Spaces:
Runtime error
Runtime error
SINGLE_TICKER = ["AAPL"] | |
# Dow 30 constituents on 2021/10 | |
# check https://wrds-www.wharton.upenn.edu/ for U.S. index constituents (needs account) | |
DOW_30_TICKER = [ | |
"AXP", | |
"AMGN", | |
"AAPL", | |
"BA", | |
"CAT", | |
"CSCO", | |
"CVX", | |
"GS", | |
"HD", | |
"HON", | |
"IBM", | |
"INTC", | |
"JNJ", | |
"KO", | |
"JPM", | |
"MCD", | |
"MMM", | |
"MRK", | |
"MSFT", | |
"NKE", | |
"PG", | |
"TRV", | |
"UNH", | |
"CRM", | |
"VZ", | |
"V", | |
"WBA", | |
"WMT", | |
"DIS", | |
"DOW", | |
] | |
# Nasdaq 100 constituents on 2019/01 | |
NAS_100_TICKER = [ | |
"AMGN", | |
"AAPL", | |
"AMAT", | |
"INTC", | |
"PCAR", | |
"PAYX", | |
"MSFT", | |
"ADBE", | |
"CSCO", | |
"XLNX", | |
"QCOM", | |
"COST", | |
"SBUX", | |
"FISV", | |
"CTXS", | |
"INTU", | |
"AMZN", | |
"EBAY", | |
"BIIB", | |
"CHKP", | |
"GILD", | |
"NLOK", | |
"CMCSA", | |
"FAST", | |
"ADSK", | |
"CTSH", | |
"NVDA", | |
"GOOGL", | |
"ISRG", | |
"VRTX", | |
"HSIC", | |
"BIDU", | |
"ATVI", | |
"ADP", | |
"ROST", | |
"ORLY", | |
"CERN", | |
"BKNG", | |
"MYL", | |
"MU", | |
"DLTR", | |
"ALXN", | |
"SIRI", | |
"MNST", | |
"AVGO", | |
"TXN", | |
"MDLZ", | |
"FB", | |
"ADI", | |
"WDC", | |
"REGN", | |
"LBTYK", | |
"VRSK", | |
"NFLX", | |
"TSLA", | |
"CHTR", | |
"MAR", | |
"ILMN", | |
"LRCX", | |
"EA", | |
"AAL", | |
"WBA", | |
"KHC", | |
"BMRN", | |
"JD", | |
"SWKS", | |
"INCY", | |
"PYPL", | |
"CDW", | |
"FOXA", | |
"MXIM", | |
"TMUS", | |
"EXPE", | |
"TCOM", | |
"ULTA", | |
"CSX", | |
"NTES", | |
"MCHP", | |
"CTAS", | |
"KLAC", | |
"HAS", | |
"JBHT", | |
"IDXX", | |
"WYNN", | |
"MELI", | |
"ALGN", | |
"CDNS", | |
"WDAY", | |
"SNPS", | |
"ASML", | |
"TTWO", | |
"PEP", | |
"NXPI", | |
"XEL", | |
"AMD", | |
"NTAP", | |
"VRSN", | |
"LULU", | |
"WLTW", | |
"UAL", | |
] | |
# SP 500 constituents at 2019 | |
SP_500_TICKER = [ | |
"A", | |
"AAL", | |
"AAP", | |
"AAPL", | |
"ABBV", | |
"ABC", | |
"ABMD", | |
"ABT", | |
"ACN", | |
"ADBE", | |
"ADI", | |
"ADM", | |
"ADP", | |
"ADS", | |
"ADSK", | |
"AEE", | |
"AEP", | |
"AES", | |
"AFL", | |
"AGN", | |
"AIG", | |
"AIV", | |
"AIZ", | |
"AJG", | |
"AKAM", | |
"ALB", | |
"ALGN", | |
"ALK", | |
"ALL", | |
"ALLE", | |
"ALXN", | |
"AMAT", | |
"AMCR", | |
"AMD", | |
"AME", | |
"AMG", | |
"AMGN", | |
"AMP", | |
"AMT", | |
"AMZN", | |
"ANET", | |
"ANSS", | |
"ANTM", | |
"AON", | |
"AOS", | |
"APA", | |
"APD", | |
"APH", | |
"APTV", | |
"ARE", | |
"ARNC", | |
"ATO", | |
"ATVI", | |
"AVB", | |
"AVGO", | |
"AVY", | |
"AWK", | |
"AXP", | |
"AZO", | |
"BA", | |
"BAC", | |
"BAX", | |
"BBT", | |
"BBY", | |
"BDX", | |
"BEN", | |
