pdblp 中 bdh() 的字段覆盖

Question

Bloomberg 的帮助对他们 API 帮助不大。谁能解释一下如何用股息调整后的价格字段替换 PX_LAST。我尝试了以下但没有成功

import pdblp
con = pdblp.BCon()
con.start()

df2 = con.bdh(['NQ1 Index', 'DM1 Index'], ['PX_LAST'],
              '20061227', '20061231', elms=[("periodicityAdjustment", "ACTUAL")])

Answer 1

查找此信息的最佳位置是 BLOOMBERG OPEN API – REFERENCE SERVICES & SCHEMAS GUIDE。要访问它，请从彭博终端转到 WAPI <GO> -> API Developer's Guide.

这些来自第 20 页 BLOOMBERG OPEN API – REFERENCE SERVICES & SCHEMAS GUIDE

adjustmentSplit {TRUE, FALSE}

Adjust historical pricing and/or volume to reflect: Spin-Offs, Stock Splits/Consolidations, Stock Dividend/Bonus, Rights Offerings/ Entitlement.

adjustmentFollowDPDF {TRUE, FALSE}

Setting to true follows the DPDF BloombergProfessional service function. True is default setting for this option

这方面的一个例子显示了 Apple 是否合并了分割调整。

import pdblp

con = pdblp.BCon().start()

con.bdh("AAPL US Equity", "PX_LAST", "20140604", "20140610",
        elms=[("adjustmentSplit", True)])

ticker     AAPL US Equity
field             PX_LAST
date                     
2014-06-04        92.1171
2014-06-05        92.4786
2014-06-06        92.2243
2014-06-09        93.7000
2014-06-10        94.2500

con.bdh("AAPL US Equity", "PX_LAST", "20140604", "20140610",
        elms=[("adjustmentSplit", False)])

ticker     AAPL US Equity
field             PX_LAST
date                     
2014-06-04         644.82
2014-06-05         647.35
2014-06-06         645.57
2014-06-09          93.70
2014-06-10          94.25

Answer 2

可以在 pdblp 之上尝试另一个包装器库：xbbg

可以使用与 Excel 中相同的覆盖并直接使用 kwargs。调整前：

from xbbg import blp

blp.bdh(
    'AAPL US Equity', 'Px_Last', '20140604', '20140610',
    CshAdjNormal=False, CshAdjAbnormal=False, CapChg=False,
)

输出：

ticker     AAPL US Equity
field             Px_Last
date                     
2014-06-04         644.82
2014-06-05         647.35
2014-06-06         645.57
2014-06-09          93.70
2014-06-10          94.25

拆分调整：

blp.bdh(
    'AAPL US Equity', 'Px_Last', '20140604', '20140610',
    CshAdjNormal=True, CshAdjAbnormal=True, CapChg=True,
)

输出：

ticker     AAPL US Equity
field             Px_Last
date                     
2014-06-04          85.12
2014-06-05          85.45
2014-06-06          85.22
2014-06-09          86.58
2014-06-10          87.09

pdblp 中 bdh() 的字段覆盖

Field override for bdh() in pdblp

python

bloomberg

blpapi

pdblp