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efinance's Introduction

Introduction

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efinance 是由个人打造的用于获取股票、基金、期货数据的免费开源 Python 库,你可以使用它很方便地获取数据以便更好地服务于个人的交易系统需求。


Installation

  • 通过 pip 安装
pip install efinance
  • 通过 pip 更新
pip install efinance --upgrade
  • 通过 docker 安装
# 克隆代码
git clone https://github.com/Micro-sheep/efinance
# 切换工作目录为该项目的根目录
cd efinance
# 构建镜像(-t 指定构建后生成的镜像名称 . 指定 build 的对象是当前工作目录下的 dockerfile)
docker build -t efinance . --no-cache
# 以交互的方式运行镜像(运行之后自动删除容器,如不想删除 则可去掉 --rm)
docker run --rm -it efinance
  • 源码安装(用于开发)
git clone https://github.com/Micro-sheep/efinance
cd efinance
pip install -e .

Examples

Stock

  • 获取股票历史日 K 线数据
>>> import efinance as ef
>>> # 股票代码
>>> stock_code = '600519'
>>> ef.stock.get_quote_history(stock_code)
      股票名称    股票代码          日期       开盘       收盘       最高       最低       成交量           成交额    振幅   涨跌幅    涨跌额    换手率
0     贵州茅台  600519  2001-08-27   -89.74   -89.53   -89.08   -90.07  406318.0  1.410347e+09 -1.10  0.92   0.83  56.83
1     贵州茅台  600519  2001-08-28   -89.64   -89.27   -89.24   -89.72  129647.0  4.634630e+08 -0.54  0.29   0.26  18.13
2     贵州茅台  600519  2001-08-29   -89.24   -89.36   -89.24   -89.42   53252.0  1.946890e+08 -0.20 -0.10  -0.09   7.45
3     贵州茅台  600519  2001-08-30   -89.38   -89.22   -89.14   -89.44   48013.0  1.775580e+08 -0.34  0.16   0.14   6.72
4     贵州茅台  600519  2001-08-31   -89.21   -89.24   -89.12   -89.28   23231.0  8.623100e+07 -0.18 -0.02  -0.02   3.25
...    ...     ...         ...      ...      ...      ...      ...       ...           ...   ...   ...    ...    ...
4756  贵州茅台  600519  2021-07-23  1937.82  1900.00  1937.82  1895.09   47585.0  9.057762e+09  2.20 -2.06 -40.01   0.38
4757  贵州茅台  600519  2021-07-26  1879.00  1804.11  1879.00  1780.00   98619.0  1.789436e+10  5.21 -5.05 -95.89   0.79
4758  贵州茅台  600519  2021-07-27  1803.00  1712.89  1810.00  1703.00   86577.0  1.523081e+10  5.93 -5.06 -91.22   0.69
4759  贵州茅台  600519  2021-07-28  1703.00  1768.90  1788.20  1682.12   85369.0  1.479247e+10  6.19  3.27  56.01   0.68
4760  贵州茅台  600519  2021-07-29  1810.01  1740.00  1823.00  1734.34   51035.0  9.067345e+09  5.01 -1.63 -28.90   0.41

[4761 rows x 13 columns]
  • 获取非 A 股的股票 K 线数据(支持输入股票名称以及代码)
>>> import efinance as ef
>>> # 股票代码
>>> stock_code = 'AAPL'
>>> ef.stock.get_quote_history(stock_code)
     股票名称  股票代码          日期      开盘      收盘      最高      最低          成交量           成交额    振幅   涨跌幅   涨跌额   换手率
0      苹果  AAPL  1984-09-07   -5.37   -5.37   -5.36   -5.37    2981600.0  0.000000e+00  0.00  0.00  0.00  0.02
1      苹果  AAPL  1984-09-10   -5.37   -5.37   -5.36   -5.37    2346400.0  0.000000e+00 -0.19  0.00  0.00  0.01
2      苹果  AAPL  1984-09-11   -5.36   -5.36   -5.36   -5.36    5444000.0  0.000000e+00  0.00  0.19  0.01  0.03
3      苹果  AAPL  1984-09-12   -5.36   -5.37   -5.36   -5.37    4773600.0  0.000000e+00 -0.19 -0.19 -0.01  0.03
4      苹果  AAPL  1984-09-13   -5.36   -5.36   -5.36   -5.36    7429600.0  0.000000e+00  0.00  0.19  0.01  0.04
...   ...   ...         ...     ...     ...     ...     ...          ...           ...   ...   ...   ...   ...
8739   苹果  AAPL  2021-07-22  145.94  146.80  148.19  145.81   77338156.0  1.137623e+10  1.64  0.96  1.40  0.47
8740   苹果  AAPL  2021-07-23  147.55  148.56  148.72  146.92   71447416.0  1.058233e+10  1.23  1.20  1.76  0.43
8741   苹果  AAPL  2021-07-26  148.27  148.99  149.83  147.70   72434089.0  1.080774e+10  1.43  0.29  0.43  0.44
8742   苹果  AAPL  2021-07-27  149.12  146.77  149.21  145.55  104818578.0  1.540140e+10  2.46 -1.49 -2.22  0.63
8743   苹果  AAPL  2021-07-28  144.81  144.98  146.97  142.54  118931191.0  1.723188e+10  3.02 -1.22 -1.79  0.72

