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20240614指数成分股调整延迟 #1740

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dmnsn7 opened this issue Jun 20, 2024 · 0 comments
Open

20240614指数成分股调整延迟 #1740

dmnsn7 opened this issue Jun 20, 2024 · 0 comments

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@dmnsn7
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dmnsn7 commented Jun 20, 2024

[In]:
df = pro.index_weight(index_code="000905.SH", start_date="20240101", end_date="20241231")
df = df.sort_values(["trade_date"], ascending=False)
df.head()

[Out]:
	index_code	con_code	trade_date	weight
0	000905.SH	300502.SZ	20240531	0.983
330	000905.SH	603529.SH	20240531	0.143
343	000905.SH	688567.SH	20240531	0.138
342	000905.SH	600959.SH	20240531	0.138
341	000905.SH	300026.SZ	20240531	0.139

根据 https://www.csindex.com.cn/#/about/newsDetail?id=15267, 2024-06-14收盘后 csi300/csi500/csi1000 的成分股就已经调整并生效了.

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