python 获取股票的交易数据

环境：centos6.5 ;python2.7;pandas0.16.2

目标：使用python 获取国内外股票数据

通过pandas内置的Yahoo 金融接口，直接获取股票的数据：

1、获取苹果20141/1至2015/8/20的股票数据

In [27]: import pandas.io.data as web
In [28]: web.get_data_yahoo('AAPL','1/1/2014','20/8/2015')

In [29]: web.get_data_yahoo('AAPL','1/1/2014','20/8/2015')     
Out[29]: 
                  Open        High         Low       Close     Volume  \
Date                                                                    
2014-01-02  555.680008  557.029945  552.020004  553.129990   58671200   
2014-01-03  552.860023  553.699989  540.430046  540.980019   98116900   
2014-01-06  537.450005  546.800018  533.599983  543.930046  103152700   
2014-01-07  544.320015  545.960052  537.919975  540.039970   79302300   
2014-01-08  538.810036  545.559990  538.689980  543.459969   64632400   
2014-01-09  546.800018  546.860046  535.349983  536.519997   69787200   
2014-01-10  539.829979  540.799988  531.110046  532.940048   76244000   
2014-01-13  529.910019  542.500000  529.880005  535.730019   94623200   
2014-01-14  538.220009  546.730003  537.659996  546.389969   83140400   
2014-01-15  553.520012  560.200005  551.659996  557.360046   97909700   
2014-01-16  554.900017  556.850021  551.680023  554.250015   57319500   
2014-01-17  551.480019  552.069992  539.899994  540.669998  106684900   
2014-01-21  540.990005  550.070000  540.420006  549.069977   82131700   
2014-01-22  550.910019  557.290031  547.809975  551.509979   94996300   
2014-01-23  549.940010  556.500000  544.810013  556.180046  100809800   
2014-01-24  554.000023  555.620033  544.749985  546.070015  107338700   
2014-01-27  550.070000  554.799988  545.750008  550.500023  138719700   
2014-01-28  508.760002  514.999985  502.070023  506.499977  266380800   
2014-01-29  503.950012  507.370010  498.620010  500.749992  125702500   
2014-01-30  502.539993  506.499977  496.699966  499.779984  169625400   
2014-01-31  495.179985  501.529984  493.549988  500.600029  116199300   
2014-02-03  502.610008  507.730019  499.299973  501.529984  100366000   
2014-02-04  505.850029  509.459991  502.760025  508.790016   94170300   
2014-02-05  506.559952  515.279991  506.249985  512.589996   82086200   
2014-02-06  510.059952  513.499977  507.810020  512.509995   64441300   
2014-02-07  521.379997  522.930046  517.380013  519.679985   92570100   
2014-02-10  518.660042  531.990013  518.000000  528.989998   86389800   
2014-02-11  530.610008  537.749985  529.500023  535.959984   70564200   
2014-02-12  536.949966  539.560013  533.239975  535.919983   77025200   
2014-02-13  534.659981  544.849960  534.200050  544.429977   76849500   
...                ...         ...         ...         ...        ...   
2015-07-09  123.849998  124.059998  119.220001  120.070000   78595000   
2015-07-10  121.940002  123.849998  121.209999  123.279999   61354500   
2015-07-13  125.029999  125.760002  124.320000  125.660004   41440500   
2015-07-14  126.040001  126.370003  125.040001  125.610001   31768100   
2015-07-15  125.720001  127.150002  125.580002  126.820000   33649200   
2015-07-16  127.739998  128.570007  127.349998  128.509995   36222400   
2015-07-17  129.080002  129.619995  128.309998  129.619995   46164700   
2015-07-20  130.970001  132.970001  130.699997  132.070007   58900200   
2015-07-21  132.850006  132.919998  130.320007  130.750000   76756400   
2015-07-22  121.989998  125.500000  121.989998  125.220001  115450600   
2015-07-23  126.199997  127.089996  125.059998  125.160004   50999500   
2015-07-24  125.320000  125.739998  123.900002  124.500000   42162300   
2015-07-27  123.089996  123.610001  122.120003  122.769997   44455500   
2015-07-28  123.379997  123.910004  122.550003  123.379997   33618100   
2015-07-29  123.150002  123.500000  122.269997  122.989998   37011700   
2015-07-30  122.320000  122.570000  121.709999  122.370003   33628300   
2015-07-31  122.599998  122.639999  120.910004  121.300003   42885000   
2015-08-03  121.500000  122.570000  117.519997  118.440002   69976000   
2015-08-04  117.419998  117.699997  113.250000  114.639999  124138600   
2015-08-05  112.949997  117.440002  112.099998  115.400002   99312600   
2015-08-06  115.970001  116.500000  114.120003  115.129997   52903000   
2015-08-07  114.580002  116.250000  114.500000  115.519997   38421400   
2015-08-10  116.529999  119.989998  116.529999  119.720001   54538500   
2015-08-11  117.809998  118.180000  113.330002  113.489998   95711900   
2015-08-12  112.529999  115.419998  109.629997  115.239998  101217500   
2015-08-13  116.040001  116.400002  114.540001  115.150002   48335500   
2015-08-14  114.320000  116.309998  114.010002  115.959999   42693200   
2015-08-17  116.040001  117.650002  115.500000  117.160004   40702200   
2015-08-18  116.430000  117.440002  116.010002  116.500000   34461400   
2015-08-19  116.099998  116.519997  114.680000  115.010002   47445700   


