python处理行情数据_Q：Python调天软取数范例01：行情数据的提取

本页范例的文档版本可下载：附件:Python调天软取数应用范例.pdf

范例中相关天软函数附件：附件:第三方交互取数建模.tslfunc

python转码范例函数：附件:tsbytestostr.py

范例01：取个股指定时间点收盘价

方法一：执行天软语句串

import sys

sys.path.append('C:\Program Files\Tinysoft\Analyse.NET')

import TSLPy3 as ts

t=ts.EncodeDate(2019,4,12)

#取个股t日收盘价-执行语句串

data=ts.RemoteExecute("return close();",{"StockID":"SZ000002","CurrentDate":t,"Cycle":"日线"})

print(data)

方法二：调用天软函数

import sys

sys.path.append('C:\Program Files\Tinysoft\Analyse.NET')

import TSLPy3 as ts

t=ts.EncodeDate(2019,4,12)

#取个股指定T日收盘价-调用天软函数

data=ts.RemoteCallFunc("close",[],{"StockID":"SZ000002","CurrentDate":t,"Cycle":"日线"})

print(data)

范例02：取个股截面数据：执行天软语句串

import sys

sys.path.append('C:\Program Files\Tinysoft\Analyse.NET')

import TSLPy3 as ts

import tsbytestostr #字符串批量转码

#取个股截面数据-执行语句串

s="return ``array('stockid':DefaultStockID(),'date':datetostr(sp_time()),'close':close(),'vol':vol,'amount':amount());"

t=ts.EncodeDate(2019,4,12)

data=ts.RemoteExecute(s,{"StockID":"SZ000002","CurrentDate":t,"Cycle":"日线"})

print(tsbytestostr.tsbytestostr(data[1]))

范例03：取个股时间序列数据

方法一：取个股时间序列数据-执行语句串s1：nday用法

import sys

sys.path.append('C:\Program Files\Tinysoft\Analyse.NET')

import tsbytestostr #字符串批量转码

import TSLPy3 as ts

from batch_encoding import Batch_Encoding

s1="""

setsysparam(pn_stock(),'SZ000002');//股票

setsysparam(pn_cycle(),cy_day());//周期

setsysparam(pn_date(),20190418T);//截止时间点

n:=tradedays(20190410T,20190418T);//时间段内交易日数

return nday(n,'date',datetostr(sp_time()),'close',close(),'vol',vol(),'amount',amount());

"""

data=ts.RemoteExecute(s1,{})

print(tsbytestostr.tsbytestostr(data[1]))

方法二：取个股时间序列数据-执行语句串s2：markettable

import sys

sys.path.append('C:\Program Files\Tinysoft\Analyse.NET')

import tsbytestostr #字符串批量转码

import TSLPy3 as ts

s2="return select ['date'],['close'],['vol'],['amount'] from markettable datekey 20190410T to 20190418T of 'SZ000002' end;"

data=ts.RemoteExecute(s2,{"Cycle":"日线"})

print(tsbytestostr.tsbytestostr(data[1]))

方法三：取个股时间序列数据-调用天软函数->在天软中封装取数模型GetData_01(StockStr,begT,endT,cy)

import sys

sys.path.append('C:\Program Files\Tinysoft\Analyse.NET')

import tsbytestostr #字符串批量转码

import TSLPy3 as ts

StockStr='SH000001'

begT=ts.EncodeDate(2019,4,10)

endT=ts.EncodeDate(2019,4,18)

cy='日线'

data=ts.RemoteCallFunc("GetData_01",[StockStr,begT,endT,cy],{})

print(tsbytestostr.tsbytestostr(data[1]))

范例04：取组合截面数据

方法一：取组合截面数据-执行天软语句串

import sys

sys.path.append("C:/program files/Tinysoft/Analyse.NET")

import TSLPy3 as ts

tsstr="""

setsysparam(pn_cycle(),cy_day());

a:=array('SZ000001','SH600000','SH603967','SZ000333');

t:=select ['StockID'],datetostr(['date']) as 'date',['open'],['high'],['low'],['close'] from markettable datekey 20190507T to 20190507T+0.999 of a end;

return t;

"""

data= ts.RemoteExecute(tsstr,{})

print(data[1])

方法二：取组合截面数据-调用天软函数->在天软中封装取数模型GetData_02(StockStr,EndTime,cy,rate,rateday)

import sys

sys.path.append("C:/program files/Tinysoft/Analyse.NET")

import TSLPy3 as ts

data= ts.RemoteCallFunc('GetData_02',['SZ000001,SH600000,SH603967,SZ000333',ts.EncodeDate(2019,5,7),"日线",0,-1],{})

print(data[1])

范例05：取组合时间序列数据

方法一：取组合时间序列数据-执行天软语句串s1:Nday

import sys

sys.path.append("C:/program files/Tinysoft/Analyse.NET")

import TSLPy3 as ts

tsstr="""

SetSysParam(pn_date(),20190507T); //设置当前时间

SetSysParam(pn_cycle(),cy_day()); //设置系统周期

t:=array();

a:=array('SZ000001','SH600000','SH603967','SZ000333');

for i:=0 to length(a)-1 do

begin

setsysparam(pn_stock(),a[i]);

t&=Nday(5,'date',datetostr(sp_time()), //&的作用相当于union--将数组纵向合并

'open',open(),

'high',high(),

'low',low(),

'close',close());

end

return t;

"""

data= ts.RemoteExecute(tsstr,{})

print(data[1])

方法二：取组合时间序列数据-执行天软语句串s2:Markettable

import sys

sys.path.append("C:/program files/Tinysoft/Analyse.NET")

import TSLPy3 as ts

tsstr="""

SetSysParam(pn_cycle(),cy_day()); //设置系统周期

a:=array('SZ000001','SH600000','SH603967','SZ000333');

t:=select ['StockID'],datetostr(['date']) as 'date',['open'],['high'],['low'],['close'] from markettable datekey 20190429T to 20190507T+0.999 of a end;

return t;

"""

data= ts.RemoteExecute(tsstr,{})

print(data[1])

方法三：取组合时间序列数据-调用天软函数->在天软中封装取数模型GetData_03(StockStr,begt,endt,cy,rate,rateday)

import sys

sys.path.append("C:/program files/Tinysoft/Analyse.NET")

import TSLPy3 as ts

data= ts.RemoteCallFunc('GetData_03',['SZ000001,SH600000,SH603967,SZ000333',ts.EncodeDate(2019,4,29),ts.EncodeDate(2019,5,7),"日线",0,-1],{})

print(data[1])