def QA_fetch_get_stock_info(code, ip=None, port=None):
'股票基本信息'
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
market_code = _select_market_code(code)
with api.connect(ip, port):
return api.to_df(api.get_finance_info(market_code, code))
def test_getAPI(self):
"""pytdx connect
"""
from QUANTAXIS.QAUtil import QA_util_get_trade_gap
from QUANTAXIS.QAFetch.base import _select_market_code
code = '600000'
frequence = 9
days = 365 * 1.2
start = datetime.datetime.now() - datetime.timedelta(days)
end = datetime.datetime.now() - datetime.timedelta(0)
api = TDX.tdxapi
print(type(api))
if api.connect(TDX.ip, TDX.port, time_out=0.7):
print(type(api))
start_date = str(start)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
self.assertTrue(lens > 10, "时间间隔太短：{}".format(lens))
alist = [
api.to_df(
api.get_security_bars(frequence, _select_market_code(code),
code, (int(lens / 800) - i) * 800,
800))
for i in range(int(lens / 800) + 1)
]
api.disconnect()
data = pd.concat(alist, axis=0, sort=False)
self.assertTrue(len(data) > 1, "返回值为空")
def QA_fetch_get_stock_analysis(code):
"""
'zyfw', 主营范围 'jyps'#经营评述 'zygcfx' 主营构成分析
date 主营构成 主营收入(元) 收入比例cbbl 主营成本(元) 成本比例 主营利润(元) 利润比例 毛利率(%)
行业 /产品/ 区域 hq cp qy
"""
market = 'sh' if _select_market_code(code) == 1 else 'sz'
null = 'none'
data = eval(requests.get(BusinessAnalysis_url.format(
market, code), headers=headers_em).text)
zyfw = pd.DataFrame(data.get('zyfw', None))
jyps = pd.DataFrame(data.get('jyps', None))
zygcfx = data.get('zygcfx', [])
temp = []
for item in zygcfx:
try:
data_ = pd.concat([pd.DataFrame(item['hy']).assign(date=item['rq']).assign(classify='hy'),
pd.DataFrame(item['cp']).assign(
date=item['rq']).assign(classify='cp'),
pd.DataFrame(item['qy']).assign(date=item['rq']).assign(classify='qy')])
temp.append(data_)
except:
pass
try:
res_zyfcfx = pd.concat(temp).set_index(
['date', 'classify'], drop=False)
except:
res_zyfcfx = None
return zyfw, jyps, res_zyfcfx
def QA_fetch_get_stock_day(code, start_date, end_date, if_fq='00', frequence='day', ip=None, port=None):
"""获取日线及以上级别的数据
Arguments:
code {str:6} -- code 是一个单独的code 6位长度的str
start_date {str:10} -- 10位长度的日期 比如'2017-01-01'
end_date {str:10} -- 10位长度的日期 比如'2018-01-01'
Keyword Arguments:
if_fq {str} -- '00'/'bfq' -- 不复权 '01'/'qfq' -- 前复权 '02'/'hfq' -- 后复权 '03'/'ddqfq' -- 定点前复权 '04'/'ddhfq' --定点后复权
frequency {str} -- day/week/month/quarter/year 也可以是简写 D/W/M/Q/Y
ip {str} -- [description] (default: None) ip可以通过select_best_ip()函数重新获取
port {int} -- [description] (default: {None})
Returns:
pd.DataFrame/None -- 返回的是dataframe,如果出错比如只获取了一天,而当天停牌,返回None
Exception:
如果出现网络问题/服务器拒绝, 会出现socket:time out 尝试再次获取/更换ip即可, 本函数不做处理
"""
ip, port = get_mainmarket_ip(ip, port)
api = TdxHq_API()
with api.connect(ip, port, time_out=0.7):
if frequence in ['day', 'd', 'D', 'DAY', 'Day']:
frequence = 9
elif frequence in ['w', 'W', 'Week', 'week']:
frequence = 5
elif frequence in ['month', 'M', 'm', 'Month']:
frequence = 6
elif frequence in ['quarter', 'Q', 'Quarter', 'q']:
frequence = 10
elif frequence in ['y', 'Y', 'year', 'Year']:
frequence = 11
start_date = str(start_date)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
data = pd.concat([api.to_df(api.get_security_bars(frequence, _select_market_code(
code), code, (int(lens / 800) - i) * 800, 800)) for i in range(int(lens / 800) + 1)], axis=0)
# 这里的问题是: 如果只取了一天的股票,而当天停牌, 那么就直接返回None了
if len(data) < 1:
return None
data = data[data['open'] != 0]
data = data.assign(date=data['datetime'].apply(lambda x: str(x[0:10])),
code=str(code),\
date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10])))\
.set_index('date', drop=False, inplace=False)
data = data.drop(['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)[start_date:end_date]
if if_fq in ['00','bfq']:
return data
else:
print('CURRENTLY NOT SUPPORT REALTIME FUQUAN')
return None
def QA_fetch_get_stock_xdxr(code, ip=None, port=None):
'除权除息'
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
else:
pass
api = TdxHq_API()
market_code = _select_market_code(code)
with api.connect(ip, port):
category = {
'1': '除权除息', '2': '送配股上市', '3': '非流通股上市', '4': '未知股本变动', '5': '股本变化',
'6': '增发新股', '7': '股份回购', '8': '增发新股上市', '9': '转配股上市', '10': '可转债上市',
'11': '扩缩股', '12': '非流通股缩股', '13': '送认购权证', '14': '送认沽权证'}
data = api.to_df(api.get_xdxr_info(market_code, code))
if len(data) >= 1:
data = data\
.assign(date=pd.to_datetime(data[['year', 'month', 'day']]))\
.drop(['year', 'month', 'day'], axis=1)\
.assign(category_meaning=data['category'].apply(lambda x: category[str(x)]))\
.assign(code=str(code))\
.rename(index=str, columns={'panhouliutong': 'liquidity_after',
'panqianliutong': 'liquidity_before', 'houzongguben': 'shares_after',
'qianzongguben': 'shares_before'})\
.set_index('date', drop=False, inplace=False)
