mootdx / mootdx Goto Github PK

View Code? Open in Web Editor NEW

597.0 14.0 240.0 12.01 MB

通达信数据读取的一个简便使用封装

Home Page: https://www.mootdx.com

License: MIT License

Python 96.16% Makefile 0.86% Dockerfile 0.46% JavaScript 2.52%

pytdx tdxpy tdx mootdx

mootdx's Introduction

通达信数据读取接口

如果喜欢本项目可以在右上角给颗⭐！你的支持是我最大的动力😎！

郑重声明: 本项目只作学习交流, 不得用于任何商业目的.

开源协议: MIT license
在线文档: https://www.mootdx.com
国内镜像: https://gitee.com/ibopo/mootdx
项目仓库: https://github.com/mootdx/mootdx
问题交流: https://github.com/mootdx/mootdx/issues

版本更新(倒序)

版本更新日志: https://mootdx.readthedocs.io/zh_CN/latest/history/

运行环境

操作系统: Windows / MacOS / Linux 都可以运行.
Python: 3.8 以及以上版本.

安装方法

新手建议使用 pip install -U 'mootdx[all]' 安装

PIP 安装方法

# 包含核心依赖安装
pip install 'mootdx'

# 包含命令行依赖安装, 如果使用命令行工具可以使用这种方式安装
pip install 'mootdx[cli]'

# 包含所有扩展依赖安装, 如果不清楚各种依赖关系就用这个命令
pip install 'mootdx[all]'

升级安装

pip install -U tdxpy mootdx

如果不清楚各种依赖关系就用这个命令 pip install -U 'mootdx[all]'

使用说明

以下只列举一些例子, 详细说明请查看在线文档: https://www.mootdx.com

通达信离线数据读取

from mootdx.reader import Reader

# market 参数 std 为标准市场(就是股票), ext 为扩展市场(期货，黄金等)
# tdxdir 是通达信的数据目录, 根据自己的情况修改

reader = Reader.factory(market='std', tdxdir='C:/new_tdx')

# 读取日线数据
reader.daily(symbol='600036')

# 读取分钟数据
reader.minute(symbol='600036')

# 读取时间线数据
reader.fzline(symbol='600036')

通达信线上行情读取

from mootdx.quotes import Quotes

# 标准市场
client = Quotes.factory(market='std', multithread=True, heartbeat=True)

# k 线数据
client.bars(symbol='600036', frequency=9, offset=10)

# 指数
client.index(symbol='000001', frequency=9)

# 分钟
client.minute(symbol='000001')

通达信财务数据读取

from mootdx.affair import Affair

# 远程文件列表
files = Affair.files()

# 下载单个
Affair.fetch(downdir='tmp', filename='gpcw19960630.zip')

# 下载全部
Affair.parse(downdir='tmp')

加微信交流

常见问题

M1 mac 系统PyMiniRacer不能使用，访问: https://github.com/sqreen/PyMiniRacer/issues/143

Stargazers over time

mootdx's People

Contributors

Stargazers

Watchers

Forkers

wangjild dst1213 hansel163 zuovj favoyang wesley1001 darwinwen zhutodd kaisanpao ywzda skanda-huayan lo106258 hermesgx adam1iu i0c1e jypkkjj swckira xchhmanong yy00528 wyrover jester94 falconerchen lee99 zhuce2022 tenndou damaike jikin001 skyformat99 pr-chen staring jacktbak lxycsu bamboo06 kknet meditatorv ee3316 tempbottle anwengel foundations mythkina pengniu azhou88 majinke zjnlove rayshifu 2efper lvshao1874 po-2005 qtpy b-xiang rankdang qwang-big me020523 harryhan1989 johannnnn506 bg9ezn coolstudio1678 prettywork2021 dragon86cn zbx911 mpquant lzjever canbaojun gitscami sundnnstore applegulu w8y8p8 ulandz dubodog xjhrack clooney2007 solarisyan 22cloud pyer-at-gh quant-camp dolphintwo sharplld99 lystill ja-l yihengsun heall1iu nicholasqu michelyao zhubingbing dao258 naich qian218 overfittingstudyroom charlesxu jonchin carrypink zhaoyuzhi983 zy0423 z-shuming 2259798112 zhengzhou-developers andrew361x dingo9 adtech1001 nevergreen

mootdx's Issues

项目生成exe后，执行mootdxClient.stocks(markey) 获得股票列表时，出错了：error: 'NoneType' object has no attribute 'write'

