聚宽本地化文件输出

在聚宽金融终端新建一个研究，输入下面的代码。这里get_q_Factor()函数引自聚宽社区机器学习多因子选股策略，感谢。

def get_q_Factor(feasible_stocks):
    q = query(valuation.code, 
          valuation.market_cap,#市值
          valuation.circulating_market_cap,
          balance.total_assets - balance.total_liability,#净资产
          balance.total_assets / balance.total_liability, 
          indicator.net_profit_to_total_revenue, #净利润/营业总收入
          indicator.inc_revenue_year_on_year,  #营业收入增长率（同比）
          balance.development_expenditure, #RD
          valuation.pe_ratio, #市盈率（TTM）
          valuation.pb_ratio, #市净率（TTM）
          indicator.inc_net_profit_year_on_year,#净利润增长率（同比）
          balance.dividend_payable,
          indicator.roe,
          indicator.roa,
          income.operating_profit / income.total_profit, #OPTP
          indicator.gross_profit_margin, #销售毛利率GPM
          balance.fixed_assets / balance.total_assets, #FACR
          valuation.pcf_ratio, #CFP
          valuation.ps_ratio #PS
        ).filter(
            valuation.code.in_(feasible_stocks)
        )
    return q
secCode = '000985.XSHG'
sample = get_index_stocks(secCode)
#print(len(sample))
#print(sample)
feasible_stocks = sample
q_Factor = get_q_Factor(feasible_stocks)
#print(q_Factor)

write_file("test.txt", str(q_Factor))

定义一个请求，在test.txt文件中写入如下内容
code market_cap … pcf_ratio ps_ratio
0 601636.XSHG 151.5261 … 2719.7512 1.9644
1 600966.XSHG 74.3285 … -52.3129 0.8409
2 002818.XSHE 113.1680 … 16.2388 8.9926
3 002423.XSHE 72.3798 … -265.9817 7.4394
4 600069.XSHG 92.6834 … 488.7636 3.5041
5 300216.XSHE 46.2637 … -19.7965 14.8238
6 600452.XSHG 53.4560 … 36.0560 2.5945
7 603737.XSHG 71.0670 … -38.5149 2.7130
8 300577.XSHE 77.0587 … -417.2904 6.6291
9 600231.XSHG 94.2168 … 19.4807 0.5313
10 300006.XSHE 44.0235 … 27.3741 3.4290
11 300174.XSHE 74.5661 … 348.8074 8.7383
12 300360.XSHE 35.6369 … -300.6011 3.6702
13 600389.XSHG 53.1333 … 313.4441 1.6264
14 600532.XSHG 43.8140 … 9.0382 9.0705
15 603708.XSHG 100.1052 … 8.5351 0.9051
16 002514.XSHE 32.2448 … 328.4708 5.8714
17 002387.XSHE 207.0642 … -73.2847 652.6322
18 000065.XSHE 87.1593 … 6.5719 0.8958
19 600549.XSHG 274.9424 … 83.9016 1.9378
20 300172.XSHE 34.6788 … -20.9116 5.1205
21 300685.XSHE 90.1840 … 61.8999 27.2978
22 300310.XSHE 86.3588 … 195.6157 3.3330
23 002359.XSHE 293.3243 … 158.1377 13.9946
24 600415.XSHG 294.4779 … 20.9937 2.8485
25 603199.XSHG 28.9318 … -39.4363 6.6321
26 002670.XSHE 241.4461 … -5.9238 12.8889
27 600566.XSHG 359.9588 … -1476.3790 6.6844
28 603566.XSHG 65.7840 … -100.0215 12.2406
29 002136.XSHE 30.1888 … 94.0890 2.6419
… … … … … …
3265 603669.XSHG 49.0360 … 52.8958 4.8788
3266 603716.XSHG 46.0273 … -29.2638 5.0002
3267 000628.XSHE 27.5037 … 12.6256 4.8032
3268 000973.XSHE 49.4353 … 11.9535 1.9681
3269 002229.XSHE 51.5824 … -25.2832 7.4217
3270 600319.XSHG 24.0483 … -20.8013 1.2334
3271 600970.XSHG 154.7255 … -10.9668 0.7913
3272 601088.XSHG 4188.7539 … 13.6513 1.6839
3273 601969.XSHG 136.2440 … 10.7715 4.9432
3274 603777.XSHG 52.6434 … 42.2863 1.4477
3275 000951.XSHE 97.1054 … 5.4310 0.2603
3276 600192.XSHG 25.7981 … 203.6078 1.3547
3277 000756.XSHE 57.8808 … 30.5005 1.2818
3278 002703.XSHE 49.4318 … 114.7038 4.2826
3279 300173.XSHE 46.3083 … -104.2708 7.3879
3280 600206.XSHG 80.5571 … 18.7466 1.9746
3281 600888.XSHG 47.2648 … -17.1459 0.7869
3282 002547.XSHE 100.3971 … -32.1551 2.6389
3283 603179.XSHG 60.2184 … 144.3964 1.9456
3284 002768.XSHE 69.1416 … -396.1160 3.3778
3285 300237.XSHE 120.6050 … -290.1487 3.1016
3286 300701.XSHE 28.3440 … -145.6355 15.9750
3287 600012.XSHG 153.7531 … -215.2883 5.3733
3288 600028.XSHG 8039.1284 … -71.4589 0.3406
3289 600801.XSHG 209.2107 … -190.2309 1.0015
3290 603039.XSHG 63.9638 … 106.8932 9.0830
3291 600377.XSHG 478.5860 … 698.8114 5.0614
3292 601608.XSHG 147.1063 … -32.0413 3.1837
3293 603939.XSHG 207.2437 … 181.6533 4.3111
3294 300381.XSHE 45.6786 … -111.0479 3.0467

