股票信息获取基础

import pandas as pd
import tushare as ts
import baostock as bs

def data_recon_ts(ts_code, start_date, end_date, token):
    # 获取股票日线行情数据并规整化。接口：Tushare Pro；时间单位：日
    ts_pro = ts.pro_api(token)
    data = ts_pro.daily(ts_code=ts_code, start_date=start_date, end_date=end_date)
    data.trade_date = pd.DatetimeIndex(data.trade_date)
    data.set_index("trade_date", drop=True, inplace=True)
    data.sort_index(inplace=True)
    data.index = data.index.set_names('Date')

    recon_data = {'High': data.high, 'Low': data.low,
                  'Open': data.open, 'Close': data.close,
                  'Volume': data.vol}
    data_recon = pd.DataFrame(recon_data)

    return data_recon


def data_recon_bs(ticker, start_data, end_data, frequency='d', adjustflag='3'):
    # frequency="d"取日k线，adjustflag="3"默认不复权，1：后复权；2：前复权
    lg = bs.login()

    fields= "date,open,high,low,close,volume"
    date = bs.query_history_k_data(ticker, fields, start_date=start_data, end_date=end_data,
                                    frequency=frequency, adjustflag=adjustflag)

    data_list = []
    while (date.error_code == '0') & date.next():
        data_list.append(date.get_row_data())
    result = pd.DataFrame(data_list, columns=date.fields)

    result.close = result.close.astype('float64')
    result.open = result.open.astype('float64')
    result.low = result.low.astype('float64')
    result.high = result.high.astype('float64')
    result.volume = result.volume.astype('float64')
    result.volume = result.volume/100 # 单位转换：股-手
    result.date = pd.DatetimeIndex(result.date)
    result.set_index("date", drop=True, inplace=True)
    result.index = result.index.set_names('Date')

    recon_data = {'High': result.high, 'Low': result.low,
                  'Open': result.open, 'Close': result.close,
                  'Volume': result.volume}
    data_recon = pd.DataFrame(recon_data)

    bs.logout()
    return data_recon

token='*****your own token!*****'
zc_ts=data_recon_ts('002891.sz','20211101','20211103',token)
print(zc_ts)
zc_bs=data_recon_bs('002891.sz','2021-11-01','2021-11-03')
print(zc_bs)