增加交易策略、交易指标、量化库代码等文件夹
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636
5.课程代码/1.投资组合策略7天入门/原始代码/archive/[Lession3] Download Data.ipynb
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636
5.课程代码/1.投资组合策略7天入门/原始代码/archive/[Lession3] Download Data.ipynb
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{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"#88\n",
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"# 888\n",
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"# 889\n",
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"# 99, IF99"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"# Download data "
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]
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},
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{
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"cell_type": "code",
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"execution_count": 1,
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"metadata": {},
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"outputs": [],
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"source": [
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"from datetime import datetime\n",
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"from typing import List, Dict, Tuple\n",
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"\n",
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"from vnpy.trader.engine import BaseEngine, MainEngine, EventEngine\n",
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"from vnpy.trader.constant import Interval, Exchange\n",
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"from vnpy.trader.object import BarData, HistoryRequest\n",
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"from vnpy.trader.database import database_manager\n",
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"from vnpy.trader.rqdata import rqdata_client"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"True"
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]
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},
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"execution_count": 2,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"rqdata_client.init()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 17,
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"metadata": {},
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"outputs": [],
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"source": [
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"def download_data(symbol, exchange):\n",
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" start = datetime(2006,1,1)\n",
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" req = HistoryRequest(\n",
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" symbol=symbol,\n",
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" exchange=exchange,\n",
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" interval=Interval.DAILY,\n",
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" start=start,\n",
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" end=datetime.now()\n",
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" )\n",
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"\n",
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" data = rqdata_client.query_history(req)\n",
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" database_manager.save_bar_data(data)\n",
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" \n",
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" print(\"finish! symbol=\",symbol, \"count=\", len(data))"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"download_data(\"IC99\", Exchange.CFFEX)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"database_manager.save_bar_data(data)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"# GET ALL instuments"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 4,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div>\n",
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||||
"<style scoped>\n",
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||||
" .dataframe tbody tr th:only-of-type {\n",
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||||
" vertical-align: middle;\n",
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||||
" }\n",
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||||
"\n",
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||||
" .dataframe tbody tr th {\n",
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||||
" vertical-align: top;\n",
