环境:centos6.5 ;python2.7;pandas0.16.2
目标:使用python 获取国内外股票数据
通过pandas内置的Yahoo 金融接口,直接获取股票的数据:
1、获取苹果20141/1至2015/8/20的股票数据
In [27]: import pandas.io.data as web
In [28]: web.get_data_yahoo('AAPL','1/1/2014','20/8/2015')
In [29]: web.get_data_yahoo('AAPL','1/1/2014','20/8/2015')
Out[29]:
Open High Low Close Volume \
Date
2014-01-02 555.680008 557.029945 552.020004 553.129990 58671200
2014-01-03 552.860023 553.699989 540.430046 540.980019 98116900
2014-01-06 537.450005 546.800018 533.599983 543.930046 103152700
2014-01-07 544.320015 545.960052 537.919975 540.039970 79302300
2014-01-08 538.810036 545.559990 538.689980 543.459969 64632400
2014-01-09 546.800018 546.860046 535.349983 536.519997 69787200
2014-01-10 539.829979 540.799988 531.110046 532.940048 76244000
2014-01-13 529.910019 542.500000 529.880005 535.730019 94623200
2014-01-14 538.220009 546.730003 537.659996 546.389969 83140400
2014-01-15 553.520012 560.200005 551.659996 557.360046 97909700
2014-01-16 554.900017 556.850021 551.680023 554.250015 57319500
2014-01-17 551.480019 552.069992 539.899994 540.669998 106684900
2014-01-21 540.990005 550.070000 540.420006 549.069977 82131700
2014-01-22 550.910019 557.290031 547.809975 551.509979 94996300
2014-01-23 549.940010 556.500000 544.810013 556.180046 100809800
2014-01-24 554.000023 555.620033 544.749985 546.070015 107338700
2014-01-27 550.070000 554.799988 545.750008 550.500023 138719700
2014-01-28 508.760002 514.999985 502.070023 506.499977 266380800
2014-01-29 503.950012 507.370010 498.620010 500.749992 125702500
2014-01-30 502.539993 506.499977 496.699966 499.779984 169625400
2014-01-31 495.179985 501.529984 493.549988 500.600029 116199300
2014-02-03 502.610008 507.730019 499.299973 501.529984 100366000
2014-02-04 505.850029 509.459991 502.760025 508.790016 94170300
2014-02-05 506.559952 515.279991 506.249985 512.589996 82086200
2014-02-06 510.059952 513.499977 507.810020 512.509995 64441300
2014-02-07 521.379997 522.930046 517.380013 519.679985 92570100
2014-02-10 518.660042 531.990013 518.000000 528.989998 86389800
2014-02-11 530.610008 537.749985 529.500023 535.959984 70564200
2014-02-12 536.949966 539.560013 533.239975 535.919983 77025200
2014-02-13 534.659981 544.849960 534.200050 544.429977 76849500
... ... ... ... ... ...
2015-07-09 123.849998 124.059998 119.220001 120.070000 78595000
2015-07-10 121.940002 123.849998 121.209999 123.279999 61354500
2015-07-13 125.029999 125.760002 124.320000 125.660004 41440500
2015-07-14 126.040001 126.370003 125.040001 125.610001 31768100
2015-07-15 125.720001 127.150002 125.580002 126.820000 33649200
2015-07-16 127.739998 128.570007 127.349998 128.509995 36222400
2015-07-17 129.080002 129.619995 128.309998 129.619995 46164700
2015-07-20 130.970001 132.970001 130.699997 132.070007 58900200
2015-07-21 132.850006 132.919998 130.320007 130.750000 76756400
2015-07-22 121.989998 125.500000 121.989998 125.220001 115450600
2015-07-23 126.199997 127.089996 125.059998 125.160004 50999500
2015-07-24 125.320000 125.739998 123.900002 124.500000 42162300
2015-07-27 123.089996 123.610001 122.120003 122.769997 44455500
2015-07-28 123.379997 123.910004 122.550003 123.379997 33618100
2015-07-29 123.150002 123.500000 122.269997 122.989998 37011700
2015-07-30 122.320000 122.570000 121.709999 122.370003 33628300
