import pandas as pd
import datetime
lastBusDay = datetime.datetime.today()
toDay = lastBusDay.strftime("%Y-%m-%d")
ZZ500 = get_price('000905.XSHG', start_date= toDay , end_date=toDay , frequency='daily', fields=['close'], skip_paused=False, fq='pre')
ZZ500 = ZZ500.rename(columns= {'close':'500'})
IC2108 = get_price('IC2108.CCFX', start_date=toDay, end_date= toDay, frequency='daily', fields=['close'], skip_paused=False, fq='pre')
IC2108 = IC2108.rename(columns= {'close':'IC2108'})
IC2109 = get_price('IC2109.CCFX', start_date=toDay, end_date= toDay, frequency='daily', fields=['close'], skip_paused=False, fq='pre')
IC2109 = IC2109.rename(columns= {'close':'IC2109'})
IC2112 = get_price('IC2112.CCFX', start_date=toDay, end_date= toDay, frequency='daily', fields=['close'], skip_paused=False, fq='pre')
IC2112 = IC2112.rename(columns= {'close':'IC2112'})
result = pd.concat([ZZ500,IC2108],axis=1)
result = pd.concat([result,IC2109],axis=1)
result = pd.concat([result,IC2112],axis=1)
result['8月合约贴水'] = result['500'] - result['IC2108']
result['9月合约贴水'] = result['500'] - result['IC2109']
result['12月合约贴水'] = result['500'] - result['IC2112']
result
