Python TdxHq_API.get_security_quotes方法代码示例

# 需要导入模块: from pytdx.hq import TdxHq_API [as 别名]
# 或者: from pytdx.hq.TdxHq_API import get_security_quotes [as 别名]
def QA_fetch_get_stock_realtime(code=['000001', '000002'], ip=best_ip, port=7709):
    api = TdxHq_API()
    __data = pd.DataFrame()
    with api.connect(ip, port):
        code = [code] if type(code) is str else code
        for id_ in range(int(len(code) / 80) + 1):
            __data = __data.append(api.to_df(api.get_security_quotes(
                [(__select_market_code(x), x) for x in code[80 * id_:80 * (id_ + 1)]])))
            __data['datetime'] = datetime.datetime.now()
        data = __data[['datetime', 'code', 'open', 'high', 'low', 'price']]
        return data.set_index('code', drop=False, inplace=False)

# 需要导入模块: from pytdx.hq import TdxHq_API [as 别名]
# 或者: from pytdx.hq.TdxHq_API import get_security_quotes [as 别名]
def QA_fetch_depth_market_data(code=['000001', '000002'], ip=None, port=None):
    global best_ip
    if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
        best_ip = select_best_ip()
        ip = best_ip['stock']['ip']
        port = best_ip['stock']['port']
    elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
        ip = best_ip['stock']['ip']
        port = best_ip['stock']['port']
    else:
        pass
    api = TdxHq_API()
    __data = pd.DataFrame()
    with api.connect(ip, port):
        code = [code] if type(code) is str else code
        for id_ in range(int(len(code) / 80) + 1):
            __data = __data.append(api.to_df(api.get_security_quotes(
                [(_select_market_code(x), x) for x in code[80 * id_:80 * (id_ + 1)]])))
            __data['datetime'] = datetime.datetime.now()
        data = __data[['datetime', 'active1', 'active2', 'last_close', 'code', 'open', 'high', 'low', 'price', 'cur_vol',
                       's_vol', 'b_vol', 'vol', 'ask1', 'ask_vol1', 'bid1', 'bid_vol1', 'ask2', 'ask_vol2',
                       'bid2', 'bid_vol2', 'ask3', 'ask_vol3', 'bid3', 'bid_vol3', 'ask4',
                       'ask_vol4', 'bid4', 'bid_vol4', 'ask5', 'ask_vol5', 'bid5', 'bid_vol5']]
        return data.set_index(['datetime', 'code'], drop=False, inplace=False)

# 需要导入模块: from pytdx.hq import TdxHq_API [as 别名]
# 或者: from pytdx.hq.TdxHq_API import get_security_quotes [as 别名]
def test_all_functions(multithread, heartbeat, auto_retry, raise_exception):

    api = TdxHq_API(multithread=multithread, heartbeat=heartbeat,
                    auto_retry=auto_retry, raise_exception=raise_exception)
    with api.connect(time_out=30):
        log.info("获取股票行情")
        stocks = api.get_security_quotes([(0, "000001"), (1, "600300")])
        assert stocks is not None
        assert type(stocks) is list

        # 方法2
        stocks = api.get_security_quotes(0, "000001")
        assert stocks is not None
        assert type(stocks) is list

        # 方法3
        stocks = api.get_security_quotes((0, "000001"))
        assert stocks is not None
        assert type(stocks) is list

        log.info("获取k线")
        data = api.get_security_bars(9, 0, '000001', 4, 3)
        assert data is not None
        assert type(data) is list
        assert len(data) == 3

        log.info("获取 深市 股票数量")
        assert api.get_security_count(0) > 0

        log.info("获取股票列表")
        stocks = api.get_security_list(1, 0)
        assert stocks is not None
        assert type(stocks) is list
        assert len(stocks) > 0

        log.info("获取指数k线")
        data = api.get_index_bars(9, 1, '000001', 1, 2)
        assert data is not None
        assert type(data) is list
        assert len(data) == 2

        log.info("查询分时行情")
        data = api.get_minute_time_data(TDXParams.MARKET_SH, '600300')
        assert data is not None

