用聚宽量化炒股-5获取数据函数-6）获取指数成分股代码函数get_index

get_index_stocks(index_symbol,date=None)

获取一个指数给定日期在平台可交易的成分股列表。

1.各项参数意义

1)date：查询日期，类型为字符串，如：“2021-10-20”或为datetime.datetime对象和datatime.date。

默认值为None，研究中默认为当天；回测时默认随着回测日期的变化而变化，等于context.current_dt。

2).index_symbol

指数代码。这里支持600种股票指数数据。

该函数的返回值是股票代码的list列表。

2.实例

get_index_stocks('000134.XSHG')

['600000.XSHG',
 '600015.XSHG',
 '600016.XSHG',
 '600036.XSHG',
 '600908.XSHG',
 '600919.XSHG',
 '600926.XSHG',
 '600928.XSHG',
 '601009.XSHG',
 '601077.XSHG',
 '601128.XSHG',
 '601166.XSHG',
 '601169.XSHG',
 '601187.XSHG',
 '601229.XSHG',
 '601288.XSHG',
 '601328.XSHG',
 '601398.XSHG',
 '601577.XSHG',
 '601658.XSHG',
 '601818.XSHG',
 '601838.XSHG',
 '601860.XSHG',
 '601916.XSHG',
 '601939.XSHG',
 '601988.XSHG',
 '601997.XSHG',
 '601998.XSHG',
 '603323.XSHG']

stocks=get_index_stocks('000134.XSHG')
df1=history(10,unit='1d',field='open',security_list=stocks,df=True,skip_paused=False,fq='pre')
print("上证银行指数的成分股近10个交易日的开盘价信息：\n",df1)

上证银行指数的成分股近10个交易日的开盘价信息：
             600000.XSHG  600015.XSHG     ...       601998.XSHG  603323.XSHG
2021-10-13         9.14         5.70     ...              4.62         5.34
2021-10-14         9.07         5.69     ...              4.63         5.23
2021-10-15         9.05         5.64     ...              4.59         5.20
2021-10-18         9.06         5.65     ...              4.60         5.10
2021-10-19         9.03         5.65     ...              4.60         5.16
2021-10-20         9.03         5.65     ...              4.62         5.34
2021-10-21         9.05         5.65     ...              4.62         5.37
2021-10-22         9.07         5.72     ...              4.65         5.44
2021-10-25         9.03         5.71     ...              4.64         5.40
2021-10-26         9.06         5.71     ...              4.62         5.49

[10 rows x 29 columns]

df2=get_fundamentals(query(valuation.pe_ratio,valuation.turnover_ratio).filter(valuation.code.in_(stocks)),'2021-10-20')
df2

pe_ratio	turnover_ratio
0	4.4716	0.0936
1	3.7800	0.0941
2	5.2817	0.1484
3	12.1570	0.1482
4	7.9795	1.0369
5	5.2026	0.5911
6	11.0084	0.2440
7	6.9811	0.3142
8	6.9048	0.3400
9	4.8337	1.2618
10	9.4061	0.8173
11	5.3653	0.3505
12	4.1530	0.2206
13	10.5570	1.7244
14	4.8039	0.1175
15	4.5013	0.0495
16	4.0062	0.1362
17	5.0670	0.0399
18	5.8632	0.6024
19	6.8302	1.0738
20	4.4492	0.1346
21	6.6759	1.2184
22	8.4425	0.6649
23	6.0621	0.1343
24	5.2405	0.5076
25	4.3993	0.0366
26	4.0795	0.2123
27	4.2994	0.0318
28	9.1750	1.2025

用聚宽量化炒股-5获取数据函数-6）获取指数成分股代码函数get_index_stocks