[3295 rows x 19 columns]

接下来获取股票的代码，这一步仅为演示，可以跳过

import json
write_file('HS300.stocks.json', json.dumps(get_index_stocks('000300.XSHG')))

在json文件中，出现了
[“000001.XSHE”, “000002.XSHE”, “000063.XSHE”, “000069.XSHE”, “000100.XSHE”, “000157.XSHE”, “000166.XSHE”, “000333.XSHE”, “000338.XSHE”, “000402.XSHE”, “000408.XSHE”, “000413.XSHE”, “000415.XSHE”, “000423.XSHE”, “000425.XSHE”, “000503.XSHE”, “000538.XSHE”, “000553.XSHE”, “000568.XSHE”, “000625.XSHE”, “000627.XSHE”, “000630.XSHE”, “000651.XSHE”, “000661.XSHE”, “000671.XSHE”, “000703.XSHE”, “000709.XSHE”, “000725.XSHE”, “000728.XSHE”, “000768.XSHE”, “000776.XSHE”, “000783.XSHE”, “000786.XSHE”, “000792.XSHE”, “000826.XSHE”, “000839.XSHE”, “000858.XSHE”, “000876.XSHE”, “000895.XSHE”, “000898.XSHE”, “000938.XSHE”, “000959.XSHE”, “000961.XSHE”, “000963.XSHE”, “000983.XSHE”, “001965.XSHE”, “001979.XSHE”, “002001.XSHE”, “002007.XSHE”, “002008.XSHE”, “002024.XSHE”, “002027.XSHE”, “002032.XSHE”, “002044.XSHE”, “002050.XSHE”, “002065.XSHE”, “002081.XSHE”, “002085.XSHE”, “002120.XSHE”, “002142.XSHE”, “002146.XSHE”, “002153.XSHE”, “002179.XSHE”, “002202.XSHE”, “002230.XSHE”, “002236.XSHE”, “002241.XSHE”, “002252.XSHE”, “002271.XSHE”, “002294.XSHE”, “002304.XSHE”, “002310.XSHE”, “002311.XSHE”, “002352.XSHE”, “002411.XSHE”, “002415.XSHE”, “002422.XSHE”, “002450.XSHE”, “002456.XSHE”, “002460.XSHE”, “002466.XSHE”, “002468.XSHE”, “002475.XSHE”, “002493.XSHE”, “002508.XSHE”, “002555.XSHE”, “002558.XSHE”, “002572.XSHE”, “002594.XSHE”, “002601.XSHE”, “002602.XSHE”, “002624.XSHE”, “002625.XSHE”, “002673.XSHE”, “002714.XSHE”, “002736.XSHE”, “002773.XSHE”, “002797.XSHE”, “002925.XSHE”, “300003.XSHE”, “300015.XSHE”, “300017.XSHE”, “300024.XSHE”, “300033.XSHE”, “300059.XSHE”, “300070.XSHE”, “300072.XSHE”, “300122.XSHE”, “300124.XSHE”, “300136.XSHE”, “300142.XSHE”, “300144.XSHE”, “300251.XSHE”, “300296.XSHE”, “300408.XSHE”, “300433.XSHE”, “600000.XSHG”, “600004.XSHG”, “600009.XSHG”, “600010.XSHG”, “600011.XSHG”, “600015.XSHG”, “600016.XSHG”, “600018.XSHG”, “600019.XSHG”, “600023.XSHG”, “600025.XSHG”, “600027.XSHG”, “600028.XSHG”, “600029.XSHG”, “600030.XSHG”, “600031.XSHG”, “600036.XSHG”, “600038.XSHG”, “600048.XSHG”, “600050.XSHG”, “600061.XSHG”, “600066.XSHG”, “600068.XSHG”, “600085.XSHG”, “600089.XSHG”, “600100.XSHG”, “600104.XSHG”, “600109.XSHG”, “600111.XSHG”, “600115.XSHG”, “600118.XSHG”, “600153.XSHG”, “600157.XSHG”, “600170.XSHG”, “600176.XSHG”, “600177.XSHG”, “600188.