"BF.B", | |
"BHGE", | |
"BIIB", | |
"BK", | |
"BKNG", | |
"BLK", | |
"BLL", | |
"BMY", | |
"BR", | |
"BRK.B", | |
"BSX", | |
"BWA", | |
"BXP", | |
"C", | |
"CAG", | |
"CAH", | |
"CAT", | |
"CB", | |
"CBOE", | |
"CBRE", | |
"CBS", | |
"CCI", | |
"CCL", | |
"CDNS", | |
"CE", | |
"CELG", | |
"CERN", | |
"CF", | |
"CFG", | |
"CHD", | |
"CHRW", | |
"CHTR", | |
"CI", | |
"CINF", | |
"CL", | |
"CLX", | |
"CMA", | |
"CMCSA", | |
"CME", | |
"CMG", | |
"CMI", | |
"CMS", | |
"CNC", | |
"CNP", | |
"COF", | |
"COG", | |
"COO", | |
"COP", | |
"COST", | |
"COTY", | |
"CPB", | |
"CPRI", | |
"CPRT", | |
"CRM", | |
"CSCO", | |
"CSX", | |
"CTAS", | |
"CTL", | |
"CTSH", | |
"CTVA", | |
"CTXS", | |
"CVS", | |
"CVX", | |
"CXO", | |
"D", | |
"DAL", | |
"DD", | |
"DE", | |
"DFS", | |
"DG", | |
"DGX", | |
"DHI", | |
"DHR", | |
"DIS", | |
"DISCK", | |
"DISH", | |
"DLR", | |
"DLTR", | |
"DOV", | |
"DOW", | |
"DRE", | |
"DRI", | |
"DTE", | |
"DUK", | |
"DVA", | |
"DVN", | |
"DXC", | |
"EA", | |
"EBAY", | |
"ECL", | |
"ED", | |
"EFX", | |
"EIX", | |
"EL", | |
"EMN", | |
"EMR", | |
"EOG", | |
"EQIX", | |
"EQR", | |
"ES", | |
"ESS", | |
"ETFC", | |
"ETN", | |
"ETR", | |
"EVRG", | |
"EW", | |
"EXC", | |
"EXPD", | |
"EXPE", | |
"EXR", | |
"F", | |
"FANG", | |
"FAST", | |
"FB", | |
"FBHS", | |
"FCX", | |
"FDX", | |
"FE", | |
"FFIV", | |
"FIS", | |
"FISV", | |
"FITB", | |
"FLIR", | |
"FLS", | |
"FLT", | |
"FMC", | |
"FOXA", | |
"FRC", | |
"FRT", | |
"FTI", | |
"FTNT", | |
"FTV", | |
"GD", | |
"GE", | |
"GILD", | |
"GIS", | |
"GL", | |
"GLW", | |
"GM", | |
"GOOG", | |
"GPC", | |
"GPN", | |
"GPS", | |
"GRMN", | |
"GS", | |
"GWW", | |
"HAL", | |
"HAS", | |
"HBAN", | |
"HBI", | |
"HCA", | |
"HCP", | |
"HD", | |
"HES", | |
"HFC", | |
"HIG", | |
"HII", | |
"HLT", | |
"HOG", | |
"HOLX", | |
"HON", | |
"HP", | |
"HPE", | |
"HPQ", | |
"HRB", | |
"HRL", | |
"HSIC", | |
"HST", | |
"HSY", | |
"HUM", | |
"IBM", | |
"ICE", | |
"IDXX", | |
"IEX", | |
"IFF", | |
"ILMN", | |
"INCY", | |
"INFO", | |
"INTC", | |
"INTU", | |
"IP", | |
"IPG", | |
"IPGP", | |
"IQV", | |
"IR", | |
"IRM", | |
"ISRG", | |
"IT", | |
"ITW", | |
"IVZ", | |
"JBHT", | |
"JCI", | |
"JEC", | |
"JEF", | |
"JKHY", | |
"JNJ", | |
"JNPR", | |
"JPM", | |
"JWN", | |
"K", | |
"KEY", | |
"KEYS", | |
"KHC", | |
"KIM", | |
"KLAC", | |
"KMB", | |
"KMI", | |
"KMX", | |
"KO", | |
"KR", | |
"KSS", | |
"KSU", | |
"L", | |
"LB", | |
"LDOS", | |
"LEG", | |
"LEN", | |
"LH", | |
"LHX", | |
"LIN", | |
"LKQ", | |
"LLY", | |
"LMT", | |
"LNC", | |
"LNT", | |
"LOW", | |
"LRCX", | |
"LUV", | |
"LW", | |
"LYB", | |
"M", | |
"MA", | |
"MAA", | |
