Ref = = => Tusharet
System: Ubuntu 15.04 Python:2.7 Environment package: Anaconda, for entertainment only. ...
I'm learning Python recently, so I want to learn how to trade stocks. So after learning some basic knowledge, I plan to do some demonstration exercises related to stocks. The first problem to be solved is of course data collection.
I searched the internet and read some code fragments of my friends. I know that the format of API request data is like this:',' ifeng': 'ifeng.com'}
URL_ERROR_MSG =' Failed to get, please check the network status or the API port URL does not match!'
Get _ History _ Data.py
#-*-encoding: utf-8 -*-
"""
Created on Thursday, July 23rd, 2007 at 09: 15:40 20 15.
@ Author: jet
"""
Import constants as contact types
Import pandas as pd
Import json
Import urlopen from urllib2, request
def get_hist_data(code = None，start = None，end = None，ktype = 'D '):
"""
Function:
Obtain historical transaction data of individual stocks
-
Input:
-
Code: String
Stock code, for example: 60 1989.
Start: string
Start date format: when YYYY-MM-DD is blank, the earliest date data provided by API is taken.
End: string
End date format: when YYYY-MM-DD is blank, the data of the latest trading day will be taken.
Ktype:string (default =D, functions are automatically unified to uppercase)
Data type D= daily K line, W= weekly K line, M= monthly K line, 5=5 minutes, 15= 15 minutes.
30=30 minutes, 60=60 minutes?
Output:
-
data frames
Date date
opening prices
Highest price
Closing price
rock-bottom price
Chg ups and downs?
P_chg ups and downs
Five-day average price of Ma5
Ma 10 10 daily average price.
Ma20 20-day average price
5-day average of VMA5
Vma 10 daily average
Vma20 20 Daily Average
Turnover rate (this index does not have this item)
"""?
code = code _ to _ API code(code . upper())
ktype = ktype.upper()
url =“”？
url = get_url(ktype，code)？
Print (url)
js = json.loads(ping_API(url))
cols = []
if len(js[' record '][0])= = 14:
cols = ct。 Index _ Day _ Price _ Column
Otherwise:
cols = ct。 Daily price column
df = pd。 DataFrame(js['record']，columns=cols)
If ktype in ct. K_TYPE_KEY:
df = df . apply map(lambda x:x . replace(u '，'，u ' '))
For column [1:] in column:
df[col]=df[col]。 Astype (floating point type)
If not none at first:
df = df[df . date & gt； = Start]
If end is not None:
df = df[df . date & lt； = End]
df = df.set_index('date ')
Also df?
Def code_to_APIcode (code):
"""
Function:
Verify that the entered stock code is correct, and if it is correct, return the stock code used by API.
"""
Print (code)
If code in ct. INDEX_KEY:
Return to ct. INDEX _ LIST[ code]
Otherwise:
If len (code)! = 6:
IOError ('code input error!' )
Otherwise:
If the code [: 1] is in ['5',' 6'] else 'sz%s'%code,' sh%s'%code is returned.
def get_url(ktype，code):
"""
Function:
Verify that the K-line type entered is correct, and return the url if it is correct.
"""?
If ktype in ct. K_TYPE_KEY:
url = ct。 Daily price website%. PAGE_TYPE['http']，ct。 PAGE_DOMAIN['ifeng']，
ct。 K_TYPE[ktype], code)
Return url
Elif ktype in contact type. K_TYPE_MIN_KEY:
url = ct。 Lowest price URL%. PAGE_TYPE['http']，ct。 PAGE_DOMAIN['ifeng']，
Code, ktype)
Return url
Otherwise:
IOError('ktype input error!' )
Define ping_API(url):
"""
Function:
Send data request to API, and return data if the link is normal.
"""
text = ' '
Try:
Req = request (url)
text = urlopen(req，timeout= 10)。 read()？
if len(text)& lt； 15:
IOError is raised ('No data!' )?
The exception is e:
Print (e)
Otherwise:
Return text
# Test Portal
print(get _ hist _ data(' 60 1989 '，' 20 15-07- 1 1 '，' 20 15-07-22 '))