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)
