股市数据分析

market_baostock.ipynb

@@ -0,0 +1,179 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": 71,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# http://baostock.com/baostock/index.php/%E9%A6%96%E9%A1%B5"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 72,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "login success!\n"
+     ]
+    }
+   ],
+   "source": [
+    "import baostock as bs\n",
+    "import pandas as pd\n",
+    "\n",
+    "#### 登陆系统 ####\n",
+    "lg = bs.login()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 73,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "2023-05-03 2023-05-11\n"
+     ]
+    }
+   ],
+   "source": [
+    "from datetime import date , datetime , timedelta\n",
+    "\n",
+    "end_date = datetime.now() + timedelta(days=1)\n",
+    "begin_date = datetime.now() - timedelta(days=7)\n",
+    "\n",
+    "end_date = end_date.strftime(\"%Y-%m-%d\")\n",
+    "begin_date = begin_date.strftime(\"%Y-%m-%d\")\n",
+    "\n",
+    "\n",
+    "print(begin_date, end_date)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 74,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "from datetime import date\n",
+    "\n",
+    "#### 获取历史K线数据 ####\n",
+    "# 详细指标参数，参见“历史行情指标参数”章节\n",
+    "rs = bs.query_history_k_data_plus(\"sh.688027\",\n",
+    "    \"date,code,open,high,low,close,preclose,volume,amount,adjustflag,turn,tradestatus,pctChg,peTTM,pbMRQ,psTTM,pcfNcfTTM,isST\",\n",
+    "    start_date=begin_date, end_date=end_date, \n",
+    "    frequency=\"d\", adjustflag=\"3\") #frequency=\"d\"取日k线，adjustflag=\"3\"默认不复权"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 75,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "\n",
+    "#### 打印结果集 ####\n",
+    "data_list = []\n",
+    "while (rs.error_code == '0') & rs.next():\n",
+    "    # 获取一条记录，将记录合并在一起\n",
+    "    data_list.append(rs.get_row_data())\n",
+    "result = pd.DataFrame(data_list, columns=rs.fields)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 76,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "         date       code      open      high       low     close  preclose   \n",
+      "0  2023-05-04  sh.688027  152.9600  155.0000  146.5800  149.4000  154.3000  \\\n",
+      "1  2023-05-05  sh.688027  148.1700  150.7000  144.6000  147.0000  149.4000   \n",
+      "2  2023-05-08  sh.688027  146.0000  166.0000  146.0000  164.7500  147.0000   \n",
+      "3  2023-05-09  sh.688027  164.7500  167.7700  158.4500  159.1000  164.7500   \n",
+      "\n",
+      "    volume          amount adjustflag      turn tradestatus     pctChg   \n",
+      "0  1254321  186963777.1300          3  2.670400           1  -3.175600  \\\n",
+      "1   808390  118881650.0400          3  1.721000           1  -1.606400   \n",
+      "2  2704449  426179310.0000          3  5.757700           1  12.074800   \n",
+      "3  1778358  287712315.1700          3  3.786100           1  -3.429400   \n",
+      "\n",
+      "         peTTM     pbMRQ      psTTM   pcfNcfTTM isST  \n",
+      "0  -144.716648  7.394363  77.147007  408.064550    0  \n",
+      "1  -142.391882  7.275578  75.907697  401.509296    0  \n",
+      "2  -159.585460  8.154091  85.073423  449.990861    0  \n",
+      "3  -154.112575  7.874452  82.155882  434.558701    0  \n"
+     ]
+    }
+   ],
+   "source": [
+    "\n",
+    "#### 结果集输出到csv文件 ####\n",
+    "result.to_csv(\"D:/history_k_data.csv\", encoding=\"gbk\", index=False)\n",
+    "print(result)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 77,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "logout success!\n",
+      "logout failed!\n"
+     ]
+    },
+    {
+     "data": {
+      "text/plain": [
+       "<baostock.data.resultset.ResultData at 0x1ed19353110>"
+      ]
+     },
+     "execution_count": 77,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "#### 登出系统 ####\n",
+    "bs.logout()#### 登出系统 ####\n",
+    "bs.logout()"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.11.3"
+  },
+  "orig_nbformat": 4
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}

