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getData.py
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# -*- coding: utf-8 -*-
"""
Created on Fri Apr 2 10:01:10 2022
Last Modified: Tue 21 Jun 2022 12:50:36 AM PST
@author: chenxiong888
"""
import pandas as pd
import numpy as np
import tushare as ts
import datetime
import talib
import matplotlib.pyplot as plt
from functools import lru_cache
from sometools import tools, getTushareToken
class GetData(object):
def __init__(self):
token = getTushareToken()
ts.set_token(token)
# print(f"token:{token}")
self.pro = ts.pro_api()
def GetAllStock(self) -> pd.DataFrame:
allstock = self.pro.query(
'stock_basic',
exchange='',
list_status='L',
fields='ts_code,symbol,name,area,industry,list_date')
allstock = allstock[~allstock.name.str.contains('ST')]
#重新索引
allstock = allstock.reset_index(drop=True)
return allstock
@lru_cache(maxsize=8192)
def GetAStockData(self, tscode='000001.SZ', period=250):
"""获取股票数据
tushare返回pd.DataFrame, 字段类型：
ts_code trade_date close open high low pre_close change pct_chg vol amount
"""
today = datetime.date.today()
today = today.strftime('%Y%m%d')
startday = datetime.date.today() - datetime.timedelta(days=period)
startday = startday.strftime('%Y%m%d')
#daily返回的是未复权数据
#data= self.pro.daily(ts_code=tscode, start_date=startday, end_date=today)
#probar返回的是复权数据
#print(tscode)
data = ts.pro_bar(ts_code=tscode,
adj='qfq',
start_date=startday,
end_date=today)
if data is None:
data = pd.DataFrame(columns=['trade_date', 'B', 'C', 'D'])
if not data.empty:
data = data.sort_index(ascending=False)
sorteddata = data.sort_values(by="trade_date", ascending=True)
sorteddata = sorteddata.reset_index(drop=True)
return sorteddata
def GetAStockDataByDate(self,
tscode='000001.SZ',
startday='20220101',
today='20220331'):
data = ts.pro_bar(ts_code=tscode,
adj='qfq',
start_date=startday,
end_date=today)
if data is None:
data = pd.DataFrame(columns=['trade_date', 'B', 'C', 'D'])
if not data.empty:
data = data.sort_index(ascending=False)
sorteddata = data.sort_values(by="trade_date", ascending=True)
sorteddata = sorteddata.reset_index(drop=True)
return sorteddata
def GetIndex(self, mkt="SSE", period=365):
today = datetime.date.today()
today = today.strftime('%Y%m%d')
startday = datetime.date.today() - datetime.timedelta(days=period)
startday = startday.strftime('%Y%m%d')
#df = self.pro.index_basic(market=mkt)
df = self.pro.index_daily(ts_code='000001.SH ',
start_date=startday,
end_date=today)
df1 = df.sort_values(by="trade_date", ascending=True)
df1 = df1.reset_index(drop=True)
return df1
def GetHourBar(self, tscode='000001.SZ', day='20200610'):
today = datetime.date.today()
today = today.strftime('%Y%m%d')
#data=ts.pro_bar(ts_code=tscode, adj='qfq', freq='60min',start_date=day, end_date=day)
data = ts.get_hist_data('600848',
start='2020-06-10',
end='2020-06-10',
ktype='5')
if data is None:
data = pd.DataFrame(columns=['A', 'B', 'C', 'D'])
if not data.empty:
data = data.sort_index(ascending=False)
#print (data)
return data
def GetAllFuturesName(self):
#交易所代码 CFFEX-中金所 DCE-大商所 CZCE-郑商所 SHFE-上期所 INE-上海国际能源交易中心
df = self.pro.fut_daily(ts_code='CU指数.SHF',
start_date='20210301',
end_date='20210315')
#df=self.pro.trade_cal(exchange='SHFE', start_date='20210315', end_date='20210315')
# df = self.pro.fut_basic(exchange='DCE', fut_type='1', fields='ts_code,symbol,name,list_date,delist_date')
# df = self.pro.fut_basic(exchange='SHFE',fut_type='1', fields='ts_code,symbol,name,list_date,delist_date')
return df
#同花顺板块指数相关函数===============================================================================================
def GetIndustryList(self):
#得到同花顺板块的名称列表
df = self.pro.ths_index()
return df
def GetAIndustryData(self, tscode='865001.TI', period=250):
#得到一个同花顺板块的k线数据
today = datetime.date.today()
today = today.strftime('%Y%m%d')
startday = datetime.date.today() - datetime.timedelta(days=period)
startday = startday.strftime('%Y%m%d')
df = self.pro.ths_daily(
ts_code=tscode,
start_date=startday,
end_date=today,
fields='ts_code,trade_date,open,close,high,low,vol,pct_change')
if not df.empty:
df = df.sort_index(ascending=False)
return df
def GetAIndustryMember(self, tscode='865001.TI'):
df = self.pro.ths_member(ts_code=tscode)
return df
def GetIndicator(self, tscode='600000.SH'):
df = self.pro.query('fina_indicator',
ts_code=tscode,
start_date='20200101',
end_date='20210701')
return df
# ===============================================================================================
if __name__ == "__main__":
gd = GetData()
df = pd.DataFrame()
# df=gd.GetAllFuturesName()
# df.drop_duplicates(subset=None, keep='first', inplace=False)
print()