[8744 rows x 13 columns]

>>> # 股票名称
>>> stock_name = '微软'
>>> ef.stock.get_quote_history(stock_name)
       股票名称  股票代码          日期      开盘      收盘      最高      最低           成交量           成交额    振幅   涨跌幅   涨跌额    换手率
0      微软  MSFT  1986-03-13  -20.74  -20.73  -20.73  -20.74  1.031789e+09  0.000000e+00  0.00  0.00  0.00  13.72
1      微软  MSFT  1986-03-14  -20.73  -20.73  -20.73  -20.73  3.081600e+08  0.000000e+00  0.00  0.00  0.00   4.10
2      微软  MSFT  1986-03-17  -20.73  -20.73  -20.73  -20.73  1.331712e+08  0.000000e+00  0.00  0.00  0.00   1.77
3      微软  MSFT  1986-03-18  -20.73  -20.73  -20.73  -20.73  6.776640e+07  0.000000e+00  0.00  0.00  0.00   0.90
4      微软  MSFT  1986-03-19  -20.73  -20.73  -20.73  -20.73  4.789440e+07  0.000000e+00  0.00  0.00  0.00   0.64
...   ...   ...         ...     ...     ...     ...     ...           ...           ...   ...   ...   ...    ...
8357   微软  MSFT  2021-07-22  283.84  286.14  286.42  283.42  2.338406e+07  6.677062e+09  1.07  1.68  4.74   0.31
8358   微软  MSFT  2021-07-23  287.37  289.67  289.99  286.50  2.276807e+07  6.578686e+09  1.22  1.23  3.53   0.30
8359   微软  MSFT  2021-07-26  289.00  289.05  289.69  286.64  2.317607e+07  6.685868e+09  1.05 -0.21 -0.62   0.31
8360   微软  MSFT  2021-07-27  289.43  286.54  289.58  282.95  3.360407e+07  9.599993e+09  2.29 -0.87 -2.51   0.45
8361   微软  MSFT  2021-07-28  288.99  286.22  290.15  283.83  3.356685e+07  9.638499e+09  2.21 -0.11 -0.32   0.45

[8362 rows x 13 columns]
  • 获取 ETF K 线数据
>>> import efinance as ef
>>> # ETF 代码(以中概互联网 ETF 为例)
>>> etf_code = '513050'
>>> ef.stock.get_quote_history(etf_code)
      股票名称    股票代码          日期     开盘     收盘     最高     最低         成交量           成交额    振幅   涨跌幅    涨跌额    换手率
0     中概互联网ETF  513050  2017-01-18  0.989  0.977  0.989  0.969    345605.0  3.381795e+07  0.00  0.00  0.000   0.26
1     中概互联网ETF  513050  2017-01-19  0.978  0.989  0.990  0.978    257716.0  2.542553e+07  1.23  1.23  0.012   0.19
2     中概互联网ETF  513050  2017-01-20  0.989  0.988  0.990  0.986     50980.0  5.043289e+06  0.40 -0.10 -0.001   0.04
3     中概互联网ETF  513050  2017-01-23  0.988  0.988  0.989  0.986     13739.0  1.356129e+06  0.30  0.00  0.000   0.01
4     中概互联网ETF  513050  2017-01-24  0.989  0.989  0.992  0.987     17937.0  1.774398e+06  0.51  0.10  0.001   0.01
...        ...     ...         ...    ...    ...    ...    ...         ...           ...   ...   ...    ...    ...
1097  中概互联网ETF  513050  2021-07-23  1.789  1.760  1.789  1.758   4427623.0  7.836530e+08  1.73 -1.51 -0.027   3.32
1098  中概互联网ETF  513050  2021-07-26  1.679  1.645  1.698  1.642  13035366.0  2.182816e+09  3.18 -6.53 -0.115   9.78
1099  中概互联网ETF  513050  2021-07-27  1.600  1.547  1.620  1.546  14269546.0  2.257610e+09  4.50 -5.96 -0.098  10.70
1100  中概互联网ETF  513050  2021-07-28  1.545  1.552  1.578  1.506  13141023.0  2.024106e+09  4.65  0.32  0.005   9.85
1101  中概互联网ETF  513050  2021-07-29  1.615  1.641  1.651  1.606  10658041.0  1.734404e+09  2.90  5.73  0.089   7.99

