zhoujie
800883b6ec
- 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.
109 lines
4.5 KiB
Python
109 lines
4.5 KiB
Python
import requests
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import pandas as pd
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from datetime import datetime, timedelta
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from io import StringIO
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def get_futures_data(symbol, start_date, end_date, kline_period='1m', adjust_type='0', depth='no'):
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"""
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获取期货数据
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"""
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# 构建请求参数
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params = {
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'username': username,
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'password': password,
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'symbol': symbol,
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'start_date': start_date,
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'end_date': end_date,
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'kline_period': kline_period,
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'adjust_type': adjust_type
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}
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if depth:
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params['Depth'] = depth
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print("请求参数：", params) # 打印请求参数，便于调试
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try:
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# 发送请求，设置超时时间为30秒
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response = requests.get(base_url, params=params, timeout=300)
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# 检查响应状态
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if response.status_code == 200:
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# 检查响应是否为JSON格式
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if 'application/json' in response.headers.get('Content-Type', ''):
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data = pd.read_json(StringIO(response.text), orient='records')
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data=data.reset_index()
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#列名排序
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if depth=='yes':
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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']
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else:
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columns=['datetime','symbol','open','high','low','close','volume','amount','openint','cumulative_openint','open_askp','open_bidp','close_askp','close_bidp']
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# 重新排列列名
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data = data.reindex(columns=columns)
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data['datetime'] = pd.to_datetime(data['datetime'])
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# 更改时间显示的格式，例如 "YYYY-MM-DD HH:MM:SS"
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# 将 UTC 时间转换为本地时区，例如 'Asia/Shanghai'
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data['datetime'] = data['datetime'].dt.tz_convert('Asia/Shanghai')
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data['datetime'] = data['datetime'].dt.strftime('%Y-%m-%d %H:%M:%S')
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return data
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else:
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print("响应不是JSON格式：", response.text[:1000])
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return None
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elif response.status_code == 401:
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print("认证失败：用户名和密码不能为空")
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return None
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elif response.status_code == 402:
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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")
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return None
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elif response.status_code == 405:
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print("认证失败：账号已过期,请联系管理员微信：viquant01")
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return None
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elif response.status_code == 406:
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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")
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return None
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else:
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print(f"请求失败，状态码：{response.status_code}")
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print(f"错误信息：{response.json().get('error', '未知错误')}")
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return None
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except Exception as e:
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print(f"发生错误：{e}")
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print("请求URL：", response.url)
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print("响应内容：", response.text[:1000]) # 打印前1000个字符
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return None
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# 使用示例
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if __name__ == "__main__":
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# API配置
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base_url = 'http://kanpan789.com:8086/ftdata'
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# 用户认证信息
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username = '240884432@qq.com' # 替换为你的手机号或者邮箱
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password = 'Zj123!@#' # 替换为你的密码
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# 示例参数
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symbol = "IM888" #
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start_date = "2025-10-01" #start_date ： 开始时间
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end_date = "2025-10-10" #end_date(包含当天)：结束时间
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kline_period="15M" #周期:1M..5M..NM(分钟),1D(天),1W(周),1Y(月)
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adjust_type= 0 #复权开关 ：0(不复权)1(后复权)
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depth='yes' # 获取交易数据统计: yes(获取)，no（不获取）
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# 获取K线数据
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df_data = get_futures_data(
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symbol=symbol,
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start_date=start_date,
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end_date=end_date,
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kline_period=kline_period,
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adjust_type=adjust_type,
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depth=depth
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)
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if df_data is not None:
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print("\nK线数据示例：")
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print(df_data)
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print(f"\n数据条数：{len(df_data)}")
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# 保存到CSV文件（可选）
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csv_filename = f"{symbol}_{start_date}_{end_date}_1m.csv"
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df_data.to_csv(csv_filename, index=False)
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print(f"\n数据已保存到文件：{csv_filename}")
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