"MAC", | |
"MAR", | |
"MAS", | |
"MCD", | |
"MCHP", | |
"MCK", | |
"MCO", | |
"MDLZ", | |
"MDT", | |
"MET", | |
"MGM", | |
"MHK", | |
"MKC", | |
"MKTX", | |
"MLM", | |
"MMC", | |
"MMM", | |
"MNST", | |
"MO", | |
"MOS", | |
"MPC", | |
"MRK", | |
"MRO", | |
"MS", | |
"MSCI", | |
"MSFT", | |
"MSI", | |
"MTB", | |
"MTD", | |
"MU", | |
"MXIM", | |
"MYL", | |
"NBL", | |
"NCLH", | |
"NDAQ", | |
"NEE", | |
"NEM", | |
"NFLX", | |
"NI", | |
"NKE", | |
"NKTR", | |
"NLSN", | |
"NOC", | |
"NOV", | |
"NRG", | |
"NSC", | |
"NTAP", | |
"NTRS", | |
"NUE", | |
"NVDA", | |
"NWL", | |
"NWS", | |
"O", | |
"OI", | |
"OKE", | |
"OMC", | |
"ORCL", | |
"ORLY", | |
"OXY", | |
"PAYX", | |
"PBCT", | |
"PCAR", | |
"PEG", | |
"PEP", | |
"PFE", | |
"PFG", | |
"PG", | |
"PGR", | |
"PH", | |
"PHM", | |
"PKG", | |
"PKI", | |
"PLD", | |
"PM", | |
"PNC", | |
"PNR", | |
"PNW", | |
"PPG", | |
"PPL", | |
"PRGO", | |
"PRU", | |
"PSA", | |
"PSX", | |
"PVH", | |
"PWR", | |
"PXD", | |
"PYPL", | |
"QCOM", | |
"QRVO", | |
"RCL", | |
"RE", | |
"REG", | |
"REGN", | |
"RF", | |
"RHI", | |
"RJF", | |
"RL", | |
"RMD", | |
"ROK", | |
"ROL", | |
"ROP", | |
"ROST", | |
"RSG", | |
"RTN", | |
"SBAC", | |
"SBUX", | |
"SCHW", | |
"SEE", | |
"SHW", | |
"SIVB", | |
"SJM", | |
"SLB", | |
"SLG", | |
"SNA", | |
"SNPS", | |
"SO", | |
"SPG", | |
"SPGI", | |
"SRE", | |
"STI", | |
"STT", | |
"STX", | |
"STZ", | |
"SWK", | |
"SWKS", | |
"SYF", | |
"SYK", | |
"SYMC", | |
"SYY", | |
"T", | |
"TAP", | |
"TDG", | |
"TEL", | |
"TFX", | |
"TGT", | |
"TIF", | |
"TJX", | |
"TMO", | |
"TMUS", | |
"TPR", | |
"TRIP", | |
"TROW", | |
"TRV", | |
"TSCO", | |
"TSN", | |
"TSS", | |
"TTWO", | |
"TWTR", | |
"TXN", | |
"TXT", | |
"UA", | |
"UAL", | |
"UDR", | |
"UHS", | |
"ULTA", | |
"UNH", | |
"UNM", | |
"UNP", | |
"UPS", | |
"URI", | |
"USB", | |
"UTX", | |
"V", | |
"VAR", | |
"VFC", | |
"VIAB", | |
"VLO", | |
"VMC", | |
"VNO", | |
"VRSK", | |
"VRSN", | |
"VRTX", | |
"VTR", | |
"VZ", | |
"WAB", | |
"WAT", | |
"WBA", | |
"WCG", | |
"WDC", | |
"WEC", | |
"WELL", | |
"WFC", | |
"WHR", | |
"WLTW", | |
"WM", | |
"WMB", | |
"WMT", | |
"WRK", | |
"WU", | |
"WY", | |
"WYNN", | |
"XEC", | |
"XEL", | |
"XLNX", | |
"XOM", | |
"XRAY", | |
"XRX", | |
"XYL", | |
"YUM", | |
"ZBH", | |
"ZION", | |
"ZTS", | |
] | |
# Hang Seng Index constituents at 2019/01 | |
HSI_50_TICKER = [ | |
"0011.HK", | |
"0005.HK", | |
"0012.HK", | |
"0006.HK", | |
"0003.HK", | |
"0016.HK", | |
"0019.HK", | |
"0002.HK", | |
"0001.HK", | |
"0267.HK", | |
"0101.HK", | |
"0941.HK", | |
"0762.HK", | |
"0066.HK", | |
"0883.HK", | |
"2388.HK", | |
"0017.HK", | |
"0083.HK", | |
