def update_index_wei():
w.start()
data = Data()
zz500_wt = data.zz500_wt
hs300_wt = data.hs300_wt
mes = generate_months_ends()
# 先删除一些不是月末的数据
to_del = [c for c in zz500_wt.columns if c not in mes]
if len(to_del) > 0:
zz500_wt = zz500_wt.drop(to_del, axis=1)
to_del = [c for c in hs300_wt.columns if c not in mes]
if len(to_del) > 0:
hs300_wt = hs300_wt.drop(to_del, axis=1)
new_mes = [m for m in mes if m > zz500_wt.columns[-1]]
for m in new_mes:
m_str = m.strftime("%Y-%m-%d")
# 沪深300
res = w.wset("indexconstituent",
"date=" + m_str + ";windcode=000300.SH",
usedf=True)
res = res[1]
res.set_index('wind_code', inplace=True)
to_add = pd.DataFrame({m: res['i_weight']})
hs300_wt = pd.concat([hs300_wt, to_add], axis=1)
# 中证500
res = w.wset("indexconstituent",
"date=" + m_str + ";windcode=000905.SH",
usedf=True)
res = res[1]
res.set_index('wind_code', inplace=True)
to_add = pd.DataFrame({m: res['i_weight']})
zz500_wt = pd.concat([zz500_wt, to_add], axis=1)
data.save(hs300_wt,
'hs300_wt',
save_path=r'D:\pythoncode\IndexEnhancement\指数相关')
data.save(zz500_wt,
'zz500_wt',
save_path=r'D:\pythoncode\IndexEnhancement\指数相关')
def update_f_data_from_wind():
path = r'D:\pythoncode\IndexEnhancement\barra_cne6\download_from_juyuan'
w.start()
data = Data()
stock_basic_inform = data.stock_basic_inform
# m_list = w.tdays(tds, eds, "Days=Alldays;Period=Q", usedf=True)
# m_list = m_list[1]
# m_list = list(m_list[m_list.columns[0]])
iterms = [
'rd_exp', # 研发费用
]
codes_str = ''
for i in stock_basic_inform.index:
codes_str = codes_str + ',' + i
codes_str = codes_str[1:]
eds = datetime.today().strftime("%Y-%m-%d")
for it in iterms:
try:
tmp_df = eval('data.' + it)
tds = tmp_df.columns[-1]
except Exception as e:
tmp_df = pd.DataFrame()
tds = datetime(2009, 1, 1)
if (datetime.today() - tds).days > 110:
res_tmp = w.wsd(codes_str,
it,
tds.strftime("%Y-%m-%d"),
eds,
"unit=1;rptType=1;Period=Q;Days=Alldays",
usedf=True)
res_tmp1 = res_tmp[1]
res_tmp1 = res_tmp1.T
tmp_df = pd.concat([tmp_df, res_tmp1], axis=1)
data.save(tmp_df, it, save_path=path)