将项目生成exe可执行文件后，运行exe文件，当执行到mootdxClient.stocks(markey) 获得股票列表时，出错了：：error: 'NoneType' object has no attribute 'write'。调试模式没有问题，用老的通达信接口get_security_list(）没有这个问题，请帮忙确认一下！

client.bars(symbol, frequency, start, offset)中参数start如何填写？

start参数说明是起始位置，起始位置是什么意思，我测试输入‘2022-02-02’，不对；
输入整数，是可以，但是0，1，2等整数代表什么意思？
谢谢

月线取数出问题

`client = Quotes.factory(market='std')

bar=client.bars(symbol='600664', start=0,adjust='',frequency='mon',offset=800)

print(bar)`
使用上面方法取数的时候报下面的错误，返回日期格式有0000的情况

Traceback (most recent call last):
File "D:\anaconda3\envs\chanlunpy311\Lib\site-packages\dateutil\parser_parser.py", line 649, in parse
ret = self._build_naive(res, default)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\anaconda3\envs\chanlunpy311\Lib\site-packages\dateutil\parser_parser.py", line 1235, in _build_naive
naive = default.replace(**repl)
^^^^^^^^^^^^^^^^^^^^^^^
ValueError: month must be in 1..12

The above exception was the direct cause of the following exception:

Traceback (most recent call last):
File "pandas_libs\tslib.pyx", line 605, in pandas._libs.tslib.array_to_datetime
File "pandas_libs\tslibs\parsing.pyx", line 318, in pandas._libs.tslibs.parsing.parse_datetime_string
File "D:\anaconda3\envs\chanlunpy311\Lib\site-packages\dateutil\parser_parser.py", line 1368, in parse
return DEFAULTPARSER.parse(timestr, **kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\anaconda3\envs\chanlunpy311\Lib\site-packages\dateutil\parser_parser.py", line 651, in parse
six.raise_from(ParserError(str(e) + ": %s", timestr), e)
File "", line 3, in raise_from
dateutil.parser._parser.ParserError: month must be in 1..12: 0-00-00 15:00

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "pandas_libs\tslib.pyx", line 616, in pandas._libs.tslib.array_to_datetime
TypeError: invalid string coercion to datetime for "0-00-00 15:00" at position 102

During handling of the above exception, another exception occurred:

The above exception was the direct cause of the following exception:

Traceback (most recent call last):
File "E:\OpenSource\books\czsc_all\yijixiuxin\chanlun\trade\test\test5.py", line 12, in
bar=client.bars(symbol='600664', start=0,adjust='',frequency='mon',offset=800)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\anaconda3\envs\chanlunpy311\Lib\site-packages\mootdx\quotes.py", line 196, in bars
return to_data(result, symbol=symbol, client=self, **kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\anaconda3\envs\chanlunpy311\Lib\site-packages\mootdx\utils_init_.py", line 159, in to_data
result.index = pd.to_datetime(result.datetime)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\anaconda3\envs\chanlunpy311\Lib\site-packages\pandas\core\tools\datetimes.py", line 1068, in to_datetime
values = convert_listlike(arg._values, format)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\anaconda3\envs\chanlunpy311\Lib\site-packages\pandas\core\tools\datetimes.py", line 438, in _convert_listlike_datetimes
result, tz_parsed = objects_to_datetime64ns(
^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\anaconda3\envs\chanlunpy311\Lib\site-packages\pandas\core\arrays\datetimes.py", line 2177, in objects_to_datetime64ns
result, tz_parsed = tslib.array_to_datetime(
^^^^^^^^^^^^^^^^^^^^^^^^
File "pandas_libs\tslib.pyx", line 427, in pandas._libs.tslib.array_to_datetime
File "pandas_libs\tslib.pyx", line 683, in pandas._libs.tslib.array_to_datetime
File "pandas_libs\tslib.pyx", line 829, in pandas._libs.tslib._array_to_datetime_object
File "pandas_libs\tslib.pyx", line 819, in pandas._libs.tslib._array_to_datetime_object
File "pandas_libs\tslibs\parsing.pyx", line 318, in pandas._libs.tslibs.parsing.parse_datetime_string
File "D:\anaconda3\envs\chanlunpy311\Lib\site-packages\dateutil\parser_parser.py", line 1368, in parse
return DEFAULTPARSER.parse(timestr, **kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\anaconda3\envs\chanlunpy311\Lib\site-packages\dateutil\parser_parser.py", line 651, in parse
six.raise_from(ParserError(str(e) + ": %s", timestr), e)
File "", line 3, in raise_from
dateutil.parser._parser.ParserError: month must be in 1..12: 0-00-00 15:00 present at position 102