"0939.HK", | |
"0388.HK", | |
"0386.HK", | |
"3988.HK", | |
"2628.HK", | |
"1398.HK", | |
"2318.HK", | |
"3328.HK", | |
"0688.HK", | |
"0857.HK", | |
"1088.HK", | |
"0700.HK", | |
"0836.HK", | |
"1109.HK", | |
"1044.HK", | |
"1299.HK", | |
"0151.HK", | |
"1928.HK", | |
"0027.HK", | |
"2319.HK", | |
"0823.HK", | |
"1113.HK", | |
"1038.HK", | |
"2018.HK", | |
"0175.HK", | |
"0288.HK", | |
"1997.HK", | |
"2007.HK", | |
"2382.HK", | |
"1093.HK", | |
"1177.HK", | |
"2313.HK", | |
] | |
# SSE 50 Index constituents in 2019. www.csindex.com.cn, for SSE and CSI adjustments | |
SSE_50_TICKER = [ | |
"600000.XSHG", | |
"600036.XSHG", | |
"600104.XSHG", | |
"600030.XSHG", | |
"601628.XSHG", | |
"601166.XSHG", | |
"601318.XSHG", | |
"601328.XSHG", | |
"601088.XSHG", | |
"601857.XSHG", | |
"601601.XSHG", | |
"601668.XSHG", | |
"601288.XSHG", | |
"601818.XSHG", | |
"601989.XSHG", | |
"601398.XSHG", | |
"600048.XSHG", | |
"600028.XSHG", | |
"600050.XSHG", | |
"600519.XSHG", | |
"600016.XSHG", | |
"600887.XSHG", | |
"601688.XSHG", | |
"601186.XSHG", | |
"601988.XSHG", | |
"601211.XSHG", | |
"601336.XSHG", | |
"600309.XSHG", | |
"603993.XSHG", | |
"600690.XSHG", | |
"600276.XSHG", | |
"600703.XSHG", | |
"600585.XSHG", | |
"603259.XSHG", | |
"601888.XSHG", | |
"601138.XSHG", | |
"600196.XSHG", | |
"601766.XSHG", | |
"600340.XSHG", | |
"601390.XSHG", | |
"601939.XSHG", | |
"601111.XSHG", | |
"600029.XSHG", | |
"600019.XSHG", | |
"601229.XSHG", | |
"601800.XSHG", | |
"600547.XSHG", | |
"601006.XSHG", | |
"601360.XSHG", | |
"600606.XSHG", | |
"601319.XSHG", | |
"600837.XSHG", | |
"600031.XSHG", | |
"601066.XSHG", | |
"600009.XSHG", | |
"601236.XSHG", | |
"601012.XSHG", | |
"600745.XSHG", | |
"600588.XSHG", | |
"601658.XSHG", | |
"601816.XSHG", | |
"603160.XSHG", | |
] | |
# CSI 300 Index constituents at 2019 | |
CSI_300_TICKER = [ | |
"600000.XSHG", | |
"600004.XSHG", | |
"600009.XSHG", | |
"600010.XSHG", | |
"600011.XSHG", | |
"600015.XSHG", | |
"600016.XSHG", | |
"600018.XSHG", | |
"600019.XSHG", | |
"600025.XSHG", | |
"600027.XSHG", | |
"600028.XSHG", | |
"600029.XSHG", | |
"600030.XSHG", | |
"600031.XSHG", | |
"600036.XSHG", | |
"600038.XSHG", | |
"600048.XSHG", | |
"600050.XSHG", | |
"600061.XSHG", | |
"600066.XSHG", | |
"600068.XSHG", | |
"600085.XSHG", | |
"600089.XSHG", | |
"600104.XSHG", | |
"600109.XSHG", | |
"600111.XSHG", | |
"600115.XSHG", | |
"600118.XSHG", | |
"600170.XSHG", | |
"600176.XSHG", | |
"600177.XSHG", | |
"600183.XSHG", | |
"600188.XSHG", | |
"600196.XSHG", | |
"600208.XSHG", | |
"600219.XSHG", | |
"600221.XSHG", | |
"600233.XSHG", | |
