def history(stock_code, market=None, bundle_path='~/.rqalpha/bundle'):
d = BaseDataSource(os.path.expanduser(bundle_path))
instruments = d._instruments.get_all_instruments()
stock_map = {i.order_book_id: i for i in instruments}
if not market:
market = easyutils.get_stock_type(stock_code)
if market == 'sh':
stock_code += '.XSHG'
else:
stock_code += '.XSHE'
raw = d._all_day_bars_of(stock_map[stock_code])
df = pd.DataFrame.from_dict(raw)
df.set_index('datetime', inplace=True)
return df
if not os.path.exists(path_market):
os.makedirs(path_market)
scu = SCU(path=path)
stocks = scu.stock_codes_remove_no_stock_basic()
stocks = scu.add_allstock_xshg_xshe(stocks)
#rqa.update_bundle()
rqalpha_path = "~/.rqalpha"
data_bundle_path = os.path.join(os.path.expanduser(rqalpha_path), "bundle")
data = BaseDataSource(data_bundle_path)
Instru = InstrumentMixin(data._instruments._instruments)
for stock_code in stocks:
print('procesing...', stock_code)
stock_data = pd.DataFrame(
data._all_day_bars_of(Instru.instruments(stock_code)))
stock_data.datetime = stock_data.datetime.apply(
lambda x: datetime.strptime(str(x)[:-6], '%Y%m%d'))
stock_data.to_csv(os.path.join(path_market, stock_code[:-5] + '.csv'),
index=False)
sec_name = []
sec_index = []
for k, v in Instru._sym_id_map.items():
sec_name.append(k)
sec_index.append(v)
Instru.all_instruments('CS')
Instru.instruments('603032.XSHG')
Instru.instruments('德新交运')