python量化分析之数据获取

聚宽

聚宽平台需要申请账号，可试用14天（限制访问数据50w条/每天）

import jqdatasdk as jq
from datetime import datetime, timedelta
import time

# https://www.joinquant.com/help/api/help#api:API%E6%96%87%E6%A1%A3
# https://www.joinquant.com/help/api/help#JQData:JQData

# aa 为你自己的帐号， bb 为你自己的密码
jq.auth('aa','bb')


# 根据股票名，获取股票 code
def get_stock_code(stock_name):
    securities = jq.get_all_securities()
    stock_code = securities[securities['display_name'] == stock_name].index[0]
    return stock_code


def get_stock_data(stock_code,days):
    current_dt = time.strftime("%Y-%m-%d", time.localtime())
    current_dt = datetime.strptime(current_dt, '%Y-%m-%d')
    day = 1
    previous_date  = current_dt - timedelta(days = day)
    data = jq.get_price(stock_code, end_date = previous_date, count = days, frequency='daily', fields=['close'])
    return data


if __name__ == "__main__":
    stock_name = "大北农"
    stock_code = get_stock_code(stock_name)
    data  = get_stock_data(stock_code,20)
    print(data)

qstock

是免费的的数据获取接口，不需要注册。

import qstock as qs
from datetime import datetime, timedelta
import time


def get_stock_data(stock_code,days):
    current_dt = time.strftime("%Y-%m-%d", time.localtime())
    current_dt = datetime.strptime(current_dt, '%Y-%m-%d')

    start_date = current_dt - timedelta(days=int(days / 5 *7))
    start_date = start_date.strftime("%Y-%m-%d")
    df = qs.get_data(stock_code, start=start_date, end=None, freq='d', fqt=1)
    # print(df.tail(days))
    # print(df.columns)
    return df.tail(days)


if __name__ == "__main__":
    get_stock_data("牧原股份",3)

实时数据获取如下：

def get_current_price(stock_code):
    df = qs.realtime_data(code = stock_code)
    current_price = df.loc[0,"最新"]
    return current_price

基金数据获取

import akshare as ak
fund_em_open_fund_daily_df = ak.fund_money_fund_daily_em()
print(fund_em_open_fund_daily_df.tail(10))
df = ak.fund_money_fund_info_em("320007")
print(df.head(10))

数据预处理

参考 https://zhuanlan.zhihu.com/p/408134295