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Add PIT backend file storage
🌟 Feature Description
Add PIT backend file storage, split the functions of P
operator and PFeature
, make PFeature
work independently.
Motivation
- Improve readability of existing PIT-related code.
- Support to directly read the release date of the financial report.
- improve the performance of
P
operator.
Alternatives
PFeature
finds data for the corresponding reporting period based on the incoming start time and end time quarter.
The returned data looks like this:
>>> D.features(["sh600519"], ["$$roewa_q", "$$yoyni_q"], start_time="2018-01-01", end_time="2019-01-01")
$$roewa_q $$yoyni_q
instrument period datetime
sh600519 201801 2018-04-28 1.305041 1.305434
201802 2018-08-02 2.000000 2.305041
201803 2018-10-29 3.000000 3.305041
201804 2019-03-29 4.175322 4.252650
201901 2019-04-25 5.342443 5.343440