如何在Bloomberg的xbbg API中添加选项

2024-05-13 06:28:46 发布

您现在位置:Python中文网/ 问答频道 /正文

我有以下代码:

import pandas as pd
import arrow
from xbbg import blp

now = arrow.now()
today = str(now.format('YYYYMMDD'))
today_minus_one_year = str(now.shift(days=-365).format('YYYYMMDD'))
start_date = today_minus_one_year

Security = 'AAPL US Equity'
period = 90
Select_interval = 'D'
delta = 25

df_call = blp.bdh([Security],
                  ['PX_LAST','IVOL_Delta','VOLUME_TOTAL_CALL'],
                  start_date=start_date,
                  end_date=today,
                  IVOL_DELTA_LEVEL='DELTA_LVL_'+str(delta),
                  IVOL_MATURITY='MATURITY_'+str(period)+str(Select_interval),
                  IVOL_DELTA_PUT_OR_CALL='IVOL_CALL')

这很好用

在Excel中的BDH中,您可以添加“天=a”和“排序=D”,以分别获取所有天和按降序排序

但当我尝试代码时:

df_call = blp.bdh([Security],
                  ['PX_LAST','IVOL_Delta','VOLUME_TOTAL_CALL'],
                  start_date=start_date,
                  end_date=today,
                  IVOL_DELTA_LEVEL='DELTA_LVL_'+str(delta),
                  IVOL_MATURITY='MATURITY_'+str(period)+str(Select_interval),
                  IVOL_DELTA_PUT_OR_CALL='IVOL_CALL',
                  days='a',
                  Sort='D')

不行,有人能帮我吗


Tags: importtodaydatecallselectstartnowperiod