快速获取新浪/腾讯的全市场行情, 网络正常的情况下只需要 200+ms
- 获取新浪的免费实时行情
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- 获取
leverfun的免费Level 2十档行情 - 获取集思路的分级基金数据
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开发环境 : Ubuntu 16.04 / Python 3.5
Python 3.5+
pip install -r requirements.txt
pip install easyquotationpip install easyquotation --upgradeimport easyquotationquotation = easyquotation.use('sina') # 新浪 ['sina'] 腾讯 ['tencent', 'qq']quotation.all_marketreturn
{'sh000159': {'name': '国际实业', # 股票名
'buy': 8.87, # 竞买价
'sell': 8.88, # 竞卖价
'now': 8.88, # 现价
'open': 8.99, # 开盘价
'close': 8.96, # 昨日收盘价
'high': 9.15, # 今日最高价
'low': 8.83, # 今日最低价
'turnover': 22545048, # 交易股数
'volume': 202704887.74， # 交易金额
'ask1': 8.88, # 卖一价
'ask1_volume': 111900, # 卖一量
'ask2': 8.89,
'ask2_volume': 54700,
'bid1': 8.87, # 买一价
'bid1_volume': 21800, # 买一量
...
'bid2': 8.86,
'bid2_volume': 78400,
'date': '2016-02-19',
'time': '14:30:00',
...},
......
}quotation.stocks('162411') # 支持直接指定前缀，如 'sh000001'
quotation.stocks(['000001', '162411'])
easyquotation.update_stock_codes()
quotation = easyquotation.use('lf') # ['leverfun', 'lf']
quotation.stocks('162411')
quotation.stocks(['000001', '162411'])
return
{'sh000159': {'buy': '8.87', # 竞买价
'sell': '8.88', # 竞卖价
'now': '8.88', # 现价
'close': '8.96', # 昨日收盘价
'ask1': '8.88', # 卖一价
'ask1_volume': '111900', # 卖一量
'ask2': '8.89',
'ask2_volume': '54700',
'bid1': '8.87', # 买一价
'bid1_volume': '21800', # 买一量
...
'bid2': '8.86',
'bid2_volume': '78400',
...},
......
}quotation = easyquotation.use('jsl') # ['jsl']
quotation.funda() # 参数可选择利率、折价率、交易量、有无下折、是否永续来过滤
quotation.fundb() # 参数如上
对应的分级 A 数据
return
{ 150020:
{'abrate': '5:5',
'calc_info': None,
'coupon_descr': '+3.0%',
'coupon_descr_s': '+3.0%',
'fund_descr': '每年第一个工作日定折，无下折，A不参与上折，净值<1元无定折',
'funda_amount': 178823,
'funda_amount_increase': '0',
'funda_amount_increase_rt': '0.00%',
'funda_base_est_dis_rt': '2.27%',
'funda_base_est_dis_rt_t1': '2.27%',
'funda_base_est_dis_rt_t2': '-0.34%',
'funda_base_est_dis_rt_tip': '',
'funda_base_fund_id': '163109',
'funda_coupon': '5.75',
'funda_coupon_next': '4.75',
'funda_current_price': '0.783',
'funda_discount_rt': '24.75%',
'funda_id': '150022',
'funda_increase_rt': '0.00%',
'funda_index_id': '399001',
'funda_index_increase_rt': '0.00%',
'funda_index_name': '深证成指',
'funda_left_year': '永续',
'funda_lower_recalc_rt': '1.82%',
'funda_name': '深成指A',
'funda_nav_dt': '2015-09-14',
'funda_profit_rt': '7.74%',
'funda_profit_rt_next': '6.424%',
'funda_value': '1.0405',
'funda_volume': '0.00',
'fundb_upper_recalc_rt': '244.35%',
'fundb_upper_recalc_rt_info': '深成指A不参与上折',
'last_time': '09:18:22',
'left_recalc_year': '0.30411',
'lower_recalc_profit_rt': '-',
'next_recalc_dt': '<span style="font-style:italic">2016-01-04</span>',
'owned': 0,
'status_cd': 'N'}>'}}
quotation.fundarb(jsl_username, jsl_password, avolume=100, bvolume=100, ptype='price')
jsl_username: 集思录用户名
jsl_password: 集思路登录密码
avolume: A成交额，单位百万
bvolume: B成交额，单位百万
ptype: 溢价计算方式，price=现价，buy=买一，sell=卖一
