{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import akshare as ak\n", "import pandas as pd\n", "from findpeaks import findpeaks\n", "# import qstock as qs" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "# X=qs.get_data('上证指数',start='20040101',end='20240808').close\n", "# stock_zh_index_daily_df = ak.stock_zh_index_daily(symbol=\"sh000001\").iloc[-240:]\n", "futures_zh_minute_sina_df = ak.futures_zh_minute_sina(symbol=\"IM0\", period=\"5\")\n", "# index_zh_a_hist_df = ak.index_zh_a_hist(symbol=\"000001\", period=\"daily\", start_date=\"20220101\", end_date=\"22350311\")\n", "# stock_zh_index_daily_em_df = ak.stock_zh_index_daily_em(symbol=\"sz399812\")\n", "# stock_zh_index_daily_df = ak.stock_zh_index_daily(symbol=\"sz399552\")\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "# index_zh_a_hist_df.tail(5)" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "# X = index_zh_a_hist_df['收盘']\n", "X = futures_zh_minute_sina_df.close" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "futures_zh_minute_sina_df.tail(5)" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "# 初始化\n", "fp = findpeaks(method='topology')\n", "#拟合\n", "results = fp.fit(X)\n", "#可视化\n", "fp.plot()" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "# from findpeaks import findpeaks\n", "#初始化设置\n", "fp = findpeaks(method='peakdetect', lookahead=200, interpolate=None)\n", "#拟合 peakdetect 方法\n", "results = fp.fit(X)\n", "#可视化\n", "fp.plot()" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "# 使用凯鲁斯方法初始化findpeaks\n", "# 默认设置是只返回至少有5%差异的峰值和谷值\n", "fp = findpeaks(method='caerus', params={'minperc':5, 'window':50})\n", "\n", "#拟合数据\n", "results = fp.fit(X)\n", "\n", "#可视化\n", "fp.plot()" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import akshare as ak\n", "\n", "stock_df = ak.rv_from_stock_zh_a_hist_min_em(\n", " symbol=\"000001\",\n", " start_date=\"2021-10-20 09:30:00\",\n", " end_date=\"2025-3-11 15:00:00\",\n", " period=\"5\",\n", " adjust=\"\"\n", ")\n", "volatility_yz_rv_df = ak.volatility_yz_rv(data=stock_df)\n", "print(volatility_yz_rv_df)" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import akshare as ak\n", "\n", "option_lhb_em_df = ak.option_lhb_em(symbol=\"mo2503\", indicator=\"期权持仓情况-认沽持仓量\", trade_date=\"20250311\")\n", "print(option_lhb_em_df)" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import akshare as ak\n", "\n", "option_minute_em_df = ak.option_minute_em(symbol=\"MO2503-C-6400\")\n", "print(option_minute_em_df)" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import akshare as ak\n", "\n", "stock_zh_index_spot_em_df = ak.stock_zh_index_spot_em(symbol=\"上证系列指数\")\n", "stock_zh_index_spot_em_df" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import akshare as ak\n", "\n", "futures_zh_spot_df = ak.futures_zh_spot(symbol='AG2504', market=\"CF\", adjust='0')\n", "print(futures_zh_spot_df)" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import time\n", "import akshare as ak\n", "\n", "dce_text = ak.match_main_contract(symbol=\"dce\")\n", "czce_text = ak.match_main_contract(symbol=\"czce\")\n", "shfe_text = ak.match_main_contract(symbol=\"shfe\")\n", "gfex_text = ak.match_main_contract(symbol=\"gfex\")\n", "\n", "while True:\n", " time.sleep(3)\n", " futures_zh_spot_df = ak.futures_zh_spot(\n", " symbol=\",\".join([dce_text, czce_text, shfe_text, gfex_text]),\n", " market=\"CF\",\n", " adjust='0')\n", " # print(futures_zh_spot_df)\n", " futures_zh_spot_df" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import time\n", "import akshare as ak\n", "\n", "cffex_text = ak.match_main_contract(symbol=\"cffex\")\n", "\n", "while True:\n", " time.sleep(3)\n", " futures_zh_spot_df = ak.futures_zh_spot(symbol=cffex_text, market=\"FF\", adjust='0')\n", " print(futures_zh_spot_df)" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import akshare as ak\n", "df = ak.futures_symbol_mark() " ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import akshare as ak\n", "\n", "futures_zh_realtime_df = ak.futures_zh_realtime(symbol=\"白银\")\n", "print(futures_zh_realtime_df)" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import akshare as ak\n", "\n", "futures_nh_volatility_index_df = ak.futures_nh_volatility_index(symbol=\"IC\", period='5')\n", "print(futures_nh_volatility_index_df)" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import akshare as ak\n", "shfe_trading_hours = ak.shfe_trading_hours()\n", "print(shfe_trading_hours)" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import akshare as ak\n", "\n", "futures_fees_info_df = ak.futures_fees_info()\n", "print(futures_fees_info_df)" ] } ], "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": "3.10.9" } }, "nbformat": 4, "nbformat_minor": 2 }