循环获取实时行情中出现 invalid literal for int() with base 10: ''

通过打印时间戳发现有时候时间戳的数值是100，导致_format_time函数执行失败

可以读取tick数据和集合竞价数据吗？

查看了文档暂时没有发现读取tick数据和集合竞价数据的方法，特来此咨询，望告知，感谢

关于ETF基金拆分后前复权失效的问题

client.bars(symbol='159939', adjust='qfq', start=0, offset = 800)

如上代码获取基金日K线数据，在2023.02.16日发生了基金拆分，实际需要进行复权，但获取的数据是无复权的数据。

https://i.imgur.com/QMD3KSp.png

https://i.imgur.com/g1uXdr7.png

【BUG】 incon.dat所处的位置是在TDX的根目录，修改如下图：

资料参数：https://blog.csdn.net/liuyukuan/article/details/79483812
修改parse.py文件：

用Quotes.bars读ETF基金的数据失败

600664取月线报错

month must be in 1..12: 0-00-00 15:00 present at position 102
Traceback (most recent call last):
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\dateutil\parser_parser.py", line 649, in parse
ret = self._build_naive(res, default)
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\dateutil\parser_parser.py", line 1235, in _build_naive
naive = default.replace(**repl)
ValueError: month must be in 1..12

The above exception was the direct cause of the following exception:

Traceback (most recent call last):
File "pandas_libs\tslib.pyx", line 605, in pandas._libs.tslib.array_to_datetime
File "pandas_libs\tslibs\parsing.pyx", line 320, in pandas._libs.tslibs.parsing.parse_datetime_string
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\dateutil\parser_parser.py", line 1368, in parse
return DEFAULTPARSER.parse(timestr, **kwargs)
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\dateutil\parser_parser.py", line 651, in parse
six.raise_from(ParserError(str(e) + ": %s", timestr), e)
File "", line 3, in raise_from
dateutil.parser._parser.ParserError: month must be in 1..12: 0-00-00 15:00

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "pandas_libs\tslib.pyx", line 616, in pandas._libs.tslib.array_to_datetime
TypeError: invalid string coercion to datetime for "0-00-00 15:00" at position 102

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\dateutil\parser_parser.py", line 649, in parse
ret = self._build_naive(res, default)
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\dateutil\parser_parser.py", line 1235, in _build_naive
naive = default.replace(**repl)
ValueError: month must be in 1..12

The above exception was the direct cause of the following exception:

Traceback (most recent call last):
File "E:\OpenSource\books\czsc_all\yijixiuxin\chanlun\cl_v2\exchange_tdx.py", line 202, in batch_bars
data=getTdXCLientInstance().bars(symbol=symbol, frequency=frequency, start=istart, offset=offset)
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\mootdx\quotes.py", line 213, in bars
return to_data(result, symbol=symbol, client=self, **kwargs)
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\mootdx\utils_init_.py", line 165, in to_data
result.index = pd.to_datetime(result.datetime)
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\pandas\core\tools\datetimes.py", line 1068, in to_datetime
values = convert_listlike(arg._values, format)
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\pandas\core\tools\datetimes.py", line 438, in _convert_listlike_datetimes
result, tz_parsed = objects_to_datetime64ns(
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\pandas\core\arrays\datetimes.py", line 2177, in objects_to_datetime64ns
result, tz_parsed = tslib.array_to_datetime(
File "pandas_libs\tslib.pyx", line 427, in pandas._libs.tslib.array_to_datetime
File "pandas_libs\tslib.pyx", line 683, in pandas._libs.tslib.array_to_datetime
File "pandas_libs\tslib.pyx", line 829, in pandas._libs.tslib._array_to_datetime_object
File "pandas_libs\tslib.pyx", line 819, in pandas._libs.tslib._array_to_datetime_object
File "pandas_libs\tslibs\parsing.pyx", line 320, in pandas._libs.tslibs.parsing.parse_datetime_string
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\dateutil\parser_parser.py", line 1368, in parse
return DEFAULTPARSER.parse(timestr, **kwargs)
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\dateutil\parser_parser.py", line 651, in parse
six.raise_from(ParserError(str(e) + ": %s", timestr), e)
File "", line 3, in raise_from
dateutil.parser._parser.ParserError: month must be in 1..12: 0-00-00 15:00 present at position 102

