QUANTAXIS数据获取部分

In [58]:
import QUANTAXIS as QA
import datetime

1. 从网上获取 | FROM WEBSITE

  • QA.QA_fetchget 系列:
  • 从网上获取数据

股票/日线 | STOCK_CN/DAY

In [105]:
QA.QA_util_log_info('日线数据')
QA.QA_util_log_info('不复权')  
data=QA.QAFetch.QATdx.QA_fetch_get_stock_day('000948','2021-09-01','2021-09-14')
data.head(5).append(data.tail(5))

QUANTAXIS>> 日线数据
QUANTAXIS>> 不复权
Out[105]:
open close high low vol amount date code date_stamp
date
2021-09-01 13.12 13.24 13.34 12.80 145605.0 190613488.0 2021-09-01 000948 1.630426e+09
2021-09-02 13.20 13.00 13.20 12.92 93857.0 122158344.0 2021-09-02 000948 1.630512e+09
2021-09-03 13.00 12.79 13.19 12.71 92002.0 118381584.0 2021-09-03 000948 1.630598e+09
2021-09-06 12.83 12.90 13.00 12.63 67129.0 86278872.0 2021-09-06 000948 1.630858e+09
2021-09-07 12.89 12.88 13.05 12.72 54472.0 70141112.0 2021-09-07 000948 1.630944e+09
2021-09-08 12.88 13.19 13.19 12.80 94864.0 123549176.0 2021-09-08 000948 1.631030e+09
2021-09-09 13.16 12.86 13.16 12.84 72507.0 93970832.0 2021-09-09 000948 1.631117e+09
2021-09-10 12.81 12.84 12.96 12.65 56355.0 72116784.0 2021-09-10 000948 1.631203e+09
2021-09-13 13.14 13.57 13.98 12.98 152065.0 203723168.0 2021-09-13 000948 1.631462e+09
2021-09-14 13.67 13.27 13.92 13.25 131680.0 179376336.0 2021-09-14 000948 1.631549e+09
In [60]:
QA.QA_util_log_info('前复权')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_day('000948','2021-09-01','2021-09-14','01')
data

QUANTAXIS>> 前复权

CURRENTLY NOT SUPPORT REALTIME FUQUAN
In [61]:
QA.QA_util_log_info('后复权')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_day('000948','2021-09-01','2021-09-14','02')
data

QUANTAXIS>> 后复权

CURRENTLY NOT SUPPORT REALTIME FUQUAN
In [62]:
QA.QA_util_log_info('定点前复权')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_day('000948','2021-09-01','2021-09-14','03')
data

QUANTAXIS>> 定点前复权

CURRENTLY NOT SUPPORT REALTIME FUQUAN
In [63]:
QA.QA_util_log_info('定点后复权')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_day('000948','2021-09-01','2021-09-14','04')
data

QUANTAXIS>> 定点后复权

CURRENTLY NOT SUPPORT REALTIME FUQUAN

股票/分钟线 | STOCK_CN/MIN

In [106]:
QA.QA_util_log_info('分钟线')
QA.QA_util_log_info('1min')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_min('000948','2021-09-01','2021-09-14','1min')
data.head(5).append(data.tail(5))

QUANTAXIS>> 分钟线
QUANTAXIS>> 1min
Out[106]:
open close high low vol amount datetime code date date_stamp time_stamp type
datetime
2021-09-01 09:31:00 13.12 13.10 13.18 13.08 3.803000e+05 4.991513e+06 2021-09-01 09:31:00 000948 2021-09-01 1.630426e+09 1.630460e+09 1min
2021-09-01 09:32:00 13.07 13.20 13.20 13.07 1.440000e+05 1.890825e+06 2021-09-01 09:32:00 000948 2021-09-01 1.630426e+09 1.630460e+09 1min
2021-09-01 09:33:00 13.19 13.19 13.25 13.12 1.817000e+05 2.396766e+06 2021-09-01 09:33:00 000948 2021-09-01 1.630426e+09 1.630460e+09 1min
2021-09-01 09:34:00 13.18 13.10 13.18 13.10 2.478000e+05 3.255481e+06 2021-09-01 09:34:00 000948 2021-09-01 1.630426e+09 1.630460e+09 1min
2021-09-01 09:35:00 13.11 13.07 13.11 13.06 2.016000e+05 2.639923e+06 2021-09-01 09:35:00 000948 2021-09-01 1.630426e+09 1.630460e+09 1min
2021-09-14 14:56:00 13.30 13.28 13.30 13.28 9.820000e+04 1.304592e+06 2021-09-14 14:56:00 000948 2021-09-14 1.631549e+09 1.631603e+09 1min
2021-09-14 14:57:00 13.27 13.27 13.28 13.25 8.590000e+04 1.138352e+06 2021-09-14 14:57:00 000948 2021-09-14 1.631549e+09 1.631603e+09 1min
2021-09-14 14:58:00 13.26 13.26 13.26 13.26 5.700000e+03 7.560000e+04 2021-09-14 14:58:00 000948 2021-09-14 1.631549e+09 1.631603e+09 1min
2021-09-14 14:59:00 13.26 13.26 13.26 13.26 5.877472e-39 5.877472e-39 2021-09-14 14:59:00 000948 2021-09-14 1.631549e+09 1.631603e+09 1min
2021-09-14 15:00:00 13.27 13.27 13.27 13.27 1.461000e+05 1.938752e+06 2021-09-14 15:00:00 000948 2021-09-14 1.631549e+09 1.631603e+09 1min
In [107]:
QA.QA_util_log_info('5min')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_min('000948','2021-09-01','2021-09-14','5min')
data.head(5).append(data.tail(5))