return
{
"165511":{
'base_fund_id': '165511', # 母基金代码
'AB_price': '现价A/B : 1.008/1.329',
'a_profit_rt_next': '4.705',
'a_ratio': 4,
'abrate': '4:6',
'apply_fee': '0',
'apply_fee_tip': '0',
'apply_sell': '-0.59',
'asset_ratio': '95%',
'asset_ratio_last': '99%',
'asset_ratio_num': '95.00',
'b_est_val': '1.340',
'b_gangan': '1.502',
'b_ratio': 6,
'base_est_dis_rt': '-0.56%',
'base_est_val': '1.2073',
'base_fund_nm': '信诚500',
'base_lower_recalc_rt': '54.15%',
'base_nav': '1.1970',
'base_nav_dt': '2016-04-13',
'buy1A': '1.007',
'buy1B': '1.329',
'buy1_amountA': '0.201',
'buy1_amountB': '7.123',
'buy_redeem': '-0.51',
'calc_info': None,
'coupon': '0.00%',
'coupon_next': '4.700',
'est_dis_rt': '-0.55%',
'est_time': '2016-04-14 15:10:05',
'fundA_amount': '6667',
'fundA_amount_increase': '-51',
'fundA_amount_increase_rt': '-0.76%',
'fundA_amount_tip': '2016-04-14 A类总份额6667.000万份，份额增长-0.76%',
'fundA_id': '150028',
'fundA_last_dt': '2016-04-14',
'fundA_last_time': '14:57:02',
'fundA_nav': '1.0090',
'fundA_nav_dt': '2016-04-13',
'fundA_nm': '中证500A',
'fundA_stock_volume': '28.2446',
'fundA_stock_volume_tip': 'A类总份额6667.000万份, 成交28万份',
'fundA_turnover_rt': '0.42%',
'fundA_volume': '28.46',
'fundB_amount': 10000.5,
'fundB_amount_increase': '-76',
'fundB_amount_tip': '2016-04-14 B类总份额10000万份，份额增长-0.76%',
'fundB_id': '150029',
'fundB_last_dt': '2016-04-14',
'fundB_last_time': '15:00:27',
'fundB_nav': '1.3220',
'fundB_nav_dt': '2016-04-13',
'fundB_nm': '中证500B',
'fundB_stock_volume': '255.5280',
'fundB_stock_volume_tip': 'B类总份额10000万份, 成交256万份',
'fundB_turnover_rt': '2.56%',
'fundB_volume': '337.24',
'fund_company_nm': '信诚基金',
'funda_name_tip': '下期利率：4.70，修正收益率：4.71%',
'idx_incr_rt': '0.91%',
'increase_rtA': '-0.10%',
'increase_rtB': '1.06%',
'index_id': '399905',
'index_nm': '中证 500',
'is_est_val': 1,
'is_last_nav': 1,
'lower_recalc_rt': '54.15',
'maturity_dt': '-',
'merge_price': '1.2006',
'min_apply_amount': None,
'notes': 'http://www.xcfunds.com/funds_2012/165511/fundinfor.shtml\r\n',
'ownedA': 0,
'ownedM': 1,
'priceA': '1.008',
'priceB': '1.329',
'real_idx_increase_rt': '0.91',
'recalc_to': None,
'redeem_fee': '0.5%',
'redeem_fee_tip': '0.5%',
'sell1A': '1.008',
'sell1B': '1.330',
'sell1_amountA': '7.132',
'sell1_amountB': '16.820',
'status_cd': 'N'
}
}
TIP : 尚未包含黄金ETF和货币ETF
quotation.etfindex(index_id="", min_volume=0, max_discount=None, min_discount=None)
return
{
"510050": {
"fund_id": "510050", # 代码
"fund_nm": "50ETF", # 名称
"price": "2.066", # 现价
"increase_rt": "0.34%", # 涨幅
"volume": "71290.96", # 成交额(万元)
"index_nm": "上证50", # 指数
"pe": "9.038", # 指数PE
"pb": "1.151", # 指数PB
"index_increase_rt": "0.45%", # 指数涨幅
"estimate_value": "2.0733", # 估值
"fund_nav": "2.0730", # 净值
"nav_dt": "2016-03-11", # 净值日期
"discount_rt": "-0.34%", # 溢价率
"creation_unit": "90", # 最小申赎单位(万份)
"amount": "1315800", # 份额
"unit_total": "271.84", # 规模(亿元)
"index_id": "000016", # 指数代码
"last_time": "15:00:00", # 价格最后时间(未确定)
"last_est_time": "23:50:02", # 估值最后时间(未确定)
}
}