v2.1.0rc1

tejtw · Oct 8, 2024 · 5068474 · 5068474
1 parent 454c5ad
commit 5068474
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Showing 2 changed files with 17 additions and 1 deletion.
diff --git a/src/zipline/data/bundles/fundamentals.py b/src/zipline/data/bundles/fundamentals.py
@@ -788,7 +788,15 @@ def tej_bundle(
 sa.Column("Exchange_Industry_Code", sa.String),  # You can adjust the length according to your data
 sa.Column("Unified_Identification_Number", sa.String),  # You can adjust the length according to your data
 sa.Column("Security_Full_Name", sa.String),  # You can adjust the length according to your data
-sa.Column("Delisting_Date", sa.DateTime)
+sa.Column("Delisting_Date", sa.DateTime),
+
+# 董監持股
+sa.Column("Director_and_Supervisor_Holdings_Percentage", sa.Float),
+sa.Column("Manager_Holdings_Percentage", sa.Float),
+sa.Column("Major_Shareholder_Holdings_Percentage_TSE", sa.Float),
+sa.Column("Total_Director_and_Supervisor_Holdings_Percentage", sa.Float),
+sa.Column("Managers_Total_Holdings_Percentage", sa.Float),
+sa.Column("Major_Shareholder_Total_Holdings_Percentage_TSE", sa.Float)
 
 )
 

diff --git a/src/zipline/pipeline/data/TQFundamentals.py b/src/zipline/pipeline/data/TQFundamentals.py
@@ -670,6 +670,14 @@ class TQAltData(DataSetFamily):
     QoQ_Accu_Sales_3M = Column(float)
     Sales_Monthly_LastYear = Column(float)
 
+    # 董監持股
+    Director_and_Supervisor_Holdings_Percentage = Column(float)
+    Manager_Holdings_Percentage = Column(float)
+    Major_Shareholder_Holdings_Percentage_TSE = Column(float)
+    Total_Director_and_Supervisor_Holdings_Percentage = Column(float)
+    Managers_Total_Holdings_Percentage = Column(float)
+    Major_Shareholder_Total_Holdings_Percentage_TSE = Column(float)
+
     mon_sales_date = Column('datetime64[ns]')
     share_date = Column('datetime64[ns]')