Kepler Wind
优雅的量化数据访问接口，基于 Wind 金融终端数据库。
安装
pip install kepler-wind
快速开始
from kepler.wind import Wind
w = Wind()
API 设计
按资产分类，每个资产提供截面和时序查询方法。
股票池
# 当前成分股
w.universe.members("HS300")
# 历史成分股
w.universe.at("HS300", "20240101")
# 完整变更历史
w.universe.history("HS300")
# 支持的指数
w.universe.members("A") # 全A股
w.universe.members("ZZ500") # 中证500
w.universe.members("MSCI") # MSCI
指数
# 历史数据（自动识别指数类型）
w.index.history("000001.SH") # 普通指数
w.index.history("801010.SI") # 申万指数
w.index.history("CI005001.WI") # 中信指数
w.index.history("884001.WI") # Wind行业指数
w.index.history(["000001.SH", "801010.SI"]) # 混合查询
收益率
# 截面：某日所有股票收益率
w.returns.on("20240101")
# 时序：日收益率
w.returns.daily("000001.SZ")
w.returns.daily(["000001.SZ", "000002.SZ"])
行业
# A股行业（中信分类）
w.industry.on("20240101") # 截面：某日所有股票行业
w.industry.on("20240101", level=2) # 二级行业
w.industry.of("000001.SZ") # 单股行业
w.industry.of("000001.SZ", date="20240101")
# 港股行业
w.industry_hk.on("20240101") # 港股中信行业（默认）
w.industry_hk.on("20240101", source="wind") # 港股Wind一级行业
w.industry_hk.on("20240101", source="wind", level=2) # 港股Wind二级行业
w.industry_hk.of("0001.HK", date="20240101")
基金
# 筛选基金
w.fund.filter(type="股票型")
迁移指南
从旧版本迁移到新版本的 API 对照：
股票池
| 旧 API | 新 API |
|---|---|
universe_A() |
w.universe.members("A") |
universe_A(cur_sign=False) |
w.universe.history("A") |
universe_normal("HS300") |
w.universe.members("HS300") |
universe_normal("HS300", cur_sign=False) |
w.universe.at("HS300", date) |
universe_msci() |
w.universe.members("MSCI") |
Universe("HS300") |
w.universe.members("HS300") |
get_all_normal_index("HS300") |
w.universe.members("HS300") |
get_all_msci() |
w.universe.members("MSCI") |
get_all_stk() |
w.universe.members("A") |
get_all_hk("HS300") |
w.universe.members("HK") |
指数
| 旧 API | 新 API |
|---|---|
get_index_data("000001.SH") |
w.index.history("000001.SH") |
get_index_data(["000001.SH", "801010.SI"]) |
w.index.history(["000001.SH", "801010.SI"]) |
get_index_data_tmp(codes, "zx") |
w.index.history(codes) (自动识别) |
收益率
| 旧 API | 新 API |
|---|---|
get_daily_ret("000001.SZ") |
w.returns.daily("000001.SZ") |
get_daily_ret(["000001.SZ", "000002.SZ"]) |
w.returns.daily(["000001.SZ", "000002.SZ"]) |
行业
| 旧 API | 新 API |
|---|---|
get_industry("20240101") |
w.industry.on("20240101") |
get_industry("20240101", sid="000001.SZ") |
w.industry.of("000001.SZ", date="20240101") |
get_industry("20240101", level=2) |
w.industry.on("20240101", level=2) |
get_industry_hk("20240101") |
w.industry_hk.on("20240101") |
get_industry_windhk("20240101", level=2) |
w.industry_hk.on("20240101", source="wind", level=2) |
基金
| 旧 API | 新 API |
|---|---|
get_fund_list() |
w.fund.filter() |
get_fund_filter("股票型") |
w.fund.filter(type="股票型") |
配置
方式一：配置文件
配置文件位于 ~/.kepler/wind/wind.toml：
[wind]
engine = "mysql+pymysql://user:pass@host:3306/db"
schema = "" # MySQL 留空，PostgreSQL 填 "public"
方式二：代码传入
from kepler.wind import Wind
# MySQL
w = Wind(url="mysql+pymysql://user:pass@host:3306/wind")
# PostgreSQL
w = Wind(url="postgresql://user:pass@host:5432/db", schema="public")
依赖
- kepler-atlas >= 0.1.5
- kepler-pulse >= 0.1.8
- pandas
- sqlalchemy
License
MIT
1 maintainer
Metadata
1 maintainer
Release files for kepler.wind 0.3.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | Provenance | |
|---|---|---|---|---|
| kepler_wind-0.3.0.tar.gz | 32.9 kB | Without provenance | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| kepler_wind-0.3.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 66.4 kB
Release files / kepler_wind-0.3.0.tar.gz
| Download URL | kepler_wind-0.3.0.tar.gz |
|---|---|
| Size | 32.9 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
40bbe098c0aa382f715c2a06f9e4f7f632974a8f32cb8983976bfcf4f2641564
|
|
BLAKE2b-256 checksum How to use checksums |
3887b296a169e81ab3c59e7f3703fad9b4059fed7ec650eabe385932404da4b9
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/6.2.0 CPython/3.11.15
|
Release files / kepler_wind-0.3.0-py3-none-any.whl
| Download URL | kepler_wind-0.3.0-py3-none-any.whl |
|---|---|
| Size | 33.5 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
c3a504377feb132eb9c3321fd83cddeb24f80874b473400cedee1d6e990da768
|
|
BLAKE2b-256 checksum How to use checksums |
982908d3edbd4992174f994b9c1945131d40b565bf174e813a011f32f0327c7a
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/6.2.0 CPython/3.11.15
|
Security for kepler.wind 0.3.0
Provenance
Provenance describes where a file came from. On PyPI, provenance is shared via attestations, which provide a verifiable record of the build or publishing details. View details, limitations and caveats.
No provenance found
None of the files in this release were uploaded with provenance metadata.
A note on package security
PyPI is a repository for distributing packages, not a service for auditing them. While third-party security researchers and our staff do their best to detect and remove malicious packages, PyPI cannot guarantee the quality, security or suitability of any given package.
To learn more about protecting yourself from malicious actors, visit our package security documentation.
