def data_to_local(): # quant_financial_report_balance_sheet 资产负债表 o = ODPS('***', '***', 'gravity_quant') balance_sheet = DataFrame( o.get_table('quant_financial_report_balance_sheet')) balance_sheet = balance_sheet.to_pandas() balance_sheet.to_csv('financial_report_balance_sheet.csv', index=False) # quant_financial_report_profitloss 利润表 o = ODPS('***', '***', 'gravity_quant') profitloss_sheet = DataFrame( o.get_table('quant_financial_report_profitloss')) profitloss_sheet = profitloss_sheet.to_pandas() profitloss_sheet.to_csv('quant_financial_report_profitloss.csv', index=False) # quant_financial_report_cashflows_statement 现金流表 o = ODPS('***', '***', 'gravity_quant') cashflows_sheet = DataFrame( o.get_table('quant_financial_report_cashflows_statement')) cashflows_sheet = cashflows_sheet.to_pandas() cashflows_sheet.to_csv('quant_financial_report_cashflows_statement.csv', index=False) # quant_financial_analysis_report 财务分析表 o = ODPS('***', '***', 'gravity_quant') analysis_sheet = DataFrame(o.get_table('quant_financial_analysis_report')) analysis_sheet = analysis_sheet.to_pandas() analysis_sheet.to_csv('quant_financial_analysis_report.csv', index=False) # market_values_end 市值数据 o = ODPS('***', '***', 'gravity_quant') market_value = DataFrame(o.get_table('tdl_huangjin_market_values_all')) market_value = market_value.to_pandas() print(market_value.shape) market_value.drop_duplicates(subset=['code', 'pt'], keep='first', inplace=True) market_value = market_value.dropna(subset=['code', 'pt', 'total_value']) market_value.to_csv('market_values_end.csv', index=False) # 行业信息数据 o = ODPS('***', '***', 'gravity_quant') quant_stocks_industry_info = DataFrame( o.get_table('quant_stocks_industry_info')) quant_stocks_industry_info = quant_stocks_industry_info.to_pandas() a = quant_stocks_industry_info['industry_sw'].str.split( '-', expand=True).add_prefix('level_') stocks_info = pd.concat([quant_stocks_industry_info, a], axis=1) stocks_info.to_csv('stocks_info.csv', index=False)