"600271.XSHG", | |
"600276.XSHG", | |
"600297.XSHG", | |
"600299.XSHG", | |
"600309.XSHG", | |
"600332.XSHG", | |
"600340.XSHG", | |
"600346.XSHG", | |
"600352.XSHG", | |
"600362.XSHG", | |
"600369.XSHG", | |
"600372.XSHG", | |
"600383.XSHG", | |
"600390.XSHG", | |
"600398.XSHG", | |
"600406.XSHG", | |
"600436.XSHG", | |
"600438.XSHG", | |
"600482.XSHG", | |
"600487.XSHG", | |
"600489.XSHG", | |
"600498.XSHG", | |
"600516.XSHG", | |
"600519.XSHG", | |
"600522.XSHG", | |
"600547.XSHG", | |
"600570.XSHG", | |
"600583.XSHG", | |
"600585.XSHG", | |
"600588.XSHG", | |
"600606.XSHG", | |
"600637.XSHG", | |
"600655.XSHG", | |
"600660.XSHG", | |
"600674.XSHG", | |
"600690.XSHG", | |
"600703.XSHG", | |
"600705.XSHG", | |
"600741.XSHG", | |
"600745.XSHG", | |
"600760.XSHG", | |
"600795.XSHG", | |
"600809.XSHG", | |
"600837.XSHG", | |
"600848.XSHG", | |
"600867.XSHG", | |
"600886.XSHG", | |
"600887.XSHG", | |
"600893.XSHG", | |
"600900.XSHG", | |
"600919.XSHG", | |
"600926.XSHG", | |
"600928.XSHG", | |
"600958.XSHG", | |
"600968.XSHG", | |
"600977.XSHG", | |
"600989.XSHG", | |
"600998.XSHG", | |
"600999.XSHG", | |
"601006.XSHG", | |
"601009.XSHG", | |
"601012.XSHG", | |
"601018.XSHG", | |
"601021.XSHG", | |
"601066.XSHG", | |
"601077.XSHG", | |
"601088.XSHG", | |
"601100.XSHG", | |
"601108.XSHG", | |
"601111.XSHG", | |
"601117.XSHG", | |
"601138.XSHG", | |
"601155.XSHG", | |
"601162.XSHG", | |
"601166.XSHG", | |
"601169.XSHG", | |
"601186.XSHG", | |
"601198.XSHG", | |
"601211.XSHG", | |
"601212.XSHG", | |
"601216.XSHG", | |
"601225.XSHG", | |
"601229.XSHG", | |
"601231.XSHG", | |
"601236.XSHG", | |
"601238.XSHG", | |
"601288.XSHG", | |
"601298.XSHG", | |
"601318.XSHG", | |
"601319.XSHG", | |
"601328.XSHG", | |
"601336.XSHG", | |
"601360.XSHG", | |
"601377.XSHG", | |
"601390.XSHG", | |
"601398.XSHG", | |
"601555.XSHG", | |
"601577.XSHG", | |
"601600.XSHG", | |
"601601.XSHG", | |
"601607.XSHG", | |
"601618.XSHG", | |
"601628.XSHG", | |
"601633.XSHG", | |
"601658.XSHG", | |
"601668.XSHG", | |
"601669.XSHG", | |
"601688.XSHG", | |
"601698.XSHG", | |
"601727.XSHG", | |
"601766.XSHG", | |
"601788.XSHG", | |
"601800.XSHG", | |
"601808.XSHG", | |
"601816.XSHG", | |
"601818.XSHG", | |
"601828.XSHG", | |
"601838.XSHG", | |
"601857.XSHG", | |
"601877.XSHG", | |
"601878.XSHG", | |
"601881.XSHG", | |
"601888.XSHG", | |
"601898.XSHG", | |
"601899.XSHG", | |
"601901.XSHG", | |
"601916.XSHG", | |
"601919.XSHG", | |
"601933.XSHG", | |
"601939.XSHG", | |
"601985.XSHG", | |
"601988.XSHG", | |
"601989.XSHG", | |
"601992.XSHG", | |
"601997.XSHG", | |
"601998.XSHG", | |
"603019.XSHG", | |
