Add data retrieval and processing scripts for futures data

- Implemented a function to fetch futures data from the API with error handling and response validation. - Added example usage for fetching and saving K-line data to CSV. - Updated CSV files with new data entries for specified date ranges. - Enhanced the structure of the data retrieval function to include parameters for depth and adjust type.
2025-11-21 20:24:49 +08:00
parent 7ba84a6dd7
commit 800883b6ec
7 changed files with 1954 additions and 164 deletions
--- a/2.数据下载与处理/ssquant_download/专属数据库请求数据API示例.py
+++ b/2.数据下载与处理/ssquant_download/专属数据库请求数据API示例.py
@@ -0,0 +1,109 @@
+import requests
+import pandas as pd
+from datetime import datetime, timedelta
+from io import StringIO
+
+def get_futures_data(symbol, start_date, end_date, kline_period='1m', adjust_type='0', depth='no'):
+    """
+    获取期货数据
+    """
+    # 构建请求参数
+    params = {
+        'username': username,
+        'password': password,
+        'symbol': symbol,
+        'start_date': start_date,
+        'end_date': end_date,
+        'kline_period': kline_period,
+        'adjust_type': adjust_type
+    }
+    
+    if depth:
+        params['Depth'] = depth
+    
+    print("请求参数：", params)  # 打印请求参数，便于调试
+    
+    try:
+        # 发送请求，设置超时时间为30秒
+        response = requests.get(base_url, params=params, timeout=300)
+        
+        # 检查响应状态
+        if response.status_code == 200:
+            # 检查响应是否为JSON格式
+            if 'application/json' in response.headers.get('Content-Type', ''):
+                data = pd.read_json(StringIO(response.text), orient='records')
+                data=data.reset_index()
+                #列名排序
+                if depth=='yes':
+                    columns=['datetime','symbol','open','high','low','close','volume','amount','openint','cumulative_openint','open_askp','open_bidp','close_askp','close_bidp','开仓','平仓','多开','空开','多平','空平','双开','双平','双换','B','S','未知']
+                else:
+                    columns=['datetime','symbol','open','high','low','close','volume','amount','openint','cumulative_openint','open_askp','open_bidp','close_askp','close_bidp']
+                # 重新排列列名
+                data = data.reindex(columns=columns)
+                data['datetime'] = pd.to_datetime(data['datetime'])
+                # 更改时间显示的格式，例如 "YYYY-MM-DD HH:MM:SS"
+                # 将 UTC 时间转换为本地时区，例如 'Asia/Shanghai'
+                data['datetime'] = data['datetime'].dt.tz_convert('Asia/Shanghai')
+                data['datetime'] = data['datetime'].dt.strftime('%Y-%m-%d %H:%M:%S')
+                return data
+            else:
+                print("响应不是JSON格式：", response.text[:1000])
+                return None
+        elif response.status_code == 401:
+            print("认证失败：用户名和密码不能为空")
+            return None
+        elif response.status_code == 402:
+            print("认证失败：账号不存在，请检查账号后重新输入......如还有问题联系管理员微信：viquant01")
+            return None
+        elif response.status_code == 405:
+            print("认证失败：账号已过期,请联系管理员微信：viquant01")
+            return None
+        elif response.status_code == 406:
+            print("认证失败：密码错误,请检查密码后重新输入......如还有问题联系管理员微信：viquant01")
+            return None
+        else:
+            print(f"请求失败，状态码：{response.status_code}")
+            print(f"错误信息：{response.json().get('error', '未知错误')}")
+            return None
+            
+    except Exception as e:
+        print(f"发生错误：{e}")
+        print("请求URL：", response.url)
+        print("响应内容：", response.text[:1000])  # 打印前1000个字符
+        return None
+
+# 使用示例
+if __name__ == "__main__":
+    # API配置
+    base_url = 'http://kanpan789.com:8086/ftdata'
+    # 用户认证信息
+    username = '240884432@qq.com'  # 替换为你的手机号或者邮箱
+    password = 'Zj123!@#'         # 替换为你的密码
+    # 示例参数
+    symbol = "IM888"  # 
+    start_date = "2025-10-01" #start_date ： 开始时间
+    end_date = "2025-10-10" #end_date(包含当天)：结束时间
+    kline_period="15M" #周期:1M..5M..NM(分钟),1D(天),1W(周),1Y(月)
+    adjust_type= 0 #复权开关 ：0(不复权)1(后复权)
+    depth='yes' # 获取交易数据统计: yes(获取)，no（不获取）
+
+    # 获取K线数据
+    df_data = get_futures_data(
+        symbol=symbol,
+        start_date=start_date,
+        end_date=end_date,
+        kline_period=kline_period,
+        adjust_type=adjust_type,
+        depth=depth
+    )
+    
+    if df_data is not None:
+        print("\nK线数据示例：")
+        print(df_data)
+        print(f"\n数据条数：{len(df_data)}")
+        
+        # 保存到CSV文件（可选）
+        csv_filename = f"{symbol}_{start_date}_{end_date}_1m.csv"
+        df_data.to_csv(csv_filename, index=False)
+        print(f"\n数据已保存到文件：{csv_filename}")
+