我们从Python开源项目中，提取了以下19个代码示例，用于说明如何使用tushare.get_h_data()。
def loop_all_stocks(): days = 60 count =0 for EachStockID in info.index: end_day=datetime.date(datetime.date.today().year,datetime.date.today().month,datetime.date.today().day) days=days*7/5 start_day=end_day-datetime.timedelta(days) start_day=start_day.strftime("%Y-%m-%d") end_day=end_day.strftime("%Y-%m-%d") df= ts.get_h_data(EachStockID,start=start_day,end=end_day) if not(df is None): period_high=df['high'].max() today_high=df.iloc[0]['high'] if today_high>=period_high: highlist.append(df,ignore_index=True) count+=1
def _save(stock, conn): try: print "save ----- :", stock marketday = stocksinfo.at[stock, 'timeToMarket'] startday = pd.Timestamp(str(marketday)) # print marketday,startday,str(startday)[:10] # df = ts.get_h_data(code, start=str(startday)[:10], retry_count = 5) df = ts.get_h_data(stock, start=str(startday)[:10], retry_count=5, pause=1) df = df.sort_index(ascending=True) # ma_list = [5,10,20,60] # for ma in ma_list: # df['MA_' + str(ma)] = pd.rolling_mean(df.close, ma) # print df[['open','high','close','low','volume']].head(2) df[['open', 'high', 'close', 'low', 'volume']].to_sql(stock, conn, if_exists='append') except Exception, arg: print "exceptions:", stock, arg errorlist.append(stock)
def _update(stock, conn): try: print "update ----- :", stock query = "select * from '%s' order by date" % stock df = pd.read_sql(query, conn) df = df.set_index('date') print "sql saved:", df.tail(1),df.ix[-1],df.ix[-1].name if dt.now().weekday() == 5: today = str(pd.Timestamp(dt.now()) - pd.Timedelta(days=1))[:10] elif dt.now().weekday() == 6: today = str(pd.Timestamp(dt.now()) - pd.Timedelta(days=2))[:10] else: today = str(pd.Timestamp(dt.now()))[:10] print "today:",today if today != df.ix[-1].name[:10]: df = ts.get_h_data(stock, start=df.ix[-1].name[:10], retry_count=5, pause=1) print "read from tu:",df.head(1) df[['open', 'high', 'close', 'low', 'volume']].to_sql(stock, conn, if_exists='append') import time time.sleep(10) except Exception, arg: print "exceptionu:", stock, arg errorlist.append(stock)
def main(): # ?????? ?3???? history = ts.get_hist_data(id) print u"??3????" print history.head(10) history_all = ts.get_h_data(id, '20015101', '20160101') print u'???????' print history_all # print type(stockInfo) # print stockInfo.head() # print stockInfo.dtypes # df = ts.get_stock_basics() #data = df.ix[id]['timeToMarket'] #print data #ts.get_today_all()
def get_h_data(self, code, start = None, end = None, autype = None, index = False): if end is None: end = dataTime.datetimeRelative(delta = 1) if start is None: start = dataTime.datetimeRelative(base = end, delta = -20) df = ts.get_h_data(code, start, end, autype = autype, index = index) df = self.format_date_index(df) df = df.sort_values(['date'], ascending=[True]) return df # ???? # ????? # code???????6????? # date??????YYYY-MM-DD # retry_count : int, ??3,?????????????? # pause : int, ?? 0,?????????????????????????????? # ?????? # time??? # price????? # change????? # volume???? # amount?????(?) # type????????????????
