示例#1
0
文件: Main.py 项目: aaroncgw/CQA
STAY.U     STAY
BF.B       BF-B
BF.A       BF-A
BRK.B      BRK-B
LEN.B      LEN-B
"""

universe = Utility.get_stock_universe("stock_universe.csv")
u_tick = universe["Tick"].unique().tolist()

# comp_MF_data = Utility.get_compustat_data('CQA_MF_data.csv', exchanges=['11', '12', '14'])
# comp_MOH_ad_data = Utility.get_compustat_data('CQA_MOH_AD_data.csv', exchanges=['11', '12', '14'])
# MOH_result = MOH_calc.Calc(comp_MOH_data, u_tick, comp_MOH_ad_data)

# get data from Yahoo
returns = YahooData.get_returns(u_tick)
values = YahooData.get_ev_ebitda(u_tick)
df = universe.join(values)

mkt_cap_df = YahooData.get_value(u_tick, "Mkt_cap")
"""
mkt_cap_df.ix['FLOW'] = 22720
mkt_cap_df.ix['MSG'] = 4450
mkt_cap_df.ix['ALLE'] = 5730
mkt_cap_df.ix['GHC'] = 3370
mkt_cap_df.ix['HME'] = 4370
"""
# if 'N/A' in mkt_cap_df['Mkt_cap']:
mkt_cap_df[mkt_cap_df["Mkt_cap"] == "N/A"] = np.nan

# calculate score based on compustat data