{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "from ssquant.SQDATA import TakeData\n",
    "\n",
    "#注意首先需要pip install ssquant\n",
    "#否则链接不到数据库\n",
    "#输入俱乐部的账号密码即可调用，注意保密。\n",
    "#目前数据是2019年1月-至今\n",
    "#每日下午收盘后3点30分录入当天数据。\n",
    "#有任何疑问可以再群里提出，或者私信我(慕金龙)\n",
    "#官网: quant789.com\n",
    "#公众号：松鼠Quant\n",
    "#客服微信: viquant01\n",
    "\n",
    "#只能调取分钟及以上数据，tick数据每月底更新到百度网盘下载\n",
    "\n",
    "'''\n",
    "获取数据-\n",
    "品种:symbol,不区分大小写\n",
    "起始时间:start_date,\n",
    "结束时间:end_date(包含当天),\n",
    "周期kline_period:1M..5M..NM(分钟),1D(天),1W(周),1Y(月)\n",
    "复权adjust_type:0(不复权)1(后复权)\n",
    "注意：\n",
    "1.请正确输入账号密码\n",
    "2.不要挂代理访问数据库\n",
    "3.暂时没有股指数据，下个月补齐。\n",
    "'''\n",
    " \n",
    "# username='俱乐部账号' password='密码'\n",
    "client = TakeData(username='77777@qq.com', password='7777')\n",
    "data = client.get_data(\n",
    "    symbol='rb888',\n",
    "    start_date='2023-01-02',\n",
    "    end_date='2024-01-03',\n",
    "    kline_period='60M',\n",
    "    adjust_type=1\n",
    ")\n",
    "print(data)\n",
    "\n",
    "\n",
    "\n",
    "'''\n",
    "datetime:时间,\n",
    "\n",
    "symbol:品种,\n",
    "\n",
    "open:开盘价,\n",
    "\n",
    "high:最高价,\n",
    "\n",
    "low:最低价,\n",
    "\n",
    "close:收盘价,\n",
    "\n",
    "volume:成交量(单bar),\n",
    "\n",
    "amount:成交金额(单bar),\n",
    "\n",
    "openint:持仓量(单bar),\n",
    "\n",
    "cumulative_openint:累计持仓量，\n",
    "\n",
    "open_bidp , open_askp: K线第一个价格的买一价格和卖一价格\n",
    "\n",
    "close_bidp , close_askp: K线最后一个价格的买一价格和卖一价格\n",
    "\n",
    "\n",
    "                 datetime  symbol    open    high     low   close  volume       amount  cumulative_openint  openint  open_bidp  open_askp  close_bidp  close_askp\n",
    "0     2023-01-03 10:00:00  rb2305  4081.0  4081.0  4016.0  4037.0  737537  29782187220             1883481   -48415     4081.0     4084.0      4037.0      4038.0\n",
    "1     2023-01-03 11:00:00  rb2305  4038.0  4056.0  4037.0  4042.0  158548   6415696920             1887716     4235     4037.0     4038.0      4042.0      4044.0\n",
    "2     2023-01-03 12:00:00  rb2305  4044.0  4054.0  4037.0  4051.0   67448   2728130300             1890125     2409     4043.0     4044.0      4050.0      4051.0\n",
    "3     2023-01-03 14:00:00  rb2305  4055.0  4065.0  4045.0  4058.0  110181   4469698600             1895841     5723     4050.0     4051.0      4058.0      4059.0\n",
    "4     2023-01-03 15:00:00  rb2305  4059.0  4074.0  4056.0  4063.0  167932   6824213940             1882723   -13125     4058.0     4059.0      4062.0      4063.0\n",
    "...                   ...     ...     ...     ...     ...     ...     ...          ...                 ...      ...        ...        ...         ...         ...\n",
    "1689  2024-01-03 12:00:00  rb2405  4055.0  4057.0  4044.0  4049.0   79745   3229361570             1597387    -6515     4054.0     4055.0      4049.0      4050.0\n",
    "1690  2024-01-03 14:00:00  rb2405  4050.0  4056.0  4046.0  4049.0   55040   2229498750             1598566     1179     4050.0     4051.0      4049.0      4050.0\n",
    "1691  2024-01-03 15:00:00  rb2405  4050.0  4064.0  4048.0  4055.0  148845   6038835190             1583796   -14770     4049.0     4050.0      4055.0      4056.0\n",
