QAWind.py 文件源码

def QA_fetch_get_stock_risk(name, startDate, endDate):
    try:
        from WindPy import w
    except:
        QA_util_log_info('No WindPY Module!')
    w.start()
    if(QA_util_date_valid(endDate) == False):
        QA_util_log_info("wrong date")
    else:
        data = w.wsd(name, "annualyeild_100w,annualyeild_24m,annualyeild_60m,\
                    annualstdevr_100w,annualstdevr_24m,annualstdevr_60m,beta_100w,\
                    beta_24m,beta_60m,avgreturn,avgreturny,stdevry,stdcof,\
                    risk_nonsysrisk1,r2,alpha2,beta,sharpe,treynor,jensen,jenseny,betadf",
                     startDate, endDate, "period=2;returnType=1;index=000001.SH;yield=1")
        if (data.ErrorCode == 0):
            QA_util_log_info("Connent to Wind successfully")
    return pd.DataFrame(np.asarray(data.Data).T, columns=data.Fields, index=data.Times)