ezyquant.reader.SETDataReader.get_data_symbol_daily#

SETDataReader.get_data_symbol_daily(field: str, symbol_list: List[str] | None = None, start_date: str | None = None, end_date: str | None = None, adjusted_list: List[str] = ['', 'CR', 'PC', 'RC', 'SD', 'XR']) → DataFrame#

Data from table DAILY_STOCK_TRADE, DAILY_STOCK_STAT.

Filter only Auto Matching (I_TRADING_METHOD=’A’).

Parameters:

field (str) –
- prior
- open
- high
- low
- close
- average
- last_bid
- last_offer
- trans
- volume
- value
- pe
- pb
- par
- dps
- dvd_yield
- mkt_cap
- eps
- book_value
- quarter_fin
- month_dvd
- as_of
- dividend
- status
- benefit
- share_listed
- turnover
- share_index
- npg
- total_volume
- total_value
- beta
- roi
- acc_dps
- dvd_payment
- dvd_payout
- earning
- iv
- delta
- notice
- non_compliance
- stabilization
- call_market
- caution
- 12m_dvd_yield
- peg
- has_trade (if close > 0 or last_bid > 0 or last_offer > 0 return 1.0 else 0.0/nan)
symbol_list (Optional[List[str]] = None) – N_SECURITY in symbol_list (must be unique).
start_date (Optional[str] = None) – start of trade_date (D_TRADE), by default None
end_date (Optional[str] = None) – end of trade_date (D_TRADE), by default None
adjusted_list (List[str] = ["", "CR", "PC", "RC", "SD", "XR"]) – Adjust data by ca_type (empty list for no adjustment).

Returns:

symbol(N_SECURITY): str as column
trade_date(D_TRADE): date as index

Return type:

pd.DataFrame

Warning

OHLCV is 0 if no trade.

Examples

>>> from ezyquant import SETDataReader
>>> from ezyquant import fields as fld
>>> sdr = SETDataReader()
>>> sdr.get_data_symbol_daily(
...    field=fld.D_CLOSE,
...    symbol_list=["COM7", "MALEE"],
...    start_date="2022-01-01",
...    end_date="2022-01-10",
... )
              COM7  MALEE
2022-01-04  41.875   6.55
2022-01-05  41.625   6.50
2022-01-06  41.500   6.50
2022-01-07  41.000   6.40
2022-01-10  40.875   6.30

ezyquant.reader.SETDataReader.get_data_symbol_daily

Contents

ezyquant.reader.SETDataReader.get_data_symbol_daily#