python 捆绑中的ZIPLINE ETF符号和SIDS

Posted 2021-05-09

# sid of assets is just the index of those assets

from zipline.pipeline import Pipeline
from fintools.make_pipeline_engine import make_pipeline_engine
from datetime import datetime,timedelta,timezone
import pytz

start = datetime(2015, 1, 5, 0, 0, 0, 0, pytz.utc)
end = datetime(2016, 1, 5, 0, 0, 0, 0, pytz.utc)
_, engine = make_pipeline_engine(bundle='etfs_bundle')
print([(etf.symbol, etf.sid) for etf in engine.run_pipeline(Pipeline(),start,end).index.levels[1]])