QATdx.py 文件源码

def QA_fetch_get_future_day(code, start_date, end_date, level='day', ip=best_ip['future'], port=7727):
    '???? ??'

    apix = TdxExHq_API()
    start_date = str(start_date)[0:10]
    today_ = datetime.date.today()
    lens = QA_util_get_trade_gap(start_date, today_)
    global extension_market_info
    extension_market_info=QA_fetch_get_future_list() if extension_market_info is None else extension_market_info

    with apix.connect(ip, port):
        code_market = extension_market_info.query('code=="{}"'.format(code))

        data = pd.concat([apix.to_df(apix.get_instrument_bars(_select_type(
            level), int(code_market.market), str(code),(int(lens / 700) - i) * 700, 700))for i in range(int(lens / 700) + 1)], axis=0)
        data = data.assign(date=data['datetime'].apply(lambda x: str(x[0:10]))).assign(code=str(code))\
            .assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10]))).set_index('date', drop=False, inplace=False)

        return data.drop(['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)[start_date:end_date].assign(date=data['date'].apply(lambda x: str(x)[0:10]))