QUANTAXIS>> 5min
Out[107]:
open close high low vol amount datetime code date date_stamp time_stamp type
datetime
2021-09-01 09:35:00 13.12 13.07 13.25 13.06 1155400.0 15174508.0 2021-09-01 09:35:00 000948 2021-09-01 1.630426e+09 1.630460e+09 5min
2021-09-01 09:40:00 13.06 12.93 13.06 12.91 644100.0 8340794.0 2021-09-01 09:40:00 000948 2021-09-01 1.630426e+09 1.630460e+09 5min
2021-09-01 09:45:00 12.93 12.96 13.07 12.93 376300.0 4882944.0 2021-09-01 09:45:00 000948 2021-09-01 1.630426e+09 1.630461e+09 5min
2021-09-01 09:50:00 12.98 13.04 13.04 12.93 365700.0 4741670.0 2021-09-01 09:50:00 000948 2021-09-01 1.630426e+09 1.630461e+09 5min
2021-09-01 09:55:00 13.06 13.25 13.34 13.06 1297600.0 17158780.0 2021-09-01 09:55:00 000948 2021-09-01 1.630426e+09 1.630461e+09 5min
2021-09-14 14:40:00 13.35 13.30 13.36 13.30 201200.0 2681792.0 2021-09-14 14:40:00 000948 2021-09-14 1.631549e+09 1.631602e+09 5min
2021-09-14 14:45:00 13.30 13.26 13.32 13.26 218200.0 2900912.0 2021-09-14 14:45:00 000948 2021-09-14 1.631549e+09 1.631602e+09 5min
2021-09-14 14:50:00 13.26 13.30 13.30 13.25 231700.0 3075728.0 2021-09-14 14:50:00 000948 2021-09-14 1.631549e+09 1.631602e+09 5min
2021-09-14 14:55:00 13.29 13.30 13.30 13.27 370300.0 4923008.0 2021-09-14 14:55:00 000948 2021-09-14 1.631549e+09 1.631602e+09 5min
2021-09-14 15:00:00 13.30 13.27 13.30 13.25 335900.0 4457296.0 2021-09-14 15:00:00 000948 2021-09-14 1.631549e+09 1.631603e+09 5min
In [108]:
QA.QA_util_log_info('15min')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_min('000948','2021-09-01','2021-09-14','15min')
data.head(5).append(data.tail(5))

QUANTAXIS>> 15min
Out[108]:
open close high low vol amount datetime code date date_stamp time_stamp type
datetime
2021-09-01 09:45:00 13.12 12.96 13.25 12.91 2175800.0 28398246.0 2021-09-01 09:45:00 000948 2021-09-01 1.630426e+09 1.630461e+09 15min
2021-09-01 10:00:00 12.98 13.21 13.34 12.93 2113100.0 27843394.0 2021-09-01 10:00:00 000948 2021-09-01 1.630426e+09 1.630462e+09 15min
2021-09-01 10:15:00 13.22 13.05 13.22 13.05 800200.0 10525092.0 2021-09-01 10:15:00 000948 2021-09-01 1.630426e+09 1.630462e+09 15min
2021-09-01 10:30:00 13.02 12.98 13.05 12.90 983500.0 12757212.0 2021-09-01 10:30:00 000948 2021-09-01 1.630426e+09 1.630463e+09 15min
2021-09-01 10:45:00 13.00 12.81 13.12 12.80 1094000.0 14155144.0 2021-09-01 10:45:00 000948 2021-09-01 1.630426e+09 1.630464e+09 15min
2021-09-14 14:00:00 13.48 13.49 13.55 13.47 451600.0 6098448.0 2021-09-14 14:00:00 000948 2021-09-14 1.631549e+09 1.631599e+09 15min
2021-09-14 14:15:00 13.48 13.33 13.48 13.32 888400.0 11904240.0 2021-09-14 14:15:00 000948 2021-09-14 1.631549e+09 1.631600e+09 15min
2021-09-14 14:30:00 13.32 13.36 13.39 13.28 670500.0 8938352.0 2021-09-14 14:30:00 000948 2021-09-14 1.631549e+09 1.631601e+09 15min
2021-09-14 14:45:00 13.36 13.26 13.37 13.26 518300.0 6903888.0 2021-09-14 14:45:00 000948 2021-09-14 1.631549e+09 1.631602e+09 15min
2021-09-14 15:00:00 13.26 13.27 13.30 13.25 937900.0 12456032.0 2021-09-14 15:00:00 000948 2021-09-14 1.631549e+09 1.631603e+09 15min
In [109]:
QA.QA_util_log_info('30min')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_min('000948','2021-09-01','2021-09-14','30min')
data.head(5).append(data.tail(5))

QUANTAXIS>> 30min
Out[109]:
open close high low vol amount datetime code date date_stamp time_stamp type
datetime
2021-09-01 10:00:00 13.12 13.21 13.34 12.91 4288900.0 56241640.0 2021-09-01 10:00:00 000948 2021-09-01 1.630426e+09 1.630462e+09 30min
2021-09-01 10:30:00 13.22 12.98 13.22 12.90 1783700.0 23282304.0 2021-09-01 10:30:00 000948 2021-09-01 1.630426e+09 1.630463e+09 30min
2021-09-01 11:00:00 13.00 13.05 13.12 12.80 1854000.0 24016776.0 2021-09-01 11:00:00 000948 2021-09-01 1.630426e+09 1.630465e+09 30min
2021-09-01 11:30:00 13.05 13.12 13.17 13.01 966100.0 12652592.0 2021-09-01 11:30:00 000948 2021-09-01 1.630426e+09 1.630467e+09 30min
2021-09-01 13:30:00 13.12 12.92 13.16 12.92 911700.0 11875456.0 2021-09-01 13:30:00 000948 2021-09-01 1.630426e+09 1.630474e+09 30min
2021-09-14 11:30:00 13.68 13.66 13.68 13.57 849200.0 11574240.0 2021-09-14 11:30:00 000948 2021-09-14 1.631549e+09 1.631590e+09 30min
2021-09-14 13:30:00 13.66 13.58 13.72 13.58 603000.0 8234312.0 2021-09-14 13:30:00 000948 2021-09-14 1.631549e+09 1.631597e+09 30min
2021-09-14 14:00:00 13.58 13.49 13.58 13.45 1042800.0 14081584.0 2021-09-14 14:00:00 000948 2021-09-14 1.631549e+09 1.631599e+09 30min
2021-09-14 14:30:00 13.48 13.36 13.48 13.28 1558900.0 20842592.0 2021-09-14 14:30:00 000948 2021-09-14 1.631549e+09 1.631601e+09 30min
2021-09-14 15:00:00 13.36 13.27 13.37 13.25 1456200.0 19359920.0 2021-09-14 15:00:00 000948 2021-09-14 1.631549e+09 1.631603e+09 30min
In [110]:
QA.QA_util_log_info('60min')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_min('000948','2021-09-01','2021-09-14','60min')
data.head(5).append(data.tail(5))

