def fetch_industry_uqer(self, trade_date, industry=[]): industry_sets = DataAPI.IndustryGet( industryVersion=u"SW", industryVersionCD=u"", industryLevel=u"1", isNew=u"1", prntIndustryID=u"", field=u"industryID,industryName,indexSymbol", pandas="1") if len(industry) > 0: industry_sets = industry_sets.set_index( 'indexSymbol').loc[industry] equ = DataAPI.EquIndustryGet(industryVersionCD=u"010303", industryID1=list( set(industry_sets['industryID'])), intoDate=trade_date.strftime('%Y%m%d'), field=u"secID,industryID1", pandas="1") equ.rename(columns={'industryID1': 'industryID'}, inplace=True) industry_sets = industry_sets.reset_index().merge( equ, on=['industryID'])[['indexSymbol', 'industryName', 'secID']] industry_sets.rename(columns={ 'secID': 'code', 'indexSymbol': 'industryID' }, inplace=True) industry_sets['trade_date'] = trade_date return industry_sets
def get_industry_by_day(self, all_stocks, trade_date): stock_sets = DataAPI.EquIndustryGet( secID=all_stocks, industryVersionCD=u"010303", industryID1=u"", industryID2=u"", industryID3=u"", intoDate=trade_date.strftime('%Y%m%d'), field=u"secID,industryID1", pandas="1") stock_sets.rename(columns={'industryID1': 'industryID'}, inplace=True) industry = DataAPI.IndustryGet( industryVersion=u"SW", industryVersionCD=u"", industryLevel=u"1", isNew=u"1", prntIndustryID=u"", field=u"industryID,industryName,indexSymbol", pandas="1") stock_sets = stock_sets.merge(industry, on=['industryID'])[[ 'secID', 'indexSymbol', 'industryName' ]] stock_sets = stock_sets.rename(columns={'secID': 'code'}) return stock_sets