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Wind 数据本地转发 API 客户端 - 简单易用的 Wind 金融数据接口

Project description

Wind Linker

Wind 数据本地转发 API 客户端 - 简单易用,无需直接调用 HTTP 接口。

PyPI version Python versions

快速开始

1. 安装

方法一: 从 PyPI 安装 (推荐)

pip install wind-linker

如果需要 pandas 支持:

pip install wind-linker[pandas]

方法二: 从源码安装

git clone https://github.com/cdg/wind-linker.git
cd wind-linker/wind_linker
pip install -e .

2. 配置 API 地址

python -m wind_linker config http://192.168.10.10:10010

3. 使用

from wind_linker import w

# 获取历史数据
data = w.wsd("000001.SZ", "close", "2025-01-01", "2025-01-10")
print(data.Data)

# 转换为 DataFrame
df = data.to_df()
print(df)

使用示例

历史数据

from wind_linker import w

# 单字段
data = w.wsd("000001.SZ", "close", "2025-01-01", "2025-01-10")
df = data.to_df()

# 多字段
data = w.wsd("000001.SZ", "open,high,low,close,volume", "2025-01-01", "2025-01-10")
df = data.to_df()

# 多品种
data = w.wsd("000001.SZ,600000.SH", "close", "2025-01-01", "2025-01-10")
df = data.to_df()

分钟数据

data = w.wsi("000001.SZ", "close,volume", "2025-01-10 09:30:00", "2025-01-10 15:00:00")
df = data.to_df()

实时行情

data = w.wsq("000001.SZ,600000.SH", "rt_last,rt_vol")
df = data.to_df()

板块成分

data = w.wset("sectorconstituent", "date=2025-01-10;sectorid=a001010100000000")
df = data.to_df()

批量查询

results = w.batch([
    'w.wsd("000001.SZ", "close", "2025-01-01", "2025-01-10")',
    'w.wsd("600000.SH", "close", "2025-01-01", "2025-01-10")'
])

for result in results:
    print(result.to_df())

自定义代码

data = w.execute('w.wsd("000001.SZ", "close", "2025-01-01", "2025-01-10")')
df = data.to_df()

配置方式

方法 1: 命令行配置 (推荐)

python -m wind_linker config http://192.168.10.10:10010

查看当前配置:

python -m wind_linker show

方法 2: 环境变量

# Windows
set WIND_API_URL=http://192.168.10.10:10010

# Linux/Mac
export WIND_API_URL=http://192.168.10.10:10010

方法 3: 代码中指定

from wind_linker import WindAPI

w = WindAPI(base_url="http://192.168.10.10:10010")

配置优先级: 代码指定 > 环境变量 > 配置文件 > 默认值(localhost:10010)

API 参考

WindData 对象

返回的数据对象,包含以下属性:

  • ErrorCode: 错误码 (0 表示成功)
  • Codes: 股票代码列表
  • Fields: 字段列表
  • Times: 时间列表
  • Data: 数据列表
  • to_df(): 转换为 pandas DataFrame (需要安装 pandas)

WindAPI 方法

  • wsd(codes, fields, begin_time, end_time, options=""): 历史数据
  • wsi(codes, fields, begin_time, end_time, options=""): 分钟数据
  • wsq(codes, fields="rt_last"): 实时行情
  • wset(tablename, options=""): 板块成分
  • execute(code): 执行自定义代码
  • batch(codes): 批量执行
  • health(): 健康检查

安装要求

  • Python >= 3.7
  • requests >= 2.25.0
  • pandas >= 1.0.0 (可选,用于 DataFrame 支持)

更新

查看当前版本:

pip show wind-linker

更新到最新版本:

pip install --upgrade wind-linker

常见问题

1. 如何查看当前配置的 API 地址?

python -m wind_linker show

2. 如何切换不同的 API 服务器?

python -m wind_linker config http://新地址:端口

3. 返回数据为空怎么办?

检查服务是否正常运行:

from wind_linker import w
print(w.health())

4. 如何开启调试模式?

from wind_linker import WindAPI

w = WindAPI(debug=True)
data = w.wsd("000001.SZ", "close", "2025-01-01", "2025-01-10")

许可证

MIT

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