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etf.py
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19 lines (17 loc) · 771 Bytes
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from jqdatasdk import *
from jqdatasdk import finance
import pandas as pd
import numpy as np
cost_sold = 0.0013 # 卖出手续费比率
cost_buy = 0.0003 # 买入手续费比率
benjin = 1000000 # 本金为1000000
auth('13585176258', 'Wlc990108***') # 登录joinquant
pd.set_option('display.max_rows', None) # 显示全部行
pd.set_option('display.max_columns', None) # 显示全部列
delta_T = 7 # 默认是隔天收盘价卖出,如为2就是隔两天收盘价卖出
if __name__ == '__main__':
df = pd.read_csv("etf/etf1.csv")
q = query(finance.FUND_PORTFOLIO_STOCK).filter(finance.FUND_PORTFOLIO_STOCK.code ==
str(df.at[0, '基金代码'])).limit(10)
df2 = finance.run_query(q)
print(df2)