return data.assign(date=data['date'].apply(lambda x: str(x)[0:10]))
else:
return None
def QA_fetch_get_security_bars(code, _type, lens, ip=best_ip['stock'], port=7709):
"""按bar长度推算数据
Arguments:
code {[type]} -- [description]
_type {[type]} -- [description]
lens {[type]} -- [description]
Keyword Arguments:
ip {[type]} -- [description] (default: {best_ip})
port {[type]} -- [description] (default: {7709})
Returns:
[type] -- [description]
"""
api = TdxHq_API()
with api.connect(ip, port):
data = pd.concat([api.to_df(api.get_security_bars(_select_type(_type), _select_market_code(
code), code, (i - 1) * 800, 800)) for i in range(1, int(lens / 800) + 2)], axis=0)
data = data\
.assign(datetime=pd.to_datetime(data['datetime']), code=str(code))\
.drop(['year', 'month', 'day', 'hour', 'minute'], axis=1, inplace=False)\
.assign(date=data['datetime'].apply(lambda x: str(x)[0:10]))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(x)))\
.assign(time_stamp=data['datetime'].apply(lambda x: QA_util_time_stamp(x)))\
.assign(type=_type).set_index('datetime', drop=False, inplace=False).tail(lens)
if data is not None:
return data
else:
return None
def QA_fetch_get_stock_min(code, start, end, frequence='1min', ip=best_ip['stock'], port=7709):
api = TdxHq_API()
type_ = ''
start_date = str(start)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
if str(frequence) in ['5', '5m', '5min', 'five']:
frequence, type_ = 0, '5min'
lens = 48 * lens
elif str(frequence) in ['1', '1m', '1min', 'one']:
frequence, type_ = 8, '1min'
lens = 240 * lens
elif str(frequence) in ['15', '15m', '15min', 'fifteen']:
frequence, type_ = 1, '15min'
lens = 16 * lens
elif str(frequence) in ['30', '30m', '30min', 'half']:
frequence, type_ = 2, '30min'
lens = 8 * lens
elif str(frequence) in ['60', '60m', '60min', '1h']:
frequence, type_ = 3, '60min'
lens = 4 * lens
if lens > 20800:
lens = 20800
with api.connect(ip, port):
data = pd.concat([api.to_df(api.get_security_bars(frequence, _select_market_code(
str(code)), str(code), (int(lens / 800) - i) * 800, 800)) for i in range(int(lens / 800) + 1)], axis=0)
data = data\
.assign(datetime=pd.to_datetime(data['datetime']), code=str(code))\
.drop(['year', 'month', 'day', 'hour', 'minute'], axis=1, inplace=False)\
.assign(date=data['datetime'].apply(lambda x: str(x)[0:10]))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(x)))\
.assign(time_stamp=data['datetime'].apply(lambda x: QA_util_time_stamp(x)))\
.assign(type=type_).set_index('datetime', drop=False, inplace=False)[start:end]
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)))
def QA_fetch_get_stock_analysis(code):
"""
'zyfw', 主营范围 'jyps'#经营评述 'zygcfx' 主营构成分析
date 主营构成 主营收入(元) 收入比例cbbl 主营成本(元) 成本比例 主营利润(元) 利润比例 毛利率(%)
行业 /产品/ 区域 hq cp qy
"""
market = 'sh' if _select_market_code(code) == 1 else 'sz'
null = 'none'
data = eval(requests.get(BusinessAnalysis_url.format(
market, code), headers=headers_em).text)
zyfw = pd.DataFrame(data.get('zyfw', None))
jyps = pd.DataFrame(data.get('jyps', None))
zygcfx = data.get('zygcfx', [])
temp = []
for item in zygcfx:
try:
data_ = pd.concat([pd.DataFrame(item['hy']).assign(date=item['rq']).assign(classify='hy'),
pd.DataFrame(item['cp']).assign(
date=item['rq']).assign(classify='cp'),
pd.DataFrame(item['qy']).assign(date=item['rq']).assign(classify='qy')])
temp.append(data_)
except:
pass
try:
res_zyfcfx = pd.concat(temp).set_index(
['date', 'classify'], drop=False)
except:
res_zyfcfx = None
return zyfw, jyps, res_zyfcfx
def QA_fetch_get_stock_transaction_realtime(code, ip=None, port=None):
'实时分笔成交 包含集合竞价 buyorsell 1--sell 0--buy 2--盘前'
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
else:
pass
api = TdxHq_API()
try:
with api.connect(ip, port):
data = pd.DataFrame()
data = pd.concat([api.to_df(api.get_transaction_data(
_select_market_code(str(code)), code, (2 - i) * 2000, 2000)) for i in range(3)], axis=0)
if 'value' in data.columns:
data = data.drop(['value'], axis=1)
data = data.dropna()
day = datetime.date.today()
return data.assign(date=str(day)).assign(datetime=pd.to_datetime(data['time'].apply(lambda x: str(day) + ' ' + str(x))))\
.assign(code=str(code)).assign(order=range(len(data.index))).set_index('datetime', drop=False, inplace=False)
except:
return None
def QA_fetch_get_stock_xdxr(code, ip=best_ip['stock'], port=7709):
'除权除息'
api = TdxHq_API()
market_code = _select_market_code(code)
with api.connect(ip, port):
category = {
'1': '除权除息',
'2': '送配股上市',
'3': '非流通股上市',
'4': '未知股本变动',
'5': '股本变化',
'6': '增发新股',
'7': '股份回购',
'8': '增发新股上市',
'9': '转配股上市',
'10': '可转债上市',
'11': '扩缩股',
'12': '非流通股缩股',
'13': '送认购权证',
'14': '送认沽权证'
}
data = api.to_df(api.get_xdxr_info(market_code, code))
if len(data) >= 1:
data = data\
