def get_quote_apis():
client_config = get_client_config()
quote_client = QuoteClient(client_config)
quote_client.get_market_status(Market.US)
quote_client.get_briefs(symbols=['AAPL', '00700', '600519'],
include_ask_bid=True,
right=QuoteRight.BR)
quote_client.get_timeline(['AAPL'],
period=TimelinePeriod.DAY,
include_hour_trading=True)
quote_client.get_bars(['AAPL'])
def get_quote(begin_time=None, Symbol=None):
client_config = get_client_config()
quote_client = QuoteClient(client_config)
#timeArray = time.strptime("2000-01-01 00:00:00","%Y-%m-%d %H:%M:%S")
#begin_time=int(time.mktime(timeArray))*10**3
return quote_client.get_bars('600570',
period=BarPeriod.ONE_MINUTE,
begin_time=begintimestamp)
def get_quote():
client_config = get_client_config()
quote_client = QuoteClient(client_config)
# return quote_client.get_market_status(Market.ALL) #股市开市情况
return quote_client.get_briefs(symbols=['AAPL', '00700', '600519'],
include_ask_bid=True,
right=QuoteRight.BR)
#return quote_client.get_briefs(symbols=['00700', '600519'], include_ask_bid=True, right=QuoteRight.BR)
# return quote_client.get_timeline('AAPL', period=TimelinePeriod.DAY, include_hour_trading=True)
return quote_client.get_bars('600570')
def get_quote():
client_config = get_client_config()
quote_client = QuoteClient(client_config)
#quote_client.get_market_status(Market.ALL)
#quote_client.get_briefs(symbols=['AAPL', '00700', '600519'], include_ask_bid=True, right=QuoteRight.BR)
#quote_client.get_briefs(symbols=['00700', '600519'], include_ask_bid=True, right=QuoteRight.BR)
#quote_client.get_timeline('AAPL', period=TimelinePeriod.5MIN, begin_time='20181213', include_hour_trading=True)
# today_time = time.strftime('%Y-%m-%d 00:00:00',time.localtime(time.time()))
timeArray = time.strptime("2000-01-01 00:00:00", "%Y-%m-%d %H:%M:%S")
begin_time = int(time.mktime(timeArray)) * 10**3
return quote_client.get_bars('600570',
period=BarPeriod.ONE_MINUTE,
begin_time=begin_time)
def get_bars_from_cache(quote_client: QuoteClient,
symbols,
period=BarPeriod.DAY,
begin_time=-1,
end_time=-1,
right=QuoteRight.BR,
limit=10000,
lang=None):
"""
走文件缓存，加快多次访问速度
:param quote_client:
:param symbols:
:param period:
:param begin_time:
:param end_time:
:param right:
:param limit:
:param lang:
:return:
"""
md5 = tuple_2_md5(
[symbols, period, begin_time, end_time, right, limit, lang])
# 从文件缓存获取数据
data = read_pd_from_cache(md5)
if data is not None:
return data
# 调用API获取
if data is None:
data = quote_client.get_bars(symbols=symbols,
period=period,
begin_time=begin_time,
end_time=end_time,
limit=limit)
if not data.empty:
write_pd_2_cache(data, md5)
# data = offset_by_date(data)
return data
def get_quote():
client_config = get_client_config()
quote_client = QuoteClient(client_config)
return quote_client.get_bars('600570')
class RqdataClient:
"""
Client for querying history data from RQData.
"""
def __init__(self):
""""""
logging.basicConfig(level=logging.INFO,
format='%(asctime)s %(levelname)s %(message)s',
filemode='a', )
logger = logging.getLogger('TigerOpenApi')
client_config = get_client_config()
self.openapi_client = QuoteClient(client_config, logger=logger)
self.inited = False
self.symbols = set()
def init(self, username="", password=""):
""""""
if self.inited:
return True
self.__init__()
self.inited = True
return True
def to_rq_symbol(self, symbol: str, exchange: Exchange):
return symbol
def get_data(self, symbol, period=BarPeriod.ONE_MINUTE, limit=1300, begin=-1, end=-1):
return self.openapi_client.get_bars(symbols=[symbol], period=period, limit=limit, begin_time=begin, end_time=end)
def query_history(self, req: HistoryRequest):
"""
Query history bar data from RQData.