def get_high_test(): df = ts.get_h_data('300141', start=day30, end=day0) #??????????????? #print df #current= df[:1] #current=df.iloc[0] print df current = df.ix['2016-07-15'] print current current_high = current['high'].values[0] print current_high highest = df['high'] lowest = df['low'] price_30_max = highest.max() price_30_min = lowest.min() print df[df.high >= price_30_max] #??????????? print df[df.low <= price_30_min] #??????????? print price_30_max print price_30_min #oneData= df.ix['2016-07-11'] #print oneData.iloc[0,1] #print type(oneData) #for i in highest.len: # print i #print type(t) if current_high >= price_30_max: print stock_info.ix['300141']['name'].decode('utf-8')
def _update(stock,begin, conn): print "update ----- :", stock try: df = ts.get_h_data(stock, start=begin, retry_count=5, pause=1) if len(df) != 0: print df.head(2) df[['open', 'high', 'close', 'low', 'volume']].to_sql(stock, conn, if_exists='append') import time time.sleep(10) except Exception, arg: print "exception:", stock, arg raise SystemExit(-1) #errorlist.append(stock)
def is_break_high(self, stockId, days): (start_day, end_day) = self.pick_date_from_days(days) #print("high: stockId", stockId, "days", days, "start_day", start_day, "end_day", end_day) df = ts.get_h_data(stockId, start=start_day, end=end_day) if df is None: return False period_high = df['high'].max() today_high = df.iloc[0]['high'] if today_high >= period_high: return True else: return False
def add_toprank_IR(self, stockId): (start_day, end_day) = self.pick_date_from_days(self.rankDays) #print("increase: stockId", stockId, "start_day", start_day, "end_day", end_day) df = ts.get_h_data(stockId, start=start_day, end=end_day) #print("Dataframe: \n", df) if df is None: return perl = toprank_perl(stockId, self.d2i) for i in range(0, self.rankDays): if i >= len(df): return IR = self.get_IR_from_df(df, i) perl.set_IR(i, IR) self.rankCrown.append(perl)
def dummy_run(self): (start_day, end_day) = self.pick_date_from_days(self.rankDays) print("daysBefore:", self.daysBefore, "pick date:", start_day, "-", end_day) #df = ts.get_h_data('000063', start_day, end_day) #print("Dataframe: \n", df)
def main(): now = time.strftime("%Y-%m-%d") # print now token = '60517739976b768e07823056c6f9cb0fee33ed55a1709b3eaa14a76c6a1b7a56' sb = StockBox() # sb.looper(id) id = '300333' # sb.realtime(id) sb.base_function("300333") # pandas_test=Pandas_test() # pandas_test.test_function() # sb.longhuban('2016-04-05') # sb.getNews() # sb.fund() #sb.get_stock_chengfeng() #sb.date_store() #sb.profit_test() #sb.daily_longhu() # ?????? ?3???? history = ts.get_hist_data(id) print u"??3????" print history.head(10) history_all = ts.get_h_data(id, '20015101', '20160101') print u'???????' print history_all # print type(stockInfo) # print stockInfo.head() # print stockInfo.dtypes #df = ts.get_stock_basics() #data = df.ix[id]['timeToMarket'] #print data #ts.get_today_all()
def GET_AMOUNT_DATA_DAY(self, context, security,isLastest=True,data={},dataCount=20): #TODO get_k_data has no amount data, get_h_data no support index try: df_data = ts.get_h_data(security, index=False) except Exception,e: print e df_data = None if df_data is None or df_data.empty == True: print "security:%s in context:%s NO GET_AMOUNT_DATA_DAY!" %(str(security),str(context)) return np.array([np.nan]) df_data = df_data.iloc[::-1].tail(dataCount) amountData = df_data['amount'].values try: dfreal = ts.get_realtime_quotes(security) except Exception,e: print Exception,":",e dfreal = None if not dfreal is None: data = dfreal.date[0] time = dfreal.time[0] dateStr = data + ' ' + time current_dt = self.__getdatetime__(dateStr) runtime = SecurityDataSrcBase.GET_RUN_MINUTES(TsContext(current_dt)) if runtime < 240: amountLast = float(dfreal.amount[0]) amountData = np.append(amountData, amountLast) return amountData # overide
def fetch_history(stock, start, end): """ History data forward answer authority """ disable_stdout() with timer(logtime("ts.get_h_data('%s', autype=None, start='%s', end='%s', drop_factor=False)" % (stock, start, end))): df = await wait_concurrent(event_loop, proc_pool, ts.get_h_data, stock, autype=None, start=start, end=end, drop_factor=False, pause=0.05) if df is None: logging.debug("no history data for stock: ts.get_h_data('%s', autype=None, start='%s', end='%s')" % (stock, start, end)) return df['stock'] = stock ans = df.reset_index() return history_buffer.proc_data(ans)
def fetch_history_index(code, start, end): disable_stdout() info = "ts.get_h_data('%s', start='%s', end='%s', pause=0.05, index=True)" % (code, start, end) with timer(logtime(info)): df = await wait_concurrent(event_loop, proc_pool, ts.get_h_data, code, start=start, end=end, pause=0.05, index=True) if df is None: logging.debug("no history index data for code: %s", info) return df['code'] = code ans = df.reset_index() return history_index_buffer.proc_data(ans)