        log.info("查询历史分时行情")
        data = api.get_history_minute_time_data(
            TDXParams.MARKET_SH, '600300', 20161209)
        assert data is not None
        assert type(data) is list
        assert len(data) > 0

        log.info("查询分时成交")
        data = api.get_transaction_data(TDXParams.MARKET_SZ, '000001', 0, 30)
        assert data is not None
        assert type(data) is list

        log.info("查询历史分时成交")
        data = api.get_history_transaction_data(
            TDXParams.MARKET_SZ, '000001', 0, 10, 20170209)

        assert data is not None
        assert type(data) is list
        assert len(data) == 10

        log.info("查询公司信息目录")
        data = api.get_company_info_category(TDXParams.MARKET_SZ, '000001')
        assert data is not None
        assert type(data) is list
        assert len(data) > 0

        start = data[0]['start']
        length = data[0]['length']
        log.info("读取公司信息-最新提示")
        data = api.get_company_info_content(
            0, '000001', '000001.txt', start, length)
        assert data is not None
        assert len(data) > 0

        log.info("读取除权除息信息")
        data = api.get_xdxr_info(1, '600300')
        assert data is not None
        assert type(data) is list
        assert len(data) > 0

        log.info("读取财务信息")
        data = api.get_finance_info(0, '000001')
        assert data is not None
        assert type(data) is OrderedDict
        assert len(data) > 0

        log.info("日线级别k线获取函数")
        data = api.get_k_data('000001', '2017-07-01', '2017-07-10')
        assert type(data) is pd.DataFrame
        assert len(data) == 6

        log.info("获取板块信息")
        data = api.get_and_parse_block_info(TDXParams.BLOCK_FG)
        assert data is not None
        assert type(data) is list
#.........这里部分代码省略.........

# 需要导入模块: from pytdx.hq import TdxHq_API [as 别名]
# 或者: from pytdx.hq.TdxHq_API import get_security_quotes [as 别名]
    def single_client_benchmark(ip):

        def _log(msg):
            click.echo("HQ_BENCHMARK: [{:15s}] {} ".format(ip, datetime.datetime.now()) + msg)

        def _grouped_list(stocks):
            return [stocks[i:i + GET_QUOTES_PER_GROUPS] for i in range(0, len(stocks), GET_QUOTES_PER_GROUPS)]

        _log("start benchmark")

        total_time = connecting_time = get_security_count_time = get_security_list_time = get_security_quotes_time = num = 0

        start_time = time.time()
        last_time = start_time

        try:
            api = TdxHq_API(multithread=True)

            port = 7709

            if ":" in ip:
                ip, port = ip.split(':')
                port = int(port)

            with api.connect(ip=ip, port=port):
                _log("connected")
                cur_time = time.time()
                connecting_time = cur_time - last_time
                last_time = cur_time
                _log("connecting time is {}".format(connecting_time))

                num = api.get_security_count(0)
                _log("all shenzhen market stock count is {}".format(num))

                cur_time = time.time()
                get_security_count_time = cur_time - last_time
                last_time = cur_time
                _log("get_security_count_time is {}".format(get_security_count_time))

                all = []
                for i in range((num // 1000) + 1):
                    offset = i * 1000
                    section = api.get_security_list(0, offset)
                    all = all + section

                cur_time = time.time()
                get_security_list_time = cur_time - last_time
                last_time = cur_time

                _log("get_security_list_time is {}".format(get_security_list_time))

                codes = [one['code'] for one in all]

                results = []
                for stocks in _grouped_list(codes):
                    req_list = [(0, code) for code in stocks]
                    one_results = api.get_security_quotes(req_list)
                    results = results + one_results

                cur_time = time.time()
                get_security_quotes_time = cur_time - last_time
                last_time = cur_time
                _log("get_security_quotes_time is {}".format(get_security_quotes_time))

                total_time = last_time - start_time

                _log("total_time is {}".format(total_time))

            _log("end benchmark")
        except Exception as e:
            _log("hit exception " + str(e))

        return {
            "ip": ip,
            "total_time": total_time,
            "connecting_time": connecting_time,
            "get_security_count_time": get_security_count_time,
            "get_security_list_time": get_security_list_time,
            "get_security_quotes_time": get_security_quotes_time,
            "security_count": num
        }