"603156.XSHG", | |
"603160.XSHG", | |
"603259.XSHG", | |
"603260.XSHG", | |
"603288.XSHG", | |
"603369.XSHG", | |
"603501.XSHG", | |
"603658.XSHG", | |
"603799.XSHG", | |
"603833.XSHG", | |
"603899.XSHG", | |
"603986.XSHG", | |
"603993.XSHG", | |
"000001.XSHE", | |
"000002.XSHE", | |
"000063.XSHE", | |
"000066.XSHE", | |
"000069.XSHE", | |
"000100.XSHE", | |
"000157.XSHE", | |
"000166.XSHE", | |
"000333.XSHE", | |
"000338.XSHE", | |
"000425.XSHE", | |
"000538.XSHE", | |
"000568.XSHE", | |
"000596.XSHE", | |
"000625.XSHE", | |
"000627.XSHE", | |
"000651.XSHE", | |
"000656.XSHE", | |
"000661.XSHE", | |
"000671.XSHE", | |
"000703.XSHE", | |
"000708.XSHE", | |
"000709.XSHE", | |
"000723.XSHE", | |
"000725.XSHE", | |
"000728.XSHE", | |
"000768.XSHE", | |
"000776.XSHE", | |
"000783.XSHE", | |
"000786.XSHE", | |
"000858.XSHE", | |
"000860.XSHE", | |
"000876.XSHE", | |
"000895.XSHE", | |
"000938.XSHE", | |
"000961.XSHE", | |
"000963.XSHE", | |
"000977.XSHE", | |
"001979.XSHE", | |
"002001.XSHE", | |
"002007.XSHE", | |
"002008.XSHE", | |
"002024.XSHE", | |
"002027.XSHE", | |
"002032.XSHE", | |
"002044.XSHE", | |
"002050.XSHE", | |
"002120.XSHE", | |
"002129.XSHE", | |
"002142.XSHE", | |
"002146.XSHE", | |
"002153.XSHE", | |
"002157.XSHE", | |
"002179.XSHE", | |
"002202.XSHE", | |
"002230.XSHE", | |
"002236.XSHE", | |
"002241.XSHE", | |
"002252.XSHE", | |
"002271.XSHE", | |
"002304.XSHE", | |
"002311.XSHE", | |
"002352.XSHE", | |
"002371.XSHE", | |
"002410.XSHE", | |
"002415.XSHE", | |
"002422.XSHE", | |
"002456.XSHE", | |
"002460.XSHE", | |
"002463.XSHE", | |
"002466.XSHE", | |
"002468.XSHE", | |
"002475.XSHE", | |
"002493.XSHE", | |
"002508.XSHE", | |
"002555.XSHE", | |
"002558.XSHE", | |
"002594.XSHE", | |
"002601.XSHE", | |
"002602.XSHE", | |
"002607.XSHE", | |
"002624.XSHE", | |
"002673.XSHE", | |
"002714.XSHE", | |
"002736.XSHE", | |
"002739.XSHE", | |
"002773.XSHE", | |
"002841.XSHE", | |
"002916.XSHE", | |
"002938.XSHE", | |
"002939.XSHE", | |
"002945.XSHE", | |
"002958.XSHE", | |
"003816.XSHE", | |
"300003.XSHE", | |
"300014.XSHE", | |
"300015.XSHE", | |
"300033.XSHE", | |
"300059.XSHE", | |
"300122.XSHE", | |
"300124.XSHE", | |
"300136.XSHE", | |
"300142.XSHE", | |
"300144.XSHE", | |
"300347.XSHE", | |
"300408.XSHE", | |
"300413.XSHE", | |
"300433.XSHE", | |
"300498.XSHE", | |
"300601.XSHE", | |
"300628.XSHE", | |
] | |
# CAC 40 constituents at 2019/01 | |
# Check https://www.bnains.org/archives/histocac/compocac.php for CAC 40 constituents | |
CAC_40_TICKER = [ | |
"AC.PA", | |
"AI.PA", | |
"AIR.PA", | |
"MT.AS", | |
"ATO.PA", | |
"CS.PA", | |