.assign(date=pd.to_datetime(data[['year', 'month', 'day']]))\
.drop(['year', 'month', 'day'], axis=1)\
.assign(category_meaning=data['category'].apply(lambda x: category[str(x)]))\
.assign(code=str(code))\
.rename(index=str, columns={'panhouliutong': 'liquidity_after',
'panqianliutong': 'liquidity_before', 'houzongguben': 'shares_after',
'qianzongguben': 'shares_before'})\
.set_index('date', drop=False, inplace=False)
return data.assign(date=data['date'].apply(lambda x: str(x)[0:10]))
else:
return None
def QA_fetch_get_stock_info(code,
ip=best_ip['stock']['ip'],
port=best_ip['stock']['port']):
'股票基本信息'
api = TdxHq_API()
market_code = _select_market_code(code)
with api.connect(ip, port):
return api.to_df(api.get_finance_info(market_code, code))
def QA_fetch_get_stock_latest(code, ip=best_ip['stock'], port=7709):
code = [code] if isinstance(code, str) else code
api = TdxHq_API(multithread=True)
with api.connect(ip, port):
data = pd.concat([api.to_df(api.get_security_bars(
9, _select_market_code(item), item, 0, 1)).assign(code=item) for item in code], axis=0)
return data\
.assign(date=pd.to_datetime(data['datetime']
.apply(lambda x: x[0:10])), date_stamp=data['datetime']
.apply(lambda x: QA_util_date_stamp(str(x[0:10]))))\
.set_index('date', drop=False)\
.drop(['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)
def QA_fetch_depth_market_data(code=['000001', '000002'], ip=best_ip['stock'], port=7709):
api = TdxHq_API()
__data = pd.DataFrame()
with api.connect(ip, port):
code = [code] if type(code) is str else code
for id_ in range(int(len(code) / 80) + 1):
__data = __data.append(api.to_df(api.get_security_quotes(
[(_select_market_code(x), x) for x in code[80 * id_:80 * (id_ + 1)]])))
__data['datetime'] = datetime.datetime.now()
data = __data[['datetime', 'active1', 'active2', 'last_close', 'code', 'open', 'high', 'low', 'price', 'cur_vol',
's_vol', 'b_vol', 'vol', 'ask1', 'ask_vol1', 'bid1', 'bid_vol1', 'ask2', 'ask_vol2',
'bid2', 'bid_vol2', 'ask3', 'ask_vol3', 'bid3', 'bid_vol3', 'ask4',
'ask_vol4', 'bid4', 'bid_vol4', 'ask5', 'ask_vol5', 'bid5', 'bid_vol5']]
return data.set_index(['datetime', 'code'], drop=False, inplace=False)
def QA_fetch_get_stock_info(code, ip=None, port=None):
'股票基本信息'
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
else:
pass
api = TdxHq_API()
market_code = _select_market_code(code)
with api.connect(ip, port):
return api.to_df(api.get_finance_info(market_code, code))
def getMin(cls, code, start, end, if_fq='00', frequence=8):
"""获取分钟级别的数据
Args:
code: 代码 6位长度的str
start: 10位长度的日期字符串 比如'2017-01-01'
end: 10位长度的日期字符串 比如'2018-01-01'
if_fq:
frequence:
Returns: pd.DataFrame/None -- 返回的是dataframe,如果出错比如只获
取了一天,而当天停牌,返回None
"""
# type_ = ''
start = str(start)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start, today_)
_, type_, multiplicator = cls.getReverseFrequence(frequence)
lens = lens * multiplicator
if lens > 20800:
lens = 20800
with cls.tdxapi.connect(cls.ip, cls.port) as api:
data = pd.concat([
api.to_df(
api.get_security_bars(
frequence, _select_market_code(str(code)), str(code),
(int(lens / 800) - i) * 800, 800))
for i in range(int(lens / 800) + 1)
],
axis=0,
sort=False)
data = data \
.drop(['year', 'month', 'day', 'hour', 'minute'], axis=1,
inplace=False) \
.assign(datetime=pd.to_datetime(data['datetime']),
code=str(code),
date=data['datetime'].apply(lambda x: str(x)[0:10]),
date_stamp=data['datetime'].apply(
lambda x: QA_util_date_stamp(x)),
time_stamp=data['datetime'].apply(
lambda x: QA_util_time_stamp(x)),
type=type_).set_index('datetime', drop=False,
inplace=False)[start:end]
return data.assign(
datetime=data['datetime'].apply(lambda x: str(x)))
def QA_fetch_get_stock_min(code, start, end, frequence='1min', ip=None, port=None):
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
else:
pass
api = TdxHq_API()
type_ = ''
start_date = str(start)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
if str(frequence) in ['5', '5m', '5min', 'five']:
frequence, type_ = 0, '5min'
lens = 48 * lens
elif str(frequence) in ['1', '1m', '1min', 'one']:
frequence, type_ = 8, '1min'
lens = 240 * lens
elif str(frequence) in ['15', '15m', '15min', 'fifteen']:
frequence, type_ = 1, '15min'
lens = 16 * lens
elif str(frequence) in ['30', '30m', '30min', 'half']:
frequence, type_ = 2, '30min'
lens = 8 * lens
elif str(frequence) in ['60', '60m', '60min', '1h']:
frequence, type_ = 3, '60min'
lens = 4 * lens
if lens > 20800:
lens = 20800
with api.connect(ip, port):
data = pd.concat([api.to_df(api.get_security_bars(frequence, _select_market_code(
str(code)), str(code), (int(lens / 800) - i) * 800, 800)) for i in range(int(lens / 800) + 1)], axis=0)
data = data\
.assign(datetime=pd.to_datetime(data['datetime']), code=str(code))\
