[数据需求] 中小板R指数

数据需求
标签: #<Tag:0x00007fcf6a14d688>

(小Q) #1

数据需求收集 继续讨论:

@uush 我们在跟进


(uush) #2

谢谢,期待


(小Q) #3

数据很早之前就进行了支持。
文档见:


数据获取示例:

克隆策略
In [2]:
D.history_data(['399333.SZA'],'2017-01-01','2018-01-01',['open','high','low','close','volume','amount']).head(12)
Out[2]:
low date instrument amount high close open volume
0 7089.232422 2017-01-03 399333.SZA 1.663433e+10 7123.766602 7112.179199 7091.533691 973116300
1 7108.536133 2017-01-04 399333.SZA 2.362173e+10 7209.720703 7209.720703 7115.312012 1287005200
2 7188.609375 2017-01-05 399333.SZA 2.037646e+10 7216.776855 7195.444824 7202.437012 1195237300
3 7122.163574 2017-01-06 399333.SZA 1.837710e+10 7188.712891 7122.163574 7188.712891 1092324700
4 7109.316895 2017-01-09 399333.SZA 1.805617e+10 7168.377441 7151.181152 7116.020996 1050531300
5 7128.533203 2017-01-10 399333.SZA 1.653083e+10 7169.051270 7134.242188 7154.268066 1028275800
6 7077.895996 2017-01-11 399333.SZA 1.516585e+10 7151.654297 7079.846680 7133.063477 940629500
7 7002.502441 2017-01-12 399333.SZA 1.384444e+10 7090.833984 7007.817871 7077.891602 894560000
8 6904.846191 2017-01-13 399333.SZA 1.611107e+10 7017.107910 6908.569336 7008.684570 1040470000
9 6545.621582 2017-01-16 399333.SZA 2.110190e+10 6900.102539 6714.500000 6900.102539 1372751200
10 6655.873535 2017-01-17 399333.SZA 1.376092e+10 6794.310059 6789.128906 6702.405762 875292300
11 6759.270996 2017-01-18 399333.SZA 1.150842e+10 6812.240723 6779.401367 6779.695801 698023700