    "1692  2024-01-03 22:00:00  rb2405  4054.0  4054.0  4040.0  4049.0  181753   7354584770             1582419      990     4053.0     4054.0      4048.0      4049.0\n",
    "1693  2024-01-03 23:00:00  rb2405  4049.0  4057.0  4042.0  4049.0  104712   4240341050             1574287    -8132     4048.0     4049.0      4049.0      4050.0"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "ename": "ModuleNotFoundError",
     "evalue": "No module named 'ssquant.SQDATA'",
     "output_type": "error",
     "traceback": [
      "\u001b[31m---------------------------------------------------------------------------\u001b[39m",
      "\u001b[31mModuleNotFoundError\u001b[39m                       Traceback (most recent call last)",
      "\u001b[36mCell\u001b[39m\u001b[36m \u001b[39m\u001b[32mIn[3]\u001b[39m\u001b[32m, line 1\u001b[39m\n\u001b[32m----> \u001b[39m\u001b[32m1\u001b[39m \u001b[38;5;28;01mfrom\u001b[39;00m\u001b[38;5;250m \u001b[39m\u001b[34;01mssquant\u001b[39;00m\u001b[34;01m.\u001b[39;00m\u001b[34;01mSQDATA\u001b[39;00m\u001b[38;5;250m \u001b[39m\u001b[38;5;28;01mimport\u001b[39;00m TakeData\n",
      "\u001b[31mModuleNotFoundError\u001b[39m: No module named 'ssquant.SQDATA'"
     ]
    }
   ],
   "source": [
    "from ssquant.SQDATA import TakeData"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "out_path = r'D:/data'\n",
    "symbol_name = 'rb888' #主力连续888 次主力合约777\n",
    "time_period = '1M'\n",
    "start_time = '2000-01-01'\n",
    "end_time = '2019-01-31'\n",
    "adjust_k = 'Faj'  #Naj:Non adjust,Faj:Forward adjust,后复权\n",
    "\n",
    "if adjust_k == 'Naj':\n",
    "    adjust_tmp = 0\n",
    "elif adjust_k == 'Faj':\n",
    "    adjust_tmp = 1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "client = TakeData(username='240884432@qq.com', password='Zj123!@#')\n",
    "data = client.get_data(\n",
    "    symbol=symbol_name,\n",
    "    start_date=start_time,\n",
    "    end_date=end_time,\n",
    "    kline_period=time_period,\n",
    "    adjust_type= adjust_tmp\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "print('头部文件为：--------------------')\n",
    "data.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "from datetime import datetime\n",
    " \n",
    "# 假设你有一个字符串，表示时间，格式为 'YYYY-MM-DD HH:MM:SS'\n",
    "real_start_time = data.iloc[0,0]\n",
    " \n",
    "# 使用datetime.strptime将字符串转换为时间\n",
    "time_obj = datetime.strptime(real_start_time, '%Y-%m-%d %H:%M:%S')\n",
    " \n",
    "# 获取年月日\n",
    "year = time_obj.year\n",
    "month = time_obj.month\n",
    "day = time_obj.day\n",
    " \n",
    "print(f'年: {year}, 月: {month}, 日: {day}')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "print('尾部文件为：--------------------')\n",
    "data.tail()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import datetime\n",
    "real_start_time = pd.to_datetime(data.iloc[0,0]).date().strftime('%Y-%m-%d')\n",
    "real_end_time = pd.to_datetime(data.iloc[-1,0]).date().strftime('%Y-%m-%d')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "data.to_csv('%s/%s_%s_%s(%s_%s).csv'%(out_path,symbol_name,time_period,adjust_k,real_start_time,real_end_time), index=False)"
   ]
  }
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