mirror of
https://github.com/dupenf/stock-lstm.git
synced 2024-11-25 16:22:36 +08:00
51 lines
1.7 KiB
Python
51 lines
1.7 KiB
Python
import baostock as bs
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import pandas as pd
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def download_code_hist(
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save_path="./datasets",
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code="sh.600000",
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start_date="2018-09-01",
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end_date="2024-06-30",
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freq="d",
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adjustflag="2"
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):
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lg = bs.login()
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#### 获取沪深A股历史K线数据 ####
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# 详细指标参数，参见“历史行情指标参数”章节；“分钟线”参数与“日线”参数不同。“分钟线”不包含指数。
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# 分钟线指标：date,time,code,open,high,low,close,volume,amount,adjustflag
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# 周月线指标：date,code,open,high,low,close,volume,amount,adjustflag,turn,pctChg
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fields = "date,time,code,open,high,low,close,volume,adjustflag",
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if freq == "d":
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fields = "date,code,open,high,low,close,preclose,volume,amount,adjustflag,turn,tradestatus,pctChg,isST"
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rs = bs.query_history_k_data_plus(
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code,
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# "date,time,code,open,high,low,close,volume,adjustflag",
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# "date,code,open,high,low,close,preclose,volume,amount,adjustflag,turn,tradestatus,pctChg,isST",
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fields=fields,
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start_date=start_date,
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end_date=end_date,
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frequency=freq,
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adjustflag=adjustflag, # hfq
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)
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#### 打印结果集 ####
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data_list = []
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while (rs.error_code == "0") & rs.next():
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# 获取一条记录，将记录合并在一起
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data_list.append(rs.get_row_data())
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result = pd.DataFrame(data_list, columns=rs.fields)
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# print(result)
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#### 结果集输出到csv文件 ####
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filename = save_path + "/" + code + ".csv"
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result.to_csv(filename, index=True)
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# print(result)
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print(result.head())
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bs.logout()
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download_code_hist() |