很多人想學習量化投資去賺取人生的一億桶金，但一看量化投資需要有寫代碼以及數學知識便止步於跟前。我也是一名量化小白，大家就跟著我的腳步一起學習吧! 量化的第一步是股票的數據獲取，這一點不算太難取得，我使用的數據接口是tushare，大家可以去該網站註冊會員，便有一個免費的股票數據來源~ 今天就來教大家tushare的使用方法好了~
import tushare as ts
import pandas as pd
import numpy as np
pro = ts.pro_api('your token')
df = ts.pro_bar(ts_code='300750.SZ',
start_date='20100101',
end_date='20220614',
ma = [5,10,20,50])
該代碼是取得寧得時代股票基本數據的代碼，運行結果如下~
C:\Users\黃鈞源\OneDrive\桌面\python\venv\Scripts\python.exe C:/Users/黃鈞源/OneDrive/桌面/python/量化.py
ts_code trade_date open ... ma_v_20 ma50 ma_v_50
0 300750.SZ 20220614 438.22 ... 174529.8390 431.7600 186338.3062
1 300750.SZ 20220613 444.01 ... 172983.2095 432.6636 185831.3950
2 300750.SZ 20220610 427.97 ... 171099.7360 433.8444 183963.8064
3 300750.SZ 20220609 445.01 ... 165426.9705 435.0444 180706.6552
4 300750.SZ 20220608 456.00 ... 171176.0885 436.7232 178337.7008
.. ... ... ... ... ... ... ...
968 300750.SZ 20180615 53.00 ... NaN NaN NaN
969 300750.SZ 20180614 48.18 ... NaN NaN NaN
970 300750.SZ 20180613 43.80 ... NaN NaN NaN
971 300750.SZ 20180612 39.82 ... NaN NaN NaN
972 300750.SZ 20180611 30.17 ... NaN NaN NaN
[973 rows x 19 columns]
进程已结束,退出代码0
各種股票數據就可以獲取啦~
最後教大家如何使用tushare好了這裡我做一個簡單示範
假設我想要獲取股票日線行情，我們先在tushare大數據的官網找到股票日線行情的接口代碼
我們可以看到接口是daily
所以我們可以這樣調取日線行情數據
import tushare as ts
import pandas as pd
import numpy as np
pro = ts.pro_api('your token')
df = pro.daily(ts_code='300750.SZ',start_date='20100101',end_date='20220614',)
print(df)
輸出結果如下~
C:\Users\黃鈞源\OneDrive\桌面\python\venv\Scripts\python.exe C:/Users/黃鈞源/OneDrive/桌面/python/量化python.py
ts_code trade_date open ... pct_chg vol amount
0 300750.SZ 20220614 438.22 ... -0.2731 174810.68 7.625000e+06
1 300750.SZ 20220613 444.01 ... -2.4163 186215.82 8.285211e+06
2 300750.SZ 20220610 427.97 ... 5.2510 247663.36 1.104995e+07
3 300750.SZ 20220609 445.01 ... -6.2283 202557.38 8.867552e+06
4 300750.SZ 20220608 456.00 ... 0.2179 405414.28 1.787005e+07
.. ... ... ... ... ... ... ...
968 300750.SZ 20180615 53.00 ... 10.0000 2565.10 1.359503e+04
969 300750.SZ 20180614 48.18 ... 10.0000 742.67 3.578184e+03
970 300750.SZ 20180613 43.80 ... 10.0000 450.30 1.972314e+03
971 300750.SZ 20180612 39.82 ... 10.0000 265.79 1.058375e+03
972 300750.SZ 20180611 30.17 ... 43.9900 788.29 2.845471e+03
[973 rows x 11 columns]
进程已结束,退出代码0
我想這是普通人學習量化第一道門檻(不會用tushare調取數)，所以今天就簡單教大家怎麼用tushare庫調取我們想要的數據~
