def GQ_fetch_index_min(symbol, frequence, path='cache', verbose=False): if (isinstance(symbol, list)): symbol = symbol[0] mkdirs(os.path.join(path, 'index')) res = pd.read_hdf(os.path.join(path, 'index', '{}_{}_kline.hdf'.format(symbol, frequence)), key='df', mode='r') return res
# 'username', # 'password']) # 用上面的代码保存密码到用户配置 .GolemQ 目录下面 password = load_settings('password.hdf5') auth(password.username[0], password.password[0]) #ID是申请时所填写的手机号;Password为聚宽官网登录密码,新申请用户默认为手机号后6位 asset = u'000001.XSHE' is_auth = is_auth() # 查询当日剩余可调用条数 print(get_query_count()) print(is_auth) codelist = ['000876'] code = codelist[0] # 创建数据下载目录 index_path = mkdirs(os.path.join(mkdirs('datastore'), 'kline', 'index')) print(index_path) for year in range(2005, 2017): start_date = '{}-01-01' end_date = '{}-01-02' for code in indexlist: #his = jqapi.get_price(asset, start_date, end_date, frequency='60m') data_day = QA.QA_fetch_stock_min_adv(codelist, start='2019-01-01', end='2020-08-28', frequence='60min') his = data_day.data export_metadata_to_pickle(index_path, u'{}_{}'.format(asset, year), metadata=his) print()
'399384', '510810', '399987', '159905', '399396', '399997', '159919', '159941', '159920', ] indexlist = jqapi.normalize_code(indexlist) code = indexlist[0] # 创建数据下载目录 frequence = '60min' index_path = mkdirs( os.path.join(mkdirs('datastore'), 'kline', 'index', frequence)) print(index_path) for year in range(2017, 2005, -1): start_date = '{}-01-01'.format(year) end_date = '{}-01-02'.format(year + 1) for asset in indexlist: print( asset, start_date, end_date, ) indexfile = os.path.join( index_path, u'{}_{}_{}.pickle'.format(asset, year, frequence)) if os.path.isfile(indexfile): print('文件已经存在,跳过 ', indexfile)