def set_universe(code, refDate=None):
if Settings.data_source == DataSource.WIND:
from WindPy import w
if not w.isconnected():
w.start()
if not refDate:
rawData = w.wset('IndexConstituent',
'windcode=' + convert2WindSymbol(code),
'field=wind_code')
else:
rawData = w.wset('IndexConstituent', 'date=' + refDate,
'windcode=' + convert2WindSymbol(code),
'field=wind_code')
if len(rawData.Data) == 0:
return
# convert to .xshg/.xshe suffix
idx = [s.replace('SH', 'xshg') for s in rawData.Data[0]]
idx = [s.replace('SZ', 'xshe') for s in idx]
return idx
elif Settings.data_source != DataSource.DXDataCenter:
import os
import tushare as ts
try:
ts.set_token(os.environ['DATAYES_TOKEN'])
except KeyError:
raise
idx = ts.Idx()
return list(idx.IdxCons(secID=code, field='consID')['consID'])
else:
from DataAPI import api
data = api.GetIndexConstitutionInfo(
code, refDate=refDate).sort_values('conSecurityID')
return list(data.conSecurityID)
def set_universe(code, refDate=None):
if Settings.data_source != DataSource.DXDataCenter:
import tushare as ts
ts.set_token(
'2bfc4b3b06efa5d8bba2ab9ef83b5d61f1c3887834de729b60eec9f13e1d4df8')
idx = ts.Idx()
return list(idx.IdxCons(secID=code, field='consID')['consID'])
else:
from DataAPI import api
data = api.GetIndexConstitutionInfo(
code, refDate=refDate).sort_values('conSecurityID')
return list(data.conSecurityID)
def set_universe(code, refDate=None):
if Settings.data_source != DataSource.DXDataCenter:
import os
import tushare as ts
try:
ts.set_token(os.environ['DATAYES_TOKEN'])
except KeyError:
raise
idx = ts.Idx()
return list(idx.IdxCons(secID=code, field='consID')['consID'])
else:
from DataAPI import api
data = api.GetIndexConstitutionInfo(code, refDate=refDate).sort_values('conSecurityID')
return list(data.conSecurityID)
def __init__(self, **kwargs):
super(DataYesMarketDataHandler, self).__init__(kwargs['logger'], kwargs['symbolList'])
if kwargs['token']:
ts.set_token(kwargs['token'])
else:
try:
token = os.environ['DATAYES_TOKEN']
ts.set_token(token)
except KeyError:
raise ValueError("Please input token or set up DATAYES_TOKEN in the envirement.")
self.idx = ts.Idx()
self.mt = ts.Market()
self.startDate = kwargs['startDate'].strftime("%Y%m%d")
self.endDate = kwargs['endDate'].strftime("%Y%m%d")
self._getDatas()
if kwargs['benchmark']:
self._getBenchmarkData(kwargs['benchmark'], self.startDate, self.endDate)
def set_universe(code):
import tushare as ts
ts.set_token(
'2bfc4b3b06efa5d8bba2ab9ef83b5d61f1c3887834de729b60eec9f13e1d4df8')
idx = ts.Idx()
return list(idx.IdxCons(secID=code, field='consID')['consID'])
#-*- coding: UTF-8 -*-
from sqlalchemy import create_engine
import tushare as ts
import time
nowtime = time.strftime('%Y-%m-%d %H:%M:%S')
engine = create_engine('mysql://*****:*****@127.0.0.1/db_mkt?charset=utf8')
import MySQLdb
# 打开数据库连接
db = MySQLdb.connect("127.0.0.1", "root", "root", "db_mkt")
# 使用cursor()方法获取操作游标
cursor = db.cursor()
fd = ts.Idx()
#Idx(self, secID='', ticker='', field=''):
#获取国内外指数的基本要素信息，包括指数名称、指数代码、发布机构、发布日期、基日、基点等。
def idx():
global df
df = fd.Idx(field='')
df.insert(0, 'uploadtime', nowtime)
idx_tosql()
# 创建数据表SQL语句,添加主键id
def insertid():
sql = """ALTER TABLE tb_idx
ADD idx_id int(20) not null auto_increment ,
ADD primary key (idx_id)"""
cursor.execute(sql)
