def get_cn_furture_min(self, file_path, update=False):
for future in self.future_list:
url_str = (
'http://stock2.finance.sina.com.cn/futures/api/json.php/IndexService.getInnerFuturesMiniKLine15m?symbol='
+ future)
r = requests.get(url_str)
r_json = r.json()
r_lists = list(r_json)[::-1]
if update:
r_lists = r_lists[-30:-1]
result = pd.DataFrame(
data=r_lists,
columns=['datetime', 'open', 'high', 'low', 'close', 'vol'])
result = result.rename(columns={'vol': 'volume'})
if update:
result = cut_min_repeated_row(file_path + future + '.csv',
result)
result.to_csv(china_furture_min_file_path + future + '.csv',
index=False,
mode='a',
header=False)
else:
result.to_csv(china_furture_min_file_path + future + '.csv',
index=False)
print('期货分钟保存成功:', future)
print('--------------------期货15分钟完成----------------------')
def get_us_stock_min(self,
file_path,
update=False,
start=None,
end=None,
interval="5m"): #获取美股5min
stock_dir = {}
for s in self.stock_list:
stock_dir[s] = yf.Ticker(s)
for key, values in stock_dir.items():
result = values.history(interval=interval,
start=start,
end=end,
prepost=False,
actions=True,
auto_adjust=True,
back_adjust=False)
result['datetime'] = result.index
result['datetime'] = result['datetime'].apply(
lambda x: x.tz_convert('America/New_York').strftime(
"%Y-%m-%d %H:%M:%S"))
result.columns = result.columns.map(str.lower)
try:
result.drop(['dividends', 'stock splits'],
inplace=True,
axis=1)
except:
pass
if update:
result = cut_min_repeated_row(file_path + key + '.csv', result)
result.to_csv(
file_path + key + '.csv',
index=False,
mode='a',
header=False,
)
else:
result.to_csv(us_stock_min_file_path + key + '.csv',
index=False)
print('美股分钟保存成功:', key)
print('--------------------美股分钟成功--------------------------')
def get_china_stock_min__data(self,
stock_list,
start_date,
end_date,
file_path,
update=False,
frequency=15):
#获取国内股票15min
if isinstance(stock_list, str):
stock_list = [stock_list]
for stock in stock_list:
stock_code_ = ".".join(stock.lower().split('.')[::-1])
rs = bs.query_history_k_data_plus(
stock_code_,
"time,code,open,high,low,close,volume,amount",
start_date=start_date,
end_date=end_date,
frequency=frequency,
adjustflag="2")
data_list = []
while (rs.error_code == '0') & rs.next():
data_list.append(rs.get_row_data())
result = pd.DataFrame(data_list, columns=rs.fields)
result['time'] = result['time'].apply(
lambda x: make_datetime_str(x))
result = result.rename(columns={'time': 'datetime'})
if update: #每日更新
# with open(file_path + stock_code_ + '.csv', 'a') as f:
# f.write('\n')
result = cut_min_repeated_row(file_path + stock_code_ + '.csv',
result)
result.to_csv(
file_path + stock_code_ + '.csv',
index=False,
mode='a',
header=False,
)
else: #直接保存
result.to_csv(file_path + stock_code_ + '.csv', index=False)
print(" 国内分钟完成:", stock_code_)
# print('进度: %4.2f' % ((self.index(stock) + 1) / len(self.stock_list)))
print('------------------国内分钟成功---------------------------')