RollingRank赚钱- Sharp-1.43

main/data/update/update_is_st.ipynb

@@ -0,0 +1,149 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "id": "17cc645336d4eb18",
+   "metadata": {
+    "ExecuteTime": {
+     "end_time": "2025-02-08T16:55:19.819017Z",
+     "start_time": "2025-02-08T16:55:18.958639Z"
+    }
+   },
+   "source": [
+    "import pandas as pd\n",
+    "import tushare as ts"
+   ],
+   "outputs": [],
+   "execution_count": 1
+  },
+  {
+   "metadata": {
+    "ExecuteTime": {
+     "end_time": "2025-02-08T16:55:27.578361Z",
+     "start_time": "2025-02-08T16:55:19.882313Z"
+    }
+   },
+   "cell_type": "code",
+   "source": [
+    "daily_basic = pd.read_hdf('../../data/daily_basic.h5', key='daily_basic', columns=['ts_code', 'trade_date '])\n",
+    "name_change_df = pd.read_hdf('../../data/name_change.h5', key='name_change')\n",
+    "name_change_df = name_change_df.drop_duplicates(keep='first')\n",
+    "\n",
+    "# 确保 name_change_df 的日期格式正确\n",
+    "name_change_df['start_date'] = pd.to_datetime(name_change_df['start_date'], format='%Y%m%d')\n",
+    "name_change_df['end_date'] = pd.to_datetime(name_change_df['end_date'], format='%Y%m%d', errors='coerce')\n",
+    "name_change_df = name_change_df[name_change_df.name.str.contains('ST')]\n"
+   ],
+   "id": "48ae71ed02d61819",
+   "outputs": [],
+   "execution_count": 2
+  },
+  {
+   "metadata": {
+    "ExecuteTime": {
+     "end_time": "2025-02-08T16:55:27.938078Z",
+     "start_time": "2025-02-08T16:55:27.584226Z"
+    }
+   },
+   "cell_type": "code",
+   "source": [
+    "name_change_dict = {}\n",
+    "for ts_code, group in name_change_df.groupby('ts_code'):\n",
+    "    # 只保留 'ST' 和 '*ST' 的记录\n",
+    "    st_data = group[(group['change_reason'] == 'ST') | (group['change_reason'] == '*ST')]\n",
+    "    if not st_data.empty:\n",
+    "        name_change_dict[ts_code] = st_data"
+   ],
+   "id": "e6606a96e5728b8",
+   "outputs": [],
+   "execution_count": 3
+  },
+  {
+   "metadata": {
+    "collapsed": true,
+    "ExecuteTime": {
+     "end_time": "2025-02-08T16:59:20.537632Z",
+     "start_time": "2025-02-08T16:55:27.971219Z"
+    }
+   },
+   "cell_type": "code",
+   "source": [
+    "from datetime import datetime\n",
+    "import pandas as pd\n",
+    "\n",
+    "\n",
+    "# 判断股票是否为 ST 的函数\n",
+    "#stock_code = 'xxxxxx.SH'\n",
+    "#target_date = '20200830'\n",
+    "#若为ST，返回True；否则返回False\n",
+    "def is_st(name_change_dict, stock_code, target_date):\n",
+    "    target_date = datetime.strptime(target_date, '%Y%m%d')\n",
+    "    if stock_code not in name_change_dict.keys():\n",
+    "        return False\n",
+    "    df = name_change_dict[stock_code]\n",
+    "    for i in range(len(df)):\n",
+    "        sds = df.iloc[i, 2]\n",
+    "        eds = df.iloc[i, 3]\n",
+    "        # sd  = datetime.strptime(sds, '%Y%m%d')\n",
+    "        if eds == None:\n",
+    "            ed = datetime.now()\n",
+    "        # else:\n",
+    "            # ed = datetime.strptime(eds, '%Y%m%d')\n",
+    "        if (target_date - sds).days >= 0 and (target_date - eds).days <= 0:\n",
+    "            return True\n",
+    "    return False\n",
+    "\n",
+    "\n",
+    "print('is st...')\n",
+    "# 创建一个新的列 is_st，判断每只股票是否是 ST\n",
+    "daily_basic['is_st'] = daily_basic.apply(\n",
+    "    lambda row: is_st(name_change_dict, row['ts_code'], row['trade_date']), axis=1\n",
+    ")\n",
+    "\n",
+    "# 保存结果到新的 HDF5 文件\n",
+    "daily_basic.to_hdf('../../data/daily_basic_with_st.h5', key='daily_basic_with_st', mode='w', format='table')\n",
+    "\n",
+    "# 输出部分结果\n",
+    "print(daily_basic[['ts_code', 'trade_date', 'is_st']].head())\n"
+   ],
+   "id": "initial_id",
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "is st...\n",
+      "     ts_code trade_date  is_st\n",
+      "0  603429.SH   20250127  False\n",
+      "1  300917.SZ   20250127  False\n",
+      "2  301266.SZ   20250127  False\n",
+      "3  688399.SH   20250127  False\n",
+      "4  603737.SH   20250127  False\n"
+     ]
+    }
+   ],
+   "execution_count": 4
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 2
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython2",
+   "version": "2.7.6"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 5
+}