The above exception was the direct cause of the following exception:

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "pandas_libs\tslib.pyx", line 616, in pandas._libs.tslib.array_to_datetime
TypeError: invalid string coercion to datetime for "0-00-00 15:00" at position 102

During handling of the above exception, another exception occurred:

The above exception was the direct cause of the following exception:

Traceback (most recent call last):
File "..\exchange_tdx.py", line 284, in bars_history
data=getTdXCLientInstance().bars(symbol=symbol, frequency=freq, start=0, offset=offset)
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\mootdx\quotes.py", line 213, in bars
return to_data(result, symbol=symbol, client=self, **kwargs)
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\mootdx\utils_init_.py", line 165, in to_data
result.index = pd.to_datetime(result.datetime)
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\pandas\core\tools\datetimes.py", line 1068, in to_datetime
values = convert_listlike(arg._values, format)
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\pandas\core\tools\datetimes.py", line 438, in _convert_listlike_datetimes
result, tz_parsed = objects_to_datetime64ns(
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\pandas\core\arrays\datetimes.py", line 2177, in objects_to_datetime64ns
result, tz_parsed = tslib.array_to_datetime(
File "pandas_libs\tslib.pyx", line 427, in pandas._libs.tslib.array_to_datetime
File "pandas_libs\tslib.pyx", line 683, in pandas._libs.tslib.array_to_datetime
File "pandas_libs\tslib.pyx", line 829, in pandas._libs.tslib._array_to_datetime_object
File "pandas_libs\tslib.pyx", line 819, in pandas._libs.tslib._array_to_datetime_object
File "pandas_libs\tslibs\parsing.pyx", line 320, in pandas._libs.tslibs.parsing.parse_datetime_string
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\dateutil\parser_parser.py", line 1368, in parse
return DEFAULTPARSER.parse(timestr, **kwargs)
File "D:\anaconda3\envs\chanlunpy38\lib\site-packages\dateutil\parser_parser.py", line 651, in parse
six.raise_from(ParserError(str(e) + ": %s", timestr), e)
File "", line 3, in raise_from
dateutil.parser._parser.ParserError: month must be in 1..12: 0-00-00 15:00 present at position 102

关于client.quotes 请求000003代码时出现报错

Traceback (most recent call last):
File "D:/pythonProject/vnpy/vnpy_ths/mytest.py", line 134, in
data = client.quotes(symbol=['000003'])
File "D:\ProgramData\anconda\envs\py38\lib\site-packages\mootdx\quotes.py", line 177, in quotes
result = self.client.get_security_quotes(symbol)
File "D:\ProgramData\anconda\envs\py38\lib\site-packages\tdxpy\base_socket_client.py", line 42, in wrapper
raise ValidationException(*e.args)
tdxpy.exceptions.ValidationException: invalid literal for int() with base 10: ''

请问如何做复权处理？

得到的是不复权的数据，怎么做复权处理？

历史分笔数据怎么查某一天全部的数据？

1.我看文档是以下示例代码，offset多少可以拿到一天的全部数据？

from mootdx.quotes import Quotes

client = Quotes.factory(market='std')
client.transactions(symbol='000001', start=0, offset=10, date='20170209')

2.文档里是分笔明细，请问有逐笔成交明细吗

逐笔能支持么

reader.py 关于通达信特有指数的数据获取修改

find_path() 方法增加一个分支判断, 如果是88开头的不属于任何市场, 就是通达信特有的指数而已.
但是指数数据被放在 vipdoc / sh 下, reader.py 如下这样修改 reader 就可以获取通达信特有指数的数据了

if '#' in symbol:
     market = 'ds'

# 通达信特有的板块指数88****开头的日线数据放在 sh 文件夹下
elif symbol.startswith('88'):
      market = 'sh'

else:
      # 判断是sh还是sz
      market = get_stock_market(symbol, True)

能获取level2数据吗

如果账号已经开通level2

NameError: name 'instance' is not defined

from mootdx.quotes import Quotes

# client_std = Quotes.factory(market='std')
# data = client_std.minute(symbol='000001')
# print(data)

client = Quotes.factory(market='ext')
# print(client.markets())
data2 = client.minute(market=47, symbol='IF1709')
print(data2)