.drop(['year', 'month', 'day', 'hour', 'minute'], axis=1, inplace=False)\
.assign(date=data['datetime'].apply(lambda x: str(x)[0:10]))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(x)))\
.assign(time_stamp=data['datetime'].apply(lambda x: QA_util_time_stamp(x)))\
.assign(type=type_).set_index('datetime', drop=False, inplace=False)[start:end]
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)))
def __QA_fetch_get_stock_transaction(code, day, retry, api):
batch_size = 2000 # 800 or 2000 ? 2000 maybe also works
data_arr = []
max_offset = 21
cur_offset = 0
while cur_offset <= max_offset:
one_chunk = api.get_history_transaction_data(
_select_market_code(str(code)), str(code), cur_offset * batch_size, batch_size, QA_util_date_str2int(day))
if one_chunk is None or one_chunk == []:
break
data_arr = one_chunk + data_arr
cur_offset += 1
data_ = api.to_df(data_arr)
for _ in range(retry):
if len(data_) < 2:
return __QA_fetch_get_stock_transaction(code, day, 0, api)
else:
return data_.assign(date=day).assign(datetime=pd.to_datetime(data_['time'].apply(lambda x: str(day) + ' ' + x)))\
.assign(code=str(code)).assign(order=range(len(data_.index))).set_index('datetime', drop=False, inplace=False)
def __QA_fetch_get_stock_transaction(code, day, retry, api):
batch_size = 2000 # 800 or 2000 ? 2000 maybe also works
data_arr = []
max_offset = 21
cur_offset = 0
while cur_offset <= max_offset:
one_chunk = api.get_history_transaction_data(
_select_market_code(str(code)), str(code), cur_offset * batch_size, batch_size, QA_util_date_str2int(day))
if one_chunk is None or one_chunk == []:
break
data_arr = one_chunk + data_arr
cur_offset += 1
data_ = api.to_df(data_arr)
for _ in range(retry):
if len(data_) < 2:
return __QA_fetch_get_stock_transaction(code, day, 0, api)
else:
return data_.assign(date=day).assign(datetime=pd.to_datetime(data_['time'].apply(lambda x: str(day) + ' ' + x)))\
.assign(code=str(code)).assign(order=range(len(data_.index))).set_index('datetime', drop=False, inplace=False)
def QA_fetch_get_stock_transaction_realtime(code,
ip=best_ip['stock'],
port=7709):
'实时逐笔成交 包含集合竞价 buyorsell 1--sell 0--buy 2--盘前'
api = TdxHq_API()
with api.connect(ip, port):
data = pd.DataFrame()
data = pd.concat([
api.to_df(
api.get_transaction_data(_select_market_code(str(code)), code,
(2 - i) * 2000, 2000))
for i in range(3)
],
axis=0)
if 'value' in data.columns:
data = data.drop(['value'], axis=1)
data = data.dropna()
day = datetime.date.today()
return data.assign(date=str(day)).assign(datetime=pd.to_datetime(data['time'].apply(lambda x: str(day) + ' ' + str(x))))\
.assign(code=str(code)).assign(order=range(len(data.index))).set_index('datetime', drop=False, inplace=False)
def QA_fetch_get_security_bars(code, _type, lens, ip=None, port=None):
"""按bar长度推算数据
Arguments:
code {[type]} -- [description]
_type {[type]} -- [description]
lens {[type]} -- [description]
Keyword Arguments:
ip {[type]} -- [description] (default: {best_ip})
port {[type]} -- [description] (default: {7709})
Returns:
[type] -- [description]
"""
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
else:
pass
api = TdxHq_API()
with api.connect(ip, port):
data = pd.concat([api.to_df(api.get_security_bars(_select_type(_type), _select_market_code(
code), code, (i - 1) * 800, 800)) for i in range(1, int(lens / 800) + 2)], axis=0)
data = data\
.assign(datetime=pd.to_datetime(data['datetime']), code=str(code))\
.drop(['year', 'month', 'day', 'hour', 'minute'], axis=1, inplace=False)\
.assign(date=data['datetime'].apply(lambda x: str(x)[0:10]))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(x)))\
.assign(time_stamp=data['datetime'].apply(lambda x: QA_util_time_stamp(x)))\
.assign(type=_type).set_index('datetime', drop=False, inplace=False).tail(lens)
if data is not None:
return data
else:
return None
def QA_fetch_get_stock_latest(code, ip=None, port=None):
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
else:
pass
code = [code] if isinstance(code, str) else code
api = TdxHq_API(multithread=True)
with api.connect(ip, port):
data = pd.concat([api.to_df(api.get_security_bars(
9, _select_market_code(item), item, 0, 1)).assign(code=item) for item in code], axis=0)
return data\
.assign(date=pd.to_datetime(data['datetime']
.apply(lambda x: x[0:10])), date_stamp=data['datetime']
.apply(lambda x: QA_util_date_stamp(str(x[0:10]))))\
.set_index('date', drop=False)\
.drop(['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)
def QA_fetch_get_stock_realtime(code=['000001', '000002'], ip=None, port=None):
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
else:
pass
api = TdxHq_API()
__data = pd.DataFrame()
with api.connect(ip, port):
code = [code] if type(code) is str else code
for id_ in range(int(len(code) / 80) + 1):
