2、Python量化交易-获取信息

• 一、tick数据获取的三种方式
• 二、pycharm实现数据获取
• • 1 - 调用接口获取并添加refer
  • 2 - 分割解析价格与时间
  • 3 - 增加时间判断

• 1、通过类似期货CTP接口的模式获取
• 2、通过券商获取tick数据
• 3、爬虫方式获取tick数据

如果import requests报错

• 使用requests获取对应的数据

import requests

headers = {'Referer': "https://finance.sina.com.cn"}

page = requests.get("https://hq.sinajs.cn/list=sh600519", headers=headers)
stock_info = page.text

print(stock_info)

import time

import requests
from time import sleep


def get_tick():
    headers = {'Referer': "https://finance.sina.com.cn"}

    page = requests.get("https://hq.sinajs.cn/list=sh600519", headers=headers)
    stock_info = page.text
    mt_info = stock_info.replace(""", "").split("=")[1].split(",")

    # 收盘价
    last = float(mt_info[1])
    trade_datetime = mt_info[30] + ' ' + mt_info[31]

    tick = (time.strftime("%H:%M:%S", time.localtime()), last, trade_datetime)
    return tick

while True:
    last_tick = get_tick()
    print(last_tick)
    sleep(3)

• from dateutil import parser：在Terminal执行pip install python-dateutil

import requests
from time import sleep
from datetime import time
from dateutil import parser


def get_tick():
    headers = {'Referer': "https://finance.sina.com.cn"}

    page = requests.get("https://hq.sinajs.cn/list=sh600519", headers=headers)
    stock_info = page.text
    mt_info = stock_info.replace(""", "").split("=")[1].split(",")

    # 收盘价
    last = float(mt_info[1])
    trade_datetime = mt_info[30] + ' ' + mt_info[31]

    tick = (last, trade_datetime)
    return tick


trade_time = time(9, 30) # 交易时间是9：30-15：00
while time(9) < trade_time < time(15):
    last_tick = get_tick()
    print(last_tick)
    trade_time = parser.parse(last_tick[1]).time()
    sleep(3)
print("job done")