import pandas as pd

import numpy as np

from WindPy import *

import matplotlib.pyplot as plt

import datetime

w.start()

# 给定任意的品种，任意的时间，根据给定的时间，得到相关品种的价格，画出来期货品种的期限结构

def get_term_structure(symbol,target_date):

       

        ten_day_ago = (datetime.datetime.strptime(target_date,'%Y-%m-%d')- datetime.timedelta(days = 10))

        ten_day_ago=ten_day_ago.strftime('%Y-%m-%d')

        date_and_symbol="startdate={};enddate={};wind_code={}".format(target_date,target_date,symbol)

        symbol_list=w.wset("futurecc", date_and_symbol, usedf=True)[1]['wind_code']

        result=[]

        for symbols in symbol_list:

                price=list(w.wsd(symbols, "settle", ten_day_ago,target_date, "Fill=Previous", usedf=True)[1]['SETTLE'])[-1]

                result.append(price)

        symbol_list=[i.split('.')[0].replace(symbol.split('.')[0],'') for i in symbol_list]

        plt.plot(symbol_list,result,color='blue')

        plt.xlabel("品种名称")

        plt.ylabel('价格')

        plt.title(symbol.split('.')[0]+'__'+"期限结构")

        plt.show()

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