finfactory

config

install_check

finfactory.install_check.install_check()

检查是否成功安装finfactory

若成功安装，会打印版本号和相关提示信息

load_his_data

DataArchivesRootDirError

class finfactory.load_his_data.DataArchivesRootDirError: Bases: Exception

find_target_dir

finfactory.load_his_data.find_target_dir(dir_name, root_dir=None, make=False, logger=None)

find_paths_year

finfactory.load_his_data.find_paths_year(fpath)

根据fpath查找与其相关的带年份后缀的所有路径

TODO: 后缀补位年份时处理（比如后缀为_nan）

get_path_ccxt_daily

finfactory.load_his_data.get_path_ccxt_daily(name1, name2, mkt='binance', root_dir=None)

load_ccxt_daily

finfactory.load_his_data.load_ccxt_daily(name1, name2, mkt='binance', root_dir=None)

load_daily_btc126

finfactory.load_his_data.load_daily_btc126(name1, root_dir=None)

load_daily_qkl123

finfactory.load_his_data.load_daily_qkl123(name1, root_dir=None)

load_daily_crypto_usdt

finfactory.load_his_data.load_daily_crypto_usdt(name1, name2=None, mkt='binance', root_dir=None, logger=None)

读取BTC和ETH对USDT日行情数据

Examples

>>> df_eth = load_daily_crypto_usdt('eth', 'eth_usdt')
>>> df_btc = load_daily_crypto_usdt('btc', 'btc_usdt')

get_path_ccxt_minute

finfactory.load_his_data.get_path_ccxt_minute(name1, name2, minute=15, mkt='binance', root_dir=None)

load_ccxt_minute

finfactory.load_his_data.load_ccxt_minute(name1, name2, minute=15, mkt='binance', root_dir=None, start_time=None, end_time=None)

读取ccxt数字货币行情分钟数据

Examples

>>> df_eth_15m = load_ccxt_minute('eth', 'eth_usdt')
>>> df_btc_5m = load_ccxt_minute('btc', 'btc_usdt', 5)
>>> df_btc_1m = load_ccxt_minute('btc', 'btc_usdt', 1,
>>>                              start_time='2022-02-01 05:00:00',
>>>                              end_time='2022-06-09 14:00:00')

get_path_trade_dates_tushare

finfactory.load_his_data.get_path_trade_dates_tushare(exchange='SSE', root_dir=None)

load_trade_dates_tushare

finfactory.load_his_data.load_trade_dates_tushare(exchange='SSE', root_dir=None)

读取交易所交易日历历史数据

Examples

>>> df_trade_dates = load_trade_dates_tushare()

get_path_index_info_tushare

finfactory.load_his_data.get_path_index_info_tushare(market, root_dir=None)

load_index_info_tushare

finfactory.load_his_data.load_index_info_tushare(market, root_dir=None)

根据market读取tushare指数基本信息数据

Examples

>>> df_sse = load_index_info_tushare('SSE')

load_index_info_all_tushare

finfactory.load_his_data.load_index_info_all_tushare(root_dir=None): 读取tushare全部指数基本信息数据

get_index_code_name_tushare

finfactory.load_his_data.get_index_code_name_tushare(): 获取tushare所有指数代码和对应简称，返回dict

find_index_code_tushare

finfactory.load_his_data.find_index_code_tushare(info, root_dir=None, logger=None): 传入code查找对应tushare的code

get_path_index_daily_tushare

finfactory.load_his_data.get_path_index_daily_tushare(code, root_dir=None)

load_index_daily_tushare

finfactory.load_his_data.load_index_daily_tushare(code, root_dir=None)

读取tushare指数日线数据

Examples

>>> df = load_index_daily_tushare('中证1000')
>>> df_sh = load_index_daily_tushare('000001.SH')
>>> df_hs300 = load_index_daily_tushare('000300.SH')
>>> df_hs300_ = load_index_daily_tushare('399300.SZ')
>>> df_zz500 = load_index_daily_tushare('000905.SH')

get_path_index_daily_basic_tushare

finfactory.load_his_data.get_path_index_daily_basic_tushare(code, root_dir=None)

load_index_daily_basic_tushare

finfactory.load_his_data.load_index_daily_basic_tushare(code, root_dir=None)

读取tushare指数日线数据

Examples

>>> df = load_index_daily_basic_tushare('沪深300')
>>> df_sh_basic = load_index_daily_basic_tushare('000001.SH')
>>> df_hs300_basic = load_index_daily_basic_tushare('000300.SH')
>>> df_zz500_basic = load_index_daily_basic_tushare('000905.SH')

get_path_index_joinquant

finfactory.load_his_data.get_path_index_joinquant(code, freq='daily', root_dir=None)

load_index_joinquant

finfactory.load_his_data.load_index_joinquant(code, freq='daily', root_dir=None)

