def GetPeriodDerivativeData(self,StartDate,EndDate):
'''
获取一段时间所有股票的衍生数据
'''
trading_dates = GetTradeDates(StartDate,EndDate)
final_df = pd.concat([pd.read_pickle(self.path+date+".pkl") for date in trading_dates],axis=0)
final_df.sort_values(["TRADE_DT","S_INFO_WINDCODE"],inplace=True)
return final_df
def GetPeriodStocksData(self,StartDate,EndDate):
'''
StartDate : [str] 开始日期
EndDate : [str] 截止日期
'''
trading_dates = GetTradeDates(StartDate,EndDate)
final_df = pd.concat([pd.read_pickle(self.path+date+".pkl") for date in trading_dates],axis=0)
final_df.sort_values(["TRADE_DT","S_INFO_WINDCODE"],inplace=True)
return final_df
def GetFreeTurnover(self,StartDate,EndDate):
'''
获取一段时间所有股票的自由换手率
'''
trading_dates = GetTradeDates(StartDate,EndDate)
data = pd.concat([pd.read_pickle(self.path+date+".pkl") for date in trading_dates],axis=0)
data.sort_values(["TRADE_DT","S_INFO_WINDCODE"],inplace=True)
final = data.pivot(index = "TRADE_DT" ,columns = "S_INFO_WINDCODE" ,values = "S_DQ_FREETURNOVER" )
return final
def GetPeriodTurnover(self,StartDate,EndDate):
'''
获取一段时间所有股票的换手率
'''
trading_dates = GetTradeDates(StartDate,EndDate)
final_df = pd.concat([pd.read_pickle(self.path+date+".pkl") for date in trading_dates],axis=0)
final_df = final_df[["S_INFO_WINDCODE","TRADE_DT","S_DQ_TURN","S_DQ_FREETURNOVER"]]
final_df.sort_values(["TRADE_DT","S_INFO_WINDCODE"],inplace=True)
return final_df
def GetPeriodMarketValue(self,StartDate,EndDate):
'''
获取一段时间所有股票的市值
'''
trading_dates = GetTradeDates(StartDate,EndDate)
final_df = pd.concat([pd.read_pickle(self.path+date+".pkl") for date in trading_dates],axis=0)
final_df = final_df[["S_INFO_WINDCODE","TRADE_DT","S_VAL_MV","S_DQ_MV"]]
final_df.sort_values(["TRADE_DT","S_INFO_WINDCODE"],inplace=True)
return final_df
def GetPreClose(self,StartDate,EndDate):
'''获取前开盘价
StartDate : [str] 开始日期,如 "20100101"
EndDate : [str] 截止日期,如 "20100131"
'''
trading_dates = GetTradeDates(StartDate,EndDate)
data = pd.concat([pd.read_pickle(self.path+date+".pkl") for date in trading_dates],axis=0)
data.sort_values(["TRADE_DT","S_INFO_WINDCODE"],inplace=True)
final = data.pivot(index = "TRADE_DT" ,columns = "S_INFO_WINDCODE" ,values = "S_DQ_PRECLOSE" )
return final
def GetAdjClose(StartDate,EndDate):
'''
获取后复权价格
'''
path = r"E:\DataBase\WindData\ashare_eod_prices\data\\"
trading_dates = GetTradeDates(StartDate,EndDate)
data = pd.concat([pd.read_pickle(path+date+".pkl") for date in trading_dates],axis=0)
prices = data.pivot(index="TRADE_DT",columns="S_INFO_WINDCODE",values="S_DQ_ADJCLOSE")
prices.index.name = "date"
prices.columns.name = "asset"
prices.index = pd.to_datetime(prices.index)
return prices
def GetPeriodIndexData(self,IndexCode,StartDate,EndDate):
'''
获取某个指数一段时间内的数据
Parameters
----------
IndexCode : [str] 指数代码,如 "000001.SH"
StartDate : [str] 开始日期,如 "20100101"
EndDate : [str] 截止日期,如 "20100131"
'''
trading_dates = GetTradeDates(StartDate,EndDate)
final_df = pd.concat([pd.read_pickle(self.path+date+".pkl") for date in trading_dates],axis=0)
final_df = final_df[final_df["S_INFO_WINDCODE"]==IndexCode]
return final_df