python获取期货数据_获取和讯期货数据（Python版本）.md

> 策略名称

获取和讯期货数据(Python版本)

> 策略作者

edwardgyw

> 策略描述

数狂很早之前写了个js版本的第三方数据获取，我照着他的改写了个python版本的，可以下在云服务器上引入自己的包，这样研究时候也可以用。

update 12.01 和讯接口有变化多了60分钟和周线的信息，原版选择1440会获取60分钟的k线，这里fix了

> 源码 (python)

``` python

#coding: utf-8

import urllib2 as url

import json

import time

def hxRecords(instrument,timeFrame=1,size=1,includeLastBar=True,to_df=True):

##从和讯获取期货实时数据

pInst=instrument.lower()

if pInst[-4]!='1':

pInst=pInst[:-3]+'1'+pInst[-3:]

xchg=None

for i in instList:

if pInst[:-4] in i['inst']:

xchg=i['xchg']

if xchg is None:

print ("获取K线时发生错误: 找不到合约")

return None

tfs=[1,5,15,30,60,'D','W']

tf=None

for i in range(len(tfs)):

if timeFrame==tfs[i]:

tf=i

if tf is None:

print("获取K线时发生错误: K线周期不正确")

return None

now=time.localtime()

timestr=str(now.tm_year+1)+str(12)+str(31)+'000000'

resp='http://webftcn.hermes.hexun.com/shf/kline?code=' + xchg + pInst + '&start=' + timestr + '&number=-' + str(size) + '&type=' + str(tf)

try:

resp=url.urlopen(resp)

resp=resp.read()[1:-2]

resp=json.loads(resp)['Data']

except:

print '获取K线时发生错误: 不完整的JSON数据'

return None

re=[]

pw=float(resp[4])

for i in resp[0]:

res=dict(Time=time.mktime(time.strptime(str(i[0]),'%Y%m%d%H%M%S'))*1000,Open=i[2]/pw,High=i[4]/pw

,Low=i[5]/pw,Close=i[3]/pw,Volume=i[6])

re.append(res)

if to_df:

re=pd.DataFrame(re)

col=[]

for i in re.columns:

if i is 'Time':

i='Date'

col.append(i.lower())

re.columns=col

re['date']=re['date'].map(ts_dt64)

return re

instList = [{

"xchg": "SHFE",

"inst": ["fu", "ru", "wr"]

}, {

"xchg": "SHFE2",

"inst": ["ag", "au"]

}, {

"xchg": "SHFE3",

"inst": ["al", "bu", "cu", "hc", "ni", "pb", "rb", "sn", "zn"]

}, {

"xchg": "CZCE",

"inst": ["cf", "fg", "lr", "ma", "oi", "pm", "ri", "rm", "rs", "sf", "sm", "sr", "ta", "wh", "zc"]

}, {

"xchg": "DCE",

"inst": ["a", "b", "bb", "c", "cs", "fb", "i", "j", "jd", "jm", "l", "m", "p", "pp", "v", "y"]

}]

def main():

Log(exchange.GetAccount())

```

> 策略出处

https://www.fmz.com/strategy/26017

> 更新时间

2016-12-01 00:28:00

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