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||||
" }\n",
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"\n",
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||||
" .dataframe thead th {\n",
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||||
" text-align: right;\n",
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||||
" }\n",
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"</style>\n",
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||||
"<table border=\"1\" class=\"dataframe\">\n",
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" <thead>\n",
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" <tr style=\"text-align: right;\">\n",
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" <th></th>\n",
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" <th>order_book_id</th>\n",
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" <th>underlying_symbol</th>\n",
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" <th>market_tplus</th>\n",
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" <th>symbol</th>\n",
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" <th>margin_rate</th>\n",
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||||
" <th>maturity_date</th>\n",
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" <th>type</th>\n",
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" <th>trading_code</th>\n",
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" <th>exchange</th>\n",
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" <th>product</th>\n",
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" <th>contract_multiplier</th>\n",
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" <th>round_lot</th>\n",
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" <th>trading_hours</th>\n",
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||||
" <th>listed_date</th>\n",
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||||
" <th>industry_name</th>\n",
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" <th>de_listed_date</th>\n",
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" <th>underlying_order_book_id</th>\n",
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" </tr>\n",
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" </thead>\n",
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" <tbody>\n",
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" <tr>\n",
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" <th>0</th>\n",
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" <td>A0303</td>\n",
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" <td>A</td>\n",
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" <td>0.0</td>\n",
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" <td>豆一0303</td>\n",
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" <td>0.05</td>\n",
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" <td>2003-03-14</td>\n",
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" <td>Future</td>\n",
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" <td>a0303</td>\n",
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||||
" <td>DCE</td>\n",
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||||
" <td>Commodity</td>\n",
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||||
" <td>10.0</td>\n",
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||||
" <td>1.0</td>\n",
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||||
" <td>21:01-23:00,09:01-10:15,10:31-11:30,13:31-15:00</td>\n",
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" <td>2002-03-15</td>\n",
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" <td>油脂</td>\n",
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" <td>2003-03-14</td>\n",
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" <td>null</td>\n",
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||||
" </tr>\n",
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||||
" <tr>\n",
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||||
" <th>1</th>\n",
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||||
" <td>A0305</td>\n",
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||||
" <td>A</td>\n",
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||||
" <td>0.0</td>\n",
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||||
" <td>豆一0305</td>\n",
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" <td>0.05</td>\n",
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||||
" <td>2003-05-23</td>\n",
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||||
" <td>Future</td>\n",
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||||
" <td>a0305</td>\n",
