Mendapatkan dan mengirim data berjangka (versi Python)

Penulis:edwardgyw, Tanggal: 2016-11-28 14:38:44
Tag:PythonExtent-APIKomoditas berjangka

Saya menulis versi python seperti yang dia lakukan, yang dapat dimasukkan ke dalam paket saya sendiri di server cloud, sehingga dapat digunakan untuk penelitian. update 12.01 dan antarmuka pesan telah berubah lebih dari 60 menit dan informasi garis lingkaran, versi aslinya memilih 1440 akan mendapatkan 60 menit garis k, di sini perbaikan

#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())

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