core.py 文件源码

def make_simple_equity_info(sids, start_date, end_date, symbols=None):
    """
    Create a DataFrame representing assets that exist for the full duration
    between `start_date` and `end_date`.

    Parameters
    ----------
    sids : array-like of int
    start_date : pd.Timestamp
    end_date : pd.Timestamp
    symbols : list, optional
        Symbols to use for the assets.
        If not provided, symbols are generated from the sequence 'A', 'B', ...

    Returns
    -------
    info : pd.DataFrame
        DataFrame representing newly-created assets.
    """
    num_assets = len(sids)
    if symbols is None:
        symbols = list(ascii_uppercase[:num_assets])
    return pd.DataFrame(
        {
            'symbol': symbols,
            'start_date': [start_date] * num_assets,
            'end_date': [end_date] * num_assets,
            'exchange': 'TEST',
        },
        index=sids,
    )