unified,modular quantitative system for human beings
Project description
说明
jqdatapy为聚宽数据http接口的python封装，为官方jqdatasdk的轻量替代。
其目的在于减少依赖，解决版本冲突，在zvt中用于数据的本地化，
特性
- 原始封装，方法名和字段跟官方文档一致
- 自动化保留token，按需请求
- 只依赖requests和pandas(可用最新版)
安装
pip install jqdatapy
pip show jqdatapy
更新到最新版本
pip install --upgrade jqdatapy
使用
初始化环境，会自动本地化token
In [1]: from jqdatapy import *
In [2]: init_env(username='聚宽注册手机',password='密码')
api使用
In [5]: print(get_bars(code='000338.XSHE'))
...: print(get_all_securities())
...: print(get_trade_days())
...: print(get_trade_days())
...: print(get_fundamentals(count=10))
...: print(get_mtss())
...: print(run_query(count=10, parse_dates=None))
date open close high low volume money paused high_limit low_limit avg pre_close
0 2020-09-14 14.24 14.35 14.43 14.22 24556166 3.514904e+08 0 15.59 12.75 14.31 14.17
1 2020-09-15 14.35 14.90 14.95 14.31 56693203 8.360576e+08 0 15.79 12.92 14.75 14.35
2 2020-09-16 14.83 15.02 15.34 14.75 49258551 7.402552e+08 0 16.39 13.41 15.03 14.90
3 2020-09-17 15.19 16.18 16.30 15.19 130136055 2.063710e+09 0 16.52 13.52 15.86 15.02
4 2020-09-18 16.35 16.59 16.65 16.23 112580041 1.854240e+09 0 17.80 14.56 16.47 16.18
5 2020-09-21 16.60 16.00 16.62 15.84 69804961 1.123414e+09 0 18.25 14.93 16.09 16.59
6 2020-09-22 15.85 15.62 16.04 15.54 50336697 7.942570e+08 0 17.60 14.40 15.78 16.00
7 2020-09-23 15.69 15.48 15.75 15.34 46083422 7.135471e+08 0 17.18 14.06 15.48 15.62
8 2020-09-24 15.34 15.08 15.37 15.04 37973611 5.750271e+08 0 17.03 13.93 15.14 15.48
9 2020-09-25 15.20 14.92 15.20 14.91 18540881 2.786308e+08 0 16.59 13.57 15.03 15.08
code display_name name start_date end_date type
0 000001.XSHE 平安银行 PAYX 1991-04-03 2200-01-01 stock
1 000002.XSHE 万科A WKA 1991-01-29 2200-01-01 stock
2 000004.XSHE 国农科技 GNKJ 1990-12-01 2200-01-01 stock
3 000005.XSHE 世纪星源 SJXY 1990-12-10 2200-01-01 stock
4 000006.XSHE 深振业A SZYA 1992-04-27 2200-01-01 stock
... ... ... ... ... ... ...
4126 688596.XSHG 正帆科技 ZFKJ 2020-08-20 2200-01-01 stock
4127 688598.XSHG 金博股份 JBGF 2020-05-18 2200-01-01 stock
4128 688599.XSHG 天合光能 THGN 2020-06-10 2200-01-01 stock
4129 688600.XSHG 皖仪科技 WYKJ 2020-07-03 2200-01-01 stock
4130 688981.XSHG 中芯国际 ZXGJ 2020-07-16 2200-01-01 stock
[4131 rows x 6 columns]
0
0 2004-11-08
1 2004-11-09
2 2004-11-10
3 2004-11-11
4 2004-11-12
... ...
3861 2020-09-21
3862 2020-09-22
3863 2020-09-23
3864 2020-09-24
3865 2020-09-25
[3866 rows x 1 columns]
0
0 2004-11-08
1 2004-11-09
2 2004-11-10
3 2004-11-11
4 2004-11-12
... ...
