GetCumulativeIndustryReturns

특정 기간 동안의 산업별 수익률을 계산합니다.

Function specification

GetCumulativeIndustryReturns(event_dates, level=0, industry_codes=None)

Parameters

Parameter	Type	Description
event_dates	list of date	이벤트 날짜
level	int	산업 분류 레벨
industry_codes	string	산업코드

Result Layout

pageResult:DataFrame

Examples

> GetCumulativeIndustryReturns(2020-5-7,0,"A")
...
event_date	industry_id	date	ewval	vwval
2020-05-07	A	2020-04-02	83.54	80.64
2020-05-07	A	2020-04-03	84.33	81.52
2020-05-07	A	2020-04-06	88.45	84.16
2020-05-07	A	2020-04-07	88.26	83.42
2020-05-07	A	2020-04-08	88.58	84.35
2020-05-07	A	2020-04-09	89.51	85.38
2020-05-07	A	2020-04-10	90.79	86.79
2020-05-07	A	2020-04-13	90.31	86.38
2020-05-07	A	2020-04-14	92.01	87.40
2020-05-07	A	2020-04-16	93.41	87.00
2020-05-07	A	2020-04-17	93.61	87.96
2020-05-07	A	2020-04-20	95.46	88.80
2020-05-07	A	2020-04-21	93.09	87.94
2020-05-07	A	2020-04-22	94.08	89.93
2020-05-07	A	2020-04-23	97.70	93.80
2020-05-07	A	2020-04-24	96.33	94.62
2020-05-07	A	2020-04-27	99.29	98.55
2020-05-07	A	2020-04-28	98.77	98.28
2020-05-07	A	2020-04-29	98.71	98.13
2020-05-07	A	2020-05-04	98.49	97.41
2020-05-07	A	2020-05-06	99.94	99.08
2020-05-07	A	2020-05-07	100.00	100.00
2020-05-07	A	2020-05-08	101.45	100.80