qmt量化交易策略小白学习笔记第49期【qmt编程之现货数据】

 qmt编程之获取现货数据

qmt更加详细的教程方法，会持续慢慢梳理。

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现货数据

提示

1.该数据通过get_market_data和get_market_data_ex接口获取
2.获取数据前需要先用download_history_data下载历史数据

返回值

• 返回dict { field1 : value1, field2 : value2, ... }
• value1, value2, ... ：pd.DataFrame 数据集，index为stock_list，columns为time_list

示例

from xtquant import xtdata
# 获取现货市场代码
spot_list = xtdata.get_stock_list_in_sector('现货市场指数')
print(spot_list)
# 获取现货数据
spot_data = xtdata.get_market_data_ex(field_list=[], 
                                  stock_list=['S0010020001.spot'],
                                  period='1d',
                                  fill_data=False)
print(spot_data)

返回值 

# 预计输出
['S0010010001.SPOT', 'S0010020001.SPOT', 'S0010030001.SPOT', 'S0010030002.SPOT', 'S0010040001.SPOT', 'S0010050001.SPOT', 'S0010050002.SPOT', 'S0010050003.SPOT', 'S0010050004.SPOT', 'S0010070001.SPOT', 'S0010080001.SPOT', 'S0010090001.SPOT', 'S0020010001.SPOT', 'S0020020001.SPOT', 'S0020030001.SPOT', 'S0020040001.SPOT', 'S0020050001.SPOT', 'S0020060001.SPOT', 'S0020070001.SPOT', 'S0020080001.SPOT', 'S0020090001.SPOT', 'S0020100001.SPOT', 'S0030010001.SPOT', 'S0030010002.SPOT', 'S0030020001.SPOT', 'S0030030001.SPOT', 'S0030040001.SPOT', 'S0030070001.SPOT', 'S0030080001.SPOT', 'S0030090001.SPOT', 'S0030090002.SPOT', 'S0030100001.SPOT', 'S0030110001.SPOT', 'S0030120001.SPOT', 'S0030120002.SPOT', 'S0030120003.SPOT', 'S0030120004.SPOT', 'S0030120005.SPOT', 'S0030140001.SPOT', 'S0030150001.SPOT', 'S0030150002.SPOT', 'S0030150003.SPOT', 'S0030150004.SPOT', 'S0030160001.SPOT', 'S0030170001.SPOT', 'S0030180001.SPOT', 'S0030180002.SPOT', 'S0030180003.SPOT', 'S0030190001.SPOT', 'S0030200001.SPOT', 'S0040010001.SPOT', 'S0040020001.SPOT', 'S0040030001.SPOT', 'S0040040001.SPOT', 'S0040050001.SPOT', 'S0040060001.SPOT', 'S0040070001.SPOT', 'S0040080001.SPOT', 'S0040090001.SPOT', 'S0040100001.SPOT', 'S0040110001.SPOT', 'S0040120001.SPOT', 'S0040130001.SPOT', 'S0040150001.SPOT', 'S0040160001.SPOT', 'S0040170001.SPOT']

{'S0010020001.SPOT':           amount   close    high     low    open  openInterest  preClose  \
19970701     0.0  2748.0  2748.0  2748.0  2748.0             0       0.0   
19970801     0.0  2720.0  2720.0  2720.0  2720.0             0       0.0   
19970901     0.0  2692.0  2692.0  2692.0  2692.0             0       0.0   
19971001     0.0  2720.0  2720.0  2720.0  2720.0             0       0.0   
19971101     0.0  2720.0  2720.0  2720.0  2720.0             0       0.0   
19971201     0.0  2720.0  2720.0  2720.0  2720.0             0       0.0   
          settelementPrice  suspendFlag           time  volume  
19970701            2748.0            0   867686400000       0  
19970801            2720.0            0   870364800000       0  
19970901            2692.0            0   873043200000       0  
19971001            2720.0            0   875635200000       0  
19971101            2720.0            0   878313600000       0  
19971201            2720.0            0   880905600000       0  
...