def get_tick_data(code=None, date=None, retry_count=3, pause=0.001, src='sn'):
"""
获取分笔数据
Parameters
------
code:string
股票代码 e.g. 600848
date:string
日期 format: YYYY-MM-DD
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
src : 数据源选择，可输入sn(新浪)、tt(腾讯)、nt(网易)，默认sn
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 or date is None:
return None
if (src.strip() not in ct.TICK_SRCS):
print(ct.TICK_SRC_ERROR)
return None
symbol = ct._code_to_symbol(code)
symbol_dgt = ct._code_to_symbol_dgt(code)
datestr = date.replace('-', '')
url = {
ct.TICK_SRCS[0]:
ct.TICK_PRICE_URL %
(ct.P_TYPE['http'], ct.DOMAINS['sf'], ct.PAGES['dl'], date, symbol),
ct.TICK_SRCS[1]:
ct.TICK_PRICE_URL_TT % (ct.P_TYPE['http'], ct.DOMAINS['tt'],
ct.PAGES['idx'], symbol, datestr),
ct.TICK_SRCS[2]:
ct.TICK_PRICE_URL_NT %
(ct.P_TYPE['http'], ct.DOMAINS['163'], date[0:4], datestr, symbol_dgt)
}
for _ in range(retry_count):
time.sleep(pause)
try:
if src == ct.TICK_SRCS[2]:
df = pd.read_excel(url[src])
df.columns = ct.TICK_COLUMNS
else:
re = Request(url[src])
lines = urlopen(re, timeout=10).read()
lines = lines.decode('GBK')
if len(lines) < 20:
return None
df = pd.read_table(StringIO(lines),
names=ct.TICK_COLUMNS,
skiprows=[0])
except Exception as e:
print(e)
else:
return df
raise IOError(ct.NETWORK_URL_ERROR_MSG)
def get_tick_data(code=None, date=None, retry_count=3, pause=0.001,
src='sn'):
"""
获取分笔数据
Parameters
------
code:string
股票代码 e.g. 600848
date:string
日期 format: YYYY-MM-DD
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
src : 数据源选择，可输入sn(新浪)、tt(腾讯)、nt(网易)，默认sn
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 or date is None:
return None
if (src.strip() not in ct.TICK_SRCS):
print(ct.TICK_SRC_ERROR)
return None
symbol = ct._code_to_symbol(code)
symbol_dgt = ct._code_to_symbol_dgt(code)
datestr = date.replace('-', '')
url = {
ct.TICK_SRCS[0] : ct.TICK_PRICE_URL % (ct.P_TYPE['http'], ct.DOMAINS['sf'], ct.PAGES['dl'],
date, symbol),
ct.TICK_SRCS[1] : ct.TICK_PRICE_URL_TT % (ct.P_TYPE['http'], ct.DOMAINS['tt'], ct.PAGES['idx'],
symbol, datestr),
ct.TICK_SRCS[2] : ct.TICK_PRICE_URL_NT % (ct.P_TYPE['http'], ct.DOMAINS['163'], date[0:4],
datestr, symbol_dgt)
}
for _ in range(retry_count):
time.sleep(pause)
try:
if src == ct.TICK_SRCS[2]:
df = pd.read_excel(url[src])
df.columns = ct.TICK_COLUMNS
else:
re = Request(url[src])
lines = urlopen(re, timeout=10).read()
lines = lines.decode('GBK')
if len(lines) < 20:
return None
df = pd.read_table(StringIO(lines), names=ct.TICK_COLUMNS,
skiprows=[0])
except Exception as e:
print(e)
else:
return df
raise IOError(ct.NETWORK_URL_ERROR_MSG)
def get_tick_data(code=None, date=None, retry_count=3, pause=0.001,
src='sn',ip=None):
"""
获取分笔数据
Parameters
------
code:string
股票代码 e.g. 600848
date:string
日期 format: YYYY-MM-DD
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
src : 数据源选择，可输入sn(新浪)、tt(腾讯)、nt(网易)，默认sn
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 (src.strip() not in ct.TICK_SRCS):
print(ct.TICK_SRC_ERROR)
return None
symbol = ct._code_to_symbol(code)
symbol_dgt = ct._code_to_symbol_dgt(code)
datestr = date.replace('-', '')
url = {
ct.TICK_SRCS[0] : ct.TICK_PRICE_URL % (ct.P_TYPE['http'], ct.DOMAINS['sf'], ct.PAGES['dl'],
date, symbol),
ct.TICK_SRCS[1] : ct.TICK_PRICE_URL_TT % (ct.P_TYPE['http'], ct.DOMAINS['tt'], ct.PAGES['idx'],
symbol, datestr),
ct.TICK_SRCS[2] : ct.TICK_PRICE_URL_NT % (ct.P_TYPE['http'], ct.DOMAINS['163'], date[0:4],
datestr, symbol_dgt)
}
for _ in range(retry_count):
time.sleep(pause)
try:
if src == ct.TICK_SRCS[2]:
df = pd.read_excel(url[src])
df.columns = ct.TICK_COLUMNS
else:
re = Request(url[src])
print("start..")
#proxies = {'http':'http://'+ct.hq_hosts[ipindex][1]+':'+str(ct.hq_hosts[ipindex][2])}
if ip != None:
proxies = {'http':ip}
proxy_support = urllib.request.ProxyHandler(proxies)
opener = urllib.request.build_opener(proxy_support)
opener.addheaders = [('User-Agent',
'Mozilla/5.0 (Windows NT 6.1; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/56.0.2924.87 Safari/537.36')]
urllib.request.install_opener(opener)
print (proxies)
lines = urlopen(re, timeout=10).read()
lines = lines.decode('GBK')
if len(lines) < 20:
return None
df = pd.read_table(StringIO(lines), names=ct.TICK_COLUMNS,
skiprows=[0])
except Exception as e:
print(e)
else:
return df
raise IOError(ct.NETWORK_URL_ERROR_MSG)
