def index(self,
symbol='000001',
market=MARKET_SH,
frequency='9',
start=1,
offset=2):
'''
获取指数k线
K线种类:
- 0 5分钟K线
- 1 15分钟K线
- 2 30分钟K线
- 3 1小时K线
- 4 日K线
- 5 周K线
- 6 月K线
- 7 1分钟
- 8 1分钟K线
- 9 日K线
- 10 季K线
- 11 年K线
:param symbol: 股票代码
:param frequency: 数据类别
:param market: 证券市场
:param start: 开始位置
:param offset: 每次获取条数
:return: pd.dataFrame or None
'''
with self.client.connect(*self.bestip):
result = self.client.get_index_bars(int(frequency), int(market),
str(symbol), int(start),
int(offset))
return to_data(result)
def markets(self):
'''
获取实时市场列表
:return: pd.dataFrame or None
'''
with self.client.connect(*self.bestip) as client:
result = client.get_markets()
return to_data(result)
def stocks(self, market=MARKET_SH):
'''
获取股票列表
:param market:
:return:
'''
with self.client.connect(*self.bestip):
counts = self.client.get_security_count(market=market)
stocks = None
for start in tqdm(range(0, counts, 1000)):
result = self.client.get_security_list(market=market,
start=start)
stocks = pandas.concat(
[stocks, to_data(result)],
ignore_index=True) if start > 1 else to_data(result)
return stocks
def block(self, tofile="block.dat"):
'''
获取证券板块信息
:param tofile:
:return: pd.dataFrame or None
'''
with self.client.connect(*self.bestip):
result = self.client.get_and_parse_block_info(tofile)
return to_data(result)
def minute(self, market='', symbol=''):
'''
查询分时行情
:param market:
:param symbol:
:return:
'''
market, symbol = self.validate(market, symbol)
with self.client.connect(*self.bestip):
result = self.client.get_minute_time_data(market, symbol)
return to_data(result)
def quote(self, market='', symbol=''):
'''
查询五档行情
:param market:
:param symbol:
:return:
'''
market, symbol = self.validate(market, symbol)
with self.client.connect(*self.bestip):
result = self.client.get_instrument_quote(market, symbol)
return to_data(result)
def instrument(self, start=0, offset=100):
'''
查询代码列表
:param offset:
:param start:
:return:
'''
with self.client.connect(*self.bestip):
result = self.client.get_instrument_info(start=start, count=offset)
return to_data(result)
def stocks(self, market=MARKET_SH, start=0):
'''
获取股票列表
:param start:
:param market:
:return:
'''
with self.client.connect(*self.bestip):
result = self.client.get_security_list(market=market, start=start)
return to_data(result)
def k(self, symbol='', begin=None, end=None):
'''
读取k线信息
:param symbol:
:param begin: 开始日期
:param end: 截止日期
:return: pd.dataFrame or None
'''
with self.client.connect(*self.bestip):
result = self.client.get_k_data(symbol, begin, end)
return to_data(result)
def finance(self, symbol='000001'):
'''
读取财务信息
:param symbol:
:return:
'''
with self.client.connect(*self.bestip):
market = get_stock_market(symbol)
result = self.client.get_finance_info(market=market, code=symbol)
return to_data(result)
def xdxr(self, symbol=''):
'''
读取除权除息信息
:param market: 市场代码
:param symbol: 股票代码
:return: pd.dataFrame or None
'''
with self.client.connect(*self.bestip):
market = get_stock_market(symbol)
result = self.client.get_xdxr_info(int(market), symbol)
return to_data(result)
def minute(self, symbol=''):
'''
获取实时分时数据
:param market: 证券市场
:param symbol: 股票代码
:return: pd.DataFrame
'''
with self.client.connect(*self.bestip):
market = get_stock_market(symbol)
result = self.client.get_minute_time_data(market=market,
code=symbol)
return to_data(result)
def minutes(self, market=None, symbol='', date=''):
'''
查询历史分时行情
:param market:
:param symbol:
:param date:
:return:
'''
market, symbol = self.validate(market, symbol)
