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
目前没有回答
相关问题 更多 >
编程相关推荐