获取股指期货数据¶

In [3]:

finicial_future_df = DataSource('bar1d_CN_FUTURE').read(instruments=['IC2301.CFX','IH2301.CFX','IF2301.CFX','IM2301.CFX'],  start_date='2022-12-01', fields=['close'])

In [4]:

finicial_future_df.head()

Out[4]:

	date	close	instrument
0	2022-12-01	6190.399902	IC2301.CFX
1	2022-12-01	3910.399902	IF2301.CFX
2	2022-12-01	2632.600098	IH2301.CFX
3	2022-12-01	6640.200195	IM2301.CFX
4	2022-12-02	6179.399902	IC2301.CFX

获取etf数据¶

In [5]:

etf_df = DataSource('bar1d_CN_FUND').read(instruments=['510050.HOF','510500.HOF','510300.HOF','512100.HOF'],  start_date='2022-12-01', fields=['close','adjust_factor'])

etf_df.rename(columns  = {'close':'etf_close','instrument':'etf_instrument'},  inplace=True)

数据合并¶

In [6]:

merge_df = pd.merge(finicial_future_df, etf_df, on='date')

In [7]:

merge_df.head(10)

Out[7]:

	date	close	instrument	etf_instrument	etf_close	adjust_factor
0	2022-12-01	6190.399902	IC2301.CFX	510050.HOF	3.5800	1.360182
1	2022-12-01	6190.399902	IC2301.CFX	510300.HOF	4.6056	1.164206
2	2022-12-01	6190.399902	IC2301.CFX	510500.HOF	1.9875	0.321082
3	2022-12-01	6190.399902	IC2301.CFX	512100.HOF	0.9628	0.362227
4	2022-12-01	3910.399902	IF2301.CFX	510050.HOF	3.5800	1.360182
5	2022-12-01	3910.399902	IF2301.CFX	510300.HOF	4.6056	1.164206
6	2022-12-01	3910.399902	IF2301.CFX	510500.HOF	1.9875	0.321082
7	2022-12-01	3910.399902	IF2301.CFX	512100.HOF	0.9628	0.362227
8	2022-12-01	2632.600098	IH2301.CFX	510050.HOF	3.5800	1.360182
9	2022-12-01	2632.600098	IH2301.CFX	510300.HOF	4.6056	1.164206