def get_today_ticks(code=None, retry_count=3, pause=0.001): """ 获取当日分笔明细数据 Parameters ------ code:string 股票代码 e.g. 600848 retry_count : int, 默认 3 如遇网络等问题重复执行的次数 pause : int, 默认 0 重复请求数据过程中暂停的秒数,防止请求间隔时间太短出现的问题 return ------- DataFrame 当日所有股票交易数据(DataFrame) 属性:成交时间、成交价格、价格变动,成交手、成交金额(元),买卖类型 """ if code is None or len(code) != 6: return None symbol = ct._code_to_symbol(code) date = du.today() for _ in range(retry_count): time.sleep(pause) try: request = Request(ct.TODAY_TICKS_PAGE_URL % (ct.P_TYPE['http'], ct.DOMAINS['vsf'], ct.PAGES['jv'], date, symbol)) data_str = urlopen(request, timeout=10).read() data_str = data_str.decode('GBK') data_str = data_str[1:-1] data_str = eval( data_str, type('Dummy', (dict, ), dict(__getitem__=lambda s, n: n))()) data_str = json.dumps(data_str) data_str = json.loads(data_str) pages = len(data_str['detailPages']) data = pd.DataFrame() ct._write_head() for pNo in range(1, pages + 1): data = data.append(_today_ticks(symbol, date, pNo, retry_count, pause), ignore_index=True) except Exception as er: print(str(er)) else: return data raise IOError(ct.NETWORK_URL_ERROR_MSG)
def get_k_data(code=None, start='', end='', ktype='D', autype='qfq', index=False, retry_count=3, pause=0.001): """ 获取k线数据 --------- Parameters: code:string 股票代码 e.g. 600848 start:string 开始日期 format:YYYY-MM-DD 为空时取上市首日 end:string 结束日期 format:YYYY-MM-DD 为空时取最近一个交易日 autype:string 复权类型,qfq-前复权 hfq-后复权 None-不复权,默认为qfq ktype:string 数据类型,D=日k线 W=周 M=月 5=5分钟 15=15分钟 30=30分钟 60=60分钟,默认为D retry_count : int, 默认 3 如遇网络等问题重复执行的次数 pause : int, 默认 0 重复请求数据过程中暂停的秒数,防止请求间隔时间太短出现的问题 return ------- DataFrame date 交易日期 (index) open 开盘价 high 最高价 close 收盘价 low 最低价 volume 成交量 amount 成交额 turnoverratio 换手率 code 股票代码 """ symbol = ct.INDEX_SYMBOL[code] if index else ct._code_to_symbol(code) url = '' dataflag = '' autype = '' if autype is None else autype if (start is not None) & (start != ''): end = du.today() if end is None or end == '' else end if ktype.upper() in ct.K_LABELS: fq = autype if autype is not None else '' if code[:1] in ('1', '5') or index: fq = '' kline = '' if autype is None else 'fq' if (start is None or start == '') & (end is None or end == ''): urls = [ct.KLINE_TT_URL%(ct.P_TYPE['http'], ct.DOMAINS['tt'], kline, fq, symbol, ct.TT_K_TYPE[ktype.upper()], start, end, fq, _random(17))] else: years = du.tt_dates(start, end) urls = [] for year in years: startdate = str(year) + '-01-01' enddate = str(year+1) + '-12-31' url = ct.KLINE_TT_URL%(ct.P_TYPE['http'], ct.DOMAINS['tt'], kline, fq+str(year), symbol, ct.TT_K_TYPE[ktype.upper()], startdate, enddate, fq, _random(17)) urls.append(url) dataflag = '%s%s'%(fq, ct.TT_K_TYPE[ktype.upper()]) elif ktype in ct.K_MIN_LABELS: urls = [ct.KLINE_TT_MIN_URL%(ct.P_TYPE['http'], ct.DOMAINS['tt'], symbol, ktype, ktype, _random(16))] dataflag = 'm%s'%ktype else: raise TypeError('ktype input error.') data = pd.DataFrame() for url in urls: data = data.append(_get_k_data(url, dataflag, symbol, code, index, ktype, retry_count, pause), ignore_index=True) if ktype not in ct.K_MIN_LABELS: if ((start is not None) & (start != '')) & ((end is not None) & (end != '')): if data.empty==False: data = data[(data.date >= start) & (data.date <= end)] return data raise IOError(ct.NETWORK_URL_ERROR_MSG)