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||||
" <td>DCE</td>\n",
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||||
" <td>Commodity</td>\n",
|
||||
" <td>10.0</td>\n",
|
||||
" <td>1.0</td>\n",
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||||
" <td>21:01-23:00,09:01-10:15,10:31-11:30,13:31-15:00</td>\n",
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" <td>2002-03-15</td>\n",
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" <td>油脂</td>\n",
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" <td>2003-05-23</td>\n",
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" <td>null</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2</th>\n",
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" <td>A0307</td>\n",
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" <td>A</td>\n",
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||||
" <td>0.0</td>\n",
|
||||
" <td>豆一0307</td>\n",
|
||||
" <td>0.05</td>\n",
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||||
" <td>2003-07-14</td>\n",
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||||
" <td>Future</td>\n",
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||||
" <td>a0307</td>\n",
|
||||
" <td>DCE</td>\n",
|
||||
" <td>Commodity</td>\n",
|
||||
" <td>10.0</td>\n",
|
||||
" <td>1.0</td>\n",
|
||||
" <td>21:01-23:00,09:01-10:15,10:31-11:30,13:31-15:00</td>\n",
|
||||
" <td>2002-03-15</td>\n",
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||||
" <td>油脂</td>\n",
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||||
" <td>2003-07-14</td>\n",
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" <td>null</td>\n",
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||||
" </tr>\n",
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" <tr>\n",
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" <th>3</th>\n",
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||||
" <td>A0309</td>\n",
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||||
" <td>A</td>\n",
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||||
" <td>0.0</td>\n",
|
||||
" <td>豆一0309</td>\n",
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||||
" <td>0.05</td>\n",
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||||
" <td>2003-09-12</td>\n",
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||||
" <td>Future</td>\n",
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||||
" <td>a0309</td>\n",
|
||||
" <td>DCE</td>\n",
|
||||
" <td>Commodity</td>\n",
|
||||
" <td>10.0</td>\n",
|
||||
" <td>1.0</td>\n",
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||||
" <td>21:01-23:00,09:01-10:15,10:31-11:30,13:31-15:00</td>\n",
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" <td>2002-05-22</td>\n",
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" <td>油脂</td>\n",
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||||
" <td>2003-09-12</td>\n",
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" <td>null</td>\n",
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||||
" </tr>\n",
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||||
" <tr>\n",
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" <th>4</th>\n",
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" <td>A0311</td>\n",
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||||
" <td>A</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" <td>豆一0311</td>\n",
|
||||
" <td>0.05</td>\n",
|
||||
" <td>2003-11-14</td>\n",
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||||
" <td>Future</td>\n",
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||||
" <td>a0311</td>\n",
|
||||
" <td>DCE</td>\n",
|
||||
" <td>Commodity</td>\n",
|
||||
" <td>10.0</td>\n",
|
||||
" <td>1.0</td>\n",
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||||
" <td>21:01-23:00,09:01-10:15,10:31-11:30,13:31-15:00</td>\n",
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||||
" <td>2002-05-22</td>\n",
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||||
" <td>油脂</td>\n",
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" <td>2003-11-14</td>\n",
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" <td>null</td>\n",
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||||
" </tr>\n",
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" <tr>\n",
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||||
" <th>...</th>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
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||||
" <td>...</td>\n",
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||||
" </tr>\n",
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" <tr>\n",
