update

.gitignore

+.ipynb_checkpoints
+__pycache__
+*.pyc
+.virtual_documents
\ No newline at end of file

utility.py

+import datetime as dt
+import calendar
+import sqlalchemy as sa
+import pandas as pd
+
+CONN = "mssql+pymssql://readdnds:reader%402021@121.37.138.1:14331/dnds"
+
+
+def read_sql(query):
+    engine = sa.create_engine(CONN, connect_args={"charset": "GBK"})
+    return pd.read_sql(query, con=engine)
+
+
+def nearest_report_date(date):
+    if len(date) == 10:
+        date = date.replace("-", "")
+
+    mm = int(date[4:6])
+    year = int(date[0:4])
+    last_year = year
+
+    q = (mm // 3 + 1) * 3
+    last = calendar.monthrange(last_year, q)[1]
+    return dt.date(last_year, q, last).strftime("%Y%m%d")
+
+
+def fd_basicinfo(security_ids, trade_dt=None):
+    if not trade_dt:
+        trade_dt = dt.datetime.today().strftime("%Y%m%d")
+    else:
+        trade_dt = trade_dt.replace("-", "")
+
+    if isinstance(security_ids, str):
+        sec_id_strs = security_ids.split(",")
+    else:
+        sec_id_strs = ",".join(["'" + s + "'" for s in security_ids])
+
+    engine = sa.create_engine(CONN, connect_args={"charset": "GBK"})
+    query = f"""
+    select SECURITYID, FDNAME, SNAMECOMP, FSYMBOL from TQ_FD_BASICINFO
+    WHERE
+        ISVALID = 1 AND
+        SECURITYID in ({sec_id_strs}) AND
+        (LIQUENDDATE >= '{trade_dt}' or LIQUENDDATE = '19000101')
+    """
+    return pd.read_sql(query, con=engine)
+
+
+def fd_typeclass(security_ids, trade_dt=None):
+    if not trade_dt:
+        trade_dt = dt.datetime.today().strftime("%Y%m%d")
+    else:
+        trade_dt = trade_dt.replace("-", "")
+
+    if isinstance(security_ids, str):
+        sec_id_strs = security_ids.split(",")
+    else:
+        sec_id_strs = ",".join(["'" + s + "'" for s in security_ids])
+
+    engine = sa.create_engine(CONN, connect_args={"charset": "GBK"})
+    query = f"""
+    select SECURITYID, L1CODE, L1NAME, L2CODE, L2NAME from TQ_FD_TYPECLASS
+    WHERE
+        ISVALID = 1 AND
+        SECURITYID in ({sec_id_strs})
+    """
+    return pd.read_sql(query, con=engine)