From 5068474617b2e7982f414a50a9b94f64b100c01e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E9=9F=93=E6=94=BF=E5=9D=87?= Date: Tue, 8 Oct 2024 13:37:26 +0800 Subject: [PATCH] v2.1.0rc1 --- src/zipline/data/bundles/fundamentals.py | 10 +++++++++- src/zipline/pipeline/data/TQFundamentals.py | 8 ++++++++ 2 files changed, 17 insertions(+), 1 deletion(-) diff --git a/src/zipline/data/bundles/fundamentals.py b/src/zipline/data/bundles/fundamentals.py index daf7bfc..13cdc67 100644 --- 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 index bdb911b..08ef833 100644 --- 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]')