ezyquant.reader.SETDataReader.get_data_index_daily

SETDataReader.get_data_index_daily(field: str, index_list: List[str] | None = None, start_date: str | None = None, end_date: str | None = None) → DataFrame

Data from table DAILY_SECTOR_INFO. Filter only market data.

Parameters:

• field (str) –

  • prior

  • open

  • high

  • low

  • close

  • trans

  • volume

  • value

  • mkt_pe

  • mkt_pbv

  • mkt_yield

  • mkt_cap

  • turnover

  • share_listed_avg

  • beta

  • turnover_volume

  • 12m_dvd_yield

• index_list (Optional[List[str]] = None) – N_SYMBOL_FEED in index_list. More index can be found in ezyquant.fields

• start_date (Optional[str] = None) – start of trade_date (D_TRADE).

• end_date (Optional[str] = None) – end of trade_date (D_TRADE).

Returns:

• index: str as column

• trade_date: date as index

Return type:

pd.DataFrame

Examples

>>> from ezyquant import SETDataReader
>>> from ezyquant import fields as fld
>>> sdr = SETDataReader()
>>> sdr.get_data_index_daily(
...     field=fld.D_INDEX_CLOSE,
...     index_list=[fld.MARKET_SET, fld.INDEX_SET100],
...     start_date="2022-01-01",
...     end_date="2022-01-10",
... )
                SET   SET100
2022-01-04  1670.28  2283.56
2022-01-05  1676.79  2291.71
2022-01-06  1653.03  2251.78
2022-01-07  1657.62  2257.40
2022-01-10  1657.06  2256.14