quantOS-org / JAQS

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jz.instrumentInfo 返回的记录中,有 3432 条在基础数据(instrument.csv)不存在 #31

Open wonderbeyond opened 6 years ago

wonderbeyond commented 6 years ago
base_insts = pd.read_csv('https://www.quantos.org/downloads/basedata/instrument.csv')
inst_more_data, msg = jaqs_api.query(
    view="jz.instrumentInfo", 
    fields='symbol,name,list_date,delist_date,status', 
    data_format='pandas'
)

inst_more_data.loc[
    ~inst_more_data.symbol.isin(base_insts.symbol)
]

前十条数据如下:

delist_date list_date name status symbol
99999999 20140101 A50指数 1 A50001.JZ
99999999 20140101 A50+3类基金 1 A50003.JZ
99999999 20140101 A50+4类基金 1 A50004.JZ
99999999 20151214 创业板指 1 S99006.JZ
99999999 20151214 沪深300 1 S00300.JZ
99999999 20151214 中证500 1 S00905.JZ
99999999 20151214 上证50 1 S00016.JZ
99999999 20151214 深证100R 1 S99004.JZ
99999999 20151214 国企改革 1 S99974.JZ
99999999 20151214 中证军工 1 S99967.JZ
PKUJohnson commented 6 years ago

有一部分是我们内部自定义的指数,会被屏蔽掉。这个我们会修复jz.instrumentInfo这个接口。