__data = __data.append(api.to_df(api.get_security_quotes(
[(_select_market_code(x), x) for x in code[80 * id_:80 * (id_ + 1)]])))
__data['datetime'] = datetime.datetime.now()
data = __data[['datetime', 'active1', 'active2', 'last_close', 'code', 'open', 'high', 'low', 'price', 'cur_vol',
's_vol', 'b_vol', 'vol', 'ask1', 'ask_vol1', 'bid1', 'bid_vol1', 'ask2', 'ask_vol2',
'bid2', 'bid_vol2', 'ask3', 'ask_vol3', 'bid3', 'bid_vol3', 'ask4',
'ask_vol4', 'bid4', 'bid_vol4', 'ask5', 'ask_vol5', 'bid5', 'bid_vol5']]
return data.set_index('code', drop=False, inplace=False)
def QA_fetch_depth_market_data(code=['000001', '000002'], ip=None, port=None):
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
else:
pass
api = TdxHq_API()
__data = pd.DataFrame()
with api.connect(ip, port):
code = [code] if type(code) is str else code
for id_ in range(int(len(code) / 80) + 1):
__data = __data.append(api.to_df(api.get_security_quotes(
[(_select_market_code(x), x) for x in code[80 * id_:80 * (id_ + 1)]])))
__data['datetime'] = datetime.datetime.now()
data = __data[['datetime', 'active1', 'active2', 'last_close', 'code', 'open', 'high', 'low', 'price', 'cur_vol',
's_vol', 'b_vol', 'vol', 'ask1', 'ask_vol1', 'bid1', 'bid_vol1', 'ask2', 'ask_vol2',
'bid2', 'bid_vol2', 'ask3', 'ask_vol3', 'bid3', 'bid_vol3', 'ask4',
'ask_vol4', 'bid4', 'bid_vol4', 'ask5', 'ask_vol5', 'bid5', 'bid_vol5']]
return data.set_index(['datetime', 'code'], drop=False, inplace=False)
def QA_fetch_get_stock_day(code, start_date, end_date, if_fq='00', frequence='day', ip=None, port=None):
"""获取日线及以上级别的数据
Arguments:
code {str:6} -- code 是一个单独的code 6位长度的str
start_date {str:10} -- 10位长度的日期 比如'2017-01-01'
end_date {str:10} -- 10位长度的日期 比如'2018-01-01'
Keyword Arguments:
if_fq {str} -- '00'/'bfq' -- 不复权 '01'/'qfq' -- 前复权 '02'/'hfq' -- 后复权 '03'/'ddqfq' -- 定点前复权 '04'/'ddhfq' --定点后复权
frequency {str} -- day/week/month/quarter/year 也可以是简写 D/W/M/Q/Y
ip {str} -- [description] (default: None) ip可以通过select_best_ip()函数重新获取
port {int} -- [description] (default: {None})
Returns:
pd.DataFrame/None -- 返回的是dataframe,如果出错比如只获取了一天,而当天停牌,返回None
Exception:
如果出现网络问题/服务器拒绝, 会出现socket:time out 尝试再次获取/更换ip即可, 本函数不做处理
"""
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
else:
pass
api = TdxHq_API()
with api.connect(ip, port, time_out=0.7):
if frequence in ['day', 'd', 'D', 'DAY', 'Day']:
frequence = 9
elif frequence in ['w', 'W', 'Week', 'week']:
frequence = 5
elif frequence in ['month', 'M', 'm', 'Month']:
frequence = 6
elif frequence in ['quarter', 'Q', 'Quarter', 'q']:
frequence = 10
elif frequence in ['y', 'Y', 'year', 'Year']:
frequence = 11
start_date = str(start_date)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
data = pd.concat([api.to_df(api.get_security_bars(frequence, _select_market_code(
code), code, (int(lens / 800) - i) * 800, 800)) for i in range(int(lens / 800) + 1)], axis=0)
# 这里的问题是: 如果只取了一天的股票,而当天停牌, 那么就直接返回None了
if len(data) < 1:
return None
data = data[data['open'] != 0]
if if_fq in ['00', 'bfq']:
data = data.assign(date=data['datetime'].apply(lambda x: str(x[0:10]))).assign(code=str(code))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10]))).set_index('date', drop=False, inplace=False)
return data.drop(['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)[start_date:end_date].assign(date=data['date'].apply(lambda x: str(x)[0:10]))
elif if_fq in ['01', 'qfq']:
xdxr_data = QA_fetch_get_stock_xdxr(code)
bfq_data = data.assign(date=pd.to_datetime(data['datetime'].apply(lambda x: str(x[0:10])))).assign(code=str(code))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10]))).set_index('date', drop=False, inplace=False)
bfq_data = bfq_data.drop(
['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)
#
if xdxr_data is not None:
info = xdxr_data[xdxr_data['category'] == 1]
bfq_data['if_trade'] = True
data = pd.concat([bfq_data, info[['category']]
[bfq_data.index[0]:]], axis=1)
data['date'] = data.index
data['if_trade'].fillna(value=False, inplace=True)
data = data.fillna(method='ffill')
data = pd.concat([data, info[['fenhong', 'peigu', 'peigujia',
'songzhuangu']][bfq_data.index[0]:]], axis=1)
data = data.fillna(0)
data['preclose'] = (data['close'].shift(1) * 10 - data['fenhong'] + data['peigu']
* data['peigujia']) / (10 + data['peigu'] + data['songzhuangu'])
data['adj'] = (data['preclose'].shift(-1) /
data['close']).fillna(1)[::-1].cumprod()
data['open'] = data['open'] * data['adj']
data['high'] = data['high'] * data['adj']
data['low'] = data['low'] * data['adj']
data['close'] = data['close'] * data['adj']
data['preclose'] = data['preclose'] * data['adj']
data = data[data['if_trade']]
return data.drop(['fenhong', 'peigu', 'peigujia', 'songzhuangu', 'if_trade', 'category'], axis=1)[data['open'] != 0].assign(date=data['date'].apply(lambda x: str(x)[0:10]))[start_date:end_date]