3861 2020-09-21
3862 2020-09-22
3863 2020-09-23
3864 2020-09-24
3865 2020-09-25
[3866 rows x 1 columns]
id code day pubDate statDate periodStart ... retained_profit foreign_currency_report_conv_diff equities_parent_company_owners minority_interests total_owner_equities total_sheet_owner_equities
0 28053040.0 000001.XSHE 2020-09-16 2020-08-28 2020-06-30 2020-08-28 ... 1.219440e+11 NaN 3.513970e+11 NaN 3.513970e+11 4.178622e+12
1 28053042.0 000001.XSHE 2020-09-17 2020-08-28 2020-06-30 2020-08-28 ... 1.219440e+11 NaN 3.513970e+11 NaN 3.513970e+11 4.178622e+12
2 28053044.0 000001.XSHE 2020-09-18 2020-08-28 2020-06-30 2020-08-28 ... 1.219440e+11 NaN 3.513970e+11 NaN 3.513970e+11 4.178622e+12
3 28053044.0 000001.XSHE 2020-09-19 2020-08-28 2020-06-30 2020-08-28 ... 1.219440e+11 NaN 3.513970e+11 NaN 3.513970e+11 4.178622e+12
4 28053044.0 000001.XSHE 2020-09-20 2020-08-28 2020-06-30 2020-08-28 ... 1.219440e+11 NaN 3.513970e+11 NaN 3.513970e+11 4.178622e+12
5 28053046.0 000001.XSHE 2020-09-21 2020-08-28 2020-06-30 2020-08-28 ... 1.219440e+11 NaN 3.513970e+11 NaN 3.513970e+11 4.178622e+12
6 28053048.0 000001.XSHE 2020-09-22 2020-08-28 2020-06-30 2020-08-28 ... 1.219440e+11 NaN 3.513970e+11 NaN 3.513970e+11 4.178622e+12
7 28053048.0 000001.XSHE 2020-09-23 2020-08-28 2020-06-30 2020-08-28 ... 1.219440e+11 NaN 3.513970e+11 NaN 3.513970e+11 4.178622e+12
8 28053048.0 000001.XSHE 2020-09-24 2020-08-28 2020-06-30 2020-08-28 ... 1.219440e+11 NaN 3.513970e+11 NaN 3.513970e+11 4.178622e+12
9 28053050.0 000001.XSHE 2020-09-25 2020-08-28 2020-06-30 2020-08-28 ... 1.219440e+11 NaN 3.513970e+11 NaN 3.513970e+11 4.178622e+12
[10 rows x 89 columns]
date sec_code fin_value fin_buy_value fin_refund_value sec_value sec_sell_value sec_refund_value fin_sec_value
0 2010-03-31 000001.XSHE 4730 4730 0 2100 2100 0 53450
1 2010-04-01 000001.XSHE 4730 0 0 0 0 2100 4730
2 2010-04-02 000001.XSHE 4712 2347 2365 0 0 0 4712
3 2010-04-06 000001.XSHE 4712 0 0 0 0 0 4712
4 2010-04-07 000001.XSHE 4712 0 0 0 0 0 4712
... ... ... ... ... ... ... ... ... ...
2548 2020-09-18 000001.XSHE 3919556191 238189827 270275976 67512142 120200 234200 5004476313
2549 2020-09-21 000001.XSHE 3849371241 108081360 178266310 66813349 429500 1128293 4909030957
2550 2020-09-22 000001.XSHE 3855420696 106478290 100428835 70238849 3559400 133900 4949039576
2551 2020-09-23 000001.XSHE 3744883578 71282484 181819602 71950394 1788079 76534 4869468236
2552 2020-09-24 000001.XSHE 3771133403 113139423 86889598 72439450 1561856 1072800 4866417887
[2553 rows x 9 columns]
id exchange_code exchange_name date total_market_cap circulating_market_cap volume money deal_number pe_average turnover_ratio
0 1 322002 上海A股 2005-01-04 25228.240618 6941.067590 80648.3466 43.888276 42.2473 23.817 0.6368
1 2 322003 上海B股 2005-01-04 298.830614 298.830614 1019.3588 0.311245 0.4442 20.065 0.1018
2 3 322001 上海市场 2005-01-04 25527.071233 7239.898204 81667.7054 44.199521 42.6915 23.768 0.5976
3 4 322006 中小企业板 2005-01-04 409.450000 118.850000 800.0000 1.190000 1.4600 31.030 NaN
4 5 322004 深圳市场 2005-01-04 10859.540000 4279.140000 NaN 24.740000 NaN 24.220 0.5300
5 6 322002 上海A股 2005-01-05 25408.493484 7022.186703 85238.5339 48.680153 52.7249 23.978 0.6731
6 7 322003 上海B股 2005-01-05 306.795402 306.795402 1597.9846 0.500740 0.6206 20.629 0.1595
7 8 322001 上海市场 2005-01-05 25715.288885 7328.982104 86836.5185 49.180893 53.3455 23.934 0.6354
8 9 322006 中小企业板 2005-01-05 415.900000 120.760000 1000.0000 1.370000 1.6800 31.520 NaN
9 10 322004 深圳市场 2005-01-05 11021.380000 4347.240000 NaN 30.500000 NaN 24.570 0.6700
联系
微信 foolcage
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