以上代码，如果注释股票部分，无论是 markets 方法还是minute方法，均报以下错误：

File "/Users/apple/opt/anaconda3/envs/one/lib/python3.9/site-packages/tenacity/__init__.py", line 324, in wrapped_f
    return self(f, *args, **kw)
  File "/Users/apple/opt/anaconda3/envs/one/lib/python3.9/site-packages/tenacity/__init__.py", line 404, in __call__
    do = self.iter(retry_state=retry_state)
  File "/Users/apple/opt/anaconda3/envs/one/lib/python3.9/site-packages/tenacity/__init__.py", line 348, in iter
    if not (is_explicit_retry or self.retry(retry_state=retry_state)):
  File "/Users/apple/opt/anaconda3/envs/one/lib/python3.9/site-packages/tenacity/retry.py", line 203, in __call__
    return any(r(retry_state) for r in self.retries)
  File "/Users/apple/opt/anaconda3/envs/one/lib/python3.9/site-packages/tenacity/retry.py", line 203, in <genexpr>
    return any(r(retry_state) for r in self.retries)
  File "/Users/apple/opt/anaconda3/envs/one/lib/python3.9/site-packages/tenacity/retry.py", line 128, in __call__
    return self.predicate(retry_state.outcome.result())
  File "/Users/apple/opt/anaconda3/envs/one/lib/python3.9/site-packages/mootdx/quotes.py", line 88, in check_empty
    if instance and _empty:
NameError: name 'instance' is not defined

如果不注释股票部分，不报错，但是返回结果为空：

Empty DataFrame
Columns: []
Index: []

System : Mac Pro
Python : 3.9.7
mootdx : 0.8.12

读不到广交所数据

调用函数reader.block(symbol='block_zs', group=False)抛异常

File "D:/dowa/python/stock/Release/1_daily_trade/daily_3_gnbk_tdx_v3.py", line 281, in
tdx.get_gnbk_meta()
File "D:/dowa/python/stock/Release/1_daily_trade/daily_3_gnbk_tdx_v3.py", line 45, in get_gnbk_meta
gnbk = reader.block(symbol='block_zs', group=False)
File "C:\Users\dowa\AppData\Local\Programs\Python\Python37\lib\site-packages\mootdx\reader.py", line 151, in block
return block.block(self.tdxdir, symbol, group=group, **kwargs)
AttributeError: module 'mootdx.block' has no attribute 'block'

client.k(symbol="000005", begin="2005-01-01", end="2005-12-31")无数据

如下代码无数据返回，为何？这是st星源，实际2005年是有数据的
from mootdx.quotes import Quotes

client = Quotes.factory(market='std')
m=client.k(symbol="000005", begin="2005-01-01", end="2005-12-31")
m

多线程调用时候采用bestip=True出现异常

2023-06-29 01:27:19,419 - mootdx - INFO - [-] 选择最快的服务器...
21775
连接服务器tdx[1]异常:Set of coroutines/Futures is empty.,11111111111
连接服务器tdx[2]异常:Set of coroutines/Futures is empty.,11111111111

可以支持获取竞价分时数据么

VSCode Jupyter环境下，找不到服务器。而直接在python环境下运行正常

在VSCode Jupyter中运行以下代码：

from mootdx.quotes import Quotes
 client = Quotes.factory(market='std', multithread=True, heartbeat=True)
....

报错信息：

2023-06-02 08:17:29,693 - mootdx - INFO - [-] 选择最快的服务器...
2023-06-02 08:17:29,694 - mootdx - ERROR - 请手动运行`python -m mootdx bestip`
---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
Cell In[2], line 4
      1 from mootdx.quotes import Quotes
      3 # 标准市场
----> 4 client = Quotes.factory(market='std', multithread=True, heartbeat=True, bestip=True, timeout=15)

File [~\AppData\Roaming\Python\Python310\site-packages\mootdx\quotes.py:43](https://file+.vscode-resource.vscode-cdn.net/c%3A/Users/zhang/MyCode/Jupyter/QNT/pyTDX/~/AppData/Roaming/Python/Python310/site-packages/mootdx/quotes.py:43), in Quotes.factory(market, **kwargs)
     40 if market == 'ext':
     41     return ExtQuotes(**kwargs)
---> 43 return StdQuotes(**kwargs)

