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本帖最后由 剑心无痕 于 2018-1-23 10:18 编辑
- import pandas as pd
- # select earnings.*, d.ar, d.date from earnings, d where earnings.permno = d.permno
- t0 = pd.merge(earnings, d[['ar', 'date', 'permno']], on='permno')
- t1 = t0[(t0['repdats'] - 50 <= t0['date']) & (t0['repdats'] + 50 >= t0['date'])].drop_duplicates().sort_values(['permno', 'pends', 'date'])
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