QUANTAXIS>> 60min
Out[110]:
open close high low vol amount datetime code date date_stamp time_stamp type
datetime
2021-09-01 10:30:00 13.12 12.98 13.34 12.90 6072600.0 79523944.0 2021-09-01 10:30:00 000948 2021-09-01 1.630426e+09 1.630463e+09 60min
2021-09-01 11:30:00 13.00 13.12 13.17 12.80 2820100.0 36669368.0 2021-09-01 11:30:00 000948 2021-09-01 1.630426e+09 1.630467e+09 60min
2021-09-01 14:00:00 13.12 13.00 13.16 12.91 1488600.0 19356880.0 2021-09-01 14:00:00 000948 2021-09-01 1.630426e+09 1.630476e+09 60min
2021-09-01 15:00:00 13.01 13.24 13.25 13.00 4179300.0 55063296.0 2021-09-01 15:00:00 000948 2021-09-01 1.630426e+09 1.630480e+09 60min
2021-09-02 10:30:00 13.20 13.01 13.20 12.92 3727400.0 48597008.0 2021-09-02 10:30:00 000948 2021-09-02 1.630512e+09 1.630550e+09 60min
2021-09-13 15:00:00 13.59 13.57 13.68 13.50 2705800.0 36743232.0 2021-09-13 15:00:00 000948 2021-09-13 1.631462e+09 1.631516e+09 60min
2021-09-14 10:30:00 13.67 13.77 13.92 13.41 6838600.0 94042880.0 2021-09-14 10:30:00 000948 2021-09-14 1.631549e+09 1.631587e+09 60min
2021-09-14 11:30:00 13.78 13.66 13.78 13.57 1668600.0 22815048.0 2021-09-14 11:30:00 000948 2021-09-14 1.631549e+09 1.631590e+09 60min
2021-09-14 14:00:00 13.66 13.49 13.72 13.45 1645800.0 22315896.0 2021-09-14 14:00:00 000948 2021-09-14 1.631549e+09 1.631599e+09 60min
2021-09-14 15:00:00 13.48 13.27 13.48 13.25 3015100.0 40202512.0 2021-09-14 15:00:00 000948 2021-09-14 1.631549e+09 1.631603e+09 60min

股票/权息数据 | STOCK_CN/XDXR

In [111]:
QA.QA_util_log_info('除权除息')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_xdxr('000948')
data.head(5).append(data.tail(5))

QUANTAXIS>> 除权除息
Out[111]:
category name fenhong peigujia songzhuangu peigu suogu liquidity_before liquidity_after shares_before shares_after fenshu xingquanjia date category_meaning code
date
2000-05-31 1 除权除息 2.1 0.0 0.0 0.0 None NaN NaN NaN NaN None None 2000-05-31 除权除息 000948
2001-05-31 1 除权除息 2.6 0.0 0.0 0.0 None NaN NaN NaN NaN None None 2001-05-31 除权除息 000948
2002-05-31 1 除权除息 1.9 0.0 0.0 0.0 None NaN NaN NaN NaN None None 2002-05-31 除权除息 000948
2003-05-20 1 除权除息 2.0 0.0 0.0 0.0 None NaN NaN NaN NaN None None 2003-05-20 除权除息 000948
2004-07-08 1 除权除息 0.7 0.0 0.0 0.0 None NaN NaN NaN NaN None None 2004-07-08 除权除息 000948
2020-07-10 1 除权除息 0.5 0.0 0.0 0.0 None NaN NaN NaN NaN None None 2020-07-10 除权除息 000948
2020-12-31 5 股本变化 NaN NaN NaN NaN None 32045.437500 32052.533203 38116.566406 38116.566406 None None 2020-12-31 股本变化 000948
2021-04-13 5 股本变化 NaN NaN NaN NaN None 32052.533203 33450.484375 38116.566406 38116.566406 None None 2021-04-13 股本变化 000948
2021-06-30 5 股本变化 NaN NaN NaN NaN None 33450.484375 33450.183594 38116.566406 38116.566406 None None 2021-06-30 股本变化 000948
2021-07-08 1 除权除息 0.5 0.0 0.0 0.0 None NaN NaN NaN NaN None None 2021-07-08 除权除息 000948

股票/列表 | STOCK_CN/LIST

In [112]:
QA.QA_util_log_info('股票列表')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_list('stock')
data.head(5).append(data.tail(5))

QUANTAXIS>> 股票列表
Out[112]:
code volunit decimal_point name pre_close sse sec
code sse
000001 sz 000001 100 2 平安银行 19.370001 sz stock_cn
000002 sz 000002 100 2 万 科Ａ 20.129999 sz stock_cn
000004 sz 000004 100 2 国华网安 20.490000 sz stock_cn
000005 sz 000005 100 2 ST星源 1090.004375 sz stock_cn
000006 sz 000006 100 2 深振业Ａ 4.710000 sz stock_cn
688799 sh 688799 100 2 华纳药厂 168.230000 sh stock_cn
688800 sh 688800 100 2 瑞可达 76.690002 sh stock_cn
688819 sh 688819 100 2 天能股份 256.189999 sh stock_cn
688981 sh 688981 100 2 中芯国际 432.220001 sh stock_cn
689009 sh 689009 100 2 九号公司 75.000000 sh stock_cn

