vxData

中国A股市场的开源数据集合

数据介绍

1. 交易状态 （stock.market_status）

from vxData import stock
print(stock.market_status)
# 返回当前市场交易状态: close, trading, break

2. 交易时间

from vxData import stock
# 最近交易日早上开盘时间
print(stock.market_am_open)

# 最近交易日早上收盘时间
print(stock.market_am_close)

# 最近交易日下午开盘时间
print(stock.market_fm_open)

# 最近交易日下午收盘时间
print(stock.market_fm_close)

3. 实时行情接口（level 1)

from vxData import stock

print(stock.hq('sz150023','sz150022'))

返回一个dataframe格式：

index：symbol

columns:[
    "name", "open", "yclose", "lasttrade", "high", "low", "bid", "ask",
    "volume", "amount", "bid1_m", "bid1_p", "bid2_m", "bid2_p", "bid3_m",
    "bid3_p", "bid4_m", "bid4_p", "bid5_m", "bid5_p", "ask1_m", "ask1_p",
    "ask2_m", "ask2_p", "ask3_m", "ask3_p", "ask4_m", "ask4_p", "ask5_m",
    "ask5_p", "date", "time", "status"
]

4. 历史行情接口

from vxData import stock

print(stock.bar('sz150023', start='2016-01-01', ktype='D', adjtype='forward')

如果当前为交易时间，则bar返回当天数据时，自动将当前行情添加进来。

返回一个dataframe格式:

index: date

columns:['date', 'open', 'close', 'high', 'low', 'yclose', 'volume']

5. 分时数据

from vxData import stock

print(stock.tick('sz300104', '2016-01-01')

返回当天的分时数据

index: date

columns: ['symbol', 'type', 'price', 'change', 'amount']