def download_fq_data_from_tushare(code): ''' ?????????????????????????????? :param code: :return: ''' path = './data/' import tushare as ts import datetime sh_index_lastday = open(path+'sh.csv', 'rb').readlines()[1:][-1] # ??????????????????????? # if os.path.exists(path+'stock_data/' + str(code) + '.csv'): # import tushare as ts # # f = open(path+'stock_data/' + str(code) + '.csv', 'rb').readlines()[1:] # # 3years line # fp_data = ts.get_h_data(str(code), start=f[-1].split(',')[0], end=f[0].split(',')[0]) # if fp_data is not None: # fp_data.to_csv(path+"stock_data/"+str(code)+'_fq.csv') # # ts.get_h_data(str(code), start=raw_dates[0], end=raw_dates[-1]).to_csv(path+"stock_data/"+str(code)+'_fq.csv') # return True # else: # return False # else: # return False years = 3 start = datetime.datetime.today().date() + datetime.timedelta(-365 * years) # 3years line # fp_data = ts.get_h_data(str(code), start=str(start)) fp_data = ts.get_k_data(str(code), start=str(start)) if fp_data is not None and len(fp_data) > 1 and fp_data['date'].tolist()[-1] == sh_index_lastday.split(',')[1]: fp_data.to_csv(path + "stock_data/" + str(code) + '_fq.csv') return True else: return False
def get_stock_daily_trading_data(code, start_date=startDate, end_date=endDate): code = str(code).zfill(6) try: stock_data = ts.get_h_data(str(code), start=start_date, end=end_date, autype=None) filename = hisDataPath + code + ".csv" stock_data.to_csv(filename, index=True, encoding='gbk') print('Get stock:', code, 'historical data done!') except Exception: print('Failed to get stock:', code, 'historical data!') time.sleep(30) get_stock_daily_trading_data(code, startDate, endDate)
def get_data(code, start=None, end=None, index=False): """ ?????? :param code: :param start: :param end: :param index: :return: """ end = time.strftime('%Y-%m-%d', time.localtime(time.time())) data = ts.get_h_data(code=code, start=start, end=end, index=index, autype='None') return data, code
def is_break_high(stockID, days, fast_type=True): end_day = datetime.date(datetime.date.today().year, datetime.date.today().month, datetime.date.today().day-2) days = days * 7 / 5 #????????? print stockID start_day = end_day - datetime.timedelta(days) start_day = start_day.strftime("%Y-%m-%d") end_day = end_day.strftime("%Y-%m-%d") if fast_type: df = ts.get_h_data(stockID, start=start_day, end=end_day, retry_count=10, pause=10) else: df = ts.get_hist_data(stockID, start=start_day, end=end_day, retry_count=10, pause=10) if df is None: print "None len==0" return False if df.empty: print "%s Trading halt" % info.ix[stockID]['name'].decode('utf-8') return False period_high = df['high'].min() #print period_high curr_day = df[:1] today_high = curr_day.iloc[0]['high'] #??????? .values #????df??1? ????.values #print today_high if today_high >= period_high: stock_h = [] day = curr_day.index.values[0] #print curr_day name = info.ix[stockID]['name'].decode('utf-8') if fast_type: turnover = 0 p_change = 0 else: turnover = curr_day.iloc[0]['turnover'] p_change = curr_day.iloc[0]['p_change'] print day print stockID print p_change print turnover #print day #date=curr_day['date'] stock_h.append(day) stock_h.append(stockID) stock_h.append(name) stock_h.append(p_change) stock_h.append(turnover) #print name.decode('utf-8') #print date #all_high_stock.append(stock) sql_db_h.store_break(stock_h) return True else: return False
def is_break_low(stockID, days, fast_type=True): end_day = datetime.date(datetime.date.today().year, datetime.date.today().month, datetime.date.today().day-2) days = days * 7 / 5 #????????? print stockID start_day = end_day - datetime.timedelta(days) start_day = start_day.strftime("%Y-%m-%d") end_day = end_day.strftime("%Y-%m-%d") if fast_type: df = ts.get_h_data(stockID, start=start_day, end=end_day, retry_count=10, pause=10) else: df = ts.get_hist_data(stockID, start=start_day, end=end_day, retry_count=10, pause=10) if df is None: print "None len==0" return False if df.empty: print "%s Trading halt" % info.ix[stockID]['name'].decode('utf-8') return False period_low = df['low'].max() #print period_high curr_day = df[:1] today_low = curr_day.iloc[0]['low'] #??????? .values #????df??1? ????.values #print today_high if today_low <= period_low: stock_l= [] day = curr_day.index.values[0] #print curr_day name = info.ix[stockID]['name'].decode('utf-8') if fast_type: turnover = 0 p_change = 0 else: turnover = curr_day.iloc[0]['turnover'] p_change = curr_day.iloc[0]['p_change'] print day print stockID print p_change print turnover #print day #date=curr_day['date'] stock_l.append(day) stock_l.append(stockID) stock_l.append(name) stock_l.append(p_change) stock_l.append(turnover) #print name.decode('utf-8') #print date #all_high_stock.append(stock) sql_db_l.store_break(stock_l) return True else: return False
