f925dff46b
- Added dingdanliu_nb_mflow for improved order processing - Updated related scripts and configurations to support new functionality
79 lines
3.3 KiB
Python
79 lines
3.3 KiB
Python
from ssquant.SQDATA import TakeData
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#注意首先需要pip install ssquant
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#否则链接不到数据库
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#输入俱乐部的账号密码即可调用，注意保密。
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#目前数据是2019年1月-至今
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#每日下午收盘后3点30分录入当天数据。
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#有任何疑问可以再群里提出，或者私信我(慕金龙)
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#官网: quant789.com
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#公众号：松鼠Quant
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#客服微信: viquant01
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#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
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'''
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获取数据-
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品种:symbol,不区分大小写
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起始时间:start_date,
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结束时间:end_date(包含当天),
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周期kline_period:1M..5M..NM(分钟),1D(天),1W(周),1Y(月)
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复权adjust_type:0(不复权)1(后复权)
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注意：
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1.请正确输入账号密码
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2.不要挂代理访问数据库
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3.暂时没有股指数据，下个月补齐。
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'''
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# username='俱乐部账号' password='密码'
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client = TakeData(username='77777@qq.com', password='7777')
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data = client.get_data(
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symbol='rb888',
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start_date='2023-01-02',
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end_date='2024-01-03',
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kline_period='60M',
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adjust_type=1
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)
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print(data)
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'''
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datetime:时间,
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symbol:品种,
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open:开盘价,
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high:最高价,
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low:最低价,
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close:收盘价,
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volume:成交量(单bar),
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amount:成交金额(单bar),
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openint:持仓量(单bar),
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cumulative_openint:累计持仓量，
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open_bidp , open_askp: K线第一个价格的买一价格和卖一价格
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close_bidp , close_askp: K线最后一个价格的买一价格和卖一价格
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datetime symbol open high low close volume amount cumulative_openint openint open_bidp open_askp close_bidp close_askp
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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
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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
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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
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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
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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
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... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
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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
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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
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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
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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
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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
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''' |