def QA_fetch_get_stock_transaction(code, start, end, retry=2, ip=best_ip['stock'], port=7709):
'历史逐笔成交 buyorsell 1--sell 0--buy 2--盘前'
api = TdxHq_API()
real_start, real_end = QA_util_get_real_datelist(start, end)
if real_start is None:
return None
real_id_range = []
with api.connect(ip, port):
data = pd.DataFrame()
for index_ in range(trade_date_sse.index(real_start), trade_date_sse.index(real_end) + 1):
try:
data_ = __QA_fetch_get_stock_transaction(
code, trade_date_sse[index_], retry, api)
if len(data_) < 1:
return None
except:
QA_util_log_info('Wrong in Getting %s history transaction data in day %s' % (
code, trade_date_sse[index_]))
else:
QA_util_log_info('Successfully Getting %s history transaction data in day %s' % (
code, trade_date_sse[index_]))
data = data.append(data_)
if len(data) > 0:
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)[0:19]))
else:
return None
def QA_fetch_get_stock_transaction(code,
start,
end,
retry=2,
ip='221.231.141.60',
port=7709):
api = TdxHq_API()
real_start, real_end = QA_util_get_real_datelist(start, end)
real_id_range = []
with api.connect():
data = pd.DataFrame()
for index_ in range(trade_date_sse.index(real_start),
trade_date_sse.index(real_end) + 1):
try:
data_ = __QA_fetch_get_stock_transaction(
code, trade_date_sse[index_], retry, api)
if len(data_) < 1:
return None
except:
QA_util_log_info(
'Wrong in Getting %s history transaction data in day %s' %
(code, trade_date_sse[index_]))
else:
QA_util_log_info(
'Successfully Getting %s history transaction data in day %s'
% (code, trade_date_sse[index_]))
data = data.append(data_)
return data
def QA_fetch_get_future_transaction(code, start, end, retry=2, ip=None, port=None):
'期货历史成交分笔'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
real_start, real_end = QA_util_get_real_datelist(start, end)
if real_start is None:
return None
real_id_range = []
with apix.connect(ip, port):
code_market = extension_market_list.query('code=="{}"'.format(code))
data = pd.DataFrame()
for index_ in range(trade_date_sse.index(real_start), trade_date_sse.index(real_end) + 1):
try:
data_ = __QA_fetch_get_future_transaction(
code, trade_date_sse[index_], retry, int(code_market.market), apix)
if len(data_) < 1:
return None
except Exception as e:
QA_util_log_info('Wrong in Getting {} history transaction data in day {}'.format(
code, trade_date_sse[index_]))
else:
QA_util_log_info('Successfully Getting {} history transaction data in day {}'.format(
code, trade_date_sse[index_]))
data = data.append(data_)
if len(data) > 0:
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)[0:19]))
else:
return None
def QA_fetch_get_stock_transaction(code, start, end, retry=2, ip=None, port=None):
'历史分笔成交 buyorsell 1--sell 0--buy 2--盘前'
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
else:
pass
api = TdxHq_API()
real_start, real_end = QA_util_get_real_datelist(start, end)
if real_start is None:
return None
real_id_range = []
with api.connect(ip, port):
data = pd.DataFrame()
for index_ in range(trade_date_sse.index(real_start), trade_date_sse.index(real_end) + 1):
try:
data_ = __QA_fetch_get_stock_transaction(
code, trade_date_sse[index_], retry, api)
if len(data_) < 1:
return None
except:
QA_util_log_info('Wrong in Getting {} history transaction data in day {}'.format(
code, trade_date_sse[index_]))
else:
QA_util_log_info('Successfully Getting {} history transaction data in day {}'.format(
code, trade_date_sse[index_]))
data = data.append(data_)
if len(data) > 0:
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)[0:19]))
else:
return None