2015-07-31 122.599998 122.639999 120.910004 121.300003 42885000
2015-08-03 121.500000 122.570000 117.519997 118.440002 69976000
2015-08-04 117.419998 117.699997 113.250000 114.639999 124138600
2015-08-05 112.949997 117.440002 112.099998 115.400002 99312600
2015-08-06 115.970001 116.500000 114.120003 115.129997 52903000
2015-08-07 114.580002 116.250000 114.500000 115.519997 38421400
2015-08-10 116.529999 119.989998 116.529999 119.720001 54538500
2015-08-11 117.809998 118.180000 113.330002 113.489998 95711900
2015-08-12 112.529999 115.419998 109.629997 115.239998 101217500
2015-08-13 116.040001 116.400002 114.540001 115.150002 48335500
2015-08-14 114.320000 116.309998 114.010002 115.959999 42693200
2015-08-17 116.040001 117.650002 115.500000 117.160004 40702200
2015-08-18 116.430000 117.440002 116.010002 116.500000 34461400
2015-08-19 116.099998 116.519997 114.680000 115.010002 47445700
Adj Close
Date
2014-01-02 76.419139
2014-01-03 74.740527
2014-01-06 75.148096
2014-01-07 74.610653
2014-01-08 75.083151
2014-01-09 74.124341
2014-01-10 73.629744
2014-01-13 74.015200
2014-01-14 75.487953
2014-01-15 77.003553
2014-01-16 76.573879
2014-01-17 74.697696
2014-01-21 75.858217
2014-01-22 76.195322
2014-01-23 76.840527
2014-01-24 75.443749
2014-01-27 76.055789
2014-01-28 69.976846
2014-01-29 69.182442
2014-01-30 69.048427
2014-01-31 69.161723
2014-02-03 69.290203
2014-02-04 70.293232
2014-02-05 70.818229
2014-02-06 71.231011
2014-02-07 72.227530
2014-02-10 73.521479
2014-02-11 74.490200
2014-02-12 74.484640
2014-02-13 75.667398
... ...
2015-07-09 119.528958
2015-07-10 122.724493
2015-07-13 125.093773
2015-07-14 125.043995
2015-07-15 126.248542
2015-07-16 127.930922
2015-07-17 129.035921
2015-07-20 131.474893
2015-07-21 130.160834
2015-07-22 124.655753
2015-07-23 124.596026
2015-07-24 123.938997
2015-07-27 122.216789
2015-07-28 122.824041
2015-07-29 122.435799
2015-07-30 121.818597
2015-07-31 120.753419
2015-08-03 117.906306
2015-08-04 114.123426
2015-08-05 114.880003
2015-08-06 115.129997
2015-08-07 115.519997
2015-08-10 119.720001
2015-08-11 113.489998
2015-08-12 115.239998
2015-08-13 115.150002
2015-08-14 115.959999
2015-08-17 117.160004
2015-08-18 116.500000
2015-08-19 115.010002
2、获取国内股票数据:获取国内股市的方式“股票代码”+“对应股市”。 上证股票是股票代码后面加上.ss,
获取深市300481 2015年1月1日到2015年8月20的数据
In [30]: web.get_data_yahoo('300481.sz','1/1/2015','20/8/2015')
Out[30]: Open High Low Close Volume Adj Close
Date
2015-06-30 12.06 13.15 12.06 13.15 9900 13.15
2015-07-01 14.47 14.47 14.47 14.47 2300 14.47
2015-07-02 15.92 15.92 15.92 15.92 8200 15.92
2015-07-03 17.51 17.51 17.51 17.51 54700 17.51
2015-07-06 19.26 19.26 19.26 19.26 67200 19.26
2015-07-07 21.19 21.19 20.68 21.19 5640300 21.19
2015-07-08 19.07 23.31 19.07 22.51 13515900 22.51
2015-07-09 21.39 24.76 21.39 24.76 3869900 24.76
2015-07-10 27.24 27.24 27.24 27.24 159900 27.24
2015-07-13 29.96 29.96 29.96 29.96 92700 29.96
2015-07-14 32.96 32.96 32.96 32.96 924800 32.96
2015-07-15 36.26 36.26 30.28 33.20 13567100 33.20
2015-07-16 29.88 34.50 29.88 30.30 9096400 30.30
2015-07-17 30.81 33.00 28.85 31.65 7908700 31.65
2015-07-20 31.70 32.87 29.90 30.79 5806900 30.79
2015-07-21 31.90 33.87 30.50 33.87 4762700 33.87
2015-07-22 35.87 37.15 33.94 35.20 8486600 35.20
2015-07-23 34.41 38.72 34.41 38.72 5797300 38.72