"BNP.PA", | |
"EN.PA", | |
"CAP.PA", | |
"CA.PA", | |
"ACA.PA", | |
"BN.PA", | |
"DSY.PA", | |
"ENGI.PA", | |
"EL.PA", | |
"RMS.PA", | |
"KER.PA", | |
"OR.PA", | |
"LR.PA", | |
"MC.PA", | |
"ML.PA", | |
"ORA.PA", | |
"RI.PA", | |
"PUGOY", | |
"PUB.PA", | |
"RNO.PA", | |
"SAF.PA", | |
"SGO.PA", | |
"SAN.PA", | |
"SU.PA", | |
"GLE.PA", | |
"SW.PA", | |
"STM.PA", | |
"FTI.PA", | |
"FP.PA", | |
"URW.AS", | |
"FR.PA", | |
"VIE.PA", | |
"DG.PA", | |
"VIV.PA", | |
] | |
# DAX 30 constituents on 2021/02 | |
DAX_30_TICKER = [ | |
"DHER.DE", | |
"RWE.DE", | |
"FRE.DE", | |
"MTX.DE", | |
"MRK.DE", | |
"LIN.DE", | |
"ALV.DE", | |
"VNA.DE", | |
"EOAN.DE", | |
"HEN3.DE", | |
"DAI.DE", | |
"DB1.DE", | |
"DPW.DE", | |
"DWNI.DE", | |
"BMW.DE", | |
"DTE.DE", | |
"VOW3.DE", | |
"MUV2.DE", | |
"1COV.DE", | |
"SAP.DE", | |
"FME.DE", | |
"BAS.DE", | |
"BAYN.DE", | |
"BEI.DE", | |
"CON.DE", | |
"SIE.DE", | |
"ADS.DE", | |
"HEI.DE", | |
"DBK.DE", | |
"IFX.DE", | |
] | |
# TecDAX constituents at 2021/02 | |
TECDAX_TICKER = [ | |
"ADV.DE", | |
"AFX.DE", | |
"AM3D.DE", | |
"BC8.DE", | |
"COK.DE", | |
"DLG.DE", | |
"DRI.DE", | |
"DRW3.DE", | |
"EVT.DE", | |
"FNTN.DE", | |
"GFT.DE", | |
"JEN.DE", | |
"MDG1.DE", | |
"MOR.DE", | |
"NDX1.DE", | |
"NEM.DE", | |
"O2D.DE", | |
"PFV.DE", | |
"QIA.DE", | |
"RIB.DE", | |
"S92.DE", | |
"SANT.DE", | |
"SOW.DE", | |
"SRT3.DE", | |
"UTDI.DE", | |
"WAF.DE", | |
"WDI.DE", | |
] | |
# MDAX 50 constituents at 2021/02 | |
MDAX_50_TICKER = [ | |
"1COV.DE", | |
"AIR.DE", | |
"AOX.DE", | |
"ARL.DE", | |
"BNR.DE", | |
"BOSS.DE", | |
"DEQ.DE", | |
"DUE.DE", | |
"DWNI.DE", | |
"EVD.DE", | |
"EVK.DE", | |
"FIE.DE", | |
"FPE3.DE", | |
"FRA.DE", | |
"G1A.DE", | |
"GBF.DE", | |
"GXI.DE", | |
"HLE.DE", | |
"HNR1.DE", | |
"HOT.DE", | |
"JUN3.DE", | |
"KGX.DE", | |
"KRN.DE", | |
"LEG.DE", | |
"LEO.DE", | |
"LXS.DE", | |
"MTX.DE", | |
"NDA.DE", | |
"NOEJ.DE", | |
"OSR.DE", | |
"PBB.DE", | |
"RAA.DE", | |
"RHM.DE", | |
"RRTL.DE", | |
"SAX.DE", | |
"SDF.DE", | |
"SHA.DE", | |
"SNH.DE", | |
"SY1.DE", | |
"SZG.DE", | |
"SZU.DE", | |
"TEG.DE", | |
"TLX.DE", | |
"UN01.DE", | |
"WCH.DE", | |
"ZAL.DE", | |
] | |
# SDAX 50 constituents at 2021/02 | |
SDAX_50_TICKER = [ | |
"AAD.DE", | |
"ACX.DE", | |
"ADJ.DE", | |
"ADL.DE", | |
"BDT.DE", | |
"BIO3.DE", | |
"BVB.DE", | |
"BYW6.DE", | |
"CWC.DE", | |
"DBAN.DE", | |
"DEZ.DE", | |
"DIC.DE", | |
"G24.DE", | |
"GIL.DE", | |
"GLJ.DE", | |
"GMM.DE", | |
"HBH.DE", | |
"HDD.DE", | |
"HHFA.DE", | |
"HLAG.DE", | |
"HYQ.DE", | |
"INH.DE", | |
"KCO.DE", | |
"KWS.DE", | |
"PUM.DE", | |
"RHK.DE", | |
"SFQ.DE", | |
"SGL.DE", | |
