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ashare-quant-data-sdk

A 股量化数据 HTTP 客户端。安装后 from ashare_quant_data_sdk import QuantClient,只依赖 pandas,不含拉取与 ClickHouse 业务代码。

pip install ashare-quant-data-sdk
from ashare_quant_data_sdk import QuantClient, cols

c = QuantClient("http://127.0.0.1:8000")
bars = c.kline(symbol="600519", start="20240801", end="20240805", adj="qfq")
snap = c.snapshot(trade_date="20240819", symbols=["600519", "000001"], adj="qfq")
df = c.fina(symbol="600519", start="20240101", end="20241231", fields=cols.fina.EPS_BASIC)
idx = c.index_list()
idx_bars = c.index_kline(index="000300", start="20240801", end="20240805", fields=cols.index_kline.CLOSE)
cons = c.index_constituents(index="000300", fields=cols.index_constituents.SYMBOL)

日期参数为 YYYYMMDD,区间两端包含。需先启动本仓库的 quant-data serve。直连 ClickHouse 请安装服务包 quant-data,使用 QuantClient.from_clickhouse()。

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