指数/列表 | IDNEX_CN/LIST

In [113]:
QA.QA_util_log_info('指数列表')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_list('index')
data.head(5).append(data.tail(5))

QUANTAXIS>> 指数列表
Out[113]:
code volunit decimal_point name pre_close sse sec
code sse
000001 sh 000001 100 2 上证指数 3662.601562 sh index_cn
000002 sh 000002 100 2 Ａ股指数 3838.697998 sh index_cn
000003 sh 000003 100 2 Ｂ股指数 275.691498 sh index_cn
000004 sh 000004 100 2 工业指数 3469.967773 sh index_cn
000005 sh 000005 100 2 商业指数 2922.908691 sh index_cn
880989 sh 880989 100 2 TDX 交运 2023.609985 sh index_cn
880990 sh 880990 100 2 TDX 金融 2012.770020 sh index_cn
880991 sh 880991 100 2 TDX 建设 1704.489990 sh index_cn
880992 sh 880992 100 2 TDX 信息 3495.419922 sh index_cn
880993 sh 880993 100 2 TDX 综企 1661.800049 sh index_cn

指数/日线 | INDEX_CN/DAY

In [114]:
QA.QA_util_log_info('指数日线')
data=QA.QAFetch.QATdx.QA_fetch_get_index_day('000005','2021-09-01','2021-09-14')
data.head(5).append(data.tail(5))

QUANTAXIS>> 指数日线
Out[114]:
open close high low vol amount up_count down_count date code date_stamp
date
2021-09-01 2821.99 2906.94 2914.02 2803.47 371028.0 4.263993e+10 0 0 2021-09-01 000005 1.630426e+09
2021-09-02 2898.26 2913.62 2928.52 2895.82 325836.0 3.828808e+10 0 0 2021-09-02 000005 1.630512e+09
2021-09-03 2951.96 2926.18 2951.96 2899.99 360825.0 4.274771e+10 0 0 2021-09-03 000005 1.630598e+09
2021-09-06 2919.40 2974.94 2979.56 2919.37 308902.0 3.635561e+10 0 0 2021-09-06 000005 1.630858e+09
2021-09-07 2970.41 3008.49 3018.38 2957.69 307415.0 3.552856e+10 0 0 2021-09-07 000005 1.630944e+09
2021-09-08 3002.08 3006.36 3034.57 2996.83 353942.0 3.761766e+10 0 0 2021-09-08 000005 1.631030e+09
2021-09-09 2988.80 2995.90 2998.91 2978.49 287230.0 3.037209e+10 0 0 2021-09-09 000005 1.631117e+09
2021-09-10 2997.67 2994.58 3044.40 2992.40 373336.0 3.918959e+10 0 0 2021-09-10 000005 1.631203e+09
2021-09-13 2987.90 2982.29 3004.17 2975.51 282570.0 3.177314e+10 0 0 2021-09-13 000005 1.631462e+09
2021-09-14 2979.65 2922.91 2990.21 2918.89 295432.0 3.101276e+10 0 0 2021-09-14 000005 1.631549e+09

指数/分钟线 | INDEX_CN/MIN

In [115]:
QA.QA_util_log_info('指数分钟线')
QA.QA_util_log_info('1min')
data=QA.QAFetch.QATdx.QA_fetch_get_index_min('000005','2021-09-01','2021-09-14','1min')
data.head(5).append(data.tail(5))

QUANTAXIS>> 指数分钟线
QUANTAXIS>> 1min
Out[115]:
open close high low vol amount datetime up_count down_count code date date_stamp time_stamp type
datetime
2021-09-01 09:31:00 2821.99 2817.79 2821.99 2816.34 5.959965e+06 5.959971e+08 2021-09-01 09:31:00 0 0 000005 2021-09-01 1.630426e+09 1.630460e+09 1min
2021-09-01 09:32:00 2817.24 2817.67 2818.59 2815.83 3.143931e+06 3.143936e+08 2021-09-01 09:32:00 0 0 000005 2021-09-01 1.630426e+09 1.630460e+09 1min
2021-09-01 09:33:00 2817.84 2817.58 2818.38 2816.70 2.615688e+06 2.615694e+08 2021-09-01 09:33:00 0 0 000005 2021-09-01 1.630426e+09 1.630460e+09 1min
2021-09-01 09:34:00 2817.10 2812.88 2817.22 2812.09 2.623435e+06 2.623442e+08 2021-09-01 09:34:00 0 0 000005 2021-09-01 1.630426e+09 1.630460e+09 1min
2021-09-01 09:35:00 2811.69 2810.30 2811.97 2809.54 2.774515e+06 2.774520e+08 2021-09-01 09:35:00 0 0 000005 2021-09-01 1.630426e+09 1.630460e+09 1min
2021-09-14 14:56:00 2922.11 2923.23 2923.23 2921.55 1.763015e+06 1.763021e+08 2021-09-14 14:56:00 0 0 000005 2021-09-14 1.631549e+09 1.631603e+09 1min
2021-09-14 14:57:00 2922.85 2920.87 2922.85 2920.87 2.135341e+06 2.135347e+08 2021-09-14 14:57:00 0 0 000005 2021-09-14 1.631549e+09 1.631603e+09 1min
2021-09-14 14:58:00 2920.76 2920.76 2920.76 2920.76 4.972500e+04 4.972544e+06 2021-09-14 14:58:00 0 0 000005 2021-09-14 1.631549e+09 1.631603e+09 1min
2021-09-14 14:59:00 2920.76 2920.76 2920.76 2920.76 5.877472e-39 5.877472e-39 2021-09-14 14:59:00 0 0 000005 2021-09-14 1.631549e+09 1.631603e+09 1min
2021-09-14 15:00:00 2921.60 2922.91 2922.91 2921.60 3.110030e+06 3.110031e+08 2021-09-14 15:00:00 0 0 000005 2021-09-14 1.631549e+09 1.631603e+09 1min
In [116]:
QA.QA_util_log_info('5min')
data=QA.QAFetch.QATdx.QA_fetch_get_index_min('000005','2021-09-01','2021-09-14','5min')
data.head(5).append(data.tail(5))

