# -*- coding: utf-8 -*-
"""
author: zengbin93
email: zeng_bin8888@163.com
create_dt: 2022/2/24 16:17
describe: 数据工具
"""
from deprecated import deprecated
from .ts_cache import TsDataCache
from . import ts
from .base import *
[docs]@deprecated(version="1.0.0", reason="不再推荐使用,后续随整个 data 模块一起删除")
def get_symbols(dc: TsDataCache, step):
"""获取择时策略投研不同阶段对应的标的列表
:param dc: 数据缓存
:param step: 投研阶段
:return:
"""
stocks = dc.stock_basic()
stocks_ = stocks[stocks["list_date"] < "2010-01-01"].ts_code.to_list()
stocks_map = {
"index": [
"000905.SH",
"000016.SH",
"000300.SH",
"000001.SH",
"000852.SH",
"399001.SZ",
"399006.SZ",
"399376.SZ",
"399377.SZ",
"399317.SZ",
"399303.SZ",
],
"stock": stocks.ts_code.to_list(),
"check": ["000001.SZ"],
"train": stocks_[:200],
"valid": stocks_[200:600],
"etfs": [
"512880.SH",
"518880.SH",
"515880.SH",
"513050.SH",
"512690.SH",
"512660.SH",
"512400.SH",
"512010.SH",
"512000.SH",
"510900.SH",
"510300.SH",
"510500.SH",
"510050.SH",
"159992.SZ",
"159985.SZ",
"159981.SZ",
"159949.SZ",
"159915.SZ",
],
}
asset_map = {"index": "I", "stock": "E", "check": "E", "train": "E", "valid": "E", "etfs": "FD"}
asset = asset_map[step]
symbols = [f"{ts_code}#{asset}" for ts_code in stocks_map[step]]
return symbols