Python使用efinance获取全部股票代码数据

使用的工具包是efinance

efinance github：https://github.com/Micro-sheep/efinance

使用efinance工具获取股票代码的用法如下：

import efinance as ef

ef.stock.get_realtime_quotes() # 获得全部上一个交易日活跃的股票列表
ef.stock.get_quote_history("600519", beg="20200101", end="20210101", ) # 获得600519(茅台)，2020-01-01至2021-01-01的全部数据

示例代码

"""
获取全部的股票数据
"""
import efinance as ef
import pandas as pd
import time
from tqdm import tqdm
from loguru import logger


def save_k_data_list(stock_code, k_dataframe):
    """这里博主使用MongoDB保存数据，大家可以换成自己的数据库"""
    import pymongo

    mongo_conn = pymongo.MongoClient(host='localhost', port=27017)
    database_name = "stock_code"
    coll = mongo_conn.get_database(database_name).get_collection("k_line")  # 获得集合
    dict_value = {"_id": stock_code}
    for index, series in k_dataframe.iterrows():
        dict_value[index] = series.to_dict()
    record = coll.find_one({"_id": stock_code})
    if not record:
        coll.insert_one(dict_value)
    else:
        coll.update_one(record, {"$set": dict_value, })


def get_k_data(stock_code, begin="20200101", end="20210101"):
    """
    根据efinance工具包获取股票数据
    :param stock_code:股票代码
    :param begin: 开始日期
    :param end: 结束日期
    :return:
    """
    k_dataframe: pd.DataFrame = ef.stock.get_quote_history(stock_code, beg=begin, end=end, )
    k_dataframe = k_dataframe.iloc[:, :9]
    k_dataframe.columns = ['name', 'code', 'date', 'open', 'close', 'high', 'low', 'volume', 'turnover']
    k_dataframe.index = k_dataframe['date']
    k_dataframe.drop(['name', 'code', 'date'], axis=1, inplace=True)
    save_k_data_list(stock_code, k_dataframe)  # 开始保存数据


def main():
    bond_info = ef.stock.get_realtime_quotes()
    begin_date = "20150101"
    end_date = "202205030"
    for code in tqdm(bond_info['股票代码'], total=bond_info.shape[0]):
        logger.debug("begin_save: {}", code)
        time.sleep(5)
        get_k_data(code, begin_date, end_date)


if __name__ == '__main__':
    main()