def get_large_order(code=None,
date=None,
vol=400,
retry_count=3,
pause=0.001,
data_source='tushare'):
if is_tushare(data_source):
return ts.get_sina_dd(code, date, vol, retry_count, pause)
def get_h_data(code,
start=None,
end=None,
autype='qfq',
index=False,
retry_count=3,
pause=0.001,
drop_factor=True,
data_source='tushare'):
if is_tushare(data_source):
return ts.get_h_data(code, start, end, autype, index, retry_count,
pause, drop_factor)
def get_tick_data(code=None,
date=None,
retry_count=3,
pause=0.001,
src='sn',
asset='X',
data_source='tushare'):
"""rf
tick数据
Parameters:
------------
code:证券代码，支持股票,ETF/LOF,期货/期权,港股
conn:服务器连接 ，通过ts.api()或者ts.xpi()获得
date:日期
asset:证券品种，E:沪深交易所股票和基金, INDEX:沪深交易所指数， X:其他证券品种，大致如下：
支持的扩展行情包括(asset='X')：
郑州商品期权 OZ 大连商品期权 OD 上海商品期权 OS
上海个股期权 QQ 香港指数 FH 郑州商品 QZ 大连商品 QD 上海期货 QS
香港主板 KH 香港权证 KR 开放式基金 FU 货币型基金 FB
招商理财产品 LC 招商货币产品 LB 国际指数 FW 国内宏观指标 HG 中国概念股 CH
美股知名公司 MG B股转H股 HB 股份转让 SB 股指期货 CZ 香港创业板 KG 香港信托基金 KT
国债预发行 GY 主力期货合约 MA
中证指数 ZZ 港股通 GH
market:市场代码，通过ts.get_markets()获取
Return
----------
DataFrame
date:日期
time:时间
price:成交价
vol:成交量
type:买卖方向，0-买入 1-卖出 2-集合竞价成交
期货 0:开仓 1:多开 -1:空开
期货多一列数据oi_change:增仓数据
"""
if is_today(date):
return ts.get_today_ticks(code, retry_count, pause)
if is_tushare(data_source):
return ts.get_tick_data(code, date, retry_count, pause, src)
elif is_tdx(data_source):
if ac.TDX_CONN is None:
ac.TDX_CONN = fs.get_apis()
return ts.tick(code, date=date, conn=ac.TDX_CONN, asset=asset)
def get_stock_basics(date=None, data_source='tushare'):
"""
Get the basic info of Shanghai and Shenzhen listed companies
Parameters
date: YYYY-MM-DD，Default is the last trading day, currently only provide historical data after 2016-08-09
Return
--------
DataFrame
code,
name,
industry,
area,
pe,
outstanding,
totals,
totalAssets,
liquidAssets,
fixedAssets,
reserved,
reservedPerShare,
eps,
bvps,
pb,
timeToMarket
"""
if util.is_tushare(data_source):
util.util_log_debug('Tushare Data:')
return ts.get_stock_basics(date=date)
elif util.is_flyshare(data_source):
url = vars.DATA_SOURCE + '/stockbasics'
if date is not None:
url += '?date=' + date
data = json.loads(ju.loads(urlopen(url).read()))
df = pd.DataFrame(data)
if '_id' in df:
df = df.drop('_id', 1)
return df
def get_balance_sheet(code, data_source='tushare'):
if util.is_tushare(data_source):
return ts.get_balance_sheet(code)
def get_cashflow_data(year, quarter, data_source='tushare'):
if util.is_tushare(data_source):
return ts.get_cashflow_data(year, quarter)
def get_debtpaying_data(year, quarter, data_source='tushare'):
if util.is_tushare(data_source):
return ts.get_debtpaying_data(year, quarter)
def get_operation_data(year, quarter, data_source='tushare'):
if util.is_tushare(data_source):
return ts.get_operation_data(year, quarter)
def get_cash_flow(code, data_source='tushare'):
if util.is_tushare(data_source):
return ts.get_cash_flow(code)
def get_profit_statement(code, data_source='tushare'):
if util.is_tushare(data_source):
return ts.get_profit_statement(code)
def get_hist_data(code=None,
start=None,
end=None,
autype='qfq',
ktype='D',
data_source='default'):
"""
Parameters
------
code:string
Stock code e.g. 600848
start:string
Start Date format：YYYY-MM-DD
end:string
End Date format：YYYY-MM-DD
autype:string
复权类型，qfq-前复权 hfq-后复权 None-不复权，默认为qfq
ktype：string
Data Type，D=Day W=Week M=Month 5=5min 15=15min 30=30min 60=60min，Default is 'D'
data_source: string
tushare, datareader, flyshare
return
-------
DataFrame
amount close code date date_stamp high low open vol
"""
if code is None:
return None
if is_default(data_source) and ac.DATA_SOURCE is not None:
data_source = ac.DATA_SOURCE
elif is_default(data_source):
data_source = 'tushare'
if not code.isdigit():
util_log_debug("The data is only available in Datareader: code =" +
code)
data_source = 'datareader'
data_source = data_source.lower()
util_log_debug("datasource = " + data_source)
if is_tushare(data_source):
if start is None:
start = '2017-01-01'
if end is None:
end = get_date_today()
util_log_debug("tushare data code:" + code + ", start:" + start +
", end:" + end)
return ts.get_k_data(code=code,
start=start,
end=end,
ktype=ktype,
autype=autype)
elif is_datareader(data_source):
import pandas_datareader.data as web
if start is None:
start = datetime.datetime.strptime('2017-01-01', '%Y-%m-%d')
else:
start = datetime.datetime.strptime(start, '%Y-%m-%d')
if end is not None:
end = datetime.datetime.strptime(end, '%Y-%m-%d')
else:
end = today()
data = None
try:
data = web.DataReader(code, 'yahoo', start, end)
except Exception as e:
pass
if data is not None:
util_log_debug("Datareader-Yahoo data:")
return data
else:
try:
data = web.DataReader(code, 'google', start, end)
except:
pass
if data is not None:
util_log_debug("Datareader-Google data:")
return data
elif is_flyshare(data_source):
url = vars.DATA_SOURCE + '/histdata?'
if code is None:
return None
else:
url += 'code=' + code
if start is not None:
url += '&start=' + start
if end is not None:
url += '&end=' + end
url += '&api_key=' + ac.api_key
data = json.loads(ju.loads(urlopen(url).read()))
df = pd.DataFrame(data)
if '_id' in df:
df = df.drop('_id', 1)
return df
elif is_tdx(data_source):
util_log_debug("TDX data: ")
if ac.TDX_CONN is None:
ac.TDX_CONN = fs.get_apis()
start = start if start is not None else ''
end = end if end is not None else get_date_today()
return ts.bar(code, start_date=start, end_date=end, conn=ac.TDX_CONN)
def get_index(data_source='tushare'):
if is_tushare(data_source):
return ts.get_index()
def get_realtime_quotes(symbols=None, data_source='tushare'):
if is_tushare(data_source):
return ts.get_realtime_quotes(symbols)
def get_today_all(data_source='tushare'):
if is_tushare(data_source):
return ts.get_today_all()