File [~\AppData\Roaming\Python\Python310\site-packages\mootdx\quotes.py:151](https://file+.vscode-resource.vscode-cdn.net/c%3A/Users/zhang/MyCode/Jupyter/QNT/pyTDX/~/AppData/Roaming/Python/Python310/site-packages/mootdx/quotes.py:151), in StdQuotes.__init__(self, server, bestip, timeout, **kwargs)
    148         del kwargs[x]
    150 logger.debug(f'server: {self.server}')
--> 151 ip, port = self.server
    153 self.client = TdxHq_API(heartbeat=False, auto_retry=True, raise_exception=False, **kwargs)
    154 self.client.connect(ip, int(port), time_out=timeout)

ValueError: not enough values to unpack (expected 2, got 0)

请问有没有带买卖五档的盘口数据接口？

想参与开发，但是不知道用什么获取的协议

是抓包猜测吗，还是逆向

bar的最大获取值是2000条， 2000条以前的历史数据哪里可以获得？

读不了通达信本地存储的期货和期权数据

reader = Reader.factory(market='ext', tdxdir='C:\new_jyplug')
print(reader.daily(symbol='74#TFIV.day'))
返架结果为none

Affair.parse length mismatch

根据示例代码遇到了如下错误：

(base) root@f7584e55bf60:/opt/mootdx# pip list |grep mootdx
mootdx                  0.10.10

(base) root@f7584e55bf60:/opt/mootdx# python parse.py 
Traceback (most recent call last):
  File "/opt/mootdx/parse.py", line 3, in <module>
    data = Affair.parse(downdir="gpcw", filename="gpcw20221231.zip")
  File "/opt/conda/lib/python3.10/site-packages/mootdx/affair.py", line 68, in parse
    return financial.FinancialReader().to_data(filepath, **kwargs)
  File "/opt/conda/lib/python3.10/site-packages/mootdx/financial/financial.py", line 34, in to_data
    return crawler.to_df(data, **kwargs)
  File "/opt/conda/lib/python3.10/site-packages/mootdx/financial/financial.py", line 222, in to_df
    df.columns = columns
  File "/opt/conda/lib/python3.10/site-packages/pandas/core/generic.py", line 5915, in __setattr__
    return object.__setattr__(self, name, value)
  File "pandas/_libs/properties.pyx", line 69, in pandas._libs.properties.AxisProperty.__set__
  File "/opt/conda/lib/python3.10/site-packages/pandas/core/generic.py", line 823, in _set_axis
    self._mgr.set_axis(axis, labels)
  File "/opt/conda/lib/python3.10/site-packages/pandas/core/internals/managers.py", line 230, in set_axis
    self._validate_set_axis(axis, new_labels)
  File "/opt/conda/lib/python3.10/site-packages/pandas/core/internals/base.py", line 70, in _validate_set_axis
    raise ValueError(
ValueError: Length mismatch: Expected axis has 582 elements, new values have 581 elements

读取的通达信本地转债数据有问题

有时候是实际价格的100倍，有时候是1000倍，有时候也是正确的

获取除权信息失败

可以正常获取数据，但是继续获取除权数据时候，显示连接超时。请测试确认是不是有问题

from mootdx.quotes import Quotes

client = Quotes.factory(market='std')
print(client)
data1=client.bars(symbol='600521', frequency=9, offset=10)
print(data1)

前复权

data = client.bars(symbol='600521', adjust='qfq')
print(data)

通达信贡献度数据获取

我正在使用通达信的贡献度数据进行量化交易，现阶段我是使用rpa控制电脑自动操作通达信来下载数据的，不知道有没有办法通过接口直接获取。希望可以交流一下~

贡献度数据获取方式：
打开通达信首页 - 键盘输入gxd - 选择贡献度

1分钟线数据

1分钟线数据无法读出OHLC和成交量、成交额么？

请问查询历史分笔中不能获取“笔数”信息

请问查询历史分笔中不能获取“笔数”信息，怎么解决？接收的数据VOL 和volume是相同的数据都是交易量，能不能接收交易的笔数是多少？比如20230809这一天000001平安银行15:00收盘价格是12.17 成交量是10955 成交笔数是222。但似乎我用代码获取不了成交笔数222这个数据。谢谢！！！！！！！！

