def get_futures_zh_spot(self, subscribe_list, market, adjust):
'''
:param subscribe_list: 需要订阅的合约代码; e.g., 按照示例获取
:param market:market="CF"; market="CF": 商品期货, market="FF": 金融期货
:param adjust:adjust=False; adjust=True: 返回合约、交易所和最小变动单位的实时数据, 返回数据会变慢
:return:
symbol str Y 品种
time float Y 时间, e.g., 144050表示下午14点40分50秒
open float Y 开盘
high float Y 高
low float Y 低
current_price str Y 当前价格(买价)
bid_price str Y 买
ask_price str Y 卖价
buy_vol float Y 买量
sell_vol float Y 卖量
hold float Y 持仓量
volume str Y 成交量
avg_price float Y 均价
last_close float Y 上一个交易日的收盘价
last_settle_price str Y 上一个交易日的结算价
'''
dce_text = ak.match_main_contract(exchange="dce")
czce_text = ak.match_main_contract(exchange="czce")
shfe_text = ak.match_main_contract(exchange="shfe")
while True: #实时订阅
time.sleep(3)
data = ak.futures_zh_spot(subscribe_list=",".join(
[dce_text, czce_text, shfe_text]),
market=market,
adjust=adjust)
print(data)
return data
import time
import akshare as ak
from datetime import datetime
import pandas as pd
s1 = ""
t1 = []
df = pd.DataFrame()
while True:
data = ak.futures_zh_spot(
subscribe_list="RB2110",
market="CF", # market="CF"; market="CF": 商品期货, market="FF": 金融期货
adjust=False) #adjust=False; adjust=True: 返回合约、交易所和最小变动单位的实时数据, 返回数据会变慢
date = datetime.now().date().strftime("%Y%m%d")
time = data.iloc[-1].to_dict()['time']
time = datetime.strptime(str(date)+time,'%Y%m%d%H%M%S')
current_price = data.iloc[-1].to_dict()['current_price']#[['symbol','time','open','high','low','current_price']]
print(time,current_price)
# if df.empty==False:
# if df.iloc[-1].to_dict()['price']!=current_price:
# df = df.append({'date':time,'price':current_price},ignore_index=True)
# print(df)
# else:
# df = df.append({'date':time,'price':current_price},ignore_index=True)
# print(df)
def get_agm():
fdata = ak.futures_zh_spot("AG2102", market="CF")
subscribe_list = ak.hf_subscribe_exchange_symbol()
futures_hf_spot_df = ak.futures_hf_spot(subscribe_list)
return fdata
__author__ = 'zoulida'
import time
import akshare as ak
cffex_text = ak.match_main_contract(exchange="cffex")
while True:
time.sleep(3)
data = ak.futures_zh_spot(subscribe_list=cffex_text, market="FF")
print(data)
os.mkdir(localtime)
try:
df_Stock = ak.stock_zh_a_spot()
df_Stock.to_excel(localtime + '/A_data.xlsx')
except:
pass
time.sleep(10)
try:
dce_text = ak.match_main_contract(exchange="dce")
czce_text = ak.match_main_contract(exchange="czce")
shfe_text = ak.match_main_contract(exchange="shfe")
df_Future_C = ak.futures_zh_spot(subscribe_list=",".join(
[dce_text, czce_text, shfe_text]),
adjust=False,
market="CF")
df_Future_C.to_excel(localtime + '/Future_C_data.xlsx')
except:
pass
time.sleep(10)
try:
cffex_text = ak.match_main_contract(exchange="cffex")
df_Future_F = ak.futures_zh_spot(subscribe_list=cffex_text,
market="FF",
adjust=False)
df_Future_F.to_excel(localtime + '/Future_F_data.xlsx')
except:
pass
import akshare as ak
get_futures_daily_df = ak.get_futures_daily(start_date="20201220",
end_date="20201225",
market="SHFE",
index_bar=True)
import time
import akshare as ak
dce_text = ak.match_main_contract(exchange="dce")
czce_text = ak.match_main_contract(exchange="czce")
shfe_text = ak.match_main_contract(exchange="shfe")
while True:
time.sleep(3)
data = ak.futures_zh_spot(subscribe_list=",".join(
[dce_text, czce_text, shfe_text]),
market="CF",
adjust=False)
print(data)
def get_futures_price(futures):
price_data = ak.futures_zh_spot(subscribe_list="nf_" + futures,
market="FF",
adjust="N")
futures_price = price_data['current_price'][0]
return futures_price