def get_future_list():
# client_config = get_quote_client()
# quote_client = QuoteClient(client_config)
quote_client = get_quote_client()
# exchanges = quote_client.get_future_exchanges()
future_contracts = quote_client.get_future_contracts(exchange='NYMEX')
print(future_contracts)
# data = quote_client.get_future_trading_times('GF1908')
data = quote_client.get_future_trade_ticks(identifiers='GF1908')
print(data)
def get_future_quote():
# client_config = get_quote_client()
# quote_client = QuoteClient(client_config)
quote_client = get_quote_client()
exchanges = quote_client.get_future_exchanges()
print(exchanges)
quote_client.get_future_bars(['CN1901'],
begin_time=-1,
end_time=1545105097358)
quote_client.get_future_trade_ticks(['CN1901'])
quote_client.get_future_contracts('CME')
quote_client.get_future_trading_times('CN1901', trading_date=1545049282852)
quote_client.get_future_brief(['ES1906', 'CN1901'])
# X轴刻度设置
date_locator = None
if plotDateType == PlotDateType.MONTH:
date_locator = dates.AutoDateFormatter(dates.MonthLocator())
elif plotDateType == PlotDateType.WEEK:
date_locator = dates.AutoDateFormatter(dates.WeekdayLocator())
elif plotDateType == PlotDateType.DAY:
date_locator = dates.AutoDateFormatter(dates.DateLocator())
g.format_xdata = date_locator
# 鼠标hover 事件
# plt.gcf().canvas.mpl_connect('motion_notify_event', onpick)
plt.title('ETF价格叠加图({0} - {1})'.format(date_2_month(min_date),
date_2_month(max_date)))
plt.legend()
plt.show()
if __name__ == '__main__':
quote_client = get_quote_client()
stocks = ['QQQ', 'SPY', 'WTI', 'IAU']
data = get_bars_from_cache(quote_client,
symbols=stocks,
period=BarPeriod.MONTH,
begin_time=date_delta(-52 * 14),
end_time=get_today())
# FIXME 用对数坐标替换
line_overlay_plot(data, stocks, PlotDateType.MONTH)