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1-Add industry factor 2- update readme and tutorial
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def version(): | ||
return __version__ | ||
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__version__ = '0.0.3' | ||
__version__ = '0.0.4' |
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## 使用 | ||
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##### factor_load | ||
``` python | ||
from WindAdapter import factor_load | ||
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# def factor_load(start_date, end_date, factor_name, save_file=None, **kwargs): | ||
""" | ||
:param start_date: str, 读取因子数据的开始日期 | ||
:param end_date: str, 读取因子数据的结束日期 | ||
:param factor_name: str, 因子名称,不区分大小写 | ||
:param save_file: str, optional, 保存数据的文件名,可写成 '*.csv' 或者 '*.pkl' | ||
:param kwargs: dict, optional | ||
freq: str, optional, 因子数据的频率, 可选'M', 'W', 'Q', 'S', 'Y', 参见enums.py - FreqType | ||
tenor: str, optional, 因子数据的周期, 对于截面数据(如换手率,收益率),需要给定数据区间(向前), 可选数字+FreqType, 如'1Q' | ||
sec_id, str/list, optional, 股票代码或者是指数代码 | ||
output_data_format: enum, optional, 参见enums.py - FreqType | ||
MULTI_INDEX_DF: multi-index DataFrame, index=[date, secID], value = factor | ||
PITVOT_TABLE_DF: DataFrame, index=date, columns = secID | ||
is_index: bool, optional, True: 输入的sec_id是指数,实际需要读取的是该指数成分股的因子数据, | ||
False: 直接读取sec_id的因子数据 | ||
:return: pd.DataFrame 整理好的因子数据 | ||
""" | ||
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# 读取 2014年上半年 000001.SZ和000002.SZ的PB数据, 并保存成csv格式(默认数据频率为月频,数据格式为multi-index DataFrame) | ||
factor_load('2014-01-01', '2014-07-10', 'PB', sec_id=['000001.SZ', '000002.SZ'], is_index=False, save_file='PB.csv') | ||
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# 读取全市场 2016年1月的每日收盘价,并保存成pickle格式 | ||
factor_load('2014-01-01', '2014-07-10', 'close', sec_id='fullA', is_index=True, freq='D', save_file='close.pkl') | ||
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# 读取沪深300成分股从2014年1月至3月,频率为每月(freq=M)的季度(tenor='1Q')收益, 并保存成csv格式 | ||
factor_load('2014-01-01', '2014-03-31', 'return', sec_id='000300.SH', is_index=True, freq='M', tenor='1Q', save_file='HS300_return_1Q.csv') | ||
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``` | ||
*Note*: 返回的数据最近的日期等于入参中的end_date,前推的日期为根据频率(freq)和end_date往前推算的交易日 | ||
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<br /> | ||
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##### get_universe | ||
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``` python | ||
from WindAdapter import get_universe | ||
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# def get_universe(index_id, date=None) | ||
""" | ||
:param index_id: str, 可以为指数代码或者'fullA'(指全市场股票),不区分大小写 | ||
:param date: str, optional, YYYYMMDD/YYYY-MM-DD,默认为None,即返回最近交易日的成分股列表 | ||
:return: list, 成分股列表 | ||
""" | ||
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# 读取指数成分股 | ||
hs300_comp = get_universe(index_id='000300.SH', date='20170103') | ||
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# 读取全市场股票 | ||
full_mkt = get_universe(index_id='fullA') | ||
``` | ||
<br /> | ||
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##### reset_data_dict_path | ||
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``` python | ||
from WindAdapter import reset_data_dict_path | ||
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# def reset_data_dict_path(path, path_type_abs) | ||
""" | ||
:param index_id: str, 可以为指数代码或者'fullA'(指全市场股票),不区分大小写 | ||
:param date: str, optional, YYYYMMDD/YYYY-MM-DD,默认为None,即返回最近交易日的成分股列表 | ||
:return: list, 成分股列表 | ||
""" | ||
reset_data_dict_path(path='C:\\data_dict_perso.csv', path_type_abs=True) | ||
``` | ||
<br /> | ||
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##### factor_help / factor_details_help | ||
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``` python | ||
from WindAdapter import factor_help, factor_details_help | ||
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""" | ||
:return: 返回定义的数据字典(简易版和详细版) | ||
""" | ||
factor_help() | ||
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factor_details_help() | ||
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``` | ||
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<br /> | ||
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##### reset_log_level | ||
``` python | ||
from WindAdapter import reset_log_level | ||
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""" | ||
:return: 设置WindAdapter函数输出信息的等级, 项目默认为'info'等级 | ||
""" | ||
reset_log_level('critical') | ||
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``` | ||
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<br /> | ||
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##### version | ||
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``` python | ||
from WindAdapter import version | ||
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""" | ||
:return: 当前WindAdapter的版本号 | ||
""" | ||
version() | ||
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``` | ||
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## 依赖 | ||
``` python | ||
numpy | ||
pandas | ||
python-decouple | ||
WindPy | ||
``` | ||
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## 安装 | ||
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``` python | ||
pip install WindAdapter | ||
``` |
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