else:
bfq_data['preclose'] = bfq_data['close'].shift(1)
bfq_data['adj'] = 1
return bfq_data[start_date:end_date]
elif if_fq in ['03', 'ddqfq']:
xdxr_data = QA_fetch_get_stock_xdxr(code)
info = xdxr_data[xdxr_data['category'] == 1]
bfq_data = data\
.assign(date=pd.to_datetime(data['datetime'].apply(lambda x: x[0:10])))\
.assign(code=str(code))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10])))\
.set_index('date', drop=False, inplace=False)\
.drop(['year', 'month', 'day', 'hour',
'minute', 'datetime'], axis=1)
bfq_data['if_trade'] = True
data = pd.concat([bfq_data, info[['category']]
[bfq_data.index[0]:end_date]], axis=1)
data['date'] = data.index
data['if_trade'].fillna(value=False, inplace=True)
data = data.fillna(method='ffill')
data = pd.concat([data, info[['fenhong', 'peigu', 'peigujia',
'songzhuangu']][bfq_data.index[0]:end_date]], axis=1)
data = data.fillna(0)
data['preclose'] = (data['close'].shift(1) * 10 - data['fenhong'] + data['peigu']
* data['peigujia']) / (10 + data['peigu'] + data['songzhuangu'])
data['adj'] = (data['preclose'].shift(-1) /
data['close']).fillna(1)[::-1].cumprod()
data['open'] = data['open'] * data['adj']
data['high'] = data['high'] * data['adj']
data['low'] = data['low'] * data['adj']
data['close'] = data['close'] * data['adj']
data['preclose'] = data['preclose'] * data['adj']
data = data[data['if_trade']]
return data.drop(['fenhong', 'peigu', 'peigujia', 'songzhuangu', 'if_trade', 'category'], axis=1)[data['open'] != 0].assign(date=data['date'].apply(lambda x: str(x)[0:10]))[start_date:end_date]
elif if_fq in ['02', 'hfq']:
xdxr_data = QA_fetch_get_stock_xdxr(code)
info = xdxr_data[xdxr_data['category'] == 1]
bfq_data = data\
.assign(date=pd.to_datetime(data['datetime'].apply(lambda x: x[0:10])))\
.assign(code=str(code))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10])))\
.set_index('date', drop=False, inplace=False)\
.drop(['year', 'month', 'day', 'hour',
'minute', 'datetime'], axis=1)
bfq_data['if_trade'] = True
data = pd.concat([bfq_data, info[['category']]
[bfq_data.index[0]:]], axis=1)
data['date'] = data.index
data['if_trade'].fillna(value=False, inplace=True)
data = data.fillna(method='ffill')
data = pd.concat([data, info[['fenhong', 'peigu', 'peigujia',
'songzhuangu']][bfq_data.index[0]:]], axis=1)
data = data.fillna(0)
data['preclose'] = (data['close'].shift(1) * 10 - data['fenhong'] + data['peigu']
* data['peigujia']) / (10 + data['peigu'] + data['songzhuangu'])
data['adj'] = (data['preclose'].shift(-1) /
data['close']).fillna(1).cumprod()
data['open'] = data['open'] / data['adj']
data['high'] = data['high'] / data['adj']
data['low'] = data['low'] / data['adj']
data['close'] = data['close'] / data['adj']
data['preclose'] = data['preclose'] / data['adj']
data = data[data['if_trade']]
return data.drop(['fenhong', 'peigu', 'peigujia', 'songzhuangu', 'if_trade', 'category'], axis=1)[data['open'] != 0].assign(date=data['date'].apply(lambda x: str(x)[0:10]))[start_date:end_date]
elif if_fq in ['04', 'ddhfq']:
xdxr_data = QA_fetch_get_stock_xdxr(code)
info = xdxr_data[xdxr_data['category'] == 1]
bfq_data = data\
.assign(date=pd.to_datetime(data['datetime'].apply(lambda x: x[0:10])))\
.assign(code=str(code))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10])))\
.set_index('date', drop=False, inplace=False)\
.drop(['year', 'month', 'day', 'hour',
'minute', 'datetime'], axis=1)
bfq_data['if_trade'] = True
data = pd.concat([bfq_data, info[['category']]
[bfq_data.index[0]:end_date]], axis=1)
data['date'] = data.index
data['if_trade'].fillna(value=False, inplace=True)
data = data.fillna(method='ffill')
data = pd.concat([data, info[['fenhong', 'peigu', 'peigujia',
'songzhuangu']][bfq_data.index[0]:end_date]], axis=1)
data = data.fillna(0)
data['preclose'] = (data['close'].shift(1) * 10 - data['fenhong'] + data['peigu']
* data['peigujia']) / (10 + data['peigu'] + data['songzhuangu'])
data['adj'] = (data['preclose'].shift(-1) /
data['close']).fillna(1).cumprod()
data['open'] = data['open'] / data['adj']
data['high'] = data['high'] / data['adj']
data['low'] = data['low'] / data['adj']
data['close'] = data['close'] / data['adj']
data['preclose'] = data['preclose'] / data['adj']
data = data[data['if_trade']]
return data.drop(['fenhong', 'peigu', 'peigujia', 'songzhuangu', 'if_trade', 'category'], axis=1)[data['open'] != 0].assign(date=data['date'].apply(lambda x: str(x)[0:10]))[start_date:end_date]
def QA_fetch_get_stock_day(code, start_date, end_date, if_fq='00', frequence='day', ip=best_ip['stock'], port=7709):
"""获取日线及以上级别的数据
Arguments:
code {str:6} -- code 是一个单独的code 6位长度的str
start_date {str:10} -- 10位长度的日期 比如'2017-01-01'
end_date {str:10} -- 10位长度的日期 比如'2018-01-01'