QUANTAXIS>> 5min
Out[116]:
open close high low vol amount datetime up_count down_count code date date_stamp time_stamp type
datetime
2021-09-01 09:35:00 2821.99 2810.30 2821.99 2809.54 17117534.0 1.711756e+09 2021-09-01 09:35:00 0 0 000005 2021-09-01 1.630426e+09 1.630460e+09 5min
2021-09-01 09:40:00 2809.25 2809.23 2809.25 2803.47 11726091.0 1.172612e+09 2021-09-01 09:40:00 0 0 000005 2021-09-01 1.630426e+09 1.630460e+09 5min
2021-09-01 09:45:00 2809.37 2822.86 2824.61 2808.99 11925295.0 1.192532e+09 2021-09-01 09:45:00 0 0 000005 2021-09-01 1.630426e+09 1.630461e+09 5min
2021-09-01 09:50:00 2822.90 2835.48 2837.93 2820.97 11365162.0 1.136519e+09 2021-09-01 09:50:00 0 0 000005 2021-09-01 1.630426e+09 1.630461e+09 5min
2021-09-01 09:55:00 2835.88 2834.18 2835.88 2829.07 10041366.0 1.004140e+09 2021-09-01 09:55:00 0 0 000005 2021-09-01 1.630426e+09 1.630461e+09 5min
2021-09-14 14:40:00 2931.00 2925.17 2931.98 2924.12 5504524.0 5.504553e+08 2021-09-14 14:40:00 0 0 000005 2021-09-14 1.631549e+09 1.631602e+09 5min
2021-09-14 14:45:00 2924.14 2921.55 2926.37 2921.40 6411848.0 6.411878e+08 2021-09-14 14:45:00 0 0 000005 2021-09-14 1.631549e+09 1.631602e+09 5min
2021-09-14 14:50:00 2921.59 2922.55 2923.25 2918.89 7302996.0 7.303025e+08 2021-09-14 14:50:00 0 0 000005 2021-09-14 1.631549e+09 1.631602e+09 5min
2021-09-14 14:55:00 2922.60 2922.11 2923.97 2921.31 7752717.0 7.752745e+08 2021-09-14 14:55:00 0 0 000005 2021-09-14 1.631549e+09 1.631602e+09 5min
2021-09-14 15:00:00 2922.11 2922.91 2923.23 2920.76 7058111.0 7.058125e+08 2021-09-14 15:00:00 0 0 000005 2021-09-14 1.631549e+09 1.631603e+09 5min
In [117]:
QA.QA_util_log_info('15min')
data=QA.QAFetch.QATdx.QA_fetch_get_index_min('000005','2021-09-01','2021-09-14','15min')
data.head(5).append(data.tail(5))

QUANTAXIS>> 15min
Out[117]:
open close high low vol amount datetime up_count down_count code date date_stamp time_stamp type
datetime
2021-09-01 09:45:00 2821.99 2822.86 2824.61 2803.47 40768920.0 4.076901e+09 2021-09-01 09:45:00 0 0 000005 2021-09-01 1.630426e+09 1.630461e+09 15min
2021-09-01 10:00:00 2822.90 2832.61 2838.08 2820.97 32245824.0 3.224591e+09 2021-09-01 10:00:00 0 0 000005 2021-09-01 1.630426e+09 1.630462e+09 15min
2021-09-01 10:15:00 2833.15 2842.70 2858.05 2832.78 44980152.0 4.498024e+09 2021-09-01 10:15:00 0 0 000005 2021-09-01 1.630426e+09 1.630462e+09 15min
2021-09-01 10:30:00 2842.91 2846.14 2846.14 2831.34 25833352.0 2.583344e+09 2021-09-01 10:30:00 0 0 000005 2021-09-01 1.630426e+09 1.630463e+09 15min
2021-09-01 10:45:00 2846.82 2848.18 2860.09 2846.82 22508760.0 2.250884e+09 2021-09-01 10:45:00 0 0 000005 2021-09-01 1.630426e+09 1.630464e+09 15min
2021-09-14 14:00:00 2945.53 2940.26 2948.17 2939.75 14233065.0 1.423315e+09 2021-09-14 14:00:00 0 0 000005 2021-09-14 1.631549e+09 1.631599e+09 15min
2021-09-14 14:15:00 2939.97 2923.96 2939.97 2923.96 28057884.0 2.805797e+09 2021-09-14 14:15:00 0 0 000005 2021-09-14 1.631549e+09 1.631600e+09 15min
2021-09-14 14:30:00 2923.61 2932.50 2934.96 2920.96 18747920.0 1.874801e+09 2021-09-14 14:30:00 0 0 000005 2021-09-14 1.631549e+09 1.631601e+09 15min
2021-09-14 14:45:00 2932.71 2921.55 2934.49 2921.40 16990412.0 1.699049e+09 2021-09-14 14:45:00 0 0 000005 2021-09-14 1.631549e+09 1.631602e+09 15min
2021-09-14 15:00:00 2921.59 2922.91 2923.97 2918.89 22113824.0 2.211389e+09 2021-09-14 15:00:00 0 0 000005 2021-09-14 1.631549e+09 1.631603e+09 15min

期货/日线 | FUTURE DAY

In [118]:
QA.QA_util_log_info('期货日线')
QA.QAFetch.QATdx.QA_fetch_get_future_day('RBL8','2018-08-01','2018-08-30')
data.head(5).append(data.tail(5))

