#-*- coding:utf-8 -*- --------------Ashare 股票行情数据双核心版( https://github.com/mpquant/Ashare ) import json,requests,datetime; import pandas as pd # #腾讯日线 def get_price_day_tx(code, end_date='', count=10, frequency='1d'): #日线获取 unit='week' if frequency in '1w' else 'month' if frequency in '1M' else 'day' #判断日线,周线,月线 if end_date: end_date=end_date.strftime('%Y-%m-%d') if isinstance(end_date,datetime.date) else end_date.split(' ')[0] end_date='' if end_date==datetime.datetime.now().strftime('%Y-%m-%d') else end_date #如果日期今天就变成空 URL=f'http://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param={code},{unit},,{end_date},{count},qfq' st= json.loads(requests.get(URL).content); ms='qfq'+unit; stk=st['data'][code] buf=stk[ms] if ms in stk else stk[unit] #指数返回不是qfqday,是day df=pd.DataFrame(buf,columns=['time','open','close','high','low','volume'],dtype='float') df.time=pd.to_datetime(df.time); df.set_index(['time'], inplace=True); df.index.name='' #处理索引 return df #腾讯分钟线 def get_price_min_tx(code, end_date=None, count=10, frequency='1d'): #分钟线获取 ts=int(frequency[:-1]) if frequency[:-1].isdigit() else 1 #解析K线周期数 if end_date: end_date=end_date.strftime('%Y-%m-%d') if isinstance(end_date,datetime.date) else end_date.split(' ')[0] URL=f'http://ifzq.gtimg.cn/appstock/app/kline/mkline?param={code},m{ts},,{count}' st= json.loads(requests.get(URL).content); buf=st['data'][code]['m'+str(ts)] df=pd.DataFrame(buf,columns=['time','open','close','high','low','volume','n1','n2']) df=df[['time','open','close','high','low','volume']] df[['open','close','high','low','volume']]=df[['open','close','high','low','volume']].astype('float') df.time=pd.to_datetime(df.time); df.set_index(['time'], inplace=True); df.index.name='' #处理索引 if len(buf) > 0: df['close'][-1]=float(st['data'][code]['qt'][code][3]) #最新基金数据是3位的 return df #sina新浪全周期获取函数,分钟线 5m,15m,30m,60m 日线1d=240m 周线1w=1200m 1月=7200m def get_price_sina(code, end_date='', count=10, frequency='60m'): #新浪全周期获取函数 frequency=frequency.replace('1d','240m').replace('1w','1200m').replace('1M','7200m'); mcount=count ts=int(frequency[:-1]) if frequency[:-1].isdigit() else 1 #解析K线周期数 if (end_date!='') & (frequency in ['240m','1200m','7200m']): end_date=pd.to_datetime(end_date) if not isinstance(end_date,datetime.date) else end_date #转换成datetime unit=4 if frequency=='1200m' else 29 if frequency=='7200m' else 1 #4,29多几个数据不影响速度 count=count+(datetime.datetime.now()-end_date).days//unit #结束时间到今天有多少天自然日(肯定 >交易日) #print(code,end_date,count) URL=f'http://money.finance.sina.com.cn/quotes_service/api/json_v2.php/CN_MarketData.getKLineData?symbol={code}&scale={ts}&ma=5&datalen={count}' dstr= json.loads(requests.get(URL).content); #df=pd.DataFrame(dstr,columns=['day','open','high','low','close','volume'],dtype='float') df= pd.DataFrame(dstr,columns=['day','open','high','low','close','volume']) df['open'] = df['open'].astype(float); df['high'] = df['high'].astype(float); #转换数据类型 df['low'] = df['low'].astype(float); df['close'] = df['close'].astype(float); df['volume'] = df['volume'].astype(float) df.day=pd.to_datetime(df.day); df.set_index(['day'], inplace=True); df.index.name='' #处理索引 if (end_date!='') & (frequency in ['240m','1200m','7200m']): return df[df.index<=end_date][-mcount:] #日线带结束时间先返回 return df def get_price(code, end_date='',count=10, frequency='1d', fields=[]): #对外暴露只有唯一函数,这样对用户才是最友好的 xcode= code.replace('.XSHG','').replace('.XSHE','') #证券代码编码兼容处理 xcode='sh'+xcode if ('XSHG' in code) else 'sz'+xcode if ('XSHE' in code) else code if frequency in ['1d','1w','1M']: #1d日线 1w周线 1M月线 try: return get_price_sina( xcode, end_date=end_date,count=count,frequency=frequency) #主力 except: return get_price_day_tx(xcode,end_date=end_date,count=count,frequency=frequency) #备用 if frequency in ['1m','5m','15m','30m','60m']: #分钟线 ,1m只有腾讯接口 5分钟5m 60分钟60m if frequency in '1m': return get_price_min_tx(xcode,end_date=end_date,count=count,frequency=frequency) try: return get_price_sina( xcode,end_date=end_date,count=count,frequency=frequency) #主力 except: return get_price_min_tx(xcode,end_date=end_date,count=count,frequency=frequency) #备用 if __name__ == '__main__': df=get_price('sh000001',frequency='1d',count=10) #支持'1d'日, '1w'周, '1M'月 print('上证指数日线行情\n',df) df=get_price('000001.XSHG',frequency='15m',count=10) #支持'1m','5m','15m','30m','60m' print('上证指数分钟线\n',df) # Ashare 股票行情数据( https://github.com/mpquant/Ashare )