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" <th>6609</th>\n",
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||||
" <td>PB2201</td>\n",
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||||
" <td>PB</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" <td>铅2201</td>\n",
|
||||
" <td>0.08</td>\n",
|
||||
" <td>2022-01-17</td>\n",
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||||
" <td>Future</td>\n",
|
||||
" <td>pb2201</td>\n",
|
||||
" <td>SHFE</td>\n",
|
||||
" <td>Commodity</td>\n",
|
||||
" <td>5.0</td>\n",
|
||||
" <td>1.0</td>\n",
|
||||
" <td>21:01-01:00,09:01-10:15,10:31-11:30,13:31-15:00</td>\n",
|
||||
" <td>2021-01-18</td>\n",
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||||
" <td>有色</td>\n",
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||||
" <td>2022-01-17</td>\n",
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||||
" <td>null</td>\n",
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||||
" </tr>\n",
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||||
" <tr>\n",
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||||
" <th>6610</th>\n",
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" <td>BC2201</td>\n",
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||||
" <td>BC</td>\n",
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||||
" <td>0.0</td>\n",
|
||||
" <td>国际铜2201</td>\n",
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||||
" <td>0.08</td>\n",
|
||||
" <td>2022-01-17</td>\n",
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||||
" <td>Future</td>\n",
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" <td>bc2201</td>\n",
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||||
" <td>INE</td>\n",
|
||||
" <td>Commodity</td>\n",
|
||||
" <td>5.0</td>\n",
|
||||
" <td>1.0</td>\n",
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||||
" <td>21:01-01:00,09:01-10:15,10:31-11:30,13:31-15:00</td>\n",
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||||
" <td>2021-01-18</td>\n",
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||||
" <td>未知</td>\n",
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||||
" <td>2022-01-17</td>\n",
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" <td>null</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>6611</th>\n",
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||||
" <td>BB2201</td>\n",
|
||||
" <td>BB</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" <td>细木工板2201</td>\n",
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||||
" <td>0.40</td>\n",
|
||||
" <td>2022-01-17</td>\n",
|
||||
" <td>Future</td>\n",
|
||||
" <td>bb2201</td>\n",
|
||||
" <td>DCE</td>\n",
|
||||
" <td>Commodity</td>\n",
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||||
" <td>500.0</td>\n",
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||||
" <td>1.0</td>\n",
|
||||
" <td>09:01-10:15,10:31-11:30,13:31-15:00</td>\n",
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||||
" <td>2021-01-18</td>\n",
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||||
" <td>建材</td>\n",
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||||
" <td>2022-01-17</td>\n",
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||||
" <td>null</td>\n",
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||||
" </tr>\n",
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||||
" <tr>\n",
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||||
" <th>6612</th>\n",
|
||||
" <td>SR2201</td>\n",
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||||
" <td>SR</td>\n",
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||||
" <td>0.0</td>\n",
|
||||
" <td>白砂糖2201</td>\n",
|
||||
" <td>0.07</td>\n",
|
||||
" <td>2022-01-14</td>\n",
|
||||
" <td>Future</td>\n",
|
||||
" <td>SR201</td>\n",
|
||||
" <td>CZCE</td>\n",
|
||||
" <td>Commodity</td>\n",
|
||||
" <td>10.0</td>\n",
|
||||
" <td>1.0</td>\n",
|
||||
" <td>21:01-23:00,09:01-10:15,10:31-11:30,13:31-15:00</td>\n",
|
||||
" <td>2021-01-18</td>\n",
|
||||
" <td>软商品</td>\n",
|
||||
" <td>2022-01-14</td>\n",
|
||||
" <td>null</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>6613</th>\n",
|
||||
" <td>WR2201</td>\n",
|
||||
" <td>WR</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" <td>线材2201</td>\n",
|
||||
" <td>0.07</td>\n",
|
||||
" <td>2022-01-17</td>\n",
|
||||
" <td>Future</td>\n",
|
||||
" <td>wr2201</td>\n",
|
||||
" <td>SHFE</td>\n",
|
||||
" <td>Commodity</td>\n",
|
||||
" <td>10.0</td>\n",
|
||||
" <td>1.0</td>\n",
|
||||
" <td>09:01-10:15,10:31-11:30,13:31-15:00</td>\n",
|
||||
" <td>2021-01-18</td>\n",
|
||||
" <td>焦煤钢矿</td>\n",
|
||||
