数狂很早之前写了个js版本的第三方数据获取，我照着他的改写了个python版本的，可以下在云服务器上引入自己的包，这样研究时候也可以用。 update 12.01 和讯接口有变化多了60分钟和周线的信息，原版选择1440会获取60分钟的k线，这里fix了
#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())
Zero 这个很有用, 和讯的数据还是比较有权威的, 支持开源 !!!