def update_uqer_industry_info(ds, **kwargs):
ref_date, this_date = process_date(ds)
flag = check_holiday(this_date)
if not flag:
return
query = select([Market.code]).where(Market.trade_date == this_date)
df = pd.read_sql(query, engine)
codes = df.code.astype(str).str.zfill(6)
engine.execute(delete(Industry).where(Industry.trade_date == this_date))
df = api.EquIndustryGet(intoDate=ref_date)
df = df[df.ticker.isin(codes)]
df['code'] = df.ticker.astype(int)
df['trade_date'] = this_date
df.rename(columns={'ticker': 'code'}, inplace=True)
df = df[[
'trade_date', 'code', 'industry', 'industryID', 'industrySymbol',
'industryID1', 'industryName1', 'industryID2', 'industryName2',
'industryID3', 'industryName3', 'IndustryID4', 'IndustryName4'
]]
data_info_log(df, Industry)
format_data(df)
df.to_sql(Industry.__table__.name, engine, index=False, if_exists='append')
def fetch_industry_uqer(self, trade_date, industry=[]):
industry_sets = DataAPI.IndustryGet(
industryVersion=u"SW",
industryVersionCD=u"",
industryLevel=u"1",
isNew=u"1",
prntIndustryID=u"",
field=u"industryID,industryName,indexSymbol",
pandas="1")
if len(industry) > 0:
industry_sets = industry_sets.set_index(
'indexSymbol').loc[industry]
equ = DataAPI.EquIndustryGet(industryVersionCD=u"010303",
industryID1=list(
set(industry_sets['industryID'])),
intoDate=trade_date.strftime('%Y%m%d'),
field=u"secID,industryID1",
pandas="1")
equ.rename(columns={'industryID1': 'industryID'}, inplace=True)
industry_sets = industry_sets.reset_index().merge(
equ, on=['industryID'])[['indexSymbol', 'industryName', 'secID']]
industry_sets.rename(columns={
'secID': 'code',
'indexSymbol': 'industryID'
},
inplace=True)
industry_sets['trade_date'] = trade_date
return industry_sets
def get_industry_by_day(self, all_stocks, trade_date):
stock_sets = DataAPI.EquIndustryGet(
secID=all_stocks,
industryVersionCD=u"010303",
industryID1=u"",
industryID2=u"",
industryID3=u"",
intoDate=trade_date.strftime('%Y%m%d'),
field=u"secID,industryID1",
pandas="1")
stock_sets.rename(columns={'industryID1': 'industryID'}, inplace=True)
industry = DataAPI.IndustryGet(
industryVersion=u"SW",
industryVersionCD=u"",
industryLevel=u"1",
isNew=u"1",
prntIndustryID=u"",
field=u"industryID,industryName,indexSymbol",
pandas="1")
stock_sets = stock_sets.merge(industry, on=['industryID'])[[
'secID', 'indexSymbol', 'industryName'
]]
stock_sets = stock_sets.rename(columns={'secID': 'code'})
return stock_sets
def get_sw_industry_classification(self, trading_day_list, universe):
industry_classification = {}
for date in trading_day_list:
df = DataAPI.EquIndustryGet(secID=universe,
industryVersionCD=u"010303",
industry=u"",
intoDate=date,
field=u"secID,industryName1",
pandas="1")
df.set_index('secID', inplace=True)
df.rename(columns={'industryName1': 'ind'}, inplace=True)
industry_classification[date] = df['ind']
return industry_classification