" <td>2022-01-17</td>\n",
|
||||
" <td>null</td>\n",
|
||||
" </tr>\n",
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||||
" </tbody>\n",
|
||||
"</table>\n",
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||||
"<p>6614 rows × 17 columns</p>\n",
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||||
"</div>"
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||||
],
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||||
"text/plain": [
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||||
" order_book_id underlying_symbol market_tplus symbol margin_rate \\\n",
|
||||
"0 A0303 A 0.0 豆一0303 0.05 \n",
|
||||
"1 A0305 A 0.0 豆一0305 0.05 \n",
|
||||
"2 A0307 A 0.0 豆一0307 0.05 \n",
|
||||
"3 A0309 A 0.0 豆一0309 0.05 \n",
|
||||
"4 A0311 A 0.0 豆一0311 0.05 \n",
|
||||
"... ... ... ... ... ... \n",
|
||||
"6609 PB2201 PB 0.0 铅2201 0.08 \n",
|
||||
"6610 BC2201 BC 0.0 国际铜2201 0.08 \n",
|
||||
"6611 BB2201 BB 0.0 细木工板2201 0.40 \n",
|
||||
"6612 SR2201 SR 0.0 白砂糖2201 0.07 \n",
|
||||
"6613 WR2201 WR 0.0 线材2201 0.07 \n",
|
||||
"\n",
|
||||
" maturity_date type trading_code exchange product \\\n",
|
||||
"0 2003-03-14 Future a0303 DCE Commodity \n",
|
||||
"1 2003-05-23 Future a0305 DCE Commodity \n",
|
||||
"2 2003-07-14 Future a0307 DCE Commodity \n",
|
||||
"3 2003-09-12 Future a0309 DCE Commodity \n",
|
||||
"4 2003-11-14 Future a0311 DCE Commodity \n",
|
||||
"... ... ... ... ... ... \n",
|
||||
"6609 2022-01-17 Future pb2201 SHFE Commodity \n",
|
||||
"6610 2022-01-17 Future bc2201 INE Commodity \n",
|
||||
"6611 2022-01-17 Future bb2201 DCE Commodity \n",
|
||||
"6612 2022-01-14 Future SR201 CZCE Commodity \n",
|
||||
"6613 2022-01-17 Future wr2201 SHFE Commodity \n",
|
||||
"\n",
|
||||
" contract_multiplier round_lot \\\n",
|
||||
"0 10.0 1.0 \n",
|
||||
"1 10.0 1.0 \n",
|
||||
"2 10.0 1.0 \n",
|
||||
"3 10.0 1.0 \n",
|
||||
"4 10.0 1.0 \n",
|
||||
"... ... ... \n",
|
||||
"6609 5.0 1.0 \n",
|
||||
"6610 5.0 1.0 \n",
|
||||
"6611 500.0 1.0 \n",
|
||||
"6612 10.0 1.0 \n",
|
||||
"6613 10.0 1.0 \n",
|
||||
"\n",
|
||||
" trading_hours listed_date \\\n",
|
||||
"0 21:01-23:00,09:01-10:15,10:31-11:30,13:31-15:00 2002-03-15 \n",
|
||||
"1 21:01-23:00,09:01-10:15,10:31-11:30,13:31-15:00 2002-03-15 \n",
|
||||
"2 21:01-23:00,09:01-10:15,10:31-11:30,13:31-15:00 2002-03-15 \n",
|
||||
"3 21:01-23:00,09:01-10:15,10:31-11:30,13:31-15:00 2002-05-22 \n",
|
||||
"4 21:01-23:00,09:01-10:15,10:31-11:30,13:31-15:00 2002-05-22 \n",
|
||||
"... ... ... \n",
|
||||
"6609 21:01-01:00,09:01-10:15,10:31-11:30,13:31-15:00 2021-01-18 \n",
|
||||
"6610 21:01-01:00,09:01-10:15,10:31-11:30,13:31-15:00 2021-01-18 \n",
|
||||
"6611 09:01-10:15,10:31-11:30,13:31-15:00 2021-01-18 \n",
|
||||
"6612 21:01-23:00,09:01-10:15,10:31-11:30,13:31-15:00 2021-01-18 \n",
|
||||
"6613 09:01-10:15,10:31-11:30,13:31-15:00 2021-01-18 \n",
|
||||
"\n",
|
||||
" industry_name de_listed_date underlying_order_book_id \n",
|
||||
"0 油脂 2003-03-14 null \n",
|
||||
"1 油脂 2003-05-23 null \n",
|
||||
"2 油脂 2003-07-14 null \n",
|
||||
"3 油脂 2003-09-12 null \n",
|
||||
"4 油脂 2003-11-14 null \n",
|
||||
"... ... ... ... \n",
|
||||
"6609 有色 2022-01-17 null \n",
|
||||
"6610 未知 2022-01-17 null \n",
|
||||
"6611 建材 2022-01-17 null \n",
|
||||
"6612 软商品 2022-01-14 null \n",
|
||||
"6613 焦煤钢矿 2022-01-17 null \n",
|
||||
"\n",
|
||||
"[6614 rows x 17 columns]"
|
||||
]
|
||||
},
|
||||
"execution_count": 4,
|
||||
"metadata": {},
|
||||
"output_type": "execute_result"
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"df=rqdata_client.get_all_futures()\n",
|
||||
"df\n",
|
||||
"# underlying_symbol\n",
|
||||
"# exchange\n",
|
||||
"# listed_date"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 7,
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"data_dict = df.transpose().to_dict()"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 8,
|
||||
"metadata": {},
|
||||
"outputs": [
|
||||
{
|
||||
"data": {
|
||||
"text/plain": [
|
||||
"{'order_book_id': 'A0303',\n",
|
||||
" 'underlying_symbol': 'A',\n",
|
||||
" 'market_tplus': 0.0,\n",
|
||||
" 'symbol': '豆一0303',\n",
|
||||
" 'margin_rate': 0.05,\n",
|
||||
" 'maturity_date': '2003-03-14',\n",
|
||||
" 'type': 'Future',\n",
|
||||
" 'trading_code': 'a0303',\n",
|
||||
" 'exchange': 'DCE',\n",
|
||||
" 'product': 'Commodity',\n",
|
||||
" 'contract_multiplier': 10.0,\n",
|
||||
" 'round_lot': 1.0,\n",
|
||||
" 'trading_hours': '21:01-23:00,09:01-10:15,10:31-11:30,13:31-15:00',\n",
|
||||
" 'listed_date': '2002-03-15',\n",
|
||||
" 'industry_name': '油脂',\n",
|
||||
" 'de_listed_date': '2003-03-14',\n",
|
||||
" 'underlying_order_book_id': 'null'}"
