- QUANTAXIS的数据获取部分
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- 1.1. 股票/日线 | STOCK_CN/DAY
- 1.2. 股票/分钟线 | STOCK_CN/MIN
- 1.3. 股票/权息数据 | STOCK_CN/XDXR
- 1.4. 股票/列表 | STOCK_CN/LIST
- 1.5. 指数/列表 | IDNEX_CN/LIST
- 1.6. 指数/日线 | INDEX_CN/DAY
- 1.7. 指数/分钟线 | INDEX_CN/MIN
- 1.8. 期货/日线 | FUTURE DAY
- 1.9. 期货分钟线 | Future_Min
- 1.10. 期货tick线 | Future_Transaction
- 1.11. 最新交易价格STOCK | LAST PRICE
- 1.12. 实时上下五档 STOCK_CN/QUOTATION
- 1.13. 分笔数据 | STOCK_CN/TRANSACTION
- 1.14. 版块数据 | STOCK_CN/BLOCK
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具体可以参见jupyter notebook
QA.QA_fetch_get_ 系列:
从网上获取数据
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('00001','2017-01-01','2017-01-31')
QA.QA_util_log_info('前复权')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_day('00001','2017-01-01','2017-01-31','01')
QA.QA_util_log_info('后复权')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_day('00001','2017-01-01','2017-01-31','02')
QA.QA_util_log_info('定点前复权')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_day('00001','2017-01-01','2017-01-31','03')
QA.QA_util_log_info('定点后复权')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_day('00001','2017-01-01','2017-01-31','04')QA.QA_util_log_info('分钟线')
QA.QA_util_log_info('1min')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_min('000001','2017-07-01','2017-08-01','1min')
QA.QA_util_log_info('5min')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_min('000001','2017-07-01','2017-08-01','5min')
QA.QA_util_log_info('15min')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_min('000001','2017-07-01','2017-08-01','15min')
QA.QA_util_log_info('30min')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_min('000001','2017-07-01','2017-08-01','30min')
QA.QA_util_log_info('60min')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_min('000001','2017-07-01','2017-08-01','60min')QA.QA_util_log_info('除权除息')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_xdxr('00001')QA.QA_util_log_info('股票列表')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_list('stock')QA.QA_util_log_info('指数列表')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_list('index')QA.QA_util_log_info('指数日线')
data=QA.QAFetch.QATdx.QA_fetch_get_index_day('000001','2017-01-01','2017-09-01')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('000001','2017-07-01','2017-08-01','1min')
QA.QA_util_log_info('5min')
data=QA.QAFetch.QATdx.QA_fetch_get_index_min('000001','2017-07-01','2017-08-01','5min')
QA.QA_util_log_info('15min')
data=QA.QAFetch.QATdx.QA_fetch_get_index_min('000001','2017-07-01','2017-08-01','15min')QA.QA_util_log_info('期货日线')
QA.QAFetch.QATdx.QA_fetch_get_future_day('RBL8','2018-08-01','2018-08-30')QA.QA_util_log_info('期货分钟线')
QA.QAFetch.QATdx.QA_fetch_get_future_min('RB1905','2019-01-01','2019-01-30', '5min')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')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'])
QA.QA_util_log_info('参数为一只股票')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_latest('000001')QA.QA_util_log_info('实时价格')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_realtime(['000001','000002'])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')
实时分笔(当天)
data=QA.QAFetch.QATdx.QA_fetch_get_stock_transaction_realtime('000001')QA.QA_util_log_info('板块数据')
data=QA.QAFetch.QATdx.QA_fetch_get_stock_block()QA.QA_fetch_ 系列
从本地数据库获取数据
QA_fetch_stock_day_adv(code,start,end)QA_fetch_stock_min_adv(code,start,end,frequence='1min') # frequence可以选1min/5min/15min/30min/60min QA_fetch_index_day_adv(code,start,end)QA_fetch_index_min_adv(code,start,end,frequence='1min') # frequence可以选1min/5min/15min/30min/60min QA_fetch_stock_block_adv(code)