def get_k_data(code=None,
start='',
end='',
ktype='D',
autype='qfq',
index=False,
retry_count=3,
pause=0.001):
"""
获取k线数据
---------
Parameters:
code:string
股票代码 e.g. 600848
start:string
开始日期 format：YYYY-MM-DD 为空时取上市首日
end:string
结束日期 format：YYYY-MM-DD 为空时取最近一个交易日
autype:string
复权类型，qfq-前复权 hfq-后复权 None-不复权，默认为qfq
ktype：string
数据类型，D=日k线 W=周 M=月 5=5分钟 15=15分钟 30=30分钟 60=60分钟，默认为D
retry_count : int, 默认 3
如遇网络等问题重复执行的次数
pause : int, 默认 0
重复请求数据过程中暂停的秒数，防止请求间隔时间太短出现的问题
return
-------
DataFrame
date 交易日期 (index)
open 开盘价
high 最高价
close 收盘价
low 最低价
volume 成交量
amount 成交额
turnoverratio 换手率
code 股票代码
"""
symbol = ct.INDEX_SYMBOL[code] if index else _code_to_symbol(code)
url = ''
dataflag = ''
autype = '' if autype is None else autype
if (start is not None) & (start != ''):
end = du.today() if end is None or end == '' else end
if ktype.upper() in ct.K_LABELS:
fq = autype if autype is not None else ''
if code[:1] in ('1', '5') or index:
fq = ''
kline = '' if autype is None else 'fq'
if (start is None or start == '') & (end is None or end == ''):
urls = [
ct.KLINE_TT_URL %
(ct.P_TYPE['http'], ct.DOMAINS['tt'], kline, fq, symbol,
ct.TT_K_TYPE[ktype.upper()], start, end, fq, _random(17))
]
else:
years = du.tt_dates(start, end)
urls = []
for year in years:
startdate = str(year) + '-01-01'
enddate = str(year + 1) + '-12-31'
url = ct.KLINE_TT_URL % (ct.P_TYPE['http'], ct.DOMAINS['tt'],
kline, fq + str(year), symbol,
ct.TT_K_TYPE[ktype.upper()],
startdate, enddate, fq, _random(17))
urls.append(url)
dataflag = '%s%s' % (fq, ct.TT_K_TYPE[ktype.upper()])
elif ktype in ct.K_MIN_LABELS:
urls = [
ct.KLINE_TT_MIN_URL % (ct.P_TYPE['http'], ct.DOMAINS['tt'], symbol,
ktype, ktype, _random(16))
]
dataflag = 'm%s' % ktype
else:
raise TypeError('ktype input error.')
data = pd.DataFrame()
for url in urls:
data = data.append(_get_k_data(url, dataflag, symbol, code, index,
ktype, retry_count, pause),
ignore_index=True)
if ktype not in ct.K_MIN_LABELS:
if ((start is not None) & (start != '')) & ((end is not None) &
(end != '')):
if data.empty == False:
data = data[(data.date >= start) & (data.date <= end)]
return data
raise IOError(ct.NETWORK_URL_ERROR_MSG)
def get_k_data(code=None, start='', end='',
ktype='D', autype='qfq',
index=False,
retry_count=3,
pause=0.001):
"""
获取k线数据
---------
Parameters:
code:string
股票代码 e.g. 600848
start:string
开始日期 format：YYYY-MM-DD 为空时取上市首日
end:string
结束日期 format：YYYY-MM-DD 为空时取最近一个交易日
autype:string
复权类型，qfq-前复权 hfq-后复权 None-不复权，默认为qfq
ktype：string
数据类型，D=日k线 W=周 M=月 5=5分钟 15=15分钟 30=30分钟 60=60分钟，默认为D
retry_count : int, 默认 3
如遇网络等问题重复执行的次数
pause : int, 默认 0
重复请求数据过程中暂停的秒数，防止请求间隔时间太短出现的问题
return
-------
DataFrame
date 交易日期 (index)
open 开盘价
high 最高价
close 收盘价
low 最低价
volume 成交量
amount 成交额
turnoverratio 换手率
code 股票代码
"""
symbol = ct.INDEX_SYMBOL[code] if index else _code_to_symbol(code)
url = ''
dataflag = ''
autype = '' if autype is None else autype
if (start is not None) & (start != ''):
end = du.today() if end is None or end == '' else end
if ktype.upper() in ct.K_LABELS:
fq = autype if autype is not None else ''
if code[:1] in ('1', '5') or index:
fq = ''
kline = '' if autype is None else 'fq'
if (start is None or start == '') & (end is None or end == ''):
urls = [ct.KLINE_TT_URL%(ct.P_TYPE['http'], ct.DOMAINS['tt'],
kline, fq, symbol,
ct.TT_K_TYPE[ktype.upper()], start, end,
fq, _random(17))]
else:
years = du.tt_dates(start, end)
urls = []
for year in years:
startdate = str(year) + '-01-01'
enddate = str(year+1) + '-12-31'
url = ct.KLINE_TT_URL%(ct.P_TYPE['http'], ct.DOMAINS['tt'],
kline, fq+str(year), symbol,
ct.TT_K_TYPE[ktype.upper()], startdate, enddate,
fq, _random(17))
urls.append(url)
dataflag = '%s%s'%(fq, ct.TT_K_TYPE[ktype.upper()])
elif ktype in ct.K_MIN_LABELS:
urls = [ct.KLINE_TT_MIN_URL%(ct.P_TYPE['http'], ct.DOMAINS['tt'],
symbol, ktype, ktype,
_random(16))]
dataflag = 'm%s'%ktype
else:
raise TypeError('ktype input error.')
data = pd.DataFrame()
for url in urls:
data = data.append(_get_k_data(url, dataflag,
symbol, code,
index, ktype,
retry_count, pause),
ignore_index=True)
if ktype not in ct.K_MIN_LABELS:
if ((start is not None) & (start != '')) & ((end is not None) & (end != '')):
if data.empty==False:
data = data[(data.date >= start) & (data.date <= end)]
return data
raise IOError(ct.NETWORK_URL_ERROR_MSG)
