datacenter-datasdk 0.2.26

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

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