import tushare as ts
import pandas as pd
#设定参数
start='2017-10-26 10:00:00'
end='2017-10-26 10:30:00'
zhenfudaxiao=0.01
def get_stock(start,end,zhenfudaxiao):
#计算
result=[]
#获取股票代码
daima2=pd.read_excel('C:/Users/Administrator/Desktop/daima2.xlsx')
daima2.columns=['code_name']
symbols=['000001']
for i in range(len(daima2)):
code=daima2.loc[i,'code_name']
if len(code)>0:
symbols.append(code[7:13])
#获取数据
for stock in symbols[:100]:
print('当前计算的股票为{}'.format(stock))
df=ts.get_hist_data(stock,ktype='5') #获取5分钟k线数据
#print(df)
#计算振幅
try:
data=df[end:start]
highprice=data['high'].max()
lowprice=data['low'].min()
zhenfu=abs(highprice-lowprice)/lowprice
if zhenfu<zhenfudaxiao:
result.append(stock)
except:
pass
print(result)
return result
zhenfu=get_stock(start,end,zhenfudaxiao)