 'alpha96', 'DebtEquityRatio', 'NetAssetGrowRate',
     'SharpeRatio120', 'RC12' ,'InformationRatio20']
    check_factor = ','.join(factor_list)
    
    dataview_folder = r'../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()
    return dv
コード例 #3
0
def get_dv(start = 20170101,end = 20180101): 
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService
    
    import warnings
    warnings.filterwarnings("ignore")
    
    #--------------------------------------------------------
    
    #define
    factor_list  = ['TSEPToTotalCapital','alpha107','TRIX5_J','OperatingRevenueGrowRate_J','LossVariance60','BIAS60_J','alpha110','DIZ_J']
    check_factor = ','.join(factor_list)
    
    dataview_folder = r'E:/data/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()
    return dv
コード例 #4
0
def get_dv(start=20170101, end=20180101):
    import warnings
    warnings.filterwarnings("ignore")
    try:
        import jaqs_fxdayu
        jaqs_fxdayu.patch_all()
        from jaqs.data import DataView
        from jaqs_fxdayu.data.dataservice import LocalDataService
    except ImportError as e:
        _handle_import_exception(e)

    ds = LocalDataService(fp=get_data_root())

    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': "",
        'freq': 1,
        "prepare_fields": True
    }

    dv = DataView()
    dv.init_from_config(dv_props, data_api=ds)
    dv.prepare_data()
    hs300_benchmark = dv.data_api.daily("000300.SH",
                                        dv.extended_start_date_d,
                                        dv.end_date,
                                        fields='trade_date,close')
    dv.data_benchmark = hs300_benchmark[0][['trade_date',
                                            'close']].set_index('trade_date')
    return dv
コード例 #5
0
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    factor_list = [
        'alpha60', 'alpha61', 'SRMI', 'OperatingProfitGrowRate',
        'InterestCover_J', 'ROECut', 'StaticPE_J', 'VOL60'
    ]
    check_factor = ','.join(factor_list)

    dataview_folder = r'../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()
    return dv
コード例 #6
0
def get_dv(start = 20170101,end = 20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    #--------------------------------------------------------

    #define
    factor_list  = ['BBI', 'net_profit', 'tot_shrhldr_eqy_excl_min_int'
        # ,'EPS','PE','PS','ACCA','CTOP','MA10RegressCoeff12','AR','BR','ARBR','np_parent_comp_ttm','total_share','bps'
                    ]
    check_factor = ','.join(factor_list)

    dataview_folder = r'../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()
    return dv
コード例 #7
0
ファイル: test.py プロジェクト: mmqp001/8_alphas_reproduction
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    #--------------------------------------------------------

    #define
    factor_list = [
        'volume', 'tot_profit', 'plus_non_oper_rev', 'less_non_oper_exp',
        'net_cash_flows_oper_act', 'total_oper_rev', 'tot_oper_cost',
        'fin_exp', 'less_selling_dist_exp', 'less_gerl_admin_exp', 'oper_rev',
        'less_oper_cost', 'turnover'
    ]
    check_factor = ','.join(factor_list)

    dataview_folder = 'G:\GSICE\DATA\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()

    data_config = {
        "remote.data.address":
        "tcp://data.tushare.org:8910",
        "remote.data.username":
        "******",
        "remote.data.password":
        "******"
    }

    from jaqs_fxdayu.data import RemoteDataService
    Ds = RemoteDataService()
    Ds.init_from_config(data_config)
    dv.add_field('pe', Ds)

    return dv
コード例 #8
0
ファイル: test_wxt.py プロジェクト: optimuse/8Factors
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
コード例 #9
0
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings

    warnings.filterwarnings("ignore")

    # --------------------------------------------------------

    # define
    factor_list = [
        'np_parent_comp_ttm', 'tot_cur_liab', 'cogstosales', 'oper_rev_ttm',
        'tangibleasset', 'interestdebt'
    ]
    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))

    ben_ret = list(ds.index_daily(['000300.SH'], start, end, 'close'))[0]

    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()
    return dv
コード例 #10
0
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    #--------------------------------------------------------

    #define
    factor_list = [
        'SaleServiceCashToOR', 'alpha158', 'CoppockCurve',
        'OperatingProfitRatio', 'alpha147', 'alpha57', 'EquityFixedAssetRatio',
        'alpha1', 'alpha2', 'alpha3', 'alpha4', 'alpha5', 'alpha6', 'alpha7',
        'alpha8', 'alpha9', 'alpha10'
    ]
    check_factor = ','.join(factor_list)

    dataview_folder = r'F:/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()
    return dv, ds
コード例 #11
0
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    #--------------------------------------------------------

    #define
    factor_list = [
        'capital_stk', 'cash_cash_equ_end_period', 'oper_rev', 'acct_rcv',
        'adv_from_cust', 'adv_from_cust', 'oper_profit', 'less_oper_cost',
        'inventories', 'ARTRate', 'ARTDays', 'InventoryTDays',
        'AccountsPayablesTDays', 'DAVOL5', 'AD'
    ]
    check_factor = ','.join(factor_list)

    dataview_folder = r'../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()
    return dv
コード例 #12
0
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    #--------------------------------------------------------

