行情数据使用说明

Help on class QuoteFeed in module data_provider.datafeed.quote_feed:

class QuoteFeed(builtins.object)
 |  取行情数据的类, 包括股票和指数
 |
 |  1. 取股票行情：
 |      取股票行情一般可以通过3步，先初始化，然后load, 再get quote, e.g:
 |          qf = QuoteFeed(universe_ticker='000300.SH', begin_day=20160101,
 |                         end_day=20170822, tracking_freq=86400,
 |                         adjust_method='forward', load_large=False,
 |                         fill_back=False, columns=None, data_source=None)
 |          qf.load_feed()
 |          quote = qf.get_stock_quote()
 |
 |      也可以取股票panel, e.g:
 |          qf = QuoteFeed(universe_ticker='000300.SH', begin_day=20160101,
 |                         end_day=20170822, tracking_freq=86400,
 |                         adjust_method='forward',
 |                         load_large=False,
 |                         fill_back=False, columns=None, data_source=None)
 |          qf.load_feed()
 |          panel = qf.getBarPanel()
 |
 |  2. 取指数行情
 |      取指数行情一般也可以通过3步，先初始化，然后load, 再get quote, e.g:
 |          qf = QuoteFeed(universe_ticker='000300.SH', begin_day=20160101,
 |                         end_day=20170822, tracking_freq=86400,
 |                         columns=None, is_index=True, data_source=None)
 |          qf.load_feed()
 |          quote = qf.get_index_quote()
 |
 |  Methods defined here:
 |
 |  __init__(self, universe_ticker, begin_day, end_day, tracking_freq, adjust_method=None, columns=None, is_index=False, use_cache=True, fill_back=False, **kwargs)
 |      行情feed类
 |
 |      Args:
 |          begin_day: 取数据的开始日期，int格式或string类型，e.g. 20170717,'20170101'
 |          end_day:  取数据的截止日期，int格式或string类型，e.g. 20170717, '20170101'
 |          tracking_freq: on which the quotes are loaded.
 |          universe_ticker: 取数据的范围，当is_index=False时，可以是指数，e.g.'0003000.SH',
 |              也可以是ticker的list.如果是None,代表取全A股的行情；
 |              当is_index是True时，只能是指数
 |          adjust_method: 复权方式, 支持forward/None/complex，当tracking_freq
 |              小于86400时，不允许为complex
 |          is_index: 是否取指数行情, bool， 默认False, 为True时，adjust_method参数不起作用
 |          columns: 行情列，default None, 表示获取所有列
 |              否则获取['ticker', 'datetime', 'datetime_str'] + columns中的列
 |          use_cache: bool, 是否使用缓存，默认使用缓存
 |          fill_back: bool, 是否取回填行情，只对日行情有效(tracking_freq >= 86400)
 |          **kwargs: 关键字参数， 若kwargs.keys()包括'data_source'，
 |              则data_source取传入的kwargs['data_source']
 |              否则data_source取data_provider.env.DATA_SOURCE
 |      Returns:
 |          None
 |
 |  del_cache_by_day(self, day)
 |      删除某天所生成的缓存
 |
 |      Args:
 |          folder: datetime, str or int date format of %Y%m%d
 |
 |      Returns:
 |          None
 |
 |  del_eariler_cach(self, days=5)
 |      删除几天前所生成的缓存
 |
 |      Args:
 |          days: int value for earier days, default 5
 |
 |      Returns:
 |          None
 |
 |  getBarPanel(self)
 |      获取行情数据的panel
 |
 |      Args:
 |          None
 |
 |      Returns:
 |          pandas.DataFrame, 三维DataFrame， index: ticker and datetime
 |              按行情columns分割
 |          可以使用.open, .close获取对应panel数据
 |
 |  get_index_quote(self)
 |      获取指数行情数据
 |
 |      Args:
 |          None
 |
 |      Returns:
 |          pandas.DataFrame, 行情数据
 |
 |  get_multiple_dividend_tinysoft(self, tickers, begin_day, end_day)
 |
 |  get_stock_quote(self)
 |      获取股票行情数据
 |
 |      Args:
 |          None
 |
 |      Returns:
 |          pandas.DataFrame, 行情数据
 |
 |  load_feed(self)
 |      执行行情获取
 |
 |      执行完成后，可通过get_stock_quote获取行情，通过getBarPanel获取panel
 |      Args:
 |          None
 |
 |      Returns:
 |          None
 |
 |  load_feed_by_index(self, index)
 |      装载指数行情
 |
 |      Args:
 |          index, str value of index code
 |
 |      Returns:
 |          None
 |
 |  load_feed_by_tickers(self, ticker_ls)
 |      装载股票行情
 |
 |      Args:
 |          None
 |
 |      Returns:
 |          None
 |
 |  set_cache_folder(self, folder)
 |      设置缓存目录
 |
 |      Args:
 |          folder: string of cache folder
 |
 |      Returns:
 |          None
 |
 |  set_should_write_cache(self, write)
 |      设置是否需要写入缓存
 |
 |      Args:
 |          write: bool value if shoud write cache
 |
 |      Returns:
 |          None
 |
 |  ----------------------------------------------------------------------
 |  Data descriptors defined here:
 |
 |  __dict__
 |      dictionary for instance variables (if defined)
 |
 |  __weakref__
 |      list of weak references to the object (if defined)

ticker      600000.SH
datetime
2016-01-04  11.933566
2016-01-05  12.045455
2016-01-06  12.143357
2016-01-07  11.730769
2016-01-08  11.716783

ticker      600000.SH
datetime
2016-01-04  12.269231
2016-01-05  11.730769
2016-01-06  12.003497
2016-01-07  11.933566
2016-01-08  11.891608