Keyword Arguments:
if_fq {str} -- '00'/'bfq' -- 不复权 '01'/'qfq' -- 前复权 '02'/'hfq' -- 后复权 '03'/'ddqfq' -- 定点前复权 '04'/'ddhfq' --定点后复权
frequency {str} -- day/week/month/quarter/year 也可以是简写 D/W/M/Q/Y
ip {str} -- [description] (default: best_ip['stock']) ip可以通过select_best_ip()函数重新获取
port {int} -- [description] (default: {7709})
Returns:
pd.DataFrame/None -- 返回的是dataframe,如果出错比如只获取了一天,而当天停牌,返回None
Exception:
如果出现网络问题/服务器拒绝, 会出现socket:time out 尝试再次获取/更换ip即可, 本函数不做处理
"""
api = TdxHq_API()
with api.connect(ip, port, time_out=0.7):
if frequence in ['day', 'd', 'D', 'DAY', 'Day']:
frequence = 9
elif frequence in ['w', 'W', 'Week', 'week']:
frequence = 5
elif frequence in ['month', 'M', 'm', 'Month']:
frequence = 6
elif frequence in ['quarter', 'Q', 'Quarter', 'q']:
frequence = 10
elif frequence in ['y', 'Y', 'year', 'Year']:
frequence = 11
start_date = str(start_date)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
data = pd.concat([api.to_df(api.get_security_bars(frequence, _select_market_code(
code), code, (int(lens / 800) - i) * 800, 800)) for i in range(int(lens / 800) + 1)], axis=0)
# 这里的问题是: 如果只取了一天的股票,而当天停牌, 那么就直接返回None了
if len(data) < 1:
return None
data = data[data['open'] != 0]
if if_fq in ['00', 'bfq']:
data = data.assign(date=data['datetime'].apply(lambda x: str(x[0:10]))).assign(code=str(code))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10]))).set_index('date', drop=False, inplace=False)
return data.drop(['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)[start_date:end_date].assign(date=data['date'].apply(lambda x: str(x)[0:10]))
elif if_fq in ['01', 'qfq']:
xdxr_data = QA_fetch_get_stock_xdxr(code)
bfq_data = data.assign(date=pd.to_datetime(data['datetime'].apply(lambda x: str(x[0:10])))).assign(code=str(code))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10]))).set_index('date', drop=False, inplace=False)
bfq_data = bfq_data.drop(
['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)
#
if xdxr_data is not None:
info = xdxr_data[xdxr_data['category'] == 1]
bfq_data['if_trade'] = True
data = pd.concat([bfq_data, info[['category']]
[bfq_data.index[0]:]], axis=1)
data['date'] = data.index
data['if_trade'].fillna(value=False, inplace=True)
data = data.fillna(method='ffill')
data = pd.concat([data, info[['fenhong', 'peigu', 'peigujia',
'songzhuangu']][bfq_data.index[0]:]], axis=1)
data = data.fillna(0)
data['preclose'] = (data['close'].shift(1) * 10 - data['fenhong'] + data['peigu']
* data['peigujia']) / (10 + data['peigu'] + data['songzhuangu'])
data['adj'] = (data['preclose'].shift(-1) /
data['close']).fillna(1)[::-1].cumprod()
data['open'] = data['open'] * data['adj']
data['high'] = data['high'] * data['adj']
data['low'] = data['low'] * data['adj']
data['close'] = data['close'] * data['adj']
data['preclose'] = data['preclose'] * data['adj']
data = data[data['if_trade']]
return data.drop(['fenhong', 'peigu', 'peigujia', 'songzhuangu', 'if_trade', 'category'], axis=1)[data['open'] != 0].assign(date=data['date'].apply(lambda x: str(x)[0:10]))[start_date:end_date]
else:
bfq_data['preclose'] = bfq_data['close'].shift(1)
bfq_data['adj'] = 1
return bfq_data[start_date:end_date]
elif if_fq in ['03', 'ddqfq']:
xdxr_data = QA_fetch_get_stock_xdxr(code)
info = xdxr_data[xdxr_data['category'] == 1]
bfq_data = data\
.assign(date=pd.to_datetime(data['datetime'].apply(lambda x: x[0:10])))\
.assign(code=str(code))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10])))\
.set_index('date', drop=False, inplace=False)\
.drop(['year', 'month', 'day', 'hour',
'minute', 'datetime'], axis=1)
bfq_data['if_trade'] = True
data = pd.concat([bfq_data, info[['category']]
[bfq_data.index[0]:end_date]], axis=1)
data['date'] = data.index
data['if_trade'].fillna(value=False, inplace=True)
data = data.fillna(method='ffill')
data = pd.concat([data, info[['fenhong', 'peigu', 'peigujia',
'songzhuangu']][bfq_data.index[0]:end_date]], axis=1)
data = data.fillna(0)
data['preclose'] = (data['close'].shift(1) * 10 - data['fenhong'] + data['peigu']
* data['peigujia']) / (10 + data['peigu'] + data['songzhuangu'])
data['adj'] = (data['preclose'].shift(-1) /
data['close']).fillna(1)[::-1].cumprod()
data['open'] = data['open'] * data['adj']
data['high'] = data['high'] * data['adj']
data['low'] = data['low'] * data['adj']
data['close'] = data['close'] * data['adj']
data['preclose'] = data['preclose'] * data['adj']
data = data[data['if_trade']]
return data.drop(['fenhong', 'peigu', 'peigujia', 'songzhuangu', 'if_trade', 'category'], axis=1)[data['open'] != 0].assign(date=data['date'].apply(lambda x: str(x)[0:10]))[start_date:end_date]
elif if_fq in ['02', 'hfq']:
xdxr_data = QA_fetch_get_stock_xdxr(code)
info = xdxr_data[xdxr_data['category'] == 1]
bfq_data = data\
