def get_fund_holdings(self, ticker, begin_date='', end_date=''):
df = DataAPI.FundHoldingsGet(ticker=ticker,
beginDate=begin_date,
endDate=end_date)
df['reportDate'] = df['reportDate'].apply(
lambda x: str(x).replace('-', ''))
return df[[
'reportDate', 'holdingsecType', 'holdingSecID', 'holdVolume',
'marketValue', 'ratioInNa'
]]
_ = PythonOperator(task_id='update_uqer_halt_list',
provide_context=True,
python_callable=update_uqer_halt_list,
dag=dag)
factor_master_task = PythonOperator(task_id='update_factor_master',
provide_context=True,
python_callable=update_factor_master,
dag=dag)
factor_master_task.set_upstream(uqer_task)
if __name__ == '__main__':
codes = api.FundGet().secID.values
steps = 1000
dates = pd.date_range('2005-01-01', '2018-11-30', freq='Q')
for d in dates:
start = 0
total_df = pd.DataFrame()
while start < len(codes):
df = api.FundHoldingsGet(secID=codes[start:start + steps],
reportDate=d)
start += steps
total_df = total_df.append(df)
total_df.to_sql('fund_holding',
con=engine,
index=False,
if_exists='append')
print(d)