QUANTAXIS>> 期货日线
Out[118]:
open close high low vol amount datetime up_count down_count code date date_stamp time_stamp type
datetime
2021-09-01 09:45:00 2821.99 2822.86 2824.61 2803.47 40768920.0 4.076901e+09 2021-09-01 09:45:00 0 0 000005 2021-09-01 1.630426e+09 1.630461e+09 15min
2021-09-01 10:00:00 2822.90 2832.61 2838.08 2820.97 32245824.0 3.224591e+09 2021-09-01 10:00:00 0 0 000005 2021-09-01 1.630426e+09 1.630462e+09 15min
2021-09-01 10:15:00 2833.15 2842.70 2858.05 2832.78 44980152.0 4.498024e+09 2021-09-01 10:15:00 0 0 000005 2021-09-01 1.630426e+09 1.630462e+09 15min
2021-09-01 10:30:00 2842.91 2846.14 2846.14 2831.34 25833352.0 2.583344e+09 2021-09-01 10:30:00 0 0 000005 2021-09-01 1.630426e+09 1.630463e+09 15min
2021-09-01 10:45:00 2846.82 2848.18 2860.09 2846.82 22508760.0 2.250884e+09 2021-09-01 10:45:00 0 0 000005 2021-09-01 1.630426e+09 1.630464e+09 15min
2021-09-14 14:00:00 2945.53 2940.26 2948.17 2939.75 14233065.0 1.423315e+09 2021-09-14 14:00:00 0 0 000005 2021-09-14 1.631549e+09 1.631599e+09 15min
2021-09-14 14:15:00 2939.97 2923.96 2939.97 2923.96 28057884.0 2.805797e+09 2021-09-14 14:15:00 0 0 000005 2021-09-14 1.631549e+09 1.631600e+09 15min
2021-09-14 14:30:00 2923.61 2932.50 2934.96 2920.96 18747920.0 1.874801e+09 2021-09-14 14:30:00 0 0 000005 2021-09-14 1.631549e+09 1.631601e+09 15min
2021-09-14 14:45:00 2932.71 2921.55 2934.49 2921.40 16990412.0 1.699049e+09 2021-09-14 14:45:00 0 0 000005 2021-09-14 1.631549e+09 1.631602e+09 15min
2021-09-14 15:00:00 2921.59 2922.91 2923.97 2918.89 22113824.0 2.211389e+09 2021-09-14 15:00:00 0 0 000005 2021-09-14 1.631549e+09 1.631603e+09 15min

期货分钟线 | Future_Min

In [77]:
#QA.QA_util_log_info('期货分钟线')
#QA.QAFetch.QATdx.QA_fetch_get_future_min('RB1905','2019-02-01','2019-03-30', '5min')

期货tick线 | Future_Transaction

In [78]:
#QA.QA_util_log_info('期货分钟线')
#QA.QAFetch.QATdx.QA_fetch_get_future_transaction('RB1905','2019-01-01','2019-01-30')

最新交易价格STOCK | LAST PRICE

In [124]:
QA.QA_util_log_info('最后一次交易价格')
QA.QA_util_log_info('参数为列表')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_latest(['000001','000002'])
data

QUANTAXIS>> 最后一次交易价格
QUANTAXIS>> 参数为列表
Out[124]:
open close high low vol amount code date date_stamp
date
2021-09-15 19.31 19.52 20.99 19.19 841618.0 1.639298e+09 000001 2021-09-15 1.631635e+09
2021-09-15 20.00 19.58 20.04 19.51 1033463.0 2.041882e+09 000002 2021-09-15 1.631635e+09
In [125]:
QA.QA_util_log_info('参数为一只股票')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_latest('000001')
data

QUANTAXIS>> 参数为一只股票
Out[125]:
open close high low vol amount code date date_stamp
date
2021-09-15 19.31 19.52 20.99 19.19 841618.0 1.639298e+09 000001 2021-09-15 1.631635e+09

实时上下五档 STOCK_CN/QUOTATION

In [122]:
QA.QA_util_log_info('实时价格')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_realtime(['000001','000002'])
data

QUANTAXIS>> 实时价格
Out[122]:
servertime active1 active2 last_close open high low price cur_vol s_vol b_vol vol ask1 ask_vol1 bid1 bid_vol1 ask2 ask_vol2 bid2 bid_vol2 ask3 ask_vol3 bid3 bid_vol3 ask4 ask_vol4 bid4 bid_vol4 ask5 ask_vol5 bid5 bid_vol5
datetime code
2021-09-15 18:12:59.411302 000001 14:59:54.056 4693 4693 19.37 19.31 20.99 19.19 19.52 16792 375481 466137 841618 19.52 4114 19.50 32 19.53 709 19.49 13 19.54 496 19.48 32 19.55 1826 19.47 137 19.56 242 19.46 694
000002 14:59:54.035 4697 4697 20.13 20.00 20.04 19.51 19.58 14604 560647 472817 1033463 19.58 4677 19.57 4820 19.59 167 19.56 2116 19.60 2878 19.55 1729 19.61 3486 19.54 858 19.62 1996 19.53 1590

分笔数据 | STOCK_CN/TRANSACTION

In [123]:
QA.QA_util_log_info('分笔成交')
#历史分笔
data=QA.QAFetch.QATdx.QA_fetch_get_stock_transaction('000001','2001-01-01','2001-01-15')
data.head(5).append(data.tail(5))