读取聚宽指数行情数据

Examples

>>> df = load_index_joinquant('沪深300')

get_path_astocks_list_tushare

finfactory.load_his_data.get_path_astocks_list_tushare(root_dir=None)

load_astocks_list_tushare

finfactory.load_his_data.load_astocks_list_tushare(root_dir=None, del_dup=True)

导入A股列表数据

Examples

>>> df_a = load_astocks_list_tushare()

find_stocks_code_tushare

finfactory.load_his_data.find_stocks_code_tushare(infos, root_dir=None, logger=None): 查找股票代码，codes为str或list

get_path_stock_daily_tushare

finfactory.load_his_data.get_path_stock_daily_tushare(code, ext='', root_dir=None)

load_stock_daily_tushare

finfactory.load_his_data.load_stock_daily_tushare(code, ext='', root_dir=None)

读取tushare股票日线数据

Examples

>>> df = load_stock_daily_tushare('同花顺')
>>> df = load_stock_daily_tushare('600570.SH')

get_path_chn_bond_yields

finfactory.load_his_data.get_path_chn_bond_yields(cate='national', root_dir=None)

load_chn_bond_yields

finfactory.load_his_data.load_chn_bond_yields(cate='national', root_dir=None)

读取国债收益率历史数据

Examples

>>> df_chn_bonds = load_chn_bond_yields()
>>> df_chn_bonds_local = load_chn_bond_yields('local')

get_path_cffex_lhb_future

finfactory.load_his_data.get_path_cffex_lhb_future(code, date, root_dir=None)

load_cffex_lhb_future

finfactory.load_his_data.load_cffex_lhb_future(code, date, root_dir=None)

读取中金所期货龙虎榜数据

Examples

>>> df_cffex = load_cffex_lhb_future('IF', '2022-06-10')

get_path_futures_info_tushare

finfactory.load_his_data.get_path_futures_info_tushare(exchange, root_dir=None)

load_futures_info_tushare

finfactory.load_his_data.load_futures_info_tushare(exchange=None, root_dir=None)

读取期货基本信息数据

exchange指定交易所，不指定则读取所有的

Examples

>>> df = load_futures_info_tushare()
>>> df = load_futures_info_tushare('CFFEX')

find_futures_exchange_tushare

finfactory.load_his_data.find_futures_exchange_tushare(infos, root_dir=None, logger=None)

根据期货合约代码或名称查找所在交易所，codes为str或list

Examples

>>> find_futures_exchange_tushare('IF2209')
'CFFEX'

find_futures_code_tushare

finfactory.load_his_data.find_futures_code_tushare(infos, root_dir=None, logger=None)

查找期货合约代码，codes为str或list

Examples

>>> find_futures_code_tushare('IF2209')

get_path_future_daily_ex_tushare

finfactory.load_his_data.get_path_future_daily_ex_tushare(exchange, root_dir=None)

load_future_daily_ex_tushare

finfactory.load_his_data.load_future_daily_ex_tushare(exchange, root_dir=None)

读取tushare交易所期货日线数据

Examples

>>> load_future_daily_ex_tushare('SSE')

get_path_future_daily_tushare

finfactory.load_his_data.get_path_future_daily_tushare(ts_code, root_dir=None)

load_future_daily_tushare

finfactory.load_his_data.load_future_daily_tushare(code, root_dir=None, logger=None)

读取tushare期货日线数据，code为tushare代码

Examples

>>> df_if = load_future_daily_tushare('IF.CFX')
>>> df_ic = load_future_daily_tushare('IC')

get_path_future_mindgo

finfactory.load_his_data.get_path_future_mindgo(code, freq='daily', root_dir=None)

load_future_mindgo

finfactory.load_his_data.load_future_mindgo(code, freq='daily', root_dir=None)

读取mindgo期货行情数据

Examples

>>> df = load_future_mindgo('IF9999')
>>> df = load_future_mindgo('IF9999', '1min')

get_path_options_info_tushare

finfactory.load_his_data.get_path_options_info_tushare(exchange, root_dir=None)

load_options_info_tushare

finfactory.load_his_data.load_options_info_tushare(exchange, root_dir=None)

读取tushare期权基本信息数据

Examples

>>> load_options_info_tushare('SSE')

get_path_options_daily_ex_tushare

finfactory.load_his_data.get_path_options_daily_ex_tushare(exchange, root_dir=None)

load_options_daily_ex_tushare

finfactory.load_his_data.load_options_daily_ex_tushare(exchange, root_dir=None)

读取tushare交易所期权日线数据

Examples

>>> df_opt_sse = load_options_daily_ex_tushare('SSE')

load_options_daily_tushare

finfactory.load_his_data.load_options_daily_tushare(code, root_dir=None): 读取tushare期权日线数据

get_path_fund_daily_tushare

finfactory.load_his_data.get_path_fund_daily_tushare(code, fq='qfq', root_dir=None)

load_fund_daily_tushare

finfactory.load_his_data.load_fund_daily_tushare(code, fq='qfq', root_dir=None)

读取tushare基金日线数据

Examples

>>> load_fund_daily_tushare('510050.SH')