|
||||
]
|
||||
},
|
||||
"execution_count": 8,
|
||||
"metadata": {},
|
||||
"output_type": "execute_result"
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"data_dict[0]"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 11,
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"underlying_symbols = []\n",
|
||||
"vt_symbols = [] # IF99.CFFEX\n",
|
||||
"for data in data_dict.values():\n",
|
||||
" # 1) Filter underlying symbol \n",
|
||||
" underlying = data['underlying_symbol']\n",
|
||||
" if underlying not in underlying_symbols:\n",
|
||||
" underlying_symbols.append(underlying)\n",
|
||||
" \n",
|
||||
" # 2) Filter listed date\n",
|
||||
" dt_str = data[\"listed_date\"]\n",
|
||||
" dt = datetime.strptime(dt_str, \"%Y-%m-%d\")\n",
|
||||
" \n",
|
||||
" if dt <= datetime(2016,1,1):\n",
|
||||
" \n",
|
||||
" vt_symbol = underlying + \"99\" + \".\" + data[\"exchange\"]\n",
|
||||
" \n",
|
||||
" vt_symbols.append(vt_symbol)\n",
|
||||
" \n",
|
||||
" \n",
|
||||
" "
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 18,
|
||||
"metadata": {},
|
||||
"outputs": [
|
||||
{
|
||||
"name": "stdout",
|
||||
"output_type": "stream",
|
||||
"text": [
|
||||
"finish! symbol= A99 count= 3661\n",
|
||||
"finish! symbol= AG99 count= 2121\n",
|
||||
"finish! symbol= AL99 count= 3661\n",
|
||||
"finish! symbol= AU99 count= 3173\n",
|
||||
"finish! symbol= B99 count= 3661\n",
|
||||
"finish! symbol= BB99 count= 1739\n",
|
||||
"finish! symbol= BU99 count= 1781\n",
|
||||
"finish! symbol= C99 count= 3661\n",
|
||||
"finish! symbol= CF99 count= 3661\n",
|
||||
"finish! symbol= CS99 count= 1485\n",
|
||||
"finish! symbol= CU99 count= 3661\n",
|
||||
"finish! symbol= ER99 count= 994\n",
|
||||
"finish! symbol= FB99 count= 1739\n",
|
||||
"finish! symbol= FG99 count= 1980\n",
|
||||
"finish! symbol= FU99 count= 3650\n",
|
||||
"finish! symbol= HC99 count= 1670\n",
|
||||
"finish! symbol= I99 count= 1774\n",
|
||||
"finish! symbol= IC99 count= 1409\n",
|
||||
"finish! symbol= IF99 count= 2620\n",
|
||||
"finish! symbol= IH99 count= 1409\n",
|
||||
"finish! symbol= J99 count= 2380\n",
|
||||
"finish! symbol= JD99 count= 1759\n",
|
||||
"finish! symbol= JM99 count= 1909\n",
|
||||
"finish! symbol= JR99 count= 1753\n",
|
||||
"finish! symbol= L99 count= 3282\n",
|
||||
"finish! symbol= LR99 count= 1597\n",
|
||||
"finish! symbol= M99 count= 3661\n",
|
||||
"finish! symbol= MA99 count= 1612\n",
|
||||
"finish! symbol= ME99 count= 860\n",
|
||||
"finish! symbol= NI99 count= 1422\n",
|
||||
"finish! symbol= OI99 count= 2075\n",
|
||||
"finish! symbol= P99 count= 3223\n",
|
||||
"finish! symbol= PB99 count= 2394\n",
|
||||
"finish! symbol= PM99 count= 2193\n",
|
||||
"finish! symbol= PP99 count= 1685\n",
|
||||
"finish! symbol= RB99 count= 2878\n",
|
||||
"finish! symbol= RI99 count= 2069\n",
|
||||
"finish! symbol= RM99 count= 1961\n",
|
||||
"finish! symbol= RO99 count= 1444\n",
|
||||
"finish! symbol= RS99 count= 1961\n",
|
||||
"finish! symbol= RU99 count= 3661\n",
|
||||
"finish! symbol= S99 count= 0\n",
|
||||
"finish! symbol= SF99 count= 1574\n",
|
||||
"finish! symbol= SM99 count= 1574\n",
|
||||
"finish! symbol= SN99 count= 1422\n",
|
||||
"finish! symbol= SR99 count= 3659\n",
|
||||
"finish! symbol= T99 count= 1427\n",
|
||||
"finish! symbol= TA99 count= 3430\n",
|
||||
"finish! symbol= TC99 count= 617\n",
|
||||
"finish! symbol= TF99 count= 1797\n",
|
||||
"finish! symbol= V99 count= 2839\n",
|
||||
"finish! symbol= WH99 count= 2069\n",
|
||||
"finish! symbol= WR99 count= 2853\n",
|
||||
"finish! symbol= WS99 count= 1792\n",
|
||||
"finish! symbol= WT99 count= 1675\n",
|
||||
"finish! symbol= Y99 count= 3658\n",
|
||||
"finish! symbol= ZC99 count= 1388\n",
|
||||
"finish! symbol= ZN99 count= 3368\n"
|
||||
]
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"for vt_symbol in vt_symbols:\n",
|
||||
" symbol, exchange =tuple(vt_symbol.split(\".\"))\n",
|
||||
" download_data(symbol, Exchange(exchange))"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": []
|
||||
}
|
||||
],
|
||||
"metadata": {
|
||||
"kernelspec": {
|
||||
"display_name": "Python 3",
|
||||
"language": "python",
|
||||
"name": "python3"
|
||||
},
|
||||
"language_info": {
|
||||
"codemirror_mode": {
|
||||
"name": "ipython",
|
||||
"version": 3
|
||||
},
|
||||
"file_extension": ".py",
|
||||
"mimetype": "text/x-python",
|
||||
"name": "python",
|
||||
"nbconvert_exporter": "python",
|
||||
"pygments_lexer": "ipython3",
|
||||
"version": "3.7.1"
|
||||
}
|
||||
},
|
||||
"nbformat": 4,
|
||||
"nbformat_minor": 4
|
||||
}
|
||||
Reference in New Issue
Block a user