提取股票收益率和日期&特别是日期转化

来源：互联网发布：服务器软件架构编辑：程序博客网时间：2024/05/16 01:41
% 20160818 得到母基金的股票和股指期货持仓的交易日收益率clear;clctic%% 母基金名称ProName=['("母基金二期")'];%['("母基金二期","母基金三期"，"母基金四期")']%% 连接数据库conn=database('report','uxmc','uxmc-123', 'com.mysql.jdbc.Driver',...    'jdbc:mysql://report001.mysql.rds.aliyuncs.com/report');ping(conn);%% 提取母基金代码sql=sprintf('select productCode from product where productName in %s order by productCode',ProName);cursorA=exec(conn,sql);cursorA=fetch(cursorA);FOFCode=cursorA.Data;close(cursorA);%% 提取母基金所有股票和期货信息FundCodeValue=eval(FOFCode{1});%cell转数值为母基金的代码    Index=['tradingDay,instType,instrumentCode,productCode,marketValue'];sql=sprintf('select %s from positions_history where left(productCode,5)=%d order by tradingDay',Index,FundCodeValue);cursorA=exec(conn,sql);cursorA=fetch(cursorA);allInst=cursorA.Data;close(cursorA);%% 保留‘600’、‘601’、‘603’、‘000’、‘002’和‘300’打头的股票部分instType=allInst(:,2); instrumentCodeAll=allInst(:,3); x=find(strncmp(instrumentCodeAll,'600',3)|strncmp(instrumentCodeAll,'601',3)...       |strncmp(instrumentCodeAll,'603',3)|strncmp(instrumentCodeAll,'000',3)...       |strncmp(instrumentCodeAll,'002',3)|strncmp(instrumentCodeAll,'300',3)...       |strcmp(instType,'期货'));allInst=allInst(x,:);  %% 排除商品期货部分instType=allInst(:,2); instrumentCodeAll=allInst(:,3); x=find(strncmp(instrumentCodeAll,'IC',2)|strncmp(instrumentCodeAll,'IF',2)...              |strncmp(instrumentCodeAll,'IH',2)|strcmp(instType,'股票'));allInst=allInst(x,:);  allInst(:,3)=strrep(allInst(:,3),'CFFEX','CFE');%'CFFEX'替换为'CFE'，便于wind查询%% 提取股票、股指期货的日收益率instrumentCodeUni=unique(allInst(:,3));  %存储所有不重复的股票代码 dayAll=[];for i=1:1:length(allInst(:,1))    tempday= allInst{i,1}; % 日期在第一列    dayAll(i,1)= str2double(tempday); enddayUni=unique(dayAll);%% 从wind拉取instrumentCodeUni=[instrumentCodeUni;'000300.SH';'000905.SH';'000016.SH'];%加上沪深300，中证500，上证50instStr='';for i=1:1:length(instrumentCodeUni)    if i~=length(instrumentCodeUni)        str=sprintf('%s,',instrumentCodeUni{i});    else        str=instrumentCodeUni{i};        end        instStr=strcat(instStr,str);    endw=windmatlab;%[w_wsd_data]=w.wsd(instStr,'pct_chg',num2str(dayUni(1)),num2str(dayUni(end))); [w_wsd_data]=w.wsd(instStr,'pct_chg',num2str(dayUni(1)),num2str(dayUni(end)),'PriceAdj=F'); rateTable=w_wsd_data/100;save(['./data/','Rate03.mat'],'dayUni','instrumentCodeUni','rateTable');toc
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