Python量化学习-提取证券数据

用户9925864

发布于 2022-07-27 08:54:43

7830

发布于 2022-07-27 08:54:43

不知道公众号有多少读者买基金或者炒股，分享一下如何用python获取证券信息

1、网易财经

import requests
from lxml import etree

headers = {
    'User-Agent': 'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/60.0.3112.101 Safari/537.36'
}


def parse_url(url):
    response = requests.get(url, headers=headers)
    if response.status_code == 200:
        return etree.HTML(response.content)
    return False


def get_date(response):
    # 得到股票代码，开始和结束的日期
    start_date = ''.join(response.xpath('//input[@name="date_start_type"]/@value')[0].split('-'))
    end_date = ''.join(response.xpath('//input[@name="date_end_type"]/@value')[0].split('-'))
    code = response.xpath('//h1[@class="name"]/span/a/text()')[0]
    return code, start_date, end_date


def download(code, start_date, end_date):
    download_url = "http://quotes.money.163.com/service/chddata.html?code=1" + code + "&start=" + start_date + "&end=" + end_date + \
                   "&fields=TCLOSE;HIGH;LOW;TOPEN;LCLOSE;CHG;PCHG;TURNOVER;VOTURNOVER;VATURNOVER;TCAP;MCAP"
    print(download_url)
    data = requests.get(download_url, headers=headers)
    f = open(code + '.csv', 'wb')
    for chunk in data.iter_content(chunk_size=10000):
        if chunk:
            f.write(chunk)
    print('股票---', code, '历史数据正在下载')


download('000002', '20210401', '20210516')

提取的数据结果如下

2、新浪财经API

2.1股票

from urllib import request
import json
import pandas as pd


def get_stock_data(id, scale, data_len):
    '''
    symnol = 股票代码
    scale = 5,15,30,60 时间间隔
    datalen = 获取数据长度，最大1023
    '''
    # 拼接API的url
    url = 'http://quotes.sina.cn/cn/api/json_v2.php/CN_MarketDataService.getKLineData?symbol={0}&scale={1}&datalen={2}'.format(
        id, scale, data_len)
    # 发起请求
    req = request.Request(url)
    # 获取响应
    rsp = request.urlopen(req)
    # 读取响应结果
    res = rsp.read()
    # 将json序列转换为Python对象
    res_json = json.loads(res)
    # bar列表
    bar_list = []
    # 将结果逆序
    res_json.reverse()
    # 遍历列表
    for dict in res_json:
        bar = {}
        bar['date'] = dict['day']
        bar['open'] = float(dict['open'])
        bar['high'] = float(dict['high'])
        bar['low'] = float(dict['low'])
        bar['close'] = float(dict['close'])
        bar['vol'] = int(dict['volume'])
        bar_list.append(bar)
    # 将结果转换为DataFrame对象
    df = pd.DataFrame(data=bar_list)
    print(df)
    return df


df = get_stock_data('sz002415', 5, 30)
df.head()

2.2 期货

from urllib import request
import json
import pandas as pd


def get_future_data(id, scale):
    # 拼接API的url
    url = 'http://stock2.finance.sina.com.cn/futures/api/json.php/IndexService.getInnerFuturesMiniKLine{0}m?symbol={1}'.format(scale, id)
    # 发起请求
    req = request.Request(url)
    # 获取响应
    rsp = request.urlopen(req)
    # 读取响应结果
    res = rsp.read()
    # 将json序列转换为Python对象
    res_json = json.loads(res)
    # bar列表
#     print(res_json)
    bar_list = []
    # 将结果逆序
    res_json.reverse()
    # 遍历列表
    for line in res_json:
        bar = {}
        bar['date'] = line[0]
        bar['open'] = float(line[1])
        bar['high'] = float(line[2])
        bar['low'] = float(line[3])
        bar['close'] = float(line[4])
        bar['vol'] = int(line[5])
        bar_list.append(bar)
    # 将结果转换为DataFrame对象
    df = pd.DataFrame(data=bar_list)
    print(df)
    return df


df = get_future_data('rb1910', 5)
df.head()

3、其他的股票接口

3.1 东方财富接口

http://pdfm.eastmoney.com/EM_UBG_PDTI_Fast/api/js?rtntype=2&id=0003001&type=m30k&_=1546486249481

rtntype = 返回数据格式，支持：1,2,3,4,5,6
id = 股票代码，后面多加个1
type = k线类型，m5k,m15k,m30k,m60k

返回结果,注意结果为jsonp格式，需要去掉前后括号

[{"time":"2018-11-21 10:00",
"open":"3187.10",
"close":"3214.17",
"high":"3221.20",
"low":"3185.24",
"volume":"24250345",
"amount":"244亿",
"amplitude":"-",
"turnoverrate":"0"},
{"time":"2018-11-21 10:30",
"open":"3213.24",
"close":"3213.52",
"high":"3230.12",
"low":"3210.60",
"volume":"13652304",
"amount":"138亿",
"amplitude":"0.61%",
"turnoverrate":"0"}]

