使用pytdx获取股票行情数据

先展示效果

股票清单

总共统计深市与沪市总计5397只股票信息。

股票行情

以下是详细的实现步骤

下载通达信金融终端

此步骤的目的是要获取pytdx插件中需要使用的服务器地址及端口


在通讯设置中可以查看当前信号较好的服务器地址，最终在安装目录下找到服务器地址。

安装插件pytdx

pip install pytdx

我使用的python版本为3.10

python代码实现

# -*- coding: utf-8 -*-
import logging
from pytdx.hq import TdxHq_API


class Tdx_Client():

    def __init__(self, ip='111.229.247.189', port='7709'):
        self.ip = ip
        self.port = port
        self.api = TdxHq_API(auto_retry=True, raise_exception=False)
        self.api.connect(self.ip, int(self.port))
        
    def get_security_list(self, mkt_id, start):
        logging.info("获取股票列表")
        if self.api.connect(self.ip, int(self.port)):
            data = self.api.get_security_list(mkt_id, start)
            return data
        return None
        
    def get_security_quotes(self, all_stock, code=None):
        logging.info("获取股票行情")
        if self.api.connect(self.ip, int(self.port)):
            data = self.api.get_security_quotes(all_stock, code)
            return data or []
        return []


if __name__ == '__main__':
    tdx = Tdx_Client()
    tdx.get_security_quotes([(1, "600028")])

上面的代码展示的是如何调试接口，最后我们需要使用odoo开源平台将数据存入数据库，这里只提供关键代码；

同步股票列表

    def create_task_job(self, market_id, security_start, page):
        """

        """
        start = timeit.default_timer()
        tdx_client = self.env['tdx.service'].get_tdx_client()
        data_list = tdx_client.get_security_list(market_id, security_start)
        if not data_list:
            return
        stock_vals = []
        for data_item in data_list:
            if self.get_stock_sector(data_item['code']) == '其它':
                continue
            stock_id = self.env['stock.info'].search([
                ('code', '=', data_item['code']), ('active', 'in', [True, False])
            ], limit=1)
            if stock_id:
                continue
            stock_vals.append({
                'code': data_item['code'],
                'name': data_item['name'],
                'market_id': '沪市' if market_id == 1 else '深市',
                'active': True
            })
        self.env['stock.info'].create(stock_vals)
        end = timeit.default_timer()
        logging.info('创建股票清单数据, 第%s页，总计条数:%s, 总计用时：%s', page, len(data_list),
                     end - start)

同步股票行情

    def create_individual_stock(self, stock_ids_chunk, page):
        """

        """
        start = timeit.default_timer()
        tdx_client = self.env['tdx.service'].get_tdx_client()
        stock_ids = self.env['stock.info'].browse(stock_ids_chunk)
        all_stock = []
        for stock_id in stock_ids:
            market_id = 1 if stock_id.market_id == '沪市' else 0
            all_stock.append((market_id, stock_id.code))
        security_quotes = tdx_client.get_security_quotes(
            all_stock
        )
        date_today = date.today()
        individual_stock_data = []
        for security_data in security_quotes:
            if security_data is None:
                continue
            stock_id = self.env['stock.info'].search([
                ('code', '=', security_data['code']), ('active', 'in', [True, False])
            ], limit=1)
            if not stock_id:
                continue
            stock_vals = self.prepare_individual_stock_vals(security_data)
            stock_vals.update({
                'stock_id': stock_id.id,
                'stock_date': date_today,
            })
            individual_stock_data.append(stock_vals)
        self.env['individual.stock'].create(individual_stock_data)
        end = timeit.default_timer()
        logging.info('获取股票行情, 第%s页，总计条数:%s, 总计用时：%s', page, len(individual_stock_data),
                     end - start)