             Adj Close  
Date                    
2014-01-02   76.419139  
2014-01-03   74.740527  
2014-01-06   75.148096  
2014-01-07   74.610653  
2014-01-08   75.083151  
2014-01-09   74.124341  
2014-01-10   73.629744  
2014-01-13   74.015200  
2014-01-14   75.487953  
2014-01-15   77.003553  
2014-01-16   76.573879  
2014-01-17   74.697696  
2014-01-21   75.858217  
2014-01-22   76.195322  
2014-01-23   76.840527  
2014-01-24   75.443749  
2014-01-27   76.055789  
2014-01-28   69.976846  
2014-01-29   69.182442  
2014-01-30   69.048427  
2014-01-31   69.161723  
2014-02-03   69.290203  
2014-02-04   70.293232  
2014-02-05   70.818229  
2014-02-06   71.231011  
2014-02-07   72.227530  
2014-02-10   73.521479  
2014-02-11   74.490200  
2014-02-12   74.484640  
2014-02-13   75.667398  
...                ...  
2015-07-09  119.528958  
2015-07-10  122.724493  
2015-07-13  125.093773  
2015-07-14  125.043995  
2015-07-15  126.248542  
2015-07-16  127.930922  
2015-07-17  129.035921  
2015-07-20  131.474893  
2015-07-21  130.160834  
2015-07-22  124.655753  
2015-07-23  124.596026  
2015-07-24  123.938997  
2015-07-27  122.216789  
2015-07-28  122.824041  
2015-07-29  122.435799  
2015-07-30  121.818597  
2015-07-31  120.753419  
2015-08-03  117.906306  
2015-08-04  114.123426  
2015-08-05  114.880003  
2015-08-06  115.129997  
2015-08-07  115.519997  
2015-08-10  119.720001  
2015-08-11  113.489998  
2015-08-12  115.239998  
2015-08-13  115.150002  
2015-08-14  115.959999  
2015-08-17  117.160004  
2015-08-18  116.500000  
2015-08-19  115.010002  

2、获取国内股票数据：获取国内股市的方式“股票代码”+“对应股市”。 上证股票是股票代码后面加上.ss，

获取深市300481 2015年1月1日到2015年8月20的数据

In [30]: web.get_data_yahoo('300481.sz','1/1/2015','20/8/2015')
Out[30]: 
             Open   High    Low  Close    Volume  Adj Close
Date                                                       
2015-06-30  12.06  13.15  12.06  13.15      9900      13.15
2015-07-01  14.47  14.47  14.47  14.47      2300      14.47
2015-07-02  15.92  15.92  15.92  15.92      8200      15.92
2015-07-03  17.51  17.51  17.51  17.51     54700      17.51
2015-07-06  19.26  19.26  19.26  19.26     67200      19.26
2015-07-07  21.19  21.19  20.68  21.19   5640300      21.19
2015-07-08  19.07  23.31  19.07  22.51  13515900      22.51
2015-07-09  21.39  24.76  21.39  24.76   3869900      24.76
2015-07-10  27.24  27.24  27.24  27.24    159900      27.24
2015-07-13  29.96  29.96  29.96  29.96     92700      29.96
2015-07-14  32.96  32.96  32.96  32.96    924800      32.96
2015-07-15  36.26  36.26  30.28  33.20  13567100      33.20
2015-07-16  29.88  34.50  29.88  30.30   9096400      30.30
2015-07-17  30.81  33.00  28.85  31.65   7908700      31.65
2015-07-20  31.70  32.87  29.90  30.79   5806900      30.79
2015-07-21  31.90  33.87  30.50  33.87   4762700      33.87
2015-07-22  35.87  37.15  33.94  35.20   8486600      35.20
2015-07-23  34.41  38.72  34.41  38.72   5797300      38.72
2015-07-24  42.11  42.59  39.51  41.00  10129500      41.00
2015-07-27  37.51  42.85  36.90  36.90   8947000      36.90
2015-07-28  34.68  39.63  33.21  35.81   6935200      35.81
2015-07-29  37.31  39.39  34.80  39.39   6690700      39.39
2015-07-30  39.48  43.33  38.01  41.14  10193400      41.14
2015-07-31  41.31  45.25  41.30  45.25  10755600      45.25
2015-08-03  44.00  49.78  42.18  49.78  10950900      49.78
2015-08-04  49.78  54.00  44.80  44.80  10672200      44.80
2015-08-05  41.50  48.38  40.72  45.76   8148500      45.76
2015-08-06  43.70  45.00  41.18  41.18   6212400      41.18
2015-08-07  40.69  42.06  39.91  41.18   4499400      41.18
2015-08-10  41.25  44.50  41.20  43.00   4861300      43.00
2015-08-11  43.17  45.53  42.51  44.50   4732300      44.50
2015-08-12  44.22  44.43  41.95  42.60   4077300      42.60
2015-08-13  42.18  44.05  42.01  43.24   2832800      43.24
2015-08-14  43.89  43.89  42.22  42.80   2909000      42.80
2015-08-17  42.20  42.70  38.61  38.81   3773900      38.81
2015-08-18  38.18  41.25  35.30  36.40   3568600      36.40
2015-08-19  36.38  38.00  33.36  37.28   3929200      37.28

