class ExtQuotes(object):
"""扩展市场实时行情"""
def __init__(self, **kwargs):
self.client = TdxExHq_API(**kwargs)
# self.bestip = os.environ.setdefault("MOOTDX_SERVER", '61.152.107.141:7727')
# self.bestip = kwargs.get("bestip", '202.108.253.131:7709')
# self.bestip = self.bestip.split(':')
self.bestip = ('202.108.253.131', 7709)
# self.bestip[1] = int(self.bestip[1])
def markets(self):
'''
获取实时市场列表
:return: pd.dataFrame or None
'''
with self.client.connect(*self.bestip):
data = self.client.get_markets()
return self.client.to_df(data)
return None
def quote5(self, market=47, symbol="IF1709"):
'''
查询五档行情
:return: pd.dataFrame or None
'''
with self.client.connect(*self.bestip):
data = self.client.get_instrument_quote(market, symbol)
return self.client.to_df(data)
def minute(self, market=47, symbol="IF1709"):
'''
查询五档行情
:return: pd.dataFrame or None
'''
with self.client.connect(*self.bestip):
data = self.client.get_minute_time_data(market, symbol)
return self.client.to_df(data)
def instrument(self, start=0, offset=100):
'''
查询代码列表
:param start:
:param offset:
:return: pd.dataFrame or None
'''
with self.client.connect(*self.bestip):
# nums = self.client.get_instrument_count()
data = self.client.get_instrument_info(int(start), int(offset))
return self.client.to_df(data)
def test_all_functions():
symbol_params = [[47, "IF1709"], [8, "10000889"], [31, "00020"],
[47, "IFL0"], [31, "00700"]]
api = TdxExHq_API(auto_retry=True)
try:
with api.connect('121.14.110.210', 7727, time_out=30):
log.info("获取市场代码")
data = api.get_markets()
assert data is not None
assert type(data) is list
assert len(data) > 0
log.info("查询市场中商品数量")
data = api.get_instrument_count()
assert data is not None
assert data > 0
log.info("查询五档行情")
for params in symbol_params:
data = api.get_instrument_quote(*params)
print(data)
assert data is not None
assert type(data) is list
assert len(data) > 0
# log.info("查询分时行情")
for params in symbol_params:
data = api.get_minute_time_data(*params)
assert data is not None
assert type(data) is list
assert len(data) >= 0
log.info("查询历史分时行情")
for params in symbol_params:
data = api.get_history_minute_time_data(
params[0], params[1], 20170811)
assert data is not None
assert type(data) is list
assert len(data) >= 0
log.info("查询分时成交")
for params in symbol_params:
data = api.get_transaction_data(*params)
assert data is not None
assert type(data) is list
assert len(data) >= 0
log.info("查询历史分时成交")
for params in symbol_params:
data = api.get_history_transaction_data(
params[0], params[1], 20170811)
assert data is not None
assert type(data) is list
assert len(data) >= 0
log.info("查询k线")
for params in symbol_params:
data = api.get_instrument_bars(TDXParams.KLINE_TYPE_DAILY,
params[0], params[1])
assert data is not None
assert type(data) is list
assert len(data) >= 0
log.info("查询代码列表")
data = api.get_instrument_info(10000, 98)
assert data is not None
assert type(data) is list
assert len(data) > 0
except socket.timeout as e:
pass
class ExtQuotes(object):
"""扩展市场实时行情"""
config = None
client = None
bestip = ('112.74.214.43', 7727)
def __init__(self, **kwargs):
try:
default = settings.get('SERVER').get('EX')[0]
self.bestip = config.get('BESTIP').get('EX', default)
except ValueError:
self.bestip = ('112.74.214.43', 7727)
self.client = TdxExHq_API(**kwargs)
def validate(self, market, symbol):
if not market:
if len(symbol.split('#')) > 1:
market = symbol.split('#')[0]
symbol = symbol.split('#')[1]
if not market:
raise ValueError('市场参数错误, 市场参数不能为空.')