凤凰网接口

http://api.finance.ifeng.com/akmin?scode=sh000300&type=30

scode = 股票代码
type = k线类型

{
  "record": [
    [
      "2018-10-31 11:00:00", # 日期
      "3146.23", # 开盘价
      "3146.23", # 最高价
      "3130.41", # 收盘价
      "3130.21", # 最低价
      107709,    # 成交量
      "-15.82",  # 价格变动
      -0.5,      # 涨跌幅
      "3130.04", # 5日均价
      "3119.8",  # 10日均价
      "3109.55", # 20日均价
      159535,    # 5日均量
      150064,    # 10日均量
      138100,    # 20日均量
      0          # 换手率[注：指数无此项]
    ],
    [
      "2018-10-31 11:30:00",
      "3130.19",
      "3144.97",
      "3143.7",
      "3126.95",
      105828,
      "13.51",
      0.43,
      "3132.92",
      "3126.49",
      "3107.94",
      160857,
      147627,
      137719,
      0
    ]
  ]
}

证券之星

http://cq.ssajax.cn/interact/getTradedata.ashx?pic=qlpic_000300_1_4

000300 股票代码
1 标识沪，2 标识深
周期，1: 每分钟，2：5分钟K线，4:30分钟K线，6：日K线，7：周K线，8：月K线

结果数据与同花顺数据存在差异

{
  "type": 'ThirtyMinutesK',
  "code": '000300',
  "picWidth": 630,
  "left": 46,
  "right": 46,
  "top": 18,
  "bottom": 3,
  "mainHeight": 137.6087,
  "count": 80,
  "IsIndex": true,
  "datas": [
 ['2019-1-2', '3017.07', '3018.78', '2976.94', '2977.05', '-33.61', '-1.12%', '1830.1744万手', '2099974.5988亿元', '']
 ['2019-1-2', '2977.90', '2982.50', '2972.32', '2975.34', '-1.71', '-0.06%', '870.7015万手', '1014299.3089亿元', '']
 ['2019-1-2', '2975.13', '2979.70', '2968.10', '2976.03', '0.70', '0.02%', '662.5779万手', '774487.0416亿元', '']
 ['2019-1-2', '2975.48', '2975.77', '2969.99', '2972.75', '-3.28', '-0.11%', '512.8981万手', '561504.6466亿元', '']
 ['2019-1-2', '2973.24', '2974.20', '2963.05', '2963.05', '-9.70', '-0.33%', '520.6500万手', '555401.0954亿元', '']
 ['2019-1-2', '2963.28', '2968.06', '2958.49', '2959.38', '-3.66', '-0.12%', '652.6460万手', '706160.9067亿元', '']
 ['2019-1-2', '2959.49', '2976.24', '2958.53', '2976.24', '16.86', '0.57%', '777.2934万手', '814835.7428亿元', '']
 ['2019-1-2', '2976.06', '2976.49', '2967.92', '2969.54', '-6.71', '-0.23%', '873.9827万手', '892372.3176亿元', '']
 ['2019-1-3', '2963.02', '2986.05', '2953.50', '2984.97', '15.43', '0.52%', '1644.8468万手', '1847877.8024亿元', '']
 ['2019-1-3', '2985.19', '3000.23', '2979.27', '2981.37', '-3.60', '-0.12%', '1368.3392万手', '1468697.7891亿元', '']
 ['2019-1-3', '2980.99', '2982.08', '2968.90', '2969.30', '-12.07', '-0.40%', '732.6996万手', '773648.5164亿元', '']
 ['2019-1-3', '2969.35', '2969.70', '2959.27', '2968.37', '-0.92', '-0.03%', '652.7249万手', '736984.9307亿元', '']
 ['2019-1-3', '2968.24', '2968.24', '2957.01', '2966.63', '-1.75', '-0.06%', '505.6024万手', '588579.1725亿元', '']
 ['2019-1-3', '2966.86', '2970.24', '2961.55', '2968.43', '1.80', '0.06%', '625.2699万手', '628144.8810亿元', '']
 ['2019-1-3', '2968.56', '2968.70', '2957.19', '2959.19', '-9.24', '-0.31%', '643.2986万手', '673772.6590亿元', '']
 ['2019-1-3', '2959.17', '2964.84', '2953.94', '2964.84', '5.65', '0.19%', '913.9289万手', '948774.1302亿元', '']]
}

和讯网

http://webstock.quote.hermes.hexun.com/a/kline?code=sse000300&start=20190103150000&number=-1000&type=3&callback=callback

5,15,30,60 统计时间和其他不一样

{
  "KLine": [
    {
      "Time": "时间"
    },
    {
      "LastClose": "前收盘价"
    },
    {
      "Open": "开盘价"
    },
    {
      "Close": "收盘价"
    },
    {
      "High": "最高价"
    },
    {
      "Low": "最低价"
    },
    {
      "Volume": "成交量"
    },
    {
      "Amount": "成交额"
    }
  ],
  "TABLE": [
    {
      "KLine[]": "K线列表"
    },
    {
      "BeginTime": "最早时间"
    },
    {
      "EndTime": "最后时间"
    },
    {
      "Total": "总数"
    },
    {
      "PriceWeight": "价格倍数"
    }
  ],
  "Data": [
    [ 
      [
        20181226140000,
        300240,
        300224,
        300750,
        301374,
        300163,
        770036600,
        6793688860
      ]
      
    ],
    20181109130000,
    20190103143000,
    300,
    100
  ]
}

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原始发表：2021-05-18，如有侵权请联系 cloudcommunity@tencent.com 删除

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