about/

关于我 | BoPo的博客

这个版本能读取到实时行情？

tdx 的复权算法不正确还是调用方式不对？，谢谢。

请教各位，通过例子验证，使用前复权越向前的数据差异越大，是tdx 的算法有问题还是什么情况，有思路也欢迎大家讨论。

client = Quotes.factory(market="std")
bfq_data = client.bars(symbol="600036", offset=800) # 设置为800 ，有两年多的数据，中间有3次分红或配股。
xdxr_data = client.xdxr(symbol="600036")
bfq_data["code"] = "600036"
if name == "main":
print(bfq_data)
result = reversion(bfq_data, xdxr_data, "01")
print(result)
输出结果：
open close high ... datetime volume code
datetime ...
2020-01-08 15:00:00 38.95 38.41 38.95 ... 2020-01-08 15:00 363234.0 600036
2020-01-09 15:00:00 38.84 38.90 39.00 ... 2020-01-09 15:00 303359.0 600036
2020-01-10 15:00:00 38.90 39.04 39.28 ... 2020-01-10 15:00 285931.0 600036
2020-01-13 15:00:00 39.28 39.10 39.28 ... 2020-01-13 15:00 327808.0 600036
2020-01-14 15:00:00 39.14 38.81 39.63 ... 2020-01-14 15:00 335646.0 600036

股票列表获取不到301 和 689 的股票

mootdx 版本：0.9.1

from mootdx.quotes import Quotes
from mootdx import consts

client = Quotes.factory(market='std')
sz_symbol = client.stocks(market=consts.MARKET_SZ)

sz_symbol.loc[sz_symbol['code'].str.startswith('301')]

sz_symbol = client.stocks(market=consts.MARKET_SH)

sz_symbol.loc[sz_symbol['code'].str.startswith('689')]

Affair.parse get error

tdx financial data columns changed

import mootdx
mootdx.__version__

'0.9.1'

from mootdx.affair import Affair

data = Affair.parse(downdir='~/temp', filename='gpcw20120630.zip')

get error

  File "<ipython-input-16-1df5be5de347>", line 1, in <cell line: 1>
    data = Affair.parse(downdir='~/temp', filename='gpcw20120630.zip')
  File "/opt/conda/lib/python3.8/site-packages/mootdx/affair.py", line 69, in parse
    return financial.FinancialReader().to_data(filepath, **kwargs)
  File "/opt/conda/lib/python3.8/site-packages/mootdx/financial/financial.py", line 33, in to_data
    data = crawler.to_df(data, **kwargs)
  File "/opt/conda/lib/python3.8/site-packages/mootdx/financial/financial.py", line 224, in to_df
    df.columns = columns
  File "/opt/conda/lib/python3.8/site-packages/pandas/core/generic.py", line 5588, in __setattr__
    return object.__setattr__(self, name, value)
  File "pandas/_libs/properties.pyx", line 70, in pandas._libs.properties.AxisProperty.__set__
  File "/opt/conda/lib/python3.8/site-packages/pandas/core/generic.py", line 769, in _set_axis
    self._mgr.set_axis(axis, labels)
  File "/opt/conda/lib/python3.8/site-packages/pandas/core/internals/managers.py", line 214, in set_axis
    self._validate_set_axis(axis, new_labels)
  File "/opt/conda/lib/python3.8/site-packages/pandas/core/internals/base.py", line 69, in _validate_set_axis
    raise ValueError(
ValueError: Length mismatch: Expected axis has 606 elements, new values have 581 elements

ValueError: Length mismatch: Expected axis has 582 elements, new values have 581 elements

