def run(self):
# 抓取fund列表
df = finance.run_query(query(finance.FUND_MAIN_INFO))
df.index.name = 'entity_id'
df = df.reset_index()
# 上市日期
df.rename(columns={'start_date': 'timestamp'}, inplace=True)
df['timestamp'] = pd.to_datetime(df['timestamp'])
df['list_date'] = df['timestamp']
df['end_date'] = pd.to_datetime(df['end_date'])
df['entity_id'] = df.main_code.apply(lambda x: normalize_code(x))
df['entity_id'] = df['entity_id'].apply(
lambda x: to_entity_id(entity_type='fund', jq_code=x))
df['id'] = df['entity_id']
df['entity_type'] = 'fund'
df['exchange'] = df['entity_id'].apply(
lambda x: get_entity_exchange(x))
df['code'] = df['entity_id'].apply(lambda x: get_entity_code(x))
df['category'] = 'fund'
# df['choice_code'] = df.apply(lambda x:x.main_code+'.'+x.exchange.upper(),axis=1)
# loginResult = c.start("ForceLogin=1", '')
# df['underlying_index_code'] = df.apply(lambda x:c.css(x.choice_code, "BMINDEXCODE", "Rank=1").Data if x.operate_mode == 'ETF' else None,axis=1)
# df['underlying_index_code'] = df['underlying_index_code'].apply(lambda x:[i for i in x.values()][0][0].lower().replace(".","_") if x else None)
# c.stop()
df_to_db(df,
data_schema=FundDetail,
provider=self.provider,
force_update=self.force_update)
# self.logger.info(df_index)
self.logger.info("persist etf list success")
logout()
def run(self):
# 抓取fund列表
df = finance.run_query(query(finance.FUND_MAIN_INFO))
df.index.name = 'entity_id'
df = df.reset_index()
# 上市日期
df.rename(columns={'start_date': 'timestamp'}, inplace=True)
df['timestamp'] = pd.to_datetime(df['timestamp'])
df['list_date'] = df['timestamp']
df['end_date'] = pd.to_datetime(df['end_date'])
df['entity_id'] = df.main_code.apply(lambda x: normalize_code(x))
df['entity_id'] = df['entity_id'].apply(
lambda x: to_entity_id(entity_type='fund', jq_code=x))
df['id'] = df['entity_id']
df['entity_type'] = 'fund'
df['exchange'] = df['entity_id'].apply(
lambda x: get_entity_exchange(x))
df['code'] = df['entity_id'].apply(lambda x: get_entity_code(x))
df['category'] = 'fund'
df_to_db(df,
data_schema=FundDetail,
provider=self.provider,
force_update=self.force_update)
# self.logger.info(df_index)
self.logger.info("persist etf list success")
logout()
def to_zvt_entity(self, df, entity_type, category=None):
df.index.name = 'entity_id'
df = df.reset_index()
# 上市日期
df.rename(columns={'start_date': 'timestamp'}, inplace=True)
df['timestamp'] = pd.to_datetime(df['timestamp'])
df['list_date'] = df['timestamp']
df['end_date'] = pd.to_datetime(df['end_date'])
df['entity_id'] = df['entity_id'].apply(lambda x: to_entity_id(entity_type=entity_type, jq_code=x))
df['id'] = df['entity_id']
df['entity_type'] = entity_type
df['exchange'] = df['entity_id'].apply(lambda x: get_entity_exchange(x))
df['code'] = df['entity_id'].apply(lambda x: get_entity_code(x))
df['name'] = df['display_name']
if entity_type == 'etf':
# ETF 查询标的指数
df['choice_code'] = df.apply(lambda x: x.code + '.' + x.exchange.upper(), axis=1)
loginResult = c.start("ForceLogin=1", '')
df['underlying_index_code'] = df.apply(lambda x: c.css(x.choice_code, "BMINDEXCODE", "Rank=1").Data, axis=1)
df['index_codes'] = df['underlying_index_code'].apply(lambda x: [i for i in x.values()][0][0])
df['index_exchange'] = df['index_codes'].apply(lambda x: str(x).split('.'))
df['index_code'] = df['index_codes'].apply(lambda x: str(x).split('.')[0])
df['index_exchange'] = df['index_exchange'].apply(
lambda x: x[1] if isinstance(x, list) and len(x) > 1 else None)
df['underlying_index_code'] = df.apply(
lambda x: 'index_' + x.index_exchange.lower() + '_' + x.index_code if x.index_exchange else None,
axis=1)
loginResult = c.stop()
if category:
df['category'] = category
return df
def to_zvt_entity(self, df, entity_type, category=None):
df.index.name = 'entity_id'
df = df.reset_index()
# 上市日期
df.rename(columns={'start_date': 'timestamp'}, inplace=True)
df['timestamp'] = pd.to_datetime(df['timestamp'])
df['list_date'] = df['timestamp']
df['end_date'] = pd.to_datetime(df['end_date'])
df['entity_id'] = df['entity_id'].apply(lambda x: x.lower())
df['entity_id'] = df['entity_id'].apply(lambda x: to_entity_id(entity_type=entity_type, jq_code=x))
df['id'] = df['entity_id']
df['entity_type'] = entity_type
df['exchange'] = df['entity_id'].apply(lambda x: get_entity_exchange(x))
df['code'] = df['entity_id'].apply(lambda x: get_entity_code(x))
df['end_date'].fillna(pd.to_datetime("22000101"),inplace=True)
if category:
df['category'] = category
return df
def to_zvt_entity(self, df, entity_type: EntityType, category=None):
df.index.name = 'entity_id'
df = df.reset_index()
# 上市日期
df.rename(columns={'start_date': 'timestamp'}, inplace=True)
df['timestamp'] = pd.to_datetime(df['timestamp'])
df['list_date'] = df['timestamp']
df['end_date'] = pd.to_datetime(df['end_date'])
df['entity_id'] = df['entity_id'].apply(lambda x: to_entity_id(entity_type=entity_type, jq_code=x))
df['id'] = df['entity_id']
df['entity_type'] = entity_type.value
df['exchange'] = df['entity_id'].apply(lambda x: get_entity_exchange(x))
df['code'] = df['entity_id'].apply(lambda x: get_entity_code(x))
df['name'] = df['display_name']
if category:
df['category'] = category
return df
def to_zvt_entity(self, df, entity_type, category=None):
df = df.set_index("code")
df.index.name = "entity_id"
df = df.reset_index()
# 上市日期
df.rename(columns={"start_date": "timestamp"}, inplace=True)
df["timestamp"] = pd.to_datetime(df["timestamp"])
df["list_date"] = df["timestamp"]
df["end_date"] = pd.to_datetime(df["end_date"])
df["entity_id"] = df["entity_id"].apply(
lambda x: to_entity_id(entity_type=entity_type, jq_code=x))
df["id"] = df["entity_id"]
df["entity_type"] = entity_type
df["exchange"] = df["entity_id"].apply(
lambda x: get_entity_exchange(x))
df["code"] = df["entity_id"].apply(lambda x: get_entity_code(x))
df["name"] = df["display_name"]
if category:
df["category"] = category
return df
