def test_load_topx(self):
df = ak.index_investing_global(country="日本",
index_name="日本东证指数",
period="每日",
start_date="2020-01-01",
end_date="2020-10-01")
print(df.to_string())
def get_index_daily(self, country, index_name, start_date, end_date,
method_name):
'''
获取指数一段时间内每天的行情
:param country: 地区或者国家
:param index_name: 指数名称
:param start_date: 开始时间
:param end_date: 结束时间
:param method_name: 方法名称
:return:
'''
try:
index_daily_df = ak.index_investing_global(country=country,
index_name=index_name,
period="每日",
start_date=start_date,
end_date=end_date)
except Exception as ex:
index_daily_df = None
print("index_investing_global exception, reason:", ex)
#print(index_daily_df)
df_list_list = index_daily_df.values.__array__(
) if index_daily_df is not None else []
df_date_list = index_daily_df.axes[
0].array if index_daily_df is not None else []
# print(tuple(df_list_list))
# print(tuple(df_date_list))
df_list_tuple = []
for i in range(len(df_list_list)):
lt = df_list_list[i]
date = datetime.datetime.date(df_date_list[i])
if np.isnan(lt[0]) == False:
df_list_tuple.append(
(date, float(lt[1]), float(lt[2]), float(lt[3]),
float(lt[0]), float(lt[4])))
df_tuple_tuple = tuple(df_list_tuple)
#print(df_tuple_tuple)
if (len(df_tuple_tuple) > 0):
flag = False
try:
flag = self.common_stock_service.insert_index_daily_batch(
index_name, df_tuple_tuple)
print(index_name, flag, df_tuple_tuple)
except Exception as ex:
print(method_name + " exception, reason:", ex)
def index_us_daily(code, start_date='2000-01-01',
country='美国', period='每日', **kwargs):
'''
return us index daily data for given code symbol to latest datetime
'''
import datetime
end_date = datetime.datetime.now().strftime('%Y-%m-%d')
index_data = ak.index_investing_global(index_name=code,
country=country,
period=period,
end_date=end_date,
**kwargs)
index_data.index.name = 'date'
index_data.columns = ['close', 'open', 'high', 'low', 'volume']
return index_data.reset_index()
#%%
import akshare as ak
bond_investing_global_df = ak.bond_investing_global(
country="中国", index_name="中国1年期国债", period="每周", start_date="2000-01-01", end_date="2020-06-06")
print(bond_investing_global_df)
#%% positional
bond_investing_global_df = ak.bond_investing_global(
country="中国", index_name="中国10年期国债", period="每日",
start_date=last_date, end_date=time.strftime(
'%Y-%m-%d', time.localtime()))
#%%
import akshare as ak
index_us_dollar_df = ak.index_investing_global(
country="美国", index_name="美元指数", period="每日",
start_date="2021-04-20", end_date="2021-04-21")
print(index_us_dollar_df)
#%%
print(index_us_dollar_df.info())
# %%
import akshare as ak
crypto_hist_df = ak.crypto_hist(symbol="比特币", period="每日",
start_date="20100101",
end_date="20210322")
print(crypto_hist_df)
'''
crypto_hist_df.index DatetimeIndex
# 获取Shibor隔夜利率数据
last_date = '2021-04-01'
page = '100' if last_date == '1970-01-01' else '5'
rate_interbank = ak.rate_interbank(market="上海银行同业拆借市场",
symbol="Shibor人民币",
indicator="隔夜",
need_page=page)
df = rate_interbank[rate_interbank['日期'] > last_date]
# es_bulk(df, gen_rate_interbank_doc)
#%%
index_us_dollar_df = ak.index_investing_global(country="美国",
index_name="美元指数",
period="每日",
start_date="2007-01-01",
end_date="2021-04-06")
print(index_us_dollar_df)
print(index_us_dollar_df.info())
#%%
# 比特币
def gen_index_us_dollar_doc(df, idx):
""" 美元指数 """
return {
'_index': 'pyfy_index_us_dollar',
'_source': {
'date': idx.strftime('%Y-%m-%d'),
'open': float(df['开盘'][idx]),