QUANTAXIS>> 分笔成交
QUANTAXIS>> Successfully Getting 000001 history transaction data in day 2001-01-02
QUANTAXIS>> Successfully Getting 000001 history transaction data in day 2001-01-03
QUANTAXIS>> Successfully Getting 000001 history transaction data in day 2001-01-04
QUANTAXIS>> Successfully Getting 000001 history transaction data in day 2001-01-05
QUANTAXIS>> Successfully Getting 000001 history transaction data in day 2001-01-08
QUANTAXIS>> Successfully Getting 000001 history transaction data in day 2001-01-09
QUANTAXIS>> Successfully Getting 000001 history transaction data in day 2001-01-10
QUANTAXIS>> Successfully Getting 000001 history transaction data in day 2001-01-11
QUANTAXIS>> Successfully Getting 000001 history transaction data in day 2001-01-12
QUANTAXIS>> Successfully Getting 000001 history transaction data in day 2001-01-15
Out[123]:
time price vol buyorsell date datetime code date_stamp time_stamp type order
datetime
2001-01-02 09:30:00 09:30 14.54 98 2 2001-01-02 2001-01-02 09:30:00 000001 978364800.0 978399000.0 tick 0
2001-01-02 09:31:00 09:31 14.54 154 1 2001-01-02 2001-01-02 09:31:00 000001 978364800.0 978399060.0 tick 1
2001-01-02 09:32:00 09:32 14.54 2 0 2001-01-02 2001-01-02 09:32:00 000001 978364800.0 978399120.0 tick 2
2001-01-02 09:33:00 09:33 14.54 10 0 2001-01-02 2001-01-02 09:33:00 000001 978364800.0 978399180.0 tick 3
2001-01-02 09:33:00 09:33 14.54 2 0 2001-01-02 2001-01-02 09:33:00 000001 978364800.0 978399180.0 tick 4
2001-01-15 14:59:00 14:59 14.18 17 1 2001-01-15 2001-01-15 14:59:00 000001 979488000.0 979541940.0 tick 1236
2001-01-15 14:59:00 14:59 14.18 27 1 2001-01-15 2001-01-15 14:59:00 000001 979488000.0 979541940.0 tick 1237
2001-01-15 14:59:00 14:59 14.20 66 0 2001-01-15 2001-01-15 14:59:00 000001 979488000.0 979541940.0 tick 1238
2001-01-15 15:00:00 15:00 14.20 12 0 2001-01-15 2001-01-15 15:00:00 000001 979488000.0 979542000.0 tick 1239
2001-01-15 15:00:00 15:00 14.20 2 1 2001-01-15 2001-01-15 15:00:00 000001 979488000.0 979542000.0 tick 1240
In [126]:
#实时分笔(当天)
data=QA.QAFetch.QATdx.QA_fetch_get_stock_transaction_realtime('000001')
data.head(5).append(data.tail(5))
Out[126]:
time price vol num buyorsell date datetime code order
datetime
2021-09-15 09:25:00 09:25 19.31 6487 423 2 2021-09-15 2021-09-15 09:25:00 000001 0
2021-09-15 09:30:00 09:30 19.27 469 50 1 2021-09-15 2021-09-15 09:30:00 000001 1
2021-09-15 09:30:00 09:30 19.33 5395 334 0 2021-09-15 2021-09-15 09:30:00 000001 2
2021-09-15 09:30:00 09:30 19.28 1207 89 1 2021-09-15 2021-09-15 09:30:00 000001 3
2021-09-15 09:30:00 09:30 19.27 613 83 1 2021-09-15 2021-09-15 09:30:00 000001 4
2021-09-15 14:56:00 14:56 19.46 74 3 1 2021-09-15 2021-09-15 14:56:00 000001 4288
2021-09-15 14:56:00 14:56 19.46 112 15 1 2021-09-15 2021-09-15 14:56:00 000001 4289
2021-09-15 14:56:00 14:56 19.47 466 12 0 2021-09-15 2021-09-15 14:56:00 000001 4290
2021-09-15 14:57:00 14:57 19.46 82 13 1 2021-09-15 2021-09-15 14:57:00 000001 4291
2021-09-15 15:00:00 15:00 19.52 16792 725 2 2021-09-15 2021-09-15 15:00:00 000001 4292

版块数据 | STOCK_CN/BLOCK

In [127]:
QA.QA_util_log_info('板块数据')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_block()
data.head(5).append(data.tail(5))

QUANTAXIS>> 板块数据
Out[127]:
blockname code type source
code
000002 通达信88 000002 gn tdx
000021 通达信88 000021 gn tdx
000062 通达信88 000062 gn tdx
000333 通达信88 000333 gn tdx
000568 通达信88 000568 gn tdx
688682 近期弱势 688682 fg tdx
688768 近期弱势 688768 fg tdx
688793 近期弱势 688793 fg tdx
688800 近期弱势 688800 fg tdx
688819 近期弱势 688819 fg tdx

从数据库获取 | FROM LOCALHOST

  • QA.QAfetch 系列
  • 从本地数据库获取数据

股票日线 | STOCK_CN/DAY

In [128]:
from QUANTAXIS.QAFetch.QAQuery_Advance import QA_fetch_stock_day_adv
d = QA_fetch_stock_day_adv('000948','2021-08-01','2021-09-15').data
d.head(5).append(d.tail(5))
Out[128]:
open high low close volume amount
date code
2021-08-02 000948 11.14 11.45 11.05 11.41 50047.0 56531868.0
2021-08-03 000948 11.39 11.78 11.35 11.68 78774.0 91399096.0
2021-08-04 000948 11.59 11.85 11.51 11.68 56931.0 66262576.0
2021-08-05 000948 11.58 11.67 11.39 11.47 42577.0 48952832.0
2021-08-06 000948 11.49 11.61 11.39 11.61 43300.0 49751948.0
2021-09-08 000948 12.88 13.19 12.80 13.19 94864.0 123549176.0
2021-09-09 000948 13.16 13.16 12.84 12.86 72507.0 93970832.0
2021-09-10 000948 12.81 12.96 12.65 12.84 56355.0 72116784.0
2021-09-13 000948 13.14 13.98 12.98 13.57 152065.0 203723168.0
2021-09-14 000948 13.67 13.92 13.25 13.27 131680.0 179376336.0

