1、AKShare 日线数据地址:https://akshare.akfamily.xyz/data_tips.html#stock-zh-a-hist
历史行情数据-东财 https://akshare.akfamily.xyz/data/stock/stock.html#id22 =》 接口: stock_zh_a_hist
历史行情数据-新浪 接口: stock_zh_a_daily , 历史行情数据-腾讯 接口: stock_zh_a_hist_tx,
分时数据-新浪 接口: stock_zh_a_minute, 分时数据-东财 接口: stock_zh_a_hist_min_em
import akshare as ak
stock_df = ak.stock_zh_a_hist(
symbol="600734",
period="daily",
start_date="20050501",
end_date="20050520",
adjust="hfq"
)
2、Pybroker 如何获取?
参考官方: AKShare 策略示例 https://akshare.akfamily.xyz/demo.html
3、VectorBt 如何获取?
网上的一个示例:VectorBT项目如何扩展中国A股市场数据源接入 - GitCode博客 提供的代码如下:
class AKShareData (Data):
def __init__(self, symbol, start_date, end_date, interval='1d'):
self.symbol = self._normalize_symbol(symbol)
self.start_date = pd.to_datetime(start_date)
self.end_date = pd.to_datetime(end_date)
self.interval = interval
self._data = None def _normalize_symbol (self, symbol):
# 实现A股代码标准化逻辑
pass def _fetch_data (self):
# 调用AKShare接口获取原始数据
raw_data = ak.stock_zh_a_daily ( ## 新浪 接口,官方推荐:东财接口: stock_zh_a_hist, symbol=self.symbol,
start_date=self.start_date.strftime('%Y%m%d'),
end_date=self.end_date.strftime('%Y%m%d') )
# 数据清洗与标准化 processed = raw_data.rename ( columns= {
'date': 'datetime',
'open': 'Open',
'high': 'High',
'low': 'Low',
'close': 'Close',
'volume': 'Volume'
}).set_index('datetime')
return processed