return int(market), symbol
def markets(self):
'''
获取实时市场列表
:return: pd.dataFrame or None
'''
with self.client.connect(*self.bestip) as client:
result = client.get_markets()
return to_data(result)
def instrument(self, start=0, offset=100):
'''
查询代码列表
:param offset:
:param start:
:return:
'''
with self.client.connect(*self.bestip):
result = self.client.get_instrument_info(start=start, count=offset)
return to_data(result)
def instrument_count(self):
'''
市场商品数量
:return:
'''
with self.client.connect(*self.bestip):
result = self.client.get_instrument_count()
return result
def instruments(self):
'''
查询所有代码列表
:return:
'''
with self.client.connect(*self.bestip):
count = self.client.get_instrument_count()
pages = math.ceil(count / 100)
result = []
for page in tqdm(range(0, pages)):
result += self.client.get_instrument_info(
page * 100, (page + 1) * 100)
return to_data(result)
def quote(self, market='', symbol=''):
'''
查询五档行情
:param market:
:param symbol:
:return:
'''
market, symbol = self.validate(market, symbol)
with self.client.connect(*self.bestip):
result = self.client.get_instrument_quote(market, symbol)
return to_data(result)
def minute(self, market='', symbol=''):
'''
查询分时行情
:param market:
:param symbol:
:return:
'''
market, symbol = self.validate(market, symbol)
with self.client.connect(*self.bestip):
result = self.client.get_minute_time_data(market, symbol)
return to_data(result)
def minutes(self, market=None, symbol='', date=''):
'''
查询历史分时行情
:param market:
:param symbol:
:param date:
:return:
'''
market, symbol = self.validate(market, symbol)
with self.client.connect(*self.bestip):
result = self.client.get_history_minute_time_data(
market, symbol, date)
return to_data(result)
def bars(self, frequency='', market='', symbol='', start='', offset=0):
'''
查询k线数据
参数： K线周期， 市场ID， 证券代码，起始位置， 数量
:param frequency: K线周期
:param market: 市场ID
:param symbol: 证券代码
:param start: 起始位置
:param offset: 数量
:return:
'''
market, symbol = self.validate(market, symbol)
with self.client.connect(*self.bestip):
result = self.client.get_instrument_bars(frequency=frequency,
market=market,
code=symbol,
start=start,
count=offset)
return to_data(result)
def transaction(self, market=None, symbol='', start=0, offset=1800):
'''
查询分笔成交
:param market:
:param symbol:
:param start:
:param offset:
:return:
'''
market, symbol = self.validate(market, symbol)
with self.client.connect(*self.bestip):
result = self.client.get_transaction_data(market=market,
code=symbol,
start=start,
count=offset)
return to_data(result)
def transactions(self,
market=None,
symbol='',
date='',
start=0,
offset=1800):
'''
查询历史分笔成交
:param market:
:param symbol:
:param date:
:param start:
:param offset:
:return:
'''
market, symbol = self.validate(market, symbol)
with self.client.connect(*self.bestip):
result = self.client.get_history_transaction_data(market=market,
code=symbol,
date=date,
start=start,
count=offset)
return to_data(result)
# -*- coding: utf-8 -*-
from pytdx.exhq import TdxExHq_API
import ta
api = TdxExHq_API()
with api.connect('124.74.236.94', 7721):
#查询市场中商品数量
marketsID = api.to_df(api.get_markets())
#查询五档行情
quote =api.to_df(api.get_instrument_quote(47, "IFL8"))
#查询分时行情
markets_fenshi = api.to_df(api.get_minute_time_data(47, "IFL8"))
#查询历史分时行情
historydata = api.to_df(api.get_history_minute_time_data(47, "IFL8", 20170811))
#查询k线数据
kdata = api.to_df(api.get_instrument_bars(0, 47, "IFL8", 0, 700))
#查询当前分笔成交
fenbi = api.to_df(api.get_transaction_data(47, "IFL8"))
#查询历史分笔成交
fenbi_history = api.to_df(api.get_history_transaction_data(47, "IFL8", 20191204, start=1800))
#查询当天分笔成交
fenbi_chenjiao = api.to_df(api.get_history_transaction_data(47, "IFL8", 20191204,))
print (marketsID)
print (quote)
print (kdata)
df = kdata
from pytdx.exhq import TdxExHq_API
api = TdxExHq_API()
with api.connect('101.227.77.254', 7727):
api.get_markets()
api.get_minute_time_data(47, "IF1709")
import tushare as ts
