wind_plugin.py 文件源码

def get_history_bar(field_names, start_date, end_date, **kwargs):
    field_info = pd.read_excel(argInfoWB,sheetname='????',engine='xlrd')
    if not isinstance(field_names,list):
        field_names = [field_names]
    # ?????????
    _l = []
    w.start()
    for fieldName in field_names:
        field_name = field_info[field_info['FactorName']==field_name]['FieldName'].iat[0]
        args = field_info[field_info['FactorName']==field_name]['Args'].iat[0]

        params = _parse_args(args,**kwargs)
        all_days = data_api.tc.get_trade_days(start_date, end_date)
        all_ids = data_api.get_history_ashare(all_days).index.levels[1].unique()

        data = w.wsd(
            list(map(tradecode_to_windcode, all_ids)), field_name, start_date, end_date, params)
        _l.append(_bar_to_dataframe(data))
    data = pd.concat(_l,axis=1)
    w.close()
    return data