Math Mad wrote a third-party data acquisition version of JS a long time ago, and I copied it to a Python version, which I can download and install on a cloud server, so it can be used for research. update 12.01 and the messenger interface have changed more than 60 minutes and the information on the perimeter line, the original version selecting 1440 will get a 60 minute k line, here's the fix
#coding: utf-8
import urllib2 as url
import json
import time
def hxRecords(instrument,timeFrame=1,size=1,includeLastBar=True,to_df=True):
##从和讯获取期货实时数据
pInst=instrument.lower()
if pInst[-4]!='1':
pInst=pInst[:-3]+'1'+pInst[-3:]
xchg=None
for i in instList:
if pInst[:-4] in i['inst']:
xchg=i['xchg']
if xchg is None:
print ("获取K线时发生错误: 找不到合约")
return None
tfs=[1,5,15,30,60,'D','W']
tf=None
for i in range(len(tfs)):
if timeFrame==tfs[i]:
tf=i
if tf is None:
print("获取K线时发生错误: K线周期不正确")
return None
now=time.localtime()
timestr=str(now.tm_year+1)+str(12)+str(31)+'000000'
resp='http://webftcn.hermes.hexun.com/shf/kline?code=' + xchg + pInst + '&start=' + timestr + '&number=-' + str(size) + '&type=' + str(tf)
try:
resp=url.urlopen(resp)
resp=resp.read()[1:-2]
resp=json.loads(resp)['Data']
except:
print '获取K线时发生错误: 不完整的JSON数据'
return None
re=[]
pw=float(resp[4])
for i in resp[0]:
res=dict(Time=time.mktime(time.strptime(str(i[0]),'%Y%m%d%H%M%S'))*1000,Open=i[2]/pw,High=i[4]/pw
,Low=i[5]/pw,Close=i[3]/pw,Volume=i[6])
re.append(res)
if to_df:
re=pd.DataFrame(re)
col=[]
for i in re.columns:
if i is 'Time':
i='Date'
col.append(i.lower())
re.columns=col
re['date']=re['date'].map(ts_dt64)
return re
instList = [{
"xchg": "SHFE",
"inst": ["fu", "ru", "wr"]
}, {
"xchg": "SHFE2",
"inst": ["ag", "au"]
}, {
"xchg": "SHFE3",
"inst": ["al", "bu", "cu", "hc", "ni", "pb", "rb", "sn", "zn"]
}, {
"xchg": "CZCE",
"inst": ["cf", "fg", "lr", "ma", "oi", "pm", "ri", "rm", "rs", "sf", "sm", "sr", "ta", "wh", "zc"]
}, {
"xchg": "DCE",
"inst": ["a", "b", "bb", "c", "cs", "fb", "i", "j", "jd", "jm", "l", "m", "p", "pp", "v", "y"]
}]
def main():
Log(exchange.GetAccount())
ZeroThis is very useful, and the data in the news is more authoritative, supporting open source!!!