股票实时盘口数据获取-东方财富

新浪实时数据接口改了后，速度巨慢，限制很大。

故现在从东方财富网获取实时数据，速度还可以。

代码如下：

#!/usr/bin/env python
# -*- coding: utf-8 -*-

import requests
import time
import json


def gupiaopankou_dfcf(daima):
    """
    从东方财富网获取股票盘口实时数据
    :param daima: 股票代码
    :return:  盘口数据
    """
    if daima[:2] == "sh":
        lsbl = '1.'+daima[2:]
    else:
        lsbl = '0.' + daima[2:]
    wangzhi = 'http://push2.eastmoney.com/api/qt/stock/get?&fltt=2&invt=2&fields=f120,f121,f122,f174,f175,f59,f163,f43,f57,' \
              'f58,f169,f170,f46,f44,f51,f168,f47,f164,f116,f60,f45,f52,f50,f48,f167,f117,f71,f161,f49,f530,f135,f136,f137,' \
              'f138,f139,f141,f142,f144,f145,f147,f148,f140,f143,f146,f149,f55,f62,f162,f92,f173,f104,f105,f84,f85,f183,' \
              'f184,f185,f186,f187,f188,f189,f190,f191,f192,f107,f111,f86,f177,f78,f110,f262,f263,f264,f267,f268,f255,f256,' \
              'f257,f258,f127,f199,f128,f198,f259,f260,f261,f171,f277,f278,f279,f288,f152,f250,f251,f252,f253,f254,f269,' \
              'f270,f271,f272,f273,f274,f275,f276,f265,f266,f289,f290,f286,f285,f292,f293,f294,f295&secid='+lsbl+ \
              '&_='+str(time.time())

    resp = requests.get(wangzhi, timeout=6)
    # print (resp) #打印请求结果的状态码
    data = json.loads(resp.text)['data']
    # print(data)
    pankou = {'代码': data['f57'], '名称': data['f58'], '开盘': data['f46'], '最高': data['f44'], '最低': data['f45'],
              '最新': data['f43'], '金额': data['f48'],
              '卖1价': data['f39'], '卖1量': data['f40'], '卖2价': data['f37'], '卖2量': data['f38'],
              '卖3价': data['f35'], '卖3量': data['f36'], '卖4价': data['f33'], '卖4量': data['f34'],
              '卖5价': data['f31'], '卖5量': data['f32'],
              '买1价': data['f19'], '买1量': data['f20'], '买2价': data['f17'], '买2量': data['f18'],
              '买3价': data['f15'], '买3量': data['f16'], '买4价': data['f13'], '买4量': data['f14'],
              '买5价': data['f11'], '买5量': data['f12']
              }
    print(pankou)
    return pankou


if __name__ == '__main__':
    while 1:
        gupiaopankou_dfcf('sz000001')
        time.sleep(1)

返回结果：

{'代码': '000001', '名称': '平安银行', '开盘': 16.5, '最高': 16.54, '最低': 16.25, '最新': 16.3, '金额': 1677261296.0, '卖1价': 16.31, '卖1量': 1930, '卖2价': 16.32, '卖2量': 1775, '卖3价': 16.33, '卖3量': 681, '卖4价': 16.34, '卖4量': 707, '卖5价': 16.35, '卖5量': 2056, '买1价': 16.3, '买1量': 2006, '买2价': 16.29, '买2量': 5348, '买3价': 16.28, '买3量': 8055, '买4价': 16.27, '买4量': 4411, '买5价': 16.26, '买5量': 7131}

程序化交易系统文档 ： http://jinxin168.gitee.io/xcxh_bangzhu/

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