market_tushare.ipynb

@@ -0,0 +1,95 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": 3,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# https://tushare.pro/document/1?doc_id=8\n",
+    "# pip install tushare --upgrade"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 4,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "1.2.89\n"
+     ]
+    }
+   ],
+   "source": [
+    "import tushare as ts\n",
+    "\n",
+    "print(ts.__version__)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 5,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "ts.set_token('f09dfd341746eee390788f2f34db5d1e5150689b2310697e5ee73d7e')"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 6,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "pro = ts.pro_api()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 7,
+   "metadata": {},
+   "outputs": [
+    {
+     "ename": "Exception",
+     "evalue": "抱歉，您没有访问该接口的权限，权限的具体详情访问：https://tushare.pro/document/1?doc_id=108。",
+     "output_type": "error",
+     "traceback": [
+      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
+      "\u001b[1;31mException\u001b[0m                                 Traceback (most recent call last)",
+      "Cell \u001b[1;32mIn[7], line 1\u001b[0m\n\u001b[1;32m----> 1\u001b[0m df \u001b[39m=\u001b[39m pro\u001b[39m.\u001b[39;49mtrade_cal(exchange\u001b[39m=\u001b[39;49m\u001b[39m'\u001b[39;49m\u001b[39m'\u001b[39;49m, start_date\u001b[39m=\u001b[39;49m\u001b[39m'\u001b[39;49m\u001b[39m20230101\u001b[39;49m\u001b[39m'\u001b[39;49m, end_date\u001b[39m=\u001b[39;49m\u001b[39m'\u001b[39;49m\u001b[39m20230510\u001b[39;49m\u001b[39m'\u001b[39;49m, fields\u001b[39m=\u001b[39;49m\u001b[39m'\u001b[39;49m\u001b[39mexchange,cal_date,is_open,pretrade_date\u001b[39;49m\u001b[39m'\u001b[39;49m, is_open\u001b[39m=\u001b[39;49m\u001b[39m'\u001b[39;49m\u001b[39m0\u001b[39;49m\u001b[39m'\u001b[39;49m)\n",
+      "File \u001b[1;32m~\\AppData\\Roaming\\Python\\Python311\\site-packages\\tushare\\pro\\client.py:45\u001b[0m, in \u001b[0;36mDataApi.query\u001b[1;34m(self, api_name, fields, **kwargs)\u001b[0m\n\u001b[0;32m     43\u001b[0m result \u001b[39m=\u001b[39m json\u001b[39m.\u001b[39mloads(res\u001b[39m.\u001b[39mtext)\n\u001b[0;32m     44\u001b[0m \u001b[39mif\u001b[39;00m result[\u001b[39m'\u001b[39m\u001b[39mcode\u001b[39m\u001b[39m'\u001b[39m] \u001b[39m!=\u001b[39m \u001b[39m0\u001b[39m:\n\u001b[1;32m---> 45\u001b[0m     \u001b[39mraise\u001b[39;00m \u001b[39mException\u001b[39;00m(result[\u001b[39m'\u001b[39m\u001b[39mmsg\u001b[39m\u001b[39m'\u001b[39m])\n\u001b[0;32m     46\u001b[0m data \u001b[39m=\u001b[39m result[\u001b[39m'\u001b[39m\u001b[39mdata\u001b[39m\u001b[39m'\u001b[39m]\n\u001b[0;32m     47\u001b[0m columns \u001b[39m=\u001b[39m data[\u001b[39m'\u001b[39m\u001b[39mfields\u001b[39m\u001b[39m'\u001b[39m]\n",
+      "\u001b[1;31mException\u001b[0m: 抱歉，您没有访问该接口的权限，权限的具体详情访问：https://tushare.pro/document/1?doc_id=108。"
+     ]
+    }
+   ],
+   "source": [
+    "df = pro.trade_cal(exchange='', start_date='20230101', end_date='20230510', fields='exchange,cal_date,is_open,pretrade_date', is_open='0')"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.11.3"
+  },
+  "orig_nbformat": 4
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}