[061量化交易]python使用baostock下载全部行情数据
提前建立下载目录文件夹
import baostock as bs
import pandas as pd
import datetime
# 是否删除停盘数据
DROP_SUSPENSION = True
def load_stk_list():
df = pd.read_csv('D:/stk_list.csv')
return df['code'].tolist()
def convert_time(t):
H = t[8:10]
M = t[10:12]
S = t[12:14]
return H + ':' + M + ':' + S
def download_data(stk_list=[], fromdate='1990-12-19', todate=datetime.date.today(),
datas='date,open,high,low,close,volume,amount,turn,pctChg',
frequency='d', adjustflag='2'):
for code in stk_list:
print("Downloading :" + code)
k_rs = bs.query_history_k_data_plus(code, datas, start_date=fromdate, end_date=todate.strftime('%Y-%m-%d'),
frequency=frequency, adjustflag=adjustflag)
datapath = 'D:/baostock/' + frequency + '/' + code + '.csv'
out_df = k_rs.get_data()
if DROP_SUSPENSION and 'volume' in list(out_df):
out_df.drop(out_df[out_df.volume == '0'].index, inplace=True)
# 做time转换
if frequency in ['5', '15', '30', '60'] and 'time' in list(out_df):
out_df['time'] = out_df['time'].apply(convert_time)
out_df.to_csv(datapath, encoding='gbk', index=False)
def update_stk_list(date=None):
# 获取指定日期的指数、股票数据
stock_rs = bs.query_all_stock(date)
stock_df = stock_rs.get_data()
print(stock_df)
stock_df.drop(stock_df[stock_df.code < 'sh.600000'].index, inplace=True)
stock_df.drop(stock_df[stock_df.code > 'sz.399000'].index, inplace=True)
stock_df = stock_df['code']
return stock_df.tolist()
if __name__ == '__main__':
bs.login()
# 首次运行
# stk_list = update_stk_list(datetime.date.today() - datetime.timedelta(days=31))
# print(stk_list)
# 非首次运行
stk_list = load_stk_list()
# 下载日线
download_data(stk_list)
bs.logout()