XSHG”, “600196.XSHG”, “600208.XSHG”, “600219.XSHG”, “600221.XSHG”, “600233.XSHG”, “600271.XSHG”, “600276.XSHG”, “600297.XSHG”, “600309.XSHG”, “600332.XSHG”, “600339.XSHG”, “600340.XSHG”, “600346.XSHG”, “600352.XSHG”, “600362.XSHG”, “600369.XSHG”, “600372.XSHG”, “600383.XSHG”, “600390.XSHG”, “600398.XSHG”, “600406.XSHG”, “600415.XSHG”, “600436.XSHG”, “600438.XSHG”, “600482.XSHG”, “600487.XSHG”, “600489.XSHG”, “600498.XSHG”, “600516.XSHG”, “600518.XSHG”, “600519.XSHG”, “600522.XSHG”, “600535.XSHG”, “600547.XSHG”, “600549.XSHG”, “600566.XSHG”, “600570.XSHG”, “600583.XSHG”, “600585.XSHG”, “600588.XSHG”, “600606.XSHG”, “600637.XSHG”, “600660.XSHG”, “600674.XSHG”, “600688.XSHG”, “600690.XSHG”, “600703.XSHG”, “600704.XSHG”, “600705.XSHG”, “600739.XSHG”, “600741.XSHG”, “600760.XSHG”, “600795.XSHG”, “600809.XSHG”, “600816.XSHG”, “600837.XSHG”, “600867.XSHG”, “600886.XSHG”, “600887.XSHG”, “600893.XSHG”, “600900.XSHG”, “600909.XSHG”, “600919.XSHG”, “600926.XSHG”, “600958.XSHG”, “600977.XSHG”, “600998.XSHG”, “600999.XSHG”, “601006.XSHG”, “601009.XSHG”, “601012.XSHG”, “601018.XSHG”, “601021.XSHG”, “601066.XSHG”, “601088.XSHG”, “601108.XSHG”, “601111.XSHG”, “601117.XSHG”, “601138.XSHG”, “601155.XSHG”, “601166.XSHG”, “601169.XSHG”, “601186.XSHG”, “601198.XSHG”, “601211.XSHG”, “601212.XSHG”, “601216.XSHG”, “601225.XSHG”, “601228.XSHG”, “601229.XSHG”, “601238.XSHG”, “601288.XSHG”, “601318.XSHG”, “601328.XSHG”, “601333.XSHG”, “601336.XSHG”, “601360.XSHG”, “601377.XSHG”, “601390.XSHG”, “601398.XSHG”, “601555.XSHG”, “601600.XSHG”, “601601.XSHG”, “601607.XSHG”, “601611.XSHG”, “601618.XSHG”, “601628.XSHG”, “601633.XSHG”, “601668.XSHG”, “601669.XSHG”, “601688.XSHG”, “601727.XSHG”, “601766.XSHG”, “601788.XSHG”, “601800.XSHG”, “601808.XSHG”, “601818.XSHG”, “601828.XSHG”, “601838.XSHG”, “601857.XSHG”, “601877.XSHG”, “601878.XSHG”, “601881.XSHG”, “601888.XSHG”, “601898.XSHG”, “601899.XSHG”, “601901.XSHG”, “601919.XSHG”, “601933.XSHG”, “601939.XSHG”, “601985.XSHG”, “601988.XSHG”, “601989.XSHG”, “601991.XSHG”, “601992.XSHG”, “601997.XSHG”, “601998.XSHG”, “603156.XSHG”, “603160.XSHG”, “603259.XSHG”, “603260.XSHG”, “603288.XSHG”, “603799.XSHG”, “603833.XSHG”, “603858.XSHG”, “603986.XSHG”, “603993.XSHG”]

from datetime import datetime, timedelta ,date
import json

date1 = datetime(2018,3,26)
d1 = get_fundamentals(q_Factor, date = date1)
write_file("test.txt", str(d1))
write_file('d1.csv', d1.to_csv(), append=False)

最后得到一个的d1.csv文件