"SIX2.DE", | |
"SKB.DE", | |
"STM.DE", | |
"TC1.DE", | |
"TLG.DE", | |
"TTK.DE", | |
"VOS.DE", | |
"WAC.DE", | |
"WCMK.DE", | |
"WSU.DE", | |
"WUW.DE", | |
"ZIL2.DE", | |
"ZO1.DE", | |
] | |
# LQ45 constituents at 2021/10 | |
LQ45_TICKER = [ | |
"ACES.JK", | |
"ADRO.JK", | |
"AKRA.JK", | |
"ANTM.JK", | |
"ASII.JK", | |
"BBCA.JK", | |
"BBNI.JK", | |
"BBRI.JK", | |
"BBTN.JK", | |
"BMRI.JK", | |
"BRPT.JK", | |
"BSDE.JK", | |
"CPIN.JK", | |
"ERAA.JK", | |
"EXCL.JK", | |
"GGRM.JK", | |
"HMSP.JK", | |
"ICBP.JK", | |
"INCO.JK", | |
"INDF.JK", | |
"INKP.JK", | |
"INTP.JK", | |
"ITMG.JK", | |
"JPFA.JK", | |
"JSMR.JK", | |
"KLBF.JK", | |
"MDKA.JK", | |
"MEDC.JK", | |
"MIKA.JK", | |
"MNCN.JK", | |
"PGAS.JK", | |
"PTBA.JK", | |
"PTPP.JK", | |
"PWON.JK", | |
"SMGR.JK", | |
"SMRA.JK", | |
"TBIG.JK", | |
"TINS.JK", | |
"TKIM.JK", | |
"TLKM.JK", | |
"TOWR.JK", | |
"TPIA.JK", | |
"UNTR.JK", | |
"UNVR.JK", | |
"WIKA.JK", | |
] | |
# SRI-KEHATI.JK - Sustainable Responsible Investm | |
SRI_KEHATI_TICKER = [ | |
"AALI.JK", | |
"ADHI.JK", | |
"ASII.JK", | |
"BBCA.JK", | |
"BBNI.JK", | |
"BBRI.JK", | |
"BBTN.JK", | |
"BMRI.JK", | |
"BSDE.JK", | |
"INDF.JK", | |
"JPFA.JK", | |
"JSMR.JK", | |
"KLBF.JK", | |
"PGAS.JK", | |
"PJAA.JK", | |
"PPRO.JK", | |
"SIDO.JK", | |
"SMGR.JK", | |
"TINS.JK", | |
"TLKM.JK", | |
"UNTR.JK", | |
"UNVR.JK", | |
"WIKA.JK", | |
"WSKT.JK", | |
"WTON.JK", | |
] | |
# FX Ticker | |
FX_TICKER = [ | |
"AUDCAD=X", | |
"AUDCHF=X", | |
"AUDJPY=X", | |
"AUDNZD=X", | |
"AUDSGD=X", | |
"AUDUSD=X", | |
"AUDUSD=X", | |
"AUDUSD=X", | |
"AUDUSD=X", | |
"AUDUSD=X", | |
"AUDUSD=X", | |
"AUDUSD=X", | |
"CADCHF=X", | |
"CADHKD=X", | |
"CADJPY=X", | |
"CHFJPY=X", | |
"CHFSGD=X", | |
"EURAUD=X", | |
"EURCAD=X", | |
"EURCHF=X", | |
"EURCHF=X", | |
"EURCHF=X", | |
"EURCZK=X", | |
"EURGBP=X", | |
"EURHKD=X", | |
"EURHUF=X", | |
"EURJPY=X", | |
"EURNOK=X", | |
"EURNZD=X", | |
"EURPLN=X", | |
"EURRUB=X", | |
"EURSEK=X", | |
"EURSGD=X", | |
"EURTRY=X", | |
"EURTRY=X", | |
"EURUSD=X", | |
"GBPAUD=X", | |
"GBPAUD=X", | |
"GBPAUD=X", | |
"GBPCAD=X", | |
"GBPCHF=X", | |
"GBPJPY=X", | |
"GBPNZD=X", | |
"GBPUSD=X", | |
"HKDJPY=X", | |
"NZDCAD=X", | |
"NZDCHF=X", | |
"NZDJPY=X", | |
"NZDUSD=X", | |
"SGDJPY=X", | |
"TRYJPY=X", | |
"USDCAD=X", | |
"USDCHF=X", | |
"USDCNH=X", | |
"USDCZK=X", | |
"USDHKD=X", | |
"USDHUF=X", | |
"USDILS=X", | |
"USDJPY=X", | |
"USDMXN=X", | |
"USDNOK=X", | |
"USDPLN=X", | |
"USDRON=X", | |
"USDRUB=X", | |
"USDSEK=X", | |
"USDSGD=X", | |
"USDTHB=X", | |
"USDTRY=X", | |
"USDZAR=X", | |
"XAGUSD=X", | |
"XAUUSD=X", | |
"ZARJPY=X", | |
"EURDKK=X", | |
] | |