IQData.py 文件源码

def get_availableSymbols(SymbolFilter=None):
    SymbolsDF = pd.read_hdf(Constants.InputFolder+'Symbols.hdf', 'Symbols')

    if SymbolFilter == None :
        DFNew = SymbolsDF.loc[lambda DF: DF.EXCHANGE == 'NYSE', :]
        return DFNew.loc[DFNew.SYMBOL.str.match('[A-Z]{1,4}$'), :].SYMBOL.values

    if not ('Exchange' in SymbolFilter.keys()):
        DFNew = SymbolsDF.loc[lambda DF: DF.EXCHANGE == 'NYSE', :]
        return DFNew.loc[DFNew.SYMBOL.str.match('[A-Z]{1,4}$'), :].SYMBOL.values

    DFNew = SymbolsDF.loc[lambda DF: DF.EXCHANGE == SymbolFilter['Exchange'], :]
    return DFNew.loc[DFNew.SYMBOL.str.match('[A-Z]{1,4}$'), :].SYMBOL.values