"""
symbol = req.symbol
exchange = req.exchange
interval = req.interval
start = req.start
end = req.end
# rq_symbol = self.to_rq_symbol(symbol, exchange)
# if rq_symbol not in self.symbols:
# return None
rq_interval = INTERVAL_VT2RQ.get(interval)
if not rq_interval:
return None
# For adjust timestamp from bar close point (RQData) to open point (VN Trader)
adjustment = INTERVAL_ADJUSTMENT_MAP[interval]
# For querying night trading period data
end += adjustment
final = end.timestamp()
calendar_name = EXCHANGE_CALENDAR[exchange]
calendar = get_calendar(calendar_name)
schedule = calendar.schedule(start, end)
df = None
for _,s in schedule.iterrows():
df_data = self.openapi_client.get_bars([symbol],
period=rq_interval,
limit=5000,
begin_time=s.market_open.to_pydatetime().timestamp() * 1000,
end_time=s.market_close.to_pydatetime().timestamp() * 1000)
if df_data.__len__() > 0:
print("query_history:symbol={0},从{1}到{2},一共获取到{3}条数据".format(
symbol,
datetime.fromtimestamp(df_data['time'].iloc[0]/1000),
datetime.fromtimestamp(df_data['time'].iloc[-1]/1000),
df_data.__len__()))
if df is None:
df = df_data
else:
df = pd.concat([df, df_data])
if df is None:
return []
if df.__len__() > 0:
print("query_history:symbol={0},从{1}到{2},一共获取到{3}条数据".format(
symbol,
datetime.fromtimestamp(df['time'].iloc[0]/1000),
datetime.fromtimestamp(df['time'].iloc[-1]/1000),
df.__len__()))
# 获取总时间间隔
# interval_total = end - start
# unix_start = start.timestamp() * 1000
# unix_end = end.timestamp() * 1000
# bars_start = start.timestamp()
# bars_end = bars_start + timedelta(3).total_seconds()
# bars_end = bars_end if bars_end < final else final
# df = None
# while bars_start < final:
# df_data = self.openapi_client.get_bars([symbol],
# period=rq_interval,
# limit=5000,
# begin_time=bars_start * 1000,
# end_time=bars_end * 1000)
# if df_data.__len__() > 0:
# print("query_history:symbol={0},从{1}到{2},一共获取到{3}条数据".format(
# symbol,
# datetime.fromtimestamp(df_data['time'].iloc[0]/1000),
# datetime.fromtimestamp(df_data['time'].iloc[-1]/1000),
# df_data.__len__()))
# bars_start = bars_end
# bars_end = bars_end + timedelta(3).total_seconds()
# bars_end = bars_end if bars_end < final else final
# if df_data.empty:
# continue
# if df is None:
# df = df_data
# else:
# df = pd.concat([df, df_data])
# print(df)
# if df is None:
# return []
# if df.__len__() > 0:
# print("query_history:symbol={0},从{1}到{2},一共获取到{3}条数据".format(
# symbol,
# datetime.fromtimestamp(df['time'].iloc[0]/1000),
# datetime.fromtimestamp(df['time'].iloc[-1]/1000),
# df.__len__()))
# df = rqdata_get_price(
# rq_symbol,
# frequency=rq_interval,
# fields=["open", "high", "low", "close", "volume"],
# start_date=start,
# end_date=end,
# adjust_type="none"
# )
data: List[BarData] = []
if df is not None:
for ix, row in df.iterrows():
bar = BarData(
symbol=symbol,
exchange=exchange,
interval=interval,
datetime=datetime.fromtimestamp(row.time / 1000),
open_price=row["open"],
high_price=row["high"],
low_price=row["low"],
close_price=row["close"],
volume=row["volume"],
gateway_name="RQ"
)
data.append(bar)
return data
color_arr = [
'1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E',
'F'
]
color = ""
for i in range(6):
color += color_arr[random.randint(0, 14)]
return "#" + color
if __name__ == '__main__':
config = get_client_config()
quant_client = QuoteClient(config)
stocks = ['QQQ', 'TLT']
data = quant_client.get_bars(stocks)
years = mdates.YearLocator() # every year
months = mdates.MonthLocator() # every month
yearsFmt = mdates.DateFormatter('%Y')
# fig, ax = plt.subplots()
fig = plt.figure()
ax = fig.add_subplot(111)
# ax1 = None
# for index, stock in stocks:
y1 = data.loc[(data["symbol"] == stocks[0])]
x_time = timestamp_2_str(y1['time'].values)
ax.plot(x_time, y1['close'], color='red', label=stocks[0])