# -*- coding: utf-8 -*-
# This file is part of fintie.
# Copyright (C) 2018-present qytz <hhhhhf@foxmail.com>
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
FILTER_DICT = {
"ASTOCKS": {"SH": "^SH6", "SZ": "^SZ00|^SZ30"}, # A股
"BSTOCKS": {"SH": "^SH9", "SZ": "^SZ2"}, # B股
"INDEX": {"SH": "^SH00", "SZ": "^SZ399"}, # 指数
"ETF": {"SH": "^SH51", "SZ": "^SZ15|^SZ16"},
"CB": {"SH": "^SH100|^SH110|^SSH112|^SH113", "SZ": "^SZ12"}, # 可转债
"ALL": {"SH": "^SH", "SZ": "^SZ"},
}
[文档]def filter_by_symbol(df, symbol_type="ALL", market="ALL"):
"""根据 symbol 过滤返回符合条件的数据
df 至少应包含 symbol 列，该列类型为字符串，内容规则如下：
* SHxxxxxx 上海股票交易所代码
* SZxxxxxx 深圳股票交易所代码
symbol_type: ASTOCKS/BSTOCKS/INDEX/ETF/CB/ALL
* ASTOCKS: A股股票
* BSTOCKS: B股股票
* INDEX: 指数
* ETF: ETF基金
* CB: CONVERTIBLE BONDS，可转债
market: SZ/SH/ALL
* SZ: 深圳股票交易所
* SH: 上海股票交易所
* ALL: 所有
股票代码
* 上海证券交易所
======== =========
首位代码 产品定义
======== =========
0 国债／指数
00 上证指数、沪深300指数、中证指数
１ 债券
２ 回购
３ 期货
４ 备用
５ 基金／权证
６ A股
７ 非交易业务（发行、权益分配）
８ 备用
９ B股
======== =========
* 深圳证券交易所
======== =========
首位代码 产品定义
======== =========
00 A股证券
002~004 中小板
1 债券
2 B股
30 创业板证券
39 综合指数、成份指数
======== =========
"""
if symbol_type == "ALL" and market == "ALL":
return df
if symbol_type not in FILTER_DICT:
symbol_type = "ALL"
if market in FILTER_DICT[symbol_type]:
pat = FILTER_DICT[symbol_type][market]
else:
pat = "|".join(FILTER_DICT[symbol_type].values())
return df[df.symbol.str.contains(pat)]