A tool for obtaining historical data of China stock market
Project description
- It’s easy to use because most of the data returned are pandas DataFrame objects
- We have our own data server, efficient and stable operation
- Free china stock market data
- Friendly to machine learning and data mining
Target Users
- China Financial Market Analyst
- Financial data analysis enthusiasts
- Quanters who are interested in china stock market
Installation
pip install baostock
Upgrade
pip install baostock –upgrade
Quick Start
import baostock as bs import pandas as pd # 登陆系统 lg = bs.login() # 显示登陆返回信息 print(lg.error_code) print(lg.error_msg) # 详细指标参数,参见“历史行情指标参数”章节 rs = bs.query_history_k_data("sh.601398", "date,code,open,high,low,close,volume,amount,adjustflag", start_date='2017-01-01', end_date='2017-01-31', frequency="d", adjustflag="3") print(rs.error_code) print(rs.error_msg) # 获取具体的信息 result_list = [] while (rs.error_code == '0') & rs.next(): # 分页查询,将每页信息合并在一起 result_list.append(rs.get_row_data()) result = pd.DataFrame(result_list, columns=rs.fields) result.to_csv("D:/history_k_data.csv", encoding="gbk", index=False) print(result) # 登出系统 bs.logout()
return:
date code open high low close preclose volume 0 2017-01-03 sh.601398 4.4000 4.4300 4.3900 4.4300 4.4100 104161632 1 2017-01-04 sh.601398 4.4200 4.4400 4.4100 4.4300 4.4300 118923425 2 2017-01-05 sh.601398 4.4300 4.4500 4.4200 4.4400 4.4300 87356137 3 2017-01-06 sh.601398 4.4400 4.4500 4.4300 4.4400 4.4400 87008191 4 2017-01-09 sh.601398 4.4500 4.4800 4.4300 4.4600 4.4400 117454094 5 2017-01-10 sh.601398 4.4500 4.4700 4.4400 4.4600 4.4600 63663257 6 2017-01-11 sh.601398 4.4600 4.4800 4.4500 4.4700 4.4600 52395427 7 2017-01-12 sh.601398 4.4600 4.4700 4.4400 4.4700 4.4700 62166279 amount adjustflag turn tradestatus 0 460087744.0000 3 0.038634 1 1 526408816.0000 3 0.044109 1 2 387580736.0000 3 0.032401 1 3 386138112.0000 3 0.032272 1 4 523539392.0000 3 0.043564 1 5 283646224.0000 3 0.023613 1 6 233898107.0000 3 0.019434 1 7 277258304.0000 3 0.023058 1
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