def QA_get_realtime(code, market):
"""
统一的获取期货/股票实时行情的接口
"""
res = None
if market == MARKET_TYPE.STOCK_CN:
res = QATdx.QA_fetch_get_stock_realtime(code)
elif market == MARKET_TYPE.FUTURE_CN:
res = QATdx.QA_fetch_get_future_realtime(code)
return res
def QA_quotation(code, start, end, frequence, market, source, output):
"""一个统一的fetch
Arguments:
code {str/list} -- 证券/股票的代码
start {str} -- 开始日期
end {str} -- 结束日期
frequence {enum} -- 频率 QA.FREQUENCE
market {enum} -- 市场 QA.MARKET_TYPE
source {enum} -- 来源 QA.DATASOURCE
output {enum} -- 输出类型 QA.OUTPUT_FORMAT
"""
if market == MARKET_TYPE.STOCK_CN:
if frequence == FREQUENCE.DAY:
if source == DATASOURCE.MONGO:
res = QAQueryAdv.QA_fetch_stock_day_adv(code, start, end)
elif source == DATASOURCE.TDX:
res = QATdx.QA_fetch_get_stock_day(code, start, end, '00')
res = QA_DataStruct_Stock_day(res.set_index(['date', 'code']))
elif source == DATASOURCE.TUSHARE:
res = QATushare.QA_fetch_get_stock_day(code, start, end, '00')
elif frequence in [
FREQUENCE.ONE_MIN, FREQUENCE.FIVE_MIN, FREQUENCE.FIFTEEN_MIN,
FREQUENCE.THIRTY_MIN, FREQUENCE.SIXTY_MIN
]:
if source == DATASOURCE.MONGO:
res = QAQueryAdv.QA_fetch_stock_min_adv(code,
start,
end,
frequence=frequence)
elif source == DATASOURCE.TDX:
res = QATdx.QA_fetch_get_stock_min(code,
start,
end,
frequence=frequence)
res = QA_DataStruct_Stock_min(
res.set_index(['datetime', 'code']))
elif frequence == FREQUENCE.TICK:
if source == DATASOURCE.TDX:
res = QATdx.QA_fetch_get_stock_transaction(code, start, end)
elif frequence == FREQUENCE.REALTIME:
if source == DATASOURCE.TDX:
res = QA_DataStruct_Stock_realtime(
QATdx.QA_fetch_get_stock_realtime(code))
elif market == MARKET_TYPE.FUTURE_CN:
if frequence == FREQUENCE.DAY:
if source == DATASOURCE.MONGO:
res = QAQueryAdv.QA_fetch_future_day_adv(code, start, end)
elif source == DATASOURCE.TDX:
res = QATdx.QA_fetch_get_future_day(code, start, end)
res = QA_DataStruct_Future_day(res.set_index(['date', 'code']))
elif frequence in [
FREQUENCE.ONE_MIN, FREQUENCE.FIVE_MIN, FREQUENCE.FIFTEEN_MIN,
FREQUENCE.THIRTY_MIN, FREQUENCE.SIXTY_MIN
]:
if source == DATASOURCE.MONGO:
res = QAQueryAdv.QA_fetch_future_min_adv(code,
start,
end,
frequence=frequence)
elif source == DATASOURCE.TDX:
res = QATdx.QA_fetch_get_future_min(code,
start,
end,
frequence=frequence)
res = QA_DataStruct_Future_min(
res.set_index(['datetime', 'code']))
elif frequence == FREQUENCE.TICK:
if source == DATASOURCE.TDX:
res = QATdx.QA_fetch_get_future_transaction(code, start, end)
elif frequence == FREQUENCE.REALTIME:
if source == DATASOURCE.TDX:
res = QA_DataStruct_Future_realtime(
QATdx.QA_fetch_get_future_realtime(code))
# 指数代码和股票代码是冲突重复的， sh000001 上证指数 000001 是不同的
elif market == MARKET_TYPE.INDEX_CN:
if frequence == FREQUENCE.DAY:
if source == DATASOURCE.MONGO:
res = QAQueryAdv.QA_fetch_index_day_adv(code, start, end)
elif market == MARKET_TYPE.OPTION_CN:
if source == DATASOURCE.MONGO:
#res = QAQueryAdv.QA_fetch_option_day_adv(code, start, end)
raise NotImplementedError('CURRENT NOT FINISH THIS METHOD')
# print(type(res))
return res
