datacenter-datasdk

datacenter_datasdk

INSTALL

step.1

pip install datacenter-datasdk

step.2 add auth(token, password) (ask for admin) before query data

USAGE

from datacenter_datasdk import auth, get_price, get_trade_days, get_security_info
from datacenter_datasdk import CN_JQ_SUMMARY, query
from datacenter_datasdk import query_by_sql

auth(token, password)

data = get_price('600033.XSHG', 'cn', 'm1', start_date='2010-01-01', end_date='2021-01-01')

trade_days = get_trade_days('cn', start_date='2021-01-01', count=10)

info = get_security_info('cn', '600033.XSHG')

d = query(CN_JQ_SUMMARY).filter(
    CN_JQ_SUMMARY.code=='000001.XSHE').order_by(
    CN_JQ_SUMMARY.date.desc()).all() 

df = query_by_sql('cn_jq_summary', 
                  condition='code = \'000004.XSHE\' and date= \'2021-01-11\'', 
                  columns=['date', 'code', 'industry_name']
                 )

API

get_price()

get kline data, include daily, minute and tick

params

code(required): str or list, single code or multi code as list

region(required): str, 'cn' or 'us'

frequency(required): str, represent frequency of kline, 'd1', 'm1', 'm5', 'm15', 'm30', 'm60' and 'tick'(only in cn), 'd1_post'(only in cn), 'd1_raw'(only in cn)

start_date(optional), datetime.datetime or datetime.date or str, start time of data, default '2005-01-01'

end_date(optional), datetime.datetime or datetime.date or str, end time of data, default 0 o'clock of today

return

dataframe

get_trade_days()

get trade days

params

region(required): str, 'cn' or 'us'

start_date(optional), datetime.datetime or datetime.date or str, start time of data, default None

end_date(optional), datetime.datetime or datetime.date or str, end time of data, default None

count(optional), int, default None

return

list of date

get_security_info()

get security info

params

region(required): str, 'cn' or 'us'

types(optional): list, values in ('etf', 'stock', 'index'), default ['etf', 'stock', 'index']

code(optional): str, default None (get all code info), default None

date(optional), datetime.datetime or datetime.date or str, not exit market until this date, default None

return

dataframe

query()

is also query object in sqlalchemy

params

table(required): object, import from given list of table object, the given table list ask for admin

return

list of table object or table object

query_by_sql()

get data by defining 'where' condition in sql, max rows of one return is 100w

params

table_name(required): str, table name

condition(optional): str, 'where' condition str in sql, to filter data, default None

columns(optional): list, the return columns, default None and return all columns

return

dataframe