rainiee-data 1.2.0

rainiee stock data api

• easy to use as most of the data returned are json

Installation

pip install rainiee_data==1.2.0 from rainiee_data.rainiee_client import RainieeClient client = RainieeClient(username,password)

Upgrade

pip install rainiee_data==1.2.0 –upgrade

Quick Start

cn_index

1: cn_index_basic

rainiee_client.cn_index_basic(‘SSE’) #//SSE = 上交所指数 SZSE = 深交所指数

2: cn_index_composition

rainiee_client.cn_index_composition(‘000001.SH’)

3: cn_index_composition_weight

rainiee_client.cn_index_composition_weight(‘000001.SH’)

4: cn_index_eod

rainiee_client.cn_index_eod(‘399654.SZ’,564,600)

cn_stock

1: cn_stock_eod

rainiee_client.cn_stock_eod(‘300647.sz’,2581,2581)

2: cn_stock_realtime

rainiee_client.cn_stock_realtime(‘300647.sz’)

3: cn_symbol_list

rainiee_client.cn_symbol_list(‘chuangyeban’)

cn_stockstats

1: cn_stockstats_list

rainiee_client.cn_stockstats_list(‘300647.sz’,2581,2581)

2: cn_stockstats_sort

rainiee_client.cn_stockstats_sort(‘daily_return_ma5’,2581,2581)

3: cn_stockstats_top_turnover_rate

rainiee_client.cn_stockstats_top_turnover_rate(20,2581)

4: cn_stockstats_is_enter_market

rainiee_client.cn_stockstats_is_enter_market(2581,1.03,13)

5: cn_stockstats_latest_returns

rainiee_client.cn_stockstats_latest_returns(‘300647.sz’,20)

6: cn_stockstats_eod_portf_return

portf = [{‘percentage’:1.0,’symbol’:’300547.sz’},{‘percentage’:0.5,’symbol’:’300647.sz’}] rainiee_client.cn_stockstats_eod_portf_return(portf,2581))

7: cn_stockstats_returns_matrix

symbol_list =[‘300370.sz’,’300102.sz’,’300345.sz’,’300341.sz’,’300806.sz’,’300249.sz’,’300727.sz’,’300373.sz’,’300808.sz’, ‘300474.sz’,’300805.sz’,’300803.sz’] rainiee_client.cn_stockstats_returns_matrix(symbol_list,2581,2581)

algorithm

1: algorithm_solve_vanilla_mvo

symbol_list = [‘300370.sz’,’300102.sz’,’300345.sz’] rainiee_client.algorithm_solve_vanilla_mvo(symbol_list,2350,2360)

2: algorithm_solve_maximize_sharpe

symbol_list = [‘300370.sz’,’300102.sz’,’300345.sz’] rainiee_client.algorithm_solve_maximize_sharpe(symbol_list,2350,2360)

3: algorithm_solve_vanilla_mvo_realtime

symbol_list = [‘300370.sz’,’300102.sz’,’300345.sz’] rainiee_client.algorithm_solve_vanilla_mvo_realtime(symbol_list,2350,2360)

4: monitoring_baseline

portf = [{‘percentage’: 1.0, ‘symbol’: ‘300547.sz’}, {‘percentage’: 0.5, ‘symbol’: ‘300647.sz’}] hold_index = 2530 hold_period = 5 rainiee_client.monitoring_baseline(portf,hold_index,hold_period)

index

1：get_trade_index

start_index = client.get_trade_index(‘20200731’)

2：get_trade_date

start_index = client.get_trade_date(2571)