[061量化交易]python使用baostock下载全部行情数据

提前建立下载目录文件夹

import baostock as bs
import pandas as pd
import datetime

# 是否删除停盘数据
DROP_SUSPENSION = True

def load_stk_list():
    df = pd.read_csv('D:/stk_list.csv')
    return df['code'].tolist()


def convert_time(t):
    H = t[8:10]
    M = t[10:12]
    S = t[12:14]
    return H + ':' + M + ':' + S


def download_data(stk_list=[], fromdate='1990-12-19', todate=datetime.date.today(),
                  datas='date,open,high,low,close,volume,amount,turn,pctChg',
                  frequency='d', adjustflag='2'):
    for code in stk_list:
        print("Downloading :" + code)
        k_rs = bs.query_history_k_data_plus(code, datas, start_date=fromdate, end_date=todate.strftime('%Y-%m-%d'),
                                            frequency=frequency, adjustflag=adjustflag)
        datapath = 'D:/baostock/' + frequency + '/' + code + '.csv'
        out_df = k_rs.get_data()
        if DROP_SUSPENSION and 'volume' in list(out_df):
            out_df.drop(out_df[out_df.volume == '0'].index, inplace=True)
        # 做time转换
        if frequency in ['5', '15', '30', '60'] and 'time' in list(out_df):
            out_df['time'] = out_df['time'].apply(convert_time)
        out_df.to_csv(datapath, encoding='gbk', index=False)


def update_stk_list(date=None):
    # 获取指定日期的指数、股票数据
    stock_rs = bs.query_all_stock(date)
    stock_df = stock_rs.get_data()
    print(stock_df)
    stock_df.drop(stock_df[stock_df.code < 'sh.600000'].index, inplace=True)
    stock_df.drop(stock_df[stock_df.code > 'sz.399000'].index, inplace=True)
    stock_df = stock_df['code']
    return stock_df.tolist()


if __name__ == '__main__':
    bs.login()

    # 首次运行
    # stk_list = update_stk_list(datetime.date.today() - datetime.timedelta(days=31))
    # print(stk_list)
    # 非首次运行
    stk_list = load_stk_list()
    # 下载日线
    download_data(stk_list)
    bs.logout()