克隆策略
In [5]:
all_instruments = D.instruments(start_date = '2017-05-23', end_date = '2017-05-23')
df = D.history_data(all_instruments, start_date = '2017-05-23', end_date = '2017-05-23', fields=['industry_sw_level3', 'pe_ttm', 'name'])
baijiu_df = df[df['industry_sw_level3'] == 340301] # 340301 是申万三级分类的白酒 https://bigquant.com/docs/data_industry.html#id4
baijiu_df = baijiu_df.sort_values('pe_ttm', ascending=False)
baijiu_df = baijiu_df.rename({'pe_ttm': '市盈率'})
baijiu_df
Out[5]:
从数据看来，其实并没有资产泡沫，市盈率处于行业平均水平。