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中证500成分股历史数据有问题 #12

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yoyo182487329 opened this issue Jun 20, 2019 · 0 comments

yoyo182487329 commented Jun 20, 2019

2010年1月5号，中证500成分股，用get_index_stocks和get_index_weights.index取出的order_book_id不一致。

zz500 = jq.get_index_stocks("000905.XSHG", "2010-01-05")
zz500_weight = jq.get_index_weights("000905.XSHG", "2010-01-05")
len(set(zz500)^set(zz500_weight.index))
>>> 103

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