wrds数据处理心得
处理wrds数据，首先要弄清楚wrds包含着compustat、kld和boardex等。
因为各个数据库之间，或许并没有直接关联的variable进行连接，所以需要解决这一问题。
连接compustat和boardex可以通过ISIN&CUSIP进行匹配。
ISIN为12位编码，包含九位数编码CUSIP。
ISIN编码结构为US+CUSIP+校验码，合计12位。
import wrds
db = wrds.Connection()
db.list_libraries()
db.list_tables(library='comp')
db.describe_table(library='comp', table='company')
company = db.get_table(library='comp', table='company', obs=48626)
company.head()
company.to_csv('company.csv')or
import wrds
db = wrds.Connection()
libraries = db.list_libraries()
library = 'compg'
tables = db.list_tables(library=library)
table = 'g_company'
result = db.raw_sql('select * from COMPG.G_COMPANY')参考文章如下：
https://wrds-cloud.wharton.upenn.edu/SASStudio/index?locale=en_US #/wrds/crsp/sasdata/a_ccm/ccm_lookup.sas7bdat 进入在线SAS目录，查看ccm文件。
https://wrds-www.wharton.upenn.edu/search-variables/?no_login_redirect=True
https://wrds-web.wharton.upenn.edu/wrds/ds/wrdsapps/link/bdxcrspcomplink/index.cfm?navId=539
https://github.com/attilabalogh/012-Matching/blob/master/Code/BCM_Link.sas
https://wrds-www.wharton.upenn.edu/data-dictionary/boardex_na/na_wrds_company_names/
https://zhuanlan.zhihu.com/p/32929522
https://wrds-www.wharton.upenn.edu/search-variables/
https://pypi.org/project/wrds/#files
https://wrds-www.wharton.upenn.edu/documents/1234/BoardEx_data_on_WRDS.pdf
https://wrds-www.wharton.upenn.edu/documents/846/
https://wrds-www.wharton.upenn.edu/pages/about/data-vendors/
https://wrds-www.wharton.upenn.edu/data-dictionary/boardex_na/na_wrds_company_names/
https://stackoverflow.com/questions/40668215/wrds-library-and-sql