[1102 rows x 13 columns]
  • 获取单只股票 5 分钟 K 线数据
>>> import efinance as ef
>>> # 股票代码
>>> stock_code = '600519'
>>> # 5 分钟
>>> frequency = 5
>>> ef.stock.get_quote_history(stock_code, klt=frequency)
      股票名称    股票代码                日期       开盘       收盘       最高       最低     成交量          成交额    振幅   涨跌幅    涨跌额   换手率
0     贵州茅台  600519  2021-06-16 09:35  2172.71  2159.71  2175.71  2150.74  1885.0  411159309.0  1.15 -0.64 -14.00  0.02
1     贵州茅台  600519  2021-06-16 09:40  2156.69  2148.71  2160.48  2143.37  1238.0  268790684.0  0.79 -0.51 -11.00  0.01
2     贵州茅台  600519  2021-06-16 09:45  2149.79  2159.71  2160.69  2149.79   706.0  153631002.0  0.51  0.51  11.00  0.01
3     贵州茅台  600519  2021-06-16 09:50  2159.61  2148.87  2159.71  2148.87   586.0  127346502.0  0.50 -0.50 -10.84  0.00
4     贵州茅台  600519  2021-06-16 09:55  2148.87  2161.04  2163.71  2148.72   788.0  171491075.0  0.70  0.57  12.17  0.01
...    ...     ...               ...      ...      ...      ...      ...     ...          ...   ...   ...    ...   ...
1521  贵州茅台  600519  2021-07-29 13:50  1746.51  1746.09  1748.95  1746.01   738.0  128889575.0  0.17 -0.09  -1.49  0.01
1522  贵州茅台  600519  2021-07-29 13:55  1746.08  1742.01  1746.09  1741.96   831.0  144968679.0  0.24 -0.23  -4.08  0.01
1523  贵州茅台  600519  2021-07-29 14:00  1742.00  1739.58  1742.00  1739.58   864.0  150446840.0  0.14 -0.14  -2.43  0.01
1524  贵州茅台  600519  2021-07-29 14:05  1741.87  1740.00  1745.00  1738.88  1083.0  188427970.0  0.35  0.02   0.42  0.01
1525  贵州茅台  600519  2021-07-29 14:10  1740.00  1740.02  1740.10  1740.00    59.0   10315488.0  0.01  0.00   0.02  0.00

[1526 rows x 13 columns]
  • 沪深市场 A 股最新状况
>>> import efinance as ef
>>> ef.stock.get_realtime_quotes()
        股票代码   股票名称     涨跌幅     最新价      最高      最低      今开     涨跌额    换手率    量比    动态市盈率     成交量           成交额   昨日收盘           总市值         流通市值      行情ID 市场类型
0     688787    N海天  277.59  139.48  172.39  139.25  171.66  102.54  85.62     -    78.93   74519  1110318832.0  36.94    5969744000   1213908667  1.688787   沪A
1     301045    N天禄  149.34   39.42   48.95    39.2   48.95   23.61  66.66     -    37.81  163061   683878656.0  15.81    4066344240    964237089  0.301045   深A
2     300532   今天国际   20.04   12.16   12.16   10.69   10.69    2.03   8.85  3.02   -22.72  144795   171535181.0  10.13    3322510580   1989333440  0.300532   深A
3     300600   国瑞科技   20.02   13.19   13.19   11.11   11.41     2.2  18.61  2.82   218.75  423779   541164432.0  10.99    3915421427   3003665117  0.300600   深A
4     300985   致远新能   20.01   47.08   47.08    36.8    39.4    7.85  66.65  2.17    58.37  210697   897370992.0  39.23    6277336472   1488300116  0.300985   深A
...      ...    ...     ...     ...     ...     ...     ...     ...    ...   ...      ...     ...           ...    ...           ...          ...       ...  ...
4598  603186   华正新材   -10.0   43.27   44.09   43.27   43.99   -4.81   1.98  0.48    25.24   27697   120486294.0  48.08    6146300650   6063519472  1.603186   沪A
4599  688185  康希诺-U  -10.11   476.4  534.94  460.13   530.0   -53.6   6.02  2.74 -2088.07   40239  1960540832.0  530.0  117885131884  31831479215  1.688185   沪A
4600  688148   芳源股份  -10.57    31.3   34.39    31.3    33.9    -3.7  26.07  0.56   220.01  188415   620632512.0   35.0   15923562000   2261706043  1.688148   沪A
4601  300034   钢研高纳  -10.96   43.12   46.81   42.88    46.5   -5.31   7.45  1.77    59.49  323226  1441101824.0  48.43   20959281094  18706911861  0.300034   深A
4602  300712   永福股份  -13.71    96.9  110.94    95.4   109.0   -15.4   6.96  1.26   511.21  126705  1265152928.0  112.3   17645877600  17645877600  0.300712   深A

