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Description:

datacenterdatasdk 0.2.26

datacenter_datasdk
INSTALL
step.1
pip install datacenter-datasdk

step.2 add auth(token, password) (ask for admin) before query data
USAGE
from datacenter_datasdk import auth, get_price, get_trade_days, get_security_info
from datacenter_datasdk import CN_JQ_SUMMARY, query
from datacenter_datasdk import query_by_sql

auth(token, password)

data = get_price('600033.XSHG', 'cn', 'm1', start_date='2010-01-01', end_date='2021-01-01')

trade_days = get_trade_days('cn', start_date='2021-01-01', count=10)

info = get_security_info('cn', '600033.XSHG')

d = query(CN_JQ_SUMMARY).filter(
CN_JQ_SUMMARY.code=='000001.XSHE').order_by(
CN_JQ_SUMMARY.date.desc()).all()

df = query_by_sql('cn_jq_summary',
condition='code = \'000004.XSHE\' and date= \'2021-01-11\'',
columns=['date', 'code', 'industry_name']
)

API

get_price()
get kline data, include daily, minute and tick
params
code(required): str or list, single code or multi code as list
region(required): str, 'cn' or 'us'
frequency(required): str, represent frequency of kline, 'd1', 'm1', 'm5', 'm15', 'm30', 'm60' and 'tick'(only in cn), 'd1_post'(only in cn), 'd1_raw'(only in cn)
start_date(optional), datetime.datetime or datetime.date or str, start time of data, default '2005-01-01'
end_date(optional), datetime.datetime or datetime.date or str, end time of data, default 0 o'clock of today
return
dataframe

get_trade_days()
get trade days
params
region(required): str, 'cn' or 'us'
start_date(optional), datetime.datetime or datetime.date or str, start time of data, default None
end_date(optional), datetime.datetime or datetime.date or str, end time of data, default None
count(optional), int, default None
return
list of date

get_security_info()
get security info
params
region(required): str, 'cn' or 'us'
types(optional): list, values in ('etf', 'stock', 'index'), default ['etf', 'stock', 'index']
code(optional): str, default None (get all code info), default None
date(optional), datetime.datetime or datetime.date or str, not exit market until this date, default None
return
dataframe

query()
is also query object in sqlalchemy
params
table(required): object, import from given list of table object, the given table list ask for admin
return
list of table object or table object

query_by_sql()
get data by defining 'where' condition in sql, max rows of one return is 100w
params
table_name(required): str, table name
condition(optional): str, 'where' condition str in sql, to filter data, default None
columns(optional): list, the return columns, default None and return all columns
return
dataframe