def get_industry_descendant(industry_code='110000'):
intern = util.get_all_pkl()
stock_SWICS = intern['InstrumentInfo']['SWICS']
pattern = re.compile(industry_code[0:2])
descendant = []
for index, stock in zip(intern['InstrumentInfo'].index, stock_SWICS):
if re.match(pattern, stock):
descendant.append(index)
return np.asarray(descendant)
def get_stock_index(stock_code=['000001'], name=False):
intern = util.get_all_pkl()
all_stock_index = intern['InstrumentInfo']
stock_index = [
all_stock_index.index.get_loc(code_i) for code_i in stock_code
]
stock_name = [all_stock_index.loc[code_j, 'Name'] for code_j in stock_code]
if not name:
return np.asarray(stock_index)
elif name:
return np.asarray(stock_name)
def get_stock_feature(stock_code=['000002'], feature='all'):
intern = util.get_all_pkl()
all_stock_index = intern['InstrumentInfo']
temp = []
if feature == 'all':
for code in stock_code:
stock_index = all_stock_index.index.get_loc(code)
stock_all_feature = intern['MktData'].iloc[:, stock_index *
9:(stock_index + 1) * 9]
temp.append(stock_all_feature)
else:
for code in stock_code:
stock_index = all_stock_index.index.get_loc(code)
stock_all_feature = intern['MktData'].iloc[:, stock_index *
9:(stock_index + 1) * 9]
temp.append(stock_all_feature[feature])
return pd.concat(temp, axis=1)