.assign(date=pd.to_datetime(data['datetime'].apply(lambda x: x[0:10])))\
.assign(code=str(code))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10])))\
.set_index('date', drop=False, inplace=False)\
.drop(['year', 'month', 'day', 'hour',
'minute', 'datetime'], axis=1)
bfq_data['if_trade'] = True
data = pd.concat([bfq_data, info[['category']]
[bfq_data.index[0]:]], axis=1)
data['date'] = data.index
data['if_trade'].fillna(value=False, inplace=True)
data = data.fillna(method='ffill')
data = pd.concat([data, info[['fenhong', 'peigu', 'peigujia',
'songzhuangu']][bfq_data.index[0]:]], axis=1)
data = data.fillna(0)
data['preclose'] = (data['close'].shift(1) * 10 - data['fenhong'] + data['peigu']
* data['peigujia']) / (10 + data['peigu'] + data['songzhuangu'])
data['adj'] = (data['preclose'].shift(-1) /
data['close']).fillna(1).cumprod()
data['open'] = data['open'] / data['adj']
data['high'] = data['high'] / data['adj']
data['low'] = data['low'] / data['adj']
data['close'] = data['close'] / data['adj']
data['preclose'] = data['preclose'] / data['adj']
data = data[data['if_trade']]
return data.drop(['fenhong', 'peigu', 'peigujia', 'songzhuangu', 'if_trade', 'category'], axis=1)[data['open'] != 0].assign(date=data['date'].apply(lambda x: str(x)[0:10]))[start_date:end_date]
elif if_fq in ['04', 'ddhfq']:
xdxr_data = QA_fetch_get_stock_xdxr(code)
info = xdxr_data[xdxr_data['category'] == 1]
bfq_data = data\
.assign(date=pd.to_datetime(data['datetime'].apply(lambda x: x[0:10])))\
.assign(code=str(code))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10])))\
.set_index('date', drop=False, inplace=False)\
.drop(['year', 'month', 'day', 'hour',
'minute', 'datetime'], axis=1)
bfq_data['if_trade'] = True
data = pd.concat([bfq_data, info[['category']]
[bfq_data.index[0]:end_date]], axis=1)
data['date'] = data.index
data['if_trade'].fillna(value=False, inplace=True)
data = data.fillna(method='ffill')
data = pd.concat([data, info[['fenhong', 'peigu', 'peigujia',
'songzhuangu']][bfq_data.index[0]:end_date]], axis=1)
data = data.fillna(0)
data['preclose'] = (data['close'].shift(1) * 10 - data['fenhong'] + data['peigu']
* data['peigujia']) / (10 + data['peigu'] + data['songzhuangu'])
data['adj'] = (data['preclose'].shift(-1) /
data['close']).fillna(1).cumprod()
data['open'] = data['open'] / data['adj']
data['high'] = data['high'] / data['adj']
data['low'] = data['low'] / data['adj']
data['close'] = data['close'] / data['adj']
data['preclose'] = data['preclose'] / data['adj']
data = data[data['if_trade']]
return data.drop(['fenhong', 'peigu', 'peigujia', 'songzhuangu', 'if_trade', 'category'], axis=1)[data['open'] != 0].assign(date=data['date'].apply(lambda x: str(x)[0:10]))[start_date:end_date]
def getDay(cls, code, start_date, end_date, if_fq='00', frequence=9):
"""获取日线及以上级别的数据
Args:
code {str:6} -- code 是一个单独的code 6位长度的str
start_date {str:10} -- 10位长度的日期 比如'2017-01-01'
end_date {str:10} -- 10位长度的日期 比如'2018-01-01'
if_fq {str} -- '00'/'bfq' -- 不复权 '01'/'qfq' -- 前复权 '02'/'hfq' -- 后复权 '03'/'ddqfq' -- 定点前复权 '04'/'ddhfq' --定点后复权
frequency {int} -- K线周期
0 5分钟K线 1 15分钟K线 2 30分钟K线 3 1小时K线 4 日K线
5 周K线
6 月K线
7 1分钟
8 1分钟K线
9 日K线
10 季K线
11 年K线
ip {str} -- [description] (default: None) ip可以通过select_best_ip()函数重新获取
port {int} -- [description] (default: {None})
Returns:
pd.DataFrame/None -- 返回的是dataframe,如果出错比如只获
取了一天,而当天停牌,返回None
Exception:
如果出现网络问题/服务器拒绝, 会出现socket:time out 尝试再次获取/更换ip即可, 本函数不做处理
"""
try:
with cls.tdxapi.connect(cls.ip, cls.port, time_out=0.7) as api:
start_date = str(start_date)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
data = pd.concat([
api.to_df(
api.get_security_bars(
frequence, _select_market_code(code), code,
(int(lens / 800) - i) * 800, 800))
for i in range(int(lens / 800) + 1)
],
axis=0,
sort=False)
# 这里的问题是: 如果只取了一天的股票,而当天停牌, 那么就直接返回None了
if len(data) < 1:
return None
data = data[data['open'] != 0]
data = data.assign(
date=data['datetime'].apply(lambda x: str(x[0:10])),
code=str(code),
date_stamp=data['datetime'].apply(
lambda x: QA_util_date_stamp(str(x)[0:10]))) \
.set_index('date', drop=False, inplace=False)
end_date = str(end_date)[0:10]
data = data.drop(
['year', 'month', 'day', 'hour', 'minute', 'datetime'],
axis=1)[start_date:end_date]
if if_fq in ['00', 'bfq']:
return data
else:
print('CURRENTLY NOT SUPPORT REALTIME FUQUAN')
return None
# xdxr = QA_fetch_get_stock_xdxr(code)
# if if_fq in ['01','qfq']:
# return QA_data_make_qfq(data,xdxr)
# elif if_fq in ['02','hfq']:
# return QA_data_make_hfq(data,xdxr)
except Exception as e:
if isinstance(e, TypeError):
print(
'1、Tushare内置的pytdx版本和QUANTAXIS使用的pytdx 版本不同, 请重新安装pytdx以解决此问题.{}:{}'
.format(cls.ip, cls.port))
print('pip uninstall pytdx\npip install pytdx')
print('2、或者此时间段无数据。')
else:
print(e)