获取 沪市 600624 2015/7/1-2015/8/20的数据

In [33]: web.get_data_yahoo('600624.ss','7/1/2015','8/20/2015')
Out[33]: 
              Open    High     Low   Close    Volume  Adj Close
Date                                                           
2015-07-01  24.180  25.116  22.100  22.217  19662700   17.06022
2015-07-02  22.360  22.750  19.994  19.994  19521500   15.35320
2015-07-03  18.902  20.397  17.992  17.992  22558800   13.81588
2015-07-06  19.786  19.786  16.198  16.536  27319600   12.69783
2015-07-07  16.380  17.290  14.885  14.885  31718400   11.43005
2015-07-08  13.403  14.404  13.403  13.403  30602900   10.29203
2015-07-09  13.403  13.403  13.403  13.403         0   10.29203
2015-07-10  13.403  13.403  13.403  13.403         0   10.29203
2015-07-13  14.742  14.742  14.742  14.742    636400   11.32024
2015-07-14  16.211  16.211  16.211  16.211    575200   12.44827
2015-07-15  17.836  17.836  17.511  17.823  63917100   13.68611
2015-07-16  16.484  19.188  16.484  18.759  48664300   14.40485
2015-07-17  19.097  20.631  19.097  20.631  41605700   15.84235
2015-07-20  20.670  21.736  20.280  21.307  48188400   16.36144
2015-07-21  20.787  22.438  20.371  22.230  38663900   17.07020
2015-07-22  22.087  23.205  21.528  23.127  33610700   17.75900
2015-07-23  13.910  14.870  13.660  14.600  28677100   14.60000
2015-07-24  14.380  14.510  13.780  14.000  55782000   14.00000
2015-07-27  13.510  13.930  12.600  12.600  37053900   12.60000
2015-07-28  11.600  12.830  11.340  11.830  35532800   11.83000
2015-07-29  12.220  13.050  11.300  13.050  33628100   13.05000
2015-07-30  12.800  13.600  12.450  12.680  40441800   12.68000
2015-07-31  12.100  12.750  11.530  12.010  29180100   12.01000
2015-08-03  11.850  11.940  10.820  11.070  31120500   11.07000
2015-08-04  11.060  12.170  11.060  12.170  35299000   12.17000
2015-08-05  12.350  12.750  11.850  12.280  44522100   12.28000
2015-08-06  11.900  12.850  11.730  12.580  40741700   12.58000
2015-08-07  12.700  13.310  12.520  13.300  48034200   13.30000
2015-08-10  13.480  14.300  13.210  14.030  45970400   14.03000
2015-08-11  13.920  14.080  13.560  13.750  46912700   13.75000
2015-08-12  13.740  14.190  13.550  13.870  43926300   13.87000
2015-08-13  13.730  14.590  13.680  14.470  49713400   14.47000
2015-08-14  14.780  14.840  14.130  14.190  45907000   14.19000
2015-08-17  14.020  14.580  13.810  14.530  39966000   14.53000
2015-08-18  14.410  14.570  13.080  13.080  40506700   13.08000
2015-08-19  12.590  13.570  11.810  13.460  39506600   13.46000

3、总结：

上证股票是股票代码后面加上.ss，深证股票是股票代码后面加上.sz

上证综指代码：000001.ss，深证成指代码：399001.SZ，沪深300代码：000300.ss； 香港为 0001.hk;加拿大股指代码：cnu.to;新西兰股指代码为.nz

新加坡股指代码为.si;台湾股指代码为.tw