GetIndustryReturnsOnEventDates

특정 이벤트일의 산업별 수익률을 계산합니다.

Function specification

GetIndustryReturnsOnEventDates(event_dates, level=0)

Parameters

Parameter

Type

Description

event_dates

list of date

이벤트 날짜

level

level

산업 분류 레벨

Result Layout

pageResult:DataFrame

Examples

> GetIndustryReturnsOnEventDates([2020-5-6,2020-5-7])
...
date	industry_id	ewret	vwret
2020-05-06	A	1.47	1.72
2020-05-06	B	0.37	0.61
2020-05-06	C	1.84	1.74
2020-05-06	D	0.26	-1.36
2020-05-06	E	4.72	5.12
2020-05-06	F	0.97	1.41
2020-05-06	G	1.80	2.89
2020-05-06	H	0.29	0.78
2020-05-06	I	2.60	2.88
2020-05-06	J	2.82	3.36
2020-05-06	K	1.31	1.32
2020-05-06	L	2.54	2.26
2020-05-06	M	2.52	3.15
2020-05-06	N	1.40	1.58
2020-05-06	P	1.06	2.95
2020-05-06	R	0.70	0.44
2020-05-06	S	6.15	0.51
2020-05-07	A	0.06	0.93
2020-05-07	B	-0.07	-0.12
2020-05-07	C	1.47	-0.05
2020-05-07	D	0.15	0.35
2020-05-07	E	1.00	0.60
2020-05-07	F	0.12	-0.37
2020-05-07	G	1.04	-0.88
2020-05-07	H	1.20	1.13
2020-05-07	I	5.52	6.47
2020-05-07	J	1.45	2.22
2020-05-07	K	0.33	0.06
2020-05-07	L	2.76	0.50
2020-05-07	M	1.18	1.31
2020-05-07	N	1.19	0.95
2020-05-07	P	1.51	0.15
2020-05-07	R	0.17	0.35
2020-05-07	S	-1.04	0.83

Last updated