Python 3.10.12 (main, Jul  5 2023, 15:02:25) [Clang 14.0.6 ] on darwin
Type "help", "copyright", "credits" or "license" for more information.
>>> from mootdx.affair import Affair
>>> result = Affair.parse(downdir='./', filename='gpcw20220630.zip')
5.20MB [00:07, 724kB/s]
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/Users/colin/opt/anaconda3/envs/mtdx/lib/python3.10/site-packages/mootdx/affair.py", line 68, in parse
    return financial.FinancialReader().to_data(filepath, **kwargs)
  File "/Users/colin/opt/anaconda3/envs/mtdx/lib/python3.10/site-packages/mootdx/financial/financial.py", line 34, in to_data
    return crawler.to_df(data, **kwargs)
  File "/Users/colin/opt/anaconda3/envs/mtdx/lib/python3.10/site-packages/mootdx/financial/financial.py", line 222, in to_df
    df.columns = columns
  File "/Users/colin/opt/anaconda3/envs/mtdx/lib/python3.10/site-packages/pandas/core/generic.py", line 5915, in __setattr__
    return object.__setattr__(self, name, value)
  File "pandas/_libs/properties.pyx", line 69, in pandas._libs.properties.AxisProperty.__set__
  File "/Users/colin/opt/anaconda3/envs/mtdx/lib/python3.10/site-packages/pandas/core/generic.py", line 823, in _set_axis
    self._mgr.set_axis(axis, labels)
  File "/Users/colin/opt/anaconda3/envs/mtdx/lib/python3.10/site-packages/pandas/core/internals/managers.py", line 230, in set_axis
    self._validate_set_axis(axis, new_labels)
  File "/Users/colin/opt/anaconda3/envs/mtdx/lib/python3.10/site-packages/pandas/core/internals/base.py", line 70, in _validate_set_axis
    raise ValueError(
ValueError: Length mismatch: Expected axis has 582 elements, new values have 581 elements

从0.10.3版本更新到0.10.6版本，前复权数据错误

client.bars(symbol='300750', adjust='qfq')

比如300750在2023.04.26发生除权，使用0.10.3版本可以获取前复权数据，0.10.6版本同样的代码，只返回不复权数据，所有'adj'参数都为1

Affair.parse get error

Same As Issue #20

import mootdx
mootdx.__version__

Out[3]: '0.10.10'

from mootdx.affair import Affair

data = Affair.parse(downdir='~/temp', filename='gpcw20120630.zip')

ValueError: Length mismatch: Expected axis has 582 elements, new values have 581 elements

class TdxClient():

    def __init__(self):
        dlog("初始化tdx链接")
        self.client = Quotes.factory(market='std', multithread=True, heartbeat=True, bestip=False,
                                     verbose=0, quiet=False, timeout=15)

    def getClient(self):
        if self.client.closed:
            `dlog("tdx链接断开，重新连接")`
            self.client = Quotes.factory(market='std', multithread=True, heartbeat=True, bestip=False,
                                         verbose=0, quiet=False, timeout=15)
        return self.client

    def close(self):
        if not self.client.closed:
            dlog("tdx链接自动断开")
            self.client.close()

close的时候报错，错误代码如下

Traceback (most recent call last):
  File "/usr/local/lib/python3.10/site-packages/tdxpy/base_socket_client.py", line 223, in disconnect
    self.client.shutdown(socket.SHUT_RDWR)
OSError: [Errno 107] Transport endpoint is not connected

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/usr/local/lib/python3.10/site-packages/apscheduler/executors/base.py", line 125, in run_job
    retval = job.func(*job.args, **job.kwargs)
  File "/code/task/stock_his_task.py", line 115, in updateStockInfo
    spider.tdxClient.close()
  File "/code/spider/tdx_client.py", line 22, in close
    self.client.close()
  File "/usr/local/lib/python3.10/site-packages/mootdx/quotes.py", line 89, in close
    hasattr(self.client, "close") and self.client.close()
  File "/usr/local/lib/python3.10/site-packages/tdxpy/base_socket_client.py", line 240, in close
    self.disconnect()
  File "/usr/local/lib/python3.10/site-packages/tdxpy/base_socket_client.py", line 229, in disconnect
    raise TdxConnectionError(f"disconnect err: {e}")
tdxpy.exceptions.TdxConnectionError: disconnect err: [Errno 107] Transport endpoint is not connected

通达信ip过期了

更新方法如下：
1.装一个通达信，找到目录下的connect.cfg
2.把ip写到mootdx生成的config.json 要想bestip能自动，就把mootdx的源码包里的consts里的默认ip都改了

tdxpy源码地址

https://tdxpy.readthedocs.io/zh_CN/latest/
上提到的仓库地址都不存在。

想在现有代码的基础上添加一些功能，请问能否将源码开放，谢谢。

mootdx / mootdx Goto Github PK

mootdx's Introduction

通达信数据读取接口

版本更新(倒序)

运行环境

安装方法

PIP 安装方法

升级安装

使用说明

加微信交流

常见问题

Stargazers over time

mootdx's People

Contributors

Stargazers

Watchers

Forkers

mootdx's Issues

前复权

关于我 | BoPo的博客

Recommend Projects

Recommend Topics

Recommend Org