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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
#--------------------------------------------------------
#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()