ericma4 · velonisa · Oct 30, 2020 · Oct 31, 2020 · Nov 1, 2020 · Nov 1, 2020
diff --git a/.DS_Store b/.DS_Store
diff --git a/.gitignore b/.gitignore
@@ -0,0 +1,3 @@
+
+.DS_Store
+.DS_Store
diff --git a/README.md b/README.md
diff --git a/char60/abr.py b/char60/abr.py
diff --git a/char60/beta.py b/char60/beta.py
diff --git a/char60/iclink.py b/char60/iclink.py
diff --git a/char60/re.py b/char60/re.py
diff --git a/char60/rvar_capm.py b/char60/rvar_capm.py
diff --git a/char60/rvar_ff3.py b/char60/rvar_ff3.py
diff --git a/char60/rvar_mean.py b/char60/rvar_mean.py
diff --git a/char60/split_csv.py b/char60/split_csv.py
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+import pickle as pkl
+import pandas as pd
+
+# with open('/Users/eric/WeDrive/Feng-CityUHK/Data/pychars/chars60/raw/chars_impute_60.pkl', 'rb') as f:
+#     chars = pkl.load(f)
+
+with open('/Users/eric/WeDrive/Feng-CityUHK/Data/pychars/chars60/rank/chars_rank_60.pkl', 'rb') as f:
+    chars = pkl.load(f)
+
+# chars = chars[['permno', 'gvkey', 'datadate', 'jdate', 'ffi49', 'sic', 'exchcd', 'shrcd', 'ret', 'retx', 'retadj',
+#                'rank_abr', 'rank_acc', 'rank_adm', 'rank_agr', 'rank_alm', 'rank_ato', 'rank_baspread', 'rank_beta',
+#                'rank_bm', 'rank_bm_ia', 'rank_cash', 'rank_cashdebt', 'rank_cfp',
+#                'rank_chcsho', 'rank_chpm', 'rank_chtx', 'rank_cinvest', 'rank_depr', 'rank_dolvol', 'rank_dy',
+#                'rank_ep', 'rank_gma', 'rank_grltnoa', 'rank_herf', 'rank_hire',
+#                'rank_ill', 'rank_lev', 'rank_lgr', 'rank_maxret', 'rank_me_ia', 'rank_mom12m', 'rank_mom1m',
+#                'rank_mom36m', 'rank_mom60m', 'rank_mom6m', 'rank_ni', 'rank_nincr',
+#                'rank_noa', 'rank_op', 'rank_pctacc', 'rank_pm', 'rank_pscore', 'rank_rd_sale', 'rank_rdm', 'rank_re',
+#                'rank_rna', 'rank_roa', 'rank_roe', 'rank_rsup', 'rank_rvar_capm',
+#                'rank_rvar_ff3', 'rank_rvar_mean', 'rank_seas1a', 'rank_sgr', 'rank_sp', 'rank_std_dolvol',
+#                'rank_std_turn', 'rank_sue', 'rank_turn', 'rank_zerotrade']]
+
+print(chars.columns.values)
+
+chars['jdate'] = pd.to_datetime(chars['jdate'])
+chars['year'] = chars['jdate'].dt.year
+chars_1970s = chars[chars['year'] < 1980]
+chars_1980s = chars[(chars['year'] >= 1980) & (chars['year'] < 1990)]
+chars_1990s = chars[(chars['year'] >= 1990) & (chars['year'] < 2000)]
+chars_2000s = chars[(chars['year'] >= 1990) & (chars['year'] < 2010)]
+chars_2010s = chars[(chars['year'] >= 2000) & (chars['year'] < 2020)]
+
+chars_1970s.to_csv('chars60_rank_1970s.csv', index=0)
+chars_1980s.to_csv('chars60_rank_1980s.csv', index=0)
+chars_1990s.to_csv('chars60_rank_1990s.csv', index=0)
+chars_2000s.to_csv('chars60_rank_2000s.csv', index=0)
+chars_2010s.to_csv('chars60_rank_2010s.csv', index=0)
+#
+# print(chars_2010s[chars_2010s['permno']==14593][['permno', 'jdate']])
diff --git a/char60/sue.py b/char60/sue.py
diff --git a/py-dgtw/.DS_Store b/py-dgtw/.DS_Store
diff --git a/py-dgtw/dgtw.py b/py-dgtw/dgtw.py
diff --git a/py-ff3/ff3.py b/py-ff3/ff3.py
diff --git a/py-pead/pead.py b/py-pead/pead.py
diff --git a/pychars/.DS_Store b/pychars/.DS_Store
diff --git a/pychars/accounting.py b/pychars/accounting.py
diff --git a/pychars/beta.py b/pychars/beta.py
diff --git a/pychars/functions.py b/pychars/functions.py
diff --git a/pychars/hxz_abr.py b/pychars/hxz_abr.py
diff --git a/pychars/hxz_re.py b/pychars/hxz_re.py
diff --git a/pychars/hxz_sue.py b/pychars/hxz_sue.py
diff --git a/pychars/iclink.py b/pychars/iclink.py
diff --git a/pychars/impute_rank_output.py b/pychars/impute_rank_output.py
diff --git a/pychars/merge_chars.py b/pychars/merge_chars.py
diff --git a/pychars/rvar_capm.py b/pychars/rvar_capm.py
diff --git a/pychars/rvar_ff3.py b/pychars/rvar_ff3.py
diff --git a/pychars/rvar_mean.py b/pychars/rvar_mean.py
diff --git a/qsub/.DS_Store b/qsub/.DS_Store
diff --git a/qsub/check_crsp.sas b/qsub/check_crsp.sas
diff --git a/qsub/submit.sh b/qsub/submit.sh
diff --git a/setup-wrds.py b/setup-wrds.py