def test_forward_date(self):
ref_date = '2017-12-04'
tenor = ['1b', '2d', '3w', '4m', '5y']
expected = [
'2017-12-04', '2017-12-05', '2017-11-14', '2017-08-07',
'2012-12-05'
]
calculated = [
WindDataProvider.forward_date(ref_date, tenor[i])
for i in range(len(tenor))
]
self.assertEqual(calculated, expected)
ref_date = '20170101'
tenor = ['1b', '2d', '3w', '4m', '5y']
expected = [
'2017-01-03', '2017-01-03', '2016-12-13', '2016-09-02',
'2012-01-05'
]
calculated = [
WindDataProvider.forward_date(ref_date,
tenor[i],
date_format='%Y%m%d')
for i in range(len(tenor))
]
self.assertEqual(calculated, expected)
def test_forward_date(self):
# WIND_DATA_PROVIDER = WindDataProvider()
ref_date = '2017-12-04'
tenor = ['1b', '2d', '3w', '4m', '5y']
expected = [
'2017-12-04', '2017-12-05', '2017-11-14', '2017-08-07',
'2012-12-05'
]
# WindDataProvider.forward_date = mock.Mock(return_value=ret_value)
# result = WindDataProvider.forward_date(ref_date, tenor)
calculated = [
WindDataProvider.forward_date(ref_date, tenor[i])
for i in range(len(tenor))
]
self.assertEqual(calculated, expected)
ref_date = '20170101'
tenor = ['1b', '2d', '3w', '4m', '5y']
expected = [
'2017-01-03', '2017-01-03', '2016-12-13', '2016-09-02',
'2012-01-05'
]
calculated = [
WindDataProvider.forward_date(ref_date,
tenor[i],
date_format='%Y%m%d')
for i in range(len(tenor))
]
self.assertEqual(calculated, expected)
def get_universe(index_id, date=None, output_weight=False):
"""
:param index_id: str, 可以为指数代码或者'fullA' or 'ashare'（指全市场股票），不区分大小写
:param date: str, optional, YYYYMMDD/YYYY-MM-DD，默认为None，即返回最近交易日的成分股列表
:param output_weight: bool, optional, 是否返回对应的个股权重
:return: 如果output_weight=False, 返回list, 成分股列表
如果output_weight=True, 返回DataFrame
"""
LOGGER.info('Loading the constituent stocks of index {0} at date {1}'.
format(index_id, datetime.date.today() if date is None else date))
ret = WindDataProvider.get_universe(index_id, date, output_weight)
LOGGER.info('Number of the loaded constituent stocks is {0}'.format(len(ret)))
return ret
except ImportError:
from mock import patch
try:
from WindPy import w
except ImportError:
pass
from WindAdapter.data_provider import WindDataProvider
from WindAdapter.helper import WindQueryHelper
from WindAdapter.factor_loader import FactorLoader
from WindAdapter.enums import Header
from datetime import (datetime, date)
wind_query_helper = WindQueryHelper()
wind_data_provider = WindDataProvider()
"""
该文件用以测试WindPy接口数据结构是否与从前保持一致，以确保WindAdapter数据处理得以照常进行
"""
class WindData(object):
def __init__(self, data, codes, error_code, fields, times):
self.Data = data
self.Codes = codes
self.ErrorCode = error_code
self.Fields = fields
self.Times = times
def __eq__(self, other):
if (self.Data == other.Data and self.Codes == other.Codes
import re
import pandas as pd
from argcheck import expect_types
import numpy as np
from WindAdapter.data_provider import WindDataProvider
from WindAdapter.enums import FreqType
from WindAdapter.enums import Header
from WindAdapter.enums import OutputFormat
from WindAdapter.helper import WindQueryHelper
from WindAdapter.utils import date_convert_2_str
from WindAdapter.utils import py_assert
WIND_QUERY_HELPER = WindQueryHelper()
WIND_DATA_PROVIDER = WindDataProvider()
class FactorLoader:
def __init__(self, start_date, end_date, factor_name, **kwargs):
self.start_date = start_date
self.end_date = end_date
self.factor_name = factor_name
self.sec_id = kwargs.get('sec_id', 'fulla')
self.freq = kwargs.get('freq', FreqType.EOM)
self.tenor = kwargs.get('tenor', None)
self.output_data_format = kwargs.get('output_data_format',
OutputFormat.MULTI_INDEX_DF)
self.is_index = kwargs.get('is_index', True)
self.date_format = kwargs.get('date_format', '%Y-%m-%d')
self.block_size = kwargs.get('block_size', 400)
import os
import datetime
import pandas as pd
from toolz import merge
from argcheck import expect_types
from WindAdapter.factor_loader import FactorLoader
from WindAdapter.utils import save_data_to_file
from WindAdapter.utils import print_table
from WindAdapter.utils import handle_wind_query_exception
from WindAdapter.custom_logger import CustomLogger
from WindAdapter.data_provider import WindDataProvider
from WindAdapter.helper import WindQueryHelper
from WindAdapter.enums import OutputFormat
LOGGER = CustomLogger()
WIND_DATA_PRODIVER = WindDataProvider()
WIND_QUERY_HELPER = WindQueryHelper()
def reset_log_level(log_level):
"""
:param log_level: enum, 可选择'info', 'critical' 'notset'
:return: 设置WindAdapter函数输出信息的等级， 项目默认为'info'等级
"""
LOGGER.critical('Reset path of data dict to {0}'.format(log_level))
LOGGER.set_level(log_level)
def reset_data_dict_path(path, path_type_abs):
"""
:param path: str, 自定义的data_dict 路径