    #define
    factor_list = [
        'close', 'pb', 'roe', 'net_profit', 'pe', 'volume', 'capital_stk',
        'tot_profit', 'less_int_exp', 'int_income', 'total_liab',
        'end_bal_cash', 'tot_cur_assets', 'tot_cur_liab', 'tot_non_cur_liab',
        'tot_assets'
    ]
    check_factor = ','.join(factor_list)

    dataview_folder = r'E://股票因子数据/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()
    return dv
コード例 #13
0
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    #--------------------------------------------------------

    #define
    factor_list = [
        'alpha33', 'alpha58', 'alpha114', 'alpha173',
        'LongDebtToWorkingCapital', 'OperCashGrowRate', 'Kurtosis120',
        'Beta252'
    ]
    check_factor = ','.join(factor_list)

    dataview_folder = r'F:/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()
    return dv
コード例 #14
0
ファイル: test.py プロジェクト: cbh968130/ShinieHW
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    #--------------------------------------------------------

    #define
    factor_list = [
        'tot_profit', 'less_oper_cost', 'less_fin_exp',
        'less_selling_dist_exp', 'less_gerl_admin_exp', 'monetary_cap',
        'tradable_assets', 'notes_rcv', 'acct_rcv', 'other_rcv', 'tot_cur_liab'
    ]
    check_factor = ','.join(factor_list)

    dataview_folder = r'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()
    return dv
コード例 #15
0
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    #--------------------------------------------------------

    #define
    factor_list = [
        'recover_l', 'recover_s', 'trend60', 'BollUp_turnover',
        'BollDown_turnover', 'factor_PV', 'AD_close60', 'AD_hl60', 'r_adj80',
        'pca', 'turnover_ratio', 'total_mv', 'tot_cur_assets'
    ]
    check_factor = ','.join(factor_list)

    dataview_folder = r'D:\my_data\量化云实习\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()
    return dv
コード例 #16
0
ファイル: test.py プロジェクト: T-berry/repository
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    #--------------------------------------------------------

    #define
    factor_list = [
        'alpha84', 'alpha88', 'alpha99', 'alpha133', 'Rstr504',
        'GainVariance60', 'ARTDays', 'BollDown', 'acct_rcv', 'notes_rcv',
        'adv_from_cust'
    ]
    check_factor = ','.join(factor_list)

    dataview_folder = r'D:\my_data\量化云实习\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()
    return dv
コード例 #17
0
ファイル: hy_factor_10.py プロジェクト: hy0102/hellohy
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    # --------------------------------------------------------

    # define
    factor_list = [
        'total_share', 'oper_profit', 'oper_rev', 'float_mv',
        'net_cash_flows_oper_act', 'ps'
    ]
    check_factor = ','.join(factor_list)

    dataview_folder = r'H:/sxzy/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()
    return dv
コード例 #18
0
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    # --------------------------------------------------------

    # define
    factor_list = [
        'volume', 'net_profit', 'oper_rev', 'fix_assets', 'proj_matl',
        'const_in_prog', 'turnover_ratio'
    ]
    check_factor = ','.join(factor_list)

    dataview_folder = r'C:\Users\微软\Desktop\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()
    return dv
コード例 #19
0
ファイル: test.py プロジェクト: ZHHHHZ/Git-ZHH
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    #--------------------------------------------------------

    #define
    factor_list = [
        'alpha01a', 'alpha02a', 'alpha03a', 'alpha04a', 'alpha05a', 'alpha06a',
        'alpha07a', 'alpha08a', 'alpha09a', 'alpha10a'
    ]
    check_factor = ','.join(factor_list)

    dataview_folder = r'f:/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()
    return dv
コード例 #20
0
ファイル: test.py プロジェクト: nextoil/factor
def get_dv(start=20170101, end=20180101):
    import jaqs_fxdayu
    jaqs_fxdayu.patch_all()
    from jaqs.data import DataView
    from jaqs_fxdayu.data.dataservice import LocalDataService

    import warnings
    warnings.filterwarnings("ignore")

    #--------------------------------------------------------

    #define
    factor_list = [
        'AroonDown', 'TVMA20', 'CurrentRatio', 'RSI', 'VOL10', 'minusDI'
    ]
    check_factor = ','.join(factor_list)

    dataview_folder = r'G:/BaiduYunDownload/data/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()
    return dv
コード例 #21
0
ファイル: template.py プロジェクト: bboysky/sky_internship
#--------------------------------------------------------
#define

start = 20170101
end = 20180101
factor_list = [
    'BBI', 'RVI', 'Elder', 'ChaikinVolatility', 'EPS', 'PE', 'PS', 'ACCA',
    'CTOP', 'MA10RegressCoeff12', 'AR', 'BR', 'ARBR', 'np_parent_comp_ttm',
    'total_share', 'bps'
]
check_factor = ','.join(factor_list)

dataview_folder = r'D:/data'
ds = LocalDataService(fp=dataview_folder)

SH_id = ds.query_index_member("000001.SH", start, end)
SZ_id = ds.query_index_member("399106.SZ", start, end)
stock_symbol = list(set(SH_id) | set(SZ_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()