"remote.data.address": "tcp://data.tushare.org:8910", "remote.data.username": "******", "remote.data.password": "******" } ds = RemoteDataService() ds.init_from_config(data_config) DV = DataView() start = 20100101 end = 20161231 stock_symbol = list( set(dp.index_cons(ds, "000906.SH", start, end).symbol.values)) zz800_props = { 'start_date': start, 'end_date': end, 'symbol': ','.join(stock_symbol), 'fields': 'pb,pe,ps,float_mv,sw1,volume', 'freq': 1, "prepare_fields": True } def save_zz800(props): dataview_folder = 'JAQS_Data/Mutifactor_1' if not (os.path.isdir(dataview_folder)): os.makedirs(dataview_folder) DV.init_from_config(props, ds)
from jaqs_fxdayu.data.dataapi import DataApi from jaqs_fxdayu.data import DataView api = DataApi(addr='tcp://data.tushare.org:8910') api.login( "18161280526", #quantos账号(手机号码) 'eyJhbGciOiJIUzI1NiJ9.eyJjcmVhdGVfdGltZSI6IjE1MjMwMTkwMTkyMDUiLCJpc3MiOiJhdXRoMCIsImlkIjoiMTgxNjEyODA1MjYifQ.Kqx03_5DsQKOurLlQDY7GPRPoRbMisxABuNMG5zTe3Q' ) #quantos账号的API令牌号码 #2_获取需要的数据 index_cons ; daily_index_cons #step1_指数成分 from jaqs_fxdayu.util import dp start = 20120104 end = 20171222 id_cons = dp.index_cons(api, "000300.SH", start, end) #可以得到各个股票进出沪深300的时间,out_date=999999表示现在仍在 #以下为一个小实验,统计出沪深300成分的数量: k = id_cons.iloc[:, 2] i = 0 #统计沪深300成分的数量 for s in k: if s == 99999999: i = i + 1 id_member = dp.daily_index_cons( api, "000300.SH", start, end) #与id_cons类似,这里输出的是更为详细的数据,精确到每一天,每一支股票,true表示这一天在沪深300中 mask = ~id_member #true变为false,false变为true print(mask.tail()) #step2_行业分类信息 daily_sec_industry symbol_id = dp.index_cons(api, "000300.SH", start,
import alpha32_, alpha42_, alpha56_, alpha62_, alpha64_, alpha194, alpha195, alpha197, Beta3 import pandas as pd import matplotlib.pyplot as plt from jaqs_fxdayu.research import SignalDigger from jaqs_fxdayu.research.signaldigger import analysis from jaqs_fxdayu.research.signaldigger import multi_factor api = DataApi(addr='tcp://data.tushare.org:8910') api.login( "18523827661", 'eyJhbGciOiJIUzI1NiJ9.eyJjcmVhdGVfdGltZSI6IjE1MjIxMTc0NDY1MzAiLCJpc3MiOiJhdXRoMCIsImlkIjoiMTg1MjM4Mjc2NjEifQ.AO9Rp8jG_IWc6crPrBOC-ujMP0-g1S1c5kUlTs5qwrk' ) start = 20100101 end = 20180401 SH_id = dp.index_cons(api, "000300.SH", start, end) SZ_id = dp.index_cons(api, "000905.SH", start, end) stock_symbol = list(set(SH_id.symbol) | set(SZ_id.symbol)) factor_list = ['volume', 'float_mv', 'pe', 'ps'] check_factor = ','.join(factor_list) dataview_folder = '/Users/adam/Desktop/intern/test5/fxdayu_adam/data' dataview_folder2 = 'muti_factor/' dv = DataView() #ds = LocalDataService(fp=dataview_folder) data_config = { "remote.data.address": "tcp://data.tushare.org:8910", "remote.data.username": "******", "remote.data.password":