股票分钟线 | STOCK_CN/MIN

In [129]:
from QUANTAXIS.QAFetch.QAQuery_Advance import QA_fetch_stock_min_adv
d = QA_fetch_stock_min_adv('000948','2021-08-01','2021-09-15',frequence='1min').data # frequence可以选1min/5min/15min/30min/60min 
d.head(5).append(d.tail(5))
Out[129]:
open high low close volume amount type
datetime code
2021-08-02 09:31:00 000948 11.14 11.14 11.08 11.09 71300.0 792001.0 1min
2021-08-02 09:32:00 000948 11.09 11.09 11.05 11.09 91800.0 1017301.0 1min
2021-08-02 09:33:00 000948 11.09 11.09 11.08 11.09 52200.0 578622.0 1min
2021-08-02 09:34:00 000948 11.09 11.19 11.09 11.18 47600.0 530382.0 1min
2021-08-02 09:35:00 000948 11.19 11.19 11.15 11.15 21900.0 244739.0 1min
2021-09-10 14:55:00 000948 12.84 12.85 12.83 12.84 83600.0 1073512.0 1min
2021-09-10 14:56:00 000948 12.84 12.85 12.84 12.85 66500.0 853856.0 1min
2021-09-10 14:57:00 000948 12.84 12.85 12.84 12.84 37200.0 478224.0 1min
2021-09-10 14:58:00 000948 12.85 12.85 12.85 12.85 800.0 10280.0 1min
2021-09-10 15:00:00 000948 12.84 12.84 12.84 12.84 67000.0 860280.0 1min

指数/基金日线 | INDEX_CN,ETF_CN/DAY

In [130]:
from QUANTAXIS.QAFetch.QAQuery_Advance import QA_fetch_index_day_adv
d = QA_fetch_index_day_adv('000005','2021-08-01','2021-09-15').data
d.head(5).append(d.tail(5))
Out[130]:
open close high low vol amount up_count down_count date_stamp volume
date code
2021-08-02 000005 2734.56 2792.93 2804.89 2704.18 228807.0 2.767547e+10 0 0 1.627834e+09 228807.0
2021-08-03 000005 2773.87 2808.15 2825.83 2772.36 206690.0 2.696808e+10 0 0 1.627920e+09 206690.0
2021-08-04 000005 2810.44 2805.35 2810.44 2793.63 160747.0 2.164379e+10 0 0 1.628006e+09 160747.0
2021-08-05 000005 2796.26 2791.07 2814.93 2784.80 162833.0 2.209043e+10 0 0 1.628093e+09 162833.0
2021-08-06 000005 2785.21 2773.27 2785.84 2755.90 144987.0 1.923466e+10 0 0 1.628179e+09 144987.0
2021-09-08 000005 3002.08 3006.36 3034.57 2996.83 353942.0 3.761766e+10 0 0 1.631030e+09 353942.0
2021-09-09 000005 2988.80 2995.90 2998.91 2978.49 287230.0 3.037209e+10 0 0 1.631117e+09 287230.0
2021-09-10 000005 2997.67 2994.58 3044.40 2992.40 373336.0 3.918959e+10 0 0 1.631203e+09 373336.0
2021-09-13 000005 2987.90 2982.29 3004.17 2975.51 282570.0 3.177314e+10 0 0 1.631462e+09 282570.0
2021-09-14 000005 2979.65 2922.91 2990.21 2918.89 295432.0 3.101276e+10 0 0 1.631549e+09 295432.0

指数/基金分钟线 | INDEX_CN,ETF_CN/MIN

In [131]:
from QUANTAXIS.QAFetch.QAQuery_Advance import QA_fetch_index_min_adv
d = QA_fetch_index_min_adv('000005','2021-08-01','2021-09-15',frequence='1min').data # frequence可以选1min/5min/15min/30min/60min 
d.head(5).append(d.tail(5))
Out[131]:
open high low close volume amount type
datetime code
2021-08-02 09:31:00 000005 2734.56 2734.56 2723.97 2725.19 5865758.0 586576384.0 1min
2021-08-02 09:32:00 000005 2723.68 2723.68 2714.93 2715.81 3564323.0 356432896.0 1min
2021-08-02 09:33:00 000005 2715.68 2716.82 2713.11 2716.66 3476035.0 347604096.0 1min
2021-08-02 09:34:00 000005 2716.71 2718.51 2711.94 2712.84 2839786.0 283979392.0 1min
2021-08-02 09:35:00 000005 2711.43 2713.73 2708.42 2709.53 2716407.0 271641216.0 1min
2021-09-10 14:55:00 000005 2993.69 2994.32 2992.86 2993.19 2017808.0 201781248.0 1min
2021-09-10 14:56:00 000005 2993.08 2994.04 2992.98 2993.33 2294450.0 229445632.0 1min
2021-09-10 14:57:00 000005 2994.27 2995.35 2993.32 2995.35 2203517.0 220352512.0 1min
2021-09-10 14:58:00 000005 2994.53 2994.62 2994.53 2994.62 79749.0 7974912.0 1min
2021-09-10 15:00:00 000005 2995.03 2995.03 2994.56 2994.58 3708967.0 370896896.0 1min

板块 | STOCK_CN/ BLOCK

In [104]:
import pandas as pd
pd.set_option("display.max_rows",None)
pd.set_option("display.max_columns",None)

from QUANTAXIS.QAFetch.QAQuery_Advance import QA_fetch_stock_block_adv
d = QA_fetch_stock_block_adv(blockname='通达信88', code='000568').data
d.head(5).append(d.tail(5))
Out[104]:
type source
blockname code
通达信88 000002 gn tdx
000021 gn tdx
000062 gn tdx
000333 gn tdx
000568 gn tdx
近期弱势 688696 fg tdx
688768 fg tdx
688793 fg tdx
688800 fg tdx
688819 fg tdx
  • Remarks
    • QUANTAXIS/QUANTAXIS/QAFetch/QAQAWEB.py
    • QUANTAXIS/QUANTAXIS/QAFetch/QATdx.py
    • QUANTAXIS/QUANTAXIS/QAFetch/QAQuery_Advance.py