[4603 rows x 18 columns]
  • 股票龙虎榜
>>> import efinance as ef
>>> # 获取最新一个公开的龙虎榜数据(后面还有获取指定日期区间的示例代码)
>>> ef.stock.get_daily_billboard()
    股票代码  股票名称        上榜日期                解读     收盘价      涨跌幅      换手率        龙虎榜净买额        龙虎榜买入额        龙虎榜卖出额        龙虎榜成交额      市场总成交额  净买额占总成交比   成交额占总成交比          流通市值                                  上榜原因
0   000608  阳光股份  2021-08-27    卖一主卖成功率48.36%    3.73  -9.9034   3.8430 -8.709942e+06  1.422786e+07  2.293780e+07  3.716565e+07   110838793 -7.858208  33.531268  2.796761e+09                      日跌幅偏离值达到7%的前5只证券
1   000751  锌业股份  2021-08-27    主力做T成功率18.84%    5.32  -2.9197  19.6505 -1.079219e+08  5.638899e+07  1.643109e+08  2.206999e+08  1462953973 -7.376984  15.085906  7.500502e+09                       日振幅值达到15%的前5只证券
2   000762  西藏矿业  2021-08-27  北京资金买入成功率39.42%   63.99   1.0741  15.6463  2.938758e+07  4.675541e+08  4.381665e+08  9.057206e+08  4959962598  0.592496  18.260633  3.332571e+10                       日振幅值达到15%的前5只证券
3   000833  粤桂股份  2021-08-27  实力游资买入成功率44.55%    8.87  10.0496   8.8263  4.993555e+07  1.292967e+08  7.936120e+07  2.086580e+08   895910429  5.573721  23.290046  3.353614e+09              连续三个交易日内涨幅偏离值累计达到20%的证券
4   001208  华菱线缆  2021-08-27  1家机构买入成功率40.43%   19.72   4.3386  46.1985  4.055258e+07  1.537821e+08  1.132295e+08  2.670117e+08  1203913048  3.368398  22.178651  2.634710e+09                       日换手率达到20%的前5只证券
..     ...   ...         ...               ...     ...      ...      ...           ...           ...           ...           ...         ...       ...        ...           ...                                   ...
70  688558  国盛智科  2021-08-27    买一主买成功率38.71%   60.72   1.6064  34.0104  1.835494e+07  1.057779e+08  8.742293e+07  1.932008e+08   802569300  2.287023  24.072789  2.321743e+09              有价格涨跌幅限制的日换手率达到30%的前五只证券
71  688596  正帆科技  2021-08-27  1家机构买入成功率57.67%   26.72   3.1660   3.9065 -1.371039e+07  8.409046e+07  9.780085e+07  1.818913e+08   745137400 -1.839982  24.410438  4.630550e+09  有价格涨跌幅限制的连续3个交易日内收盘价格涨幅偏离值累计达到30%的证券
72  688663   新风光  2021-08-27    卖一主卖成功率37.18%   28.17 -17.6316  32.2409  1.036460e+07  5.416901e+07  4.380440e+07  9.797341e+07   274732700  3.772613  35.661358  8.492507e+08           有价格涨跌幅限制的日收盘价格跌幅达到15%的前五只证券
73  688663   新风光  2021-08-27    卖一主卖成功率37.18%   28.17 -17.6316  32.2409  1.036460e+07  5.416901e+07  4.380440e+07  9.797341e+07   274732700  3.772613  35.661358  8.492507e+08              有价格涨跌幅限制的日换手率达到30%的前五只证券
74  688667  菱电电控  2021-08-27  1家机构卖出成功率49.69%  123.37 -18.8996  17.7701 -2.079877e+06  4.611216e+07  4.819204e+07  9.430420e+07   268503400 -0.774618  35.122163  1.461225e+09           有价格涨跌幅限制的日收盘价格跌幅达到15%的前五只证券

