def get_futures_daily(self, start_date, end_date, market, index_bar):
'''
名称 类型 必选 描述
start_date str Y start_date="20200701"
end_date str Y end_date="20200716"
market str Y market="DCE"; choice of {"CFFEX", "INE", "CZCE", "DCE", "SHFE"}
index_bar str Y index_bar=False; 是否合成指数
out
名称 类型 默认显示 描述
symbol str Y 合约
date str Y 交易日
open float Y 开盘价
high float Y 最高价
low float Y 最低价
close str Y 收盘价
volume str Y 成交量
open_interest str Y 持仓量
turnover float Y 成交额
settle float Y 结算价
pre_settle float Y 前结算价
variety str Y 品种
'''
futures_daily_df = ak.get_futures_daily(start_date=start_date,
end_date=end_date,
market=market,
index_bar=index_bar)
return futures_daily_df
def get_get_futures_daily(self, start_date, end_date, market):
'''
:param start_date: start_date="20190107"
:param end_date:end_date="20190108"
:param market: 可以添为四个交易所的简称, 即 “DCE” 代表大商所; “INE” 代表能源所; “SHFE” 代表上期所; “CZCE” 代表郑商所,
:return:
'''
futures_daily_df = ak.get_futures_daily(start_date=start_date,
end_date=end_date,
market=market,
index_bar=True)
return futures_daily_df
def test():
print('测试及功能展示: ')
# ----------------------------------------------------------------------
print('\n' + '-' * 80 + '\n一个品种在时间轴上的展期收益率')
df = akshare.get_roll_yield_bar(type_method='date', var='RB', start_day='20181206', end_day='20181210', plot=False)
print(df)
# ----------------------------------------------------------------------
print('\n' + '-' * 80 + '\n一个品种在不同交割标的上的价格比较')
df = akshare.get_roll_yield_bar(type_method='symbol', var='RB', date='20181210', plot=False)
print(df)
# ----------------------------------------------------------------------
print('\n' + '-' * 80 + '\n多个品种在某天的展期收益率横截面比较')
df = akshare.get_roll_yield_bar(type_method='var', date='20181210', plot=False)
print(df)
# ----------------------------------------------------------------------
print('\n' + '-' * 80 + '\n特定两个标的的展期收益率')
df = akshare.get_roll_yield(date='20181210', var='IF', symbol1='IF1812', symbol2='IF1901')
print(df)
# ----------------------------------------------------------------------
print('\n' + '-' * 80 + '\n特定品种、特定时段的交易所注册仓单')
df = akshare.get_receipt(start_day='20181207', end_day='20181210', vars_list=['CU', 'NI'])
print(df)
# ----------------------------------------------------------------------
print('\n' + '-' * 80 + '\n特定日期的现货价格及基差')
df = akshare.futures_spot_price('20181210')
print(df)
# ----------------------------------------------------------------------
print('\n' + '-' * 80 + '\n特定品种、特定时段的现货价格及基差')
df = akshare.futures_spot_price_daily(start_day='20181210', end_day='20181210', vars_list=['CU', 'RB'])
print(df)
# ----------------------------------------------------------------------
print('\n' + '-' * 80 + '\n特定品种、特定时段的会员持仓排名求和')
df = akshare.get_rank_sum_daily(start_day='20181210', end_day='20181210', vars_list=['IF', 'C'])
print(df)
# ----------------------------------------------------------------------
print('\n' + '-' * 80 + '\n大商所会员持仓排名细节；郑商所、上期所、中金所分别改成get_czce_rank_table、get_shfe_rank_table、get_cffex_rank_table')
df = akshare.get_dce_rank_table('20181210')
print(df)
# ----------------------------------------------------------------------
print('\n' + '-' * 80 + '\n日线行情获取')
df = akshare.get_futures_daily(start_date='20181210', end_date='20181210', market='DCE', index_bar=True)
print(df)
__author__ = 'zoulida'
import akshare as ak
get_futures_daily_df = ak.get_futures_daily(start_date="20200701",
end_date="20200716",
market="cffex",
index_bar=True)
print(get_futures_daily_df)
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)