def get_h_data(code, start=None, end=None, autype='qfq', index=False, retry_count=3, pause=0.001, drop_factor=True): ''' 获取历史复权数据 Parameters ------ code:string 股票代码 e.g. 600848 start:string 开始日期 format:YYYY-MM-DD 为空时取当前日期 end:string 结束日期 format:YYYY-MM-DD 为空时取去年今日 autype:string 复权类型,qfq-前复权 hfq-后复权 None-不复权,默认为qfq retry_count : int, 默认 3 如遇网络等问题重复执行的次数 pause : int, 默认 0 重复请求数据过程中暂停的秒数,防止请求间隔时间太短出现的问题 drop_factor : bool, 默认 True 是否移除复权因子,在分析过程中可能复权因子意义不大,但是如需要先储存到数据库之后再分析的话,有该项目会更加灵活 return ------- DataFrame date 交易日期 (index) open 开盘价 high 最高价 close 收盘价 low 最低价 volume 成交量 amount 成交金额 ''' start = du.today_last_year() if start is None else start end = du.today() if end is None else end qs = du.get_quarts(start, end) qt = qs[0] ct._write_head() data = _parse_fq_data(_get_index_url(index, code, qt), index, retry_count, pause) if data is None: data = pd.DataFrame() if len(qs)>1: for d in range(1, len(qs)): qt = qs[d] ct._write_console() df = _parse_fq_data(_get_index_url(index, code, qt), index, retry_count, pause) if df is None: # 可能df为空,退出循环 break else: data = data.append(df, ignore_index = True) if len(data) == 0 or len(data[(data.date >= start) & (data.date <= end)]) == 0: return pd.DataFrame() data = data.drop_duplicates('date') if index: data = data[(data.date >= start) & (data.date <= end)] data = data.set_index('date') data = data.sort_index(ascending = False) return data if autype == 'hfq': if drop_factor: data = data.drop('factor', axis=1) data = data[(data.date >= start) & (data.date <= end)] for label in ['open', 'high', 'close', 'low']: data[label] = data[label].map(ct.FORMAT) data[label] = data[label].astype(float) data = data.set_index('date') data = data.sort_index(ascending = False) return data else: if autype == 'qfq': if drop_factor: data = data.drop('factor', axis = 1) df = _parase_fq_factor(code, start, end) df = df.drop_duplicates('date') df = df.sort_values('date', ascending = False) firstDate = data.head(1)['date'] frow = df[df.date == firstDate[0]] rt = get_realtime_quotes(code) if rt is None: return pd.DataFrame() if ((float(rt['high']) == 0) & (float(rt['low']) == 0)): preClose = float(rt['pre_close']) rate = float(frow['factor']) / preClose data = data[(data.date >= start) & (data.date <= end)] for label in ['open', 'high', 'low', 'close']: data[label] = data[label] / rate data[label] = data[label].map(ct.FORMAT) data[label] = data[label].astype(float) data = data.set_index('date') data = data.sort_index(ascending = False) return data else: for label in ['open', 'high', 'close', 'low']: data[label] = data[label] / data['factor'] if drop_factor: data = data.drop('factor', axis=1) data = data[(data.date >= start) & (data.date <= end)] for label in ['open', 'high', 'close', 'low']: data[label] = data[label].map(ct.FORMAT) data = data.set_index('date') data = data.sort_index(ascending = False) data = data.astype(float) return data