with self.client.connect(*self.bestip):
result = self.client.get_history_minute_time_data(market, symbol, date)
return to_data(result)
def transaction(self, market=None, symbol='', start=0, offset=1800):
'''
查询分笔成交
:param market:
:param symbol:
:param start:
:param offset:
:return:
'''
market, symbol = self.validate(market, symbol)
with self.client.connect(*self.bestip):
result = self.client.get_transaction_data(market=market, code=symbol, start=start, count=offset)
return to_data(result)
def minutes(self, symbol='', date='20191023'):
'''
分时历史数据
:param market:
:param symbol:
:param date:
:return: pd.dataFrame or None
'''
with self.client.connect(*self.bestip):
market = get_stock_market(symbol)
result = self.client.get_history_minute_time_data(
market=market, code=symbol, date=date)
return to_data(result)
def instruments(self):
'''
查询所有代码列表
:return:
'''
with self.client.connect(*self.bestip):
count = self.client.get_instrument_count()
pages = math.ceil(count / 100)
result = []
for page in tqdm(range(0, pages)):
result += self.client.get_instrument_info(page * 100, (page + 1) * 100)
return to_data(result)
def index_bars(self, symbol='000001', frequency='9', start='0', offset='100'):
'''
获取指数k线
:param symbol:
:param frequency:
:param start:
:param offset:
:return:
'''
with self.client.connect(*self.bestip):
market = get_stock_market(symbol)
result = self.client.get_index_bars(
frequency=frequency, market=market, code=symbol, start=start, count=offset)
return to_data(result)
def transaction(self, symbol='', start=0, offset=10):
'''
查询分笔成交
:param market: 市场代码
:param symbol: 股票代码
:param start: 起始位置
:param offset: 请求数量
:return: pd.dataFrame or None
'''
with self.client.connect(*self.bestip):
market = get_stock_market(symbol)
result = self.client.get_transaction_data(int(market), symbol,
int(start), int(market))
return to_data(result)
def bars(self, frequency='', market='', symbol='', start='', offset=0):
'''
查询k线数据
参数： K线周期， 市场ID， 证券代码，起始位置， 数量
:param frequency: K线周期
:param market: 市场ID
:param symbol: 证券代码
:param start: 起始位置
:param offset: 数量
:return:
'''
market, symbol = self.validate(market, symbol)
with self.client.connect(*self.bestip):
result = self.client.get_instrument_bars(
frequency=frequency, market=market, code=symbol, start=start, count=offset)
return to_data(result)
def bars(self, symbol='000001', frequency='9', start='0', offset='100'):
'''
获取实时日K线数据
:param symbol: 股票代码
:param frequency: 数据类别
:param market: 证券市场
:param start: 开始位置
:param offset: 每次获取条数
:return: pd.dataFrame or None
'''
with self.client.connect(*self.bestip):
market = get_stock_market(symbol)
result = self.client.get_security_bars(
int(frequency), int(market), str(symbol), int(start), int(offset))
return to_data(result)
def quotes(self, symbol=None):
'''
获取实时日行情数据
:param symbol: 股票代码
:return: pd.dataFrame or None
'''
if not symbol:
return None
if type(symbol) is str:
symbol = [symbol]
with self.client.connect(*self.bestip):
symbol = get_stock_markets(symbol)
result = self.client.get_security_quotes(symbol)
return to_data(result)
def transactions(self, symbol='', start=0, offset=10, date='20170209'):
'''
查询历史分笔成交
参数：市场代码， 股票代码，起始位置，日期 数量 如： 0,000001,0,10,20170209
:param symbol: 股票代码
:param start: 起始位置
:param offset: 数量
:param date: 日期
:return: pd.dataFrame or None
'''
with self.client.connect(*self.bestip):
market = get_stock_market(symbol, string=False)
result = self.client.get_history_transaction_data(
market=market, code=symbol, start=start, count=offset, date=date)
return to_data(result)