예제 #1
0
def main():
    args = getArgs()
    data = fetchData(args.type)
    dt = datetime.datetime.now().date().strftime('%Y%m%d')
    if not utils.is_bday(dt, 'hk'):
        print('hk holiday {}'.format(dt))
        return
    df = parseData(data, args.type)
    data_file = data_path + '/{}/{}.txt'.format(args.type.lower(), dt)
    print(data_file)
    df.to_csv(data_file, index = False)
예제 #2
0
from functools import reduce
root_path = os.path.dirname(os.path.realpath(__file__)) + '/../../'
sys.path.append(root_path + 'scripts/')
import utils
import utils_choice
from EmQuantAPI import *

if len(sys.argv) < 2:
    print("usage: ./dump_ind_choice.py date country")
    quit()
dt = sys.argv[1]
country = sys.argv[2]
data_path = root_path + 'data/industry_choice/{}/'.format(country)
os.makedirs(data_path, 0o777, exist_ok = True)

if not utils.is_bday(dt, country):
    print('{} is {} holiday'.format(dt, country))
    c.stop()
    quit()
if country == 'cn':
    import utils_jq
    stocks = utils_jq.get_universe(utils.date_str(dt))
    stocks = [x.replace('XSHG', 'SH').replace('XSHE', 'SZ') for x in stocks]
else:
    stocks = utils_choice.get_choice_universe(dt, country)
res_gics = c.css(stocks, 'GICSCODE', 'ClassiFication=3,EndDate={},Ispandas=1'.format(dt)).reset_index().rename(columns = { 'GICSCODE': 'gics' })
res_list = [res_gics]
if country == 'cn':
    res_citic1 = c.css(stocks,"CITICCODE2020", "ClassiFication=1,EndDate={},Ispandas=1".format(dt)).reset_index().rename(columns = { 'CITICCODE2020': 'citic_l1' })
    res_citic2 = c.css(stocks, "CITICCODE2020", "ClassiFication=2,EndDate={},Ispandas=1".format(dt)).reset_index().rename(columns = { 'CITICCODE2020': 'citic_l2' })
    res_citic3 = c.css(stocks, "CITICCODE2020", "ClassiFication=3,EndDate={},Ispandas=1".format(dt)).reset_index().rename(columns = { 'CITICCODE2020': 'citic_l3' })