def mkTradeStat():
data = w.wset("mkttradestatsec", "startdate=" + tradedate(365)[0],
"enddate=" + tradedate(0)[1], "sectorid=a001010100000000")
df = pd.DataFrame(data.Data, index=data.Fields, columns=data.Codes).T
df = df.sort_values(by='date', ascending=False)
print(df.head())
return df
def marketScaleStat():
data = w.wset("marketscalestatisticbywind",
"reporttype=y1;startdate=" + tradedate(90)[0],
"enddate=" + tradedate(0)[1])
df = pd.DataFrame(data.Data, index=data.Fields, columns=data.Codes).T
print(df.head())
return df
def blockTradeRecord():
data = w.wset("blocktraderecord", "startdate=" + tradedate(20)[0],
"enddate=" + tradedate(20)[1], "sectorid=a001010100000000")
df = pd.DataFrame(data=data.Data, index=data.Fields, columns=data.Codes).T
df = df.sort_values(by='trade_date', ascending=False)
#print(df.head(30))
return df
def iForecast(code,
startdate=tradedate(180)[0],
year=datetime.strptime(tradedate(0)[1], "%Y-%m-%d").year):
data = w.wset("institutionforecasts", "year=" + str(year),
"startdate=" + startdate, "windcode=" + code, "orgname=all")
#print(data)
df = pd.DataFrame(data.Data, index=data.Fields, columns=data.Codes).T
#print(df.head())
df = df.sort_values(by='last_rating_date', ascending=False)
return df
def stockWest(code,
startdate=tradedate(180)[0],
year=datetime.strptime(tradedate(0)[1], "%Y-%m-%d").year):
data = w.wset(
"stockwest", "startdate=" + startdate, "windcode=" + code,
"orgname=全部",
"field=date,organization,researcher,epsa0,epse1,epse2,epse3,netprofita0,netprofite1,netprofite2,netprofite3,incomea0,incomee1,incomee2,incomee3"
)
#print(data)
df = pd.DataFrame(data.Data, index=data.Fields, columns=data.Codes).T
df = df.sort_values(by='date', ascending=False)
return df
def valucationWind(stocklists):
rm._write_msg('[Getting Data:]')
df_V = pd.DataFrame()
for code in stocklists:
rm._write_inprogress()
# sec_status,trade_code,
data = w.wsd(code, "windcode,sec_name, close, ev,pe_ttm,val_pe_deducted_ttm,pe_lyr,pb_lf,pcf_ocflyr,west_eps_FY1,west_eps_FY2,estpe_FY1,estpe_FY2, estpeg_FTM,estpeg_FY1, industry_sw,concept",
tradedate(0)[0], tradedate(0)[1], "index=4;industryType=3")
df = pd.DataFrame(data.Data, columns=data.Codes, index=data.Fields).T
#df['ev'] = df['ev']/1.0E+8
df_V = pd.concat([df_V, df])
df_V = df_V.sort_values(by='INDUSTRY_SW')
#df_V.to_excel("D:/Stock/tushare/stocklists.xlsx", sheet_name = tradedate(0)[-1])
#rm._play_wav()
print(len(df_V))
return df_V
def dfToExcel(df, filename, sheet_name=tradedate(0)[-1]):
df.to_excel("D:/Stock/wind/" + str(filename) + ".xlsx", sheet_name)
print(" df save to {} .".format(filename))
def companyScopeView():
data = w.wset("companyscopegeneralview", "enddate=" + tradedate(0)[1],
"year=2016", "sectorid=a001010100000000")
df = pd.DataFrame(data=data.Data, index=data.Fields, columns=data.Codes).T
print(df.head())
return df
def dfToExcel(df, filename):
df.to_excel("D:/Stock/wind/" + str(filename) + ".xlsx",
sheet_name=tradedate(0)[-1])
print(" df to_excel filename .")
pass
def indScaleStat():
data = w.wset("indscalestatbywind",
"industrytype=证监会行业;enddate=" + tradedate(0)[1])
df = pd.DataFrame(data.Data, index=data.Fields, columns=data.Codes).T
print(df.head())
return df
# test scripts in project import pandas as pd from WindPy import w w.start() from windpyplus.utils.tradedate import tradedate from windpyplus.fundamental.performanceExpress import performance_express from windpyplus.fundamental.financialReport import financial_report from windpyplus.stockSector.StockSector import allAstock allstocks = list(allAstock().index.values) print(allstocks) print(tradedate()) #print(performance_express(allstocks)) #print(financial_report(allstocks))
def Concept(stocklists):
data = w.wss(stocklists, "sec_name,concept",
"tradeDate=" + tradedate(0)[1])
df = pd.DataFrame(data.Data, columns=data.Codes, index=data.Fields).T
return df
def Industry(stocklists):
data = w.wss(stocklists,
"sec_name,industry_gics,industry_citic,industry_sw",
"industryType=1;tradeDate=" + tradedate(0)[1])
df = pd.DataFrame(data.Data, columns=data.Codes, index=data.Fields).T
return df