很有用啊

量化如果用机器学习，哪种算法更实用一些

我自己调用了可转债的行情数据和转股数据为啥数量不一致呢？代码如下 from jqdata import * import pandas as pd import numpy as np import time from datetime import datetime,timedelta,date np.set_printoptions(threshold=np.inf) pd.set_option('display.width', 300) # 设置字符显示宽度 pd.set_option('display.max_rows', None) # 设置显示最大行 pd.set_option('display.max_columns', None) # 设置显示最大列，None为显示所有列 def s_to_d(strdate): date_time = datetime.strptime(strdate, '%Y-%m-%d') return date_time def d_to_s(date): date_time = date.strftime('%Y-%m-%d') return date_time startdate = '2019-1-1' startdate_d = s_to_d(startdate) enddate ='2019-1-4' enddate_d = s_to_d(enddate) date = startdate date_d = startdate_d while(date_d< enddate_d): print(date) print(date_d) sec_code = bond.run_query(query(bond.CONBOND_BASIC_INFO.code).filter( bond.CONBOND_BASIC_INFO.delist_Date >= date_d,bond.CONBOND_BASIC_INFO.list_date < = date_d).limit(2000)) sec1 = bond.run_query(query(bond.CONBOND_DAILY_PRICE).filter(bond.CONBOND_DAILY_PRICE.date == date_d).limit(2000)) sec2 = bond.run_query(query(bond.CONBOND_DAILY_CONVERT).filter(bond.CONBOND_DAILY_CONVERT.date == date_d).limit(2000)) print(sec1) print(sec2) sec1_code = sec1.code sec2_code = sec2.code #print(sec1_code) sec_code_len = len(sec_code) sec1_len = len(sec1_code) sec2_len = len(sec2_code) print(sec_code_len) print(sec1_len) print(sec2_len) date_d =date_d+ timedelta(days=1) date = d_to_s(date_d)

@LastVampire 并不一定每天都有转股数据

如有疑问，请直接在问答板块进行发帖提问，会有专门的客服技术人员进行查看并回复。 本帖不对问答内容进行解答，请谅解~

请问，读取年报数据中，资产减值损失一项，2018年以前的数据都可以读取，但是2019和2020年都没有数据，请问是什么原因？

写的非常好

@茜茜公主 很棒哦

@茜茜公主 逮住

厉害

@JoinQuant-薛定谔の喵 大佬有微信群么

大佬有微信群吗

Traceback (most recent call last): File "/tmp/jqcore/jqboson/jqboson/core/entry.py", line 366, in _run engine.start() File "/tmp/jqcore/jqboson/jqboson/core/engine.py", line 231, in start self._dispatcher.start() File "/tmp/jqcore/jqboson/jqboson/core/dispatcher.py", line 273, in start self._run_loop() File "/tmp/jqcore/jqboson/jqboson/core/dispatcher.py", line 240, in _run_loop self._loop.run() File "/tmp/jqcore/jqboson/jqboson/core/loop/loop.py", line 105, in run self._handle_queue() File "/tmp/jqcore/jqboson/jqboson/core/loop/loop.py", line 151, in _handle_queue message.callback(**message.callback_data) File "/tmp/jqcore/jqboson/jqboson/core/dispatcher.py", line 110, in callback self._event_bus.emit(evt) File "/tmp/jqcore/jqboson/jqboson/core/bus.py", line 47, in emit ret.append(call(event)) File "/tmp/jqcore/jqboson/jqboson/core/strategy.py", line 376, in _wrapper return cb(self._context.strategy_environment.strategy_context, **cb_kwargs) File "/tmp/strategy/user_code.py", line 168, in my_trade adjust_position(context, check_out_list) File "/tmp/strategy/user_code.py", line 149, in adjust_position if context.portfolio.positions[stock].total_amount == 0: File "/tmp/jqcore/jqboson/jqboson/api/objects/position.py", line 318, in __getitem__ security = self.__ctx.data_provider.get_security(key) File "/tmp/jqcore/jqboson/jqboson/data/data_provider.py", line 96, in get_security sec = self._securities.get_security(code) File "/tmp/jqcore/jqdata/jqdata/stores/security_store.py", line 339, in get_security if not verify_security_code(code): File "/tmp/jqcore/jqdata/jqdata/utils/security.py", line 38, in verify_security_code code = re.match(r'[a-zA-Z0-9\-]+\.[a-zA-Z]+', code) File "re.py", line 172, in match return _compile(pattern, flags).match(string) TypeError: cannot use a string pattern on a bytes-like object 这种错误怎么解决？

508001.XSHG,'508056.XSHG,'508027.XSHG,'508001.XSHG'，get_price()获取的历史数据，11月10日之前都是NAN

请问用get_index_stocks获取的中证500指数成分股这么多年的为什么一直不变啊？不是经常有调整吗？

@Rixbang 检查代码 , 有变化的

我也发个问题把。 [可转债CONBOND_BASIC_INFO数据不全](https://www.joinquant.com/view/community/detail/6d9488187f5769a7fac017a6a3103e8f?type=2) 有发现没？？111002查不到这家转债对应公司的代码。 数据缺失。。。

基金 000055 广发纳指100ETF联接美元(QDII) 从2016-02-22分红之后，复权净值就变成负数了 000055,2016-02-22,0.1955,0.2354,-8.285714,-8.285714,-1.619857

@Kakus 已处理~汇率转换有问题