2015-07-24 42.11 42.59 39.51 41.00 10129500 41.00
2015-07-27 37.51 42.85 36.90 36.90 8947000 36.90
2015-07-28 34.68 39.63 33.21 35.81 6935200 35.81
2015-07-29 37.31 39.39 34.80 39.39 6690700 39.39
2015-07-30 39.48 43.33 38.01 41.14 10193400 41.14
2015-07-31 41.31 45.25 41.30 45.25 10755600 45.25
2015-08-03 44.00 49.78 42.18 49.78 10950900 49.78
2015-08-04 49.78 54.00 44.80 44.80 10672200 44.80
2015-08-05 41.50 48.38 40.72 45.76 8148500 45.76
2015-08-06 43.70 45.00 41.18 41.18 6212400 41.18
2015-08-07 40.69 42.06 39.91 41.18 4499400 41.18
2015-08-10 41.25 44.50 41.20 43.00 4861300 43.00
2015-08-11 43.17 45.53 42.51 44.50 4732300 44.50
2015-08-12 44.22 44.43 41.95 42.60 4077300 42.60
2015-08-13 42.18 44.05 42.01 43.24 2832800 43.24
2015-08-14 43.89 43.89 42.22 42.80 2909000 42.80
2015-08-17 42.20 42.70 38.61 38.81 3773900 38.81
2015-08-18 38.18 41.25 35.30 36.40 3568600 36.40
2015-08-19 36.38 38.00 33.36 37.28 3929200 37.28
获取 沪市 600624 2015/7/1-2015/8/20的数据
In [33]: web.get_data_yahoo('600624.ss','7/1/2015','8/20/2015')
Out[33]: Open High Low Close Volume Adj Close
Date
2015-07-01 24.180 25.116 22.100 22.217 19662700 17.06022
2015-07-02 22.360 22.750 19.994 19.994 19521500 15.35320
2015-07-03 18.902 20.397 17.992 17.992 22558800 13.81588
2015-07-06 19.786 19.786 16.198 16.536 27319600 12.69783
2015-07-07 16.380 17.290 14.885 14.885 31718400 11.43005
2015-07-08 13.403 14.404 13.403 13.403 30602900 10.29203
2015-07-09 13.403 13.403 13.403 13.403 0 10.29203
2015-07-10 13.403 13.403 13.403 13.403 0 10.29203
2015-07-13 14.742 14.742 14.742 14.742 636400 11.32024
2015-07-14 16.211 16.211 16.211 16.211 575200 12.44827
2015-07-15 17.836 17.836 17.511 17.823 63917100 13.68611
2015-07-16 16.484 19.188 16.484 18.759 48664300 14.40485
2015-07-17 19.097 20.631 19.097 20.631 41605700 15.84235
2015-07-20 20.670 21.736 20.280 21.307 48188400 16.36144
2015-07-21 20.787 22.438 20.371 22.230 38663900 17.07020
2015-07-22 22.087 23.205 21.528 23.127 33610700 17.75900
2015-07-23 13.910 14.870 13.660 14.600 28677100 14.60000
2015-07-24 14.380 14.510 13.780 14.000 55782000 14.00000
2015-07-27 13.510 13.930 12.600 12.600 37053900 12.60000
2015-07-28 11.600 12.830 11.340 11.830 35532800 11.83000
2015-07-29 12.220 13.050 11.300 13.050 33628100 13.05000
2015-07-30 12.800 13.600 12.450 12.680 40441800 12.68000
2015-07-31 12.100 12.750 11.530 12.010 29180100 12.01000
2015-08-03 11.850 11.940 10.820 11.070 31120500 11.07000
2015-08-04 11.060 12.170 11.060 12.170 35299000 12.17000
2015-08-05 12.350 12.750 11.850 12.280 44522100 12.28000
2015-08-06 11.900 12.850 11.730 12.580 40741700 12.58000
2015-08-07 12.700 13.310 12.520 13.300 48034200 13.30000
2015-08-10 13.480 14.300 13.210 14.030 45970400 14.03000
2015-08-11 13.920 14.080 13.560 13.750 46912700 13.75000
2015-08-12 13.740 14.190 13.550 13.870 43926300 13.87000
2015-08-13 13.730 14.590 13.680 14.470 49713400 14.47000
2015-08-14 14.780 14.840 14.130 14.190 45907000 14.19000
2015-08-17 14.020 14.580 13.810 14.530 39966000 14.53000
2015-08-18 14.410 14.570 13.080 13.080 40506700 13.08000
2015-08-19 12.590 13.570 11.810 13.460 39506600 13.46000
3、总结:
上证股票是股票代码后面加上.ss,深证股票是股票代码后面加上.sz
上证综指代码:000001.ss,深证成指代码:399001.SZ,沪深300代码:000300.ss; 香港为 0001.hk;加拿大股指代码:cnu.to;新西兰股指代码为.nz
新加坡股指代码为.si;台湾股指代码为.tw