tushare_source.py 文件源码

python
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项目:zipline_cn_databundle 作者: rainx 项目源码 文件源码
def tushare_bundle(environ,
                  asset_db_writer,
                  minute_bar_writer,
                  daily_bar_writer,
                  adjustment_writer,
                  calendar,
                  start_session,
                  end_session,
                  cache,
                  show_progress,
                  output_dir):

    metadata, histories, symbol_map = get_basic_info()
    # ????????
    asset_db_writer.write(metadata)
    # ????dailybar
    daily_bar_writer.write(get_hist_data(symbol_map, histories, start_session, end_session), show_progress=show_progress)
    # ??,????, ?squant ??
    splits, dividends = zipline_splits_and_dividends(symbol_map)
    adjustment_writer.write(
        splits=pd.concat(splits, ignore_index=True),
        dividends=pd.concat(dividends, ignore_index=True),
    )
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