[75 rows x 16 columns]

>>> # 获取指定日期区间的龙虎榜数据
>>> start_date = '2021-08-20' # 开始日期
>>> end_date = '2021-08-27' # 结束日期
>>> ef.stock.get_daily_billboard(start_date = start_date,end_date = end_date)
    股票代码  股票名称        上榜日期                解读     收盘价      涨跌幅      换手率        龙虎榜净买额        龙虎榜买入额        龙虎榜卖出额        龙虎榜成交额      市场总成交额   净买额占总成交比    成交额占总成交比          流通市值                           上榜原因
0    000608  阳光股份  2021-08-27    卖一主卖成功率48.36%    3.73  -9.9034   3.8430 -8.709942e+06  1.422786e+07  2.293780e+07  3.716565e+07   110838793  -7.858208   33.531268  2.796761e+09               日跌幅偏离值达到7%的前5只证券
1    000751  锌业股份  2021-08-27    主力做T成功率18.84%    5.32  -2.9197  19.6505 -1.079219e+08  5.638899e+07  1.643109e+08  2.206999e+08  1462953973  -7.376984   15.085906  7.500502e+09                日振幅值达到15%的前5只证券
2    000762  西藏矿业  2021-08-27  北京资金买入成功率39.42%   63.99   1.0741  15.6463  2.938758e+07  4.675541e+08  4.381665e+08  9.057206e+08  4959962598   0.592496   18.260633  3.332571e+10                日振幅值达到15%的前5只证券
3    000833  粤桂股份  2021-08-27  实力游资买入成功率44.55%    8.87  10.0496   8.8263  4.993555e+07  1.292967e+08  7.936120e+07  2.086580e+08   895910429   5.573721   23.290046  3.353614e+09       连续三个交易日内涨幅偏离值累计达到20%的证券
4    001208  华菱线缆  2021-08-27  1家机构买入成功率40.43%   19.72   4.3386  46.1985  4.055258e+07  1.537821e+08  1.132295e+08  2.670117e+08  1203913048   3.368398   22.178651  2.634710e+09                日换手率达到20%的前5只证券
..      ...   ...         ...               ...     ...      ...      ...           ...           ...           ...           ...         ...        ...         ...           ...                            ...
414  605580  恒盛能源  2021-08-20    买一主买成功率33.33%   13.28  10.0249   0.4086  2.413149e+06  2.713051e+06  2.999022e+05  3.012953e+06     2713051  88.945937  111.054054  6.640000e+08  有价格涨跌幅限制的日收盘价格涨幅偏离值达到7%的前三只证券
415  688029  南微医学  2021-08-20  4家机构卖出成功率55.82%  204.61 -18.5340   8.1809 -1.412053e+08  1.883342e+08  3.295394e+08  5.178736e+08   762045800 -18.529760   67.958326  9.001510e+09    有价格涨跌幅限制的日收盘价格跌幅达到15%的前五只证券
416  688408   中信博  2021-08-20  4家机构卖出成功率47.86%  179.98  -0.0666  15.3723 -4.336304e+07  3.750919e+08  4.184550e+08  7.935469e+08   846547400  -5.122340   93.739221  5.695886e+09      有价格涨跌幅限制的日价格振幅达到30%的前五只证券
417  688556  高测股份  2021-08-20  上海资金买入成功率60.21%   51.97  17.0495  10.6452 -3.940045e+07  1.642095e+08  2.036099e+08  3.678194e+08   575411600  -6.847351   63.922831  5.739089e+09    有价格涨跌幅限制的日收盘价格涨幅达到15%的前五只证券
418  688636   智明达  2021-08-20  2家机构买入成功率47.37%  161.90  15.8332  11.9578  2.922406e+07  6.598126e+07  3.675721e+07  1.027385e+08   188330100  15.517464   54.552336  1.647410e+09    有价格涨跌幅限制的日收盘价格涨幅达到15%的前五只证券

[418 rows x 16 columns]
  • 沪深 A 股股票季度表现
>>> import efinance as ef
>>> ef.stock.get_all_company_performance() # 默认为最新季度,亦可指定季度
        股票代码  股票简称                 公告日期          营业收入   营业收入同比增长  营业收入季度环比           净利润     净利润同比增长   净利润季度环比    每股收益      每股净资产  净资产收益率      销售毛利率  每股经营现金流量
0     688981  中芯国际  2021-08-28 00:00:00  1.609039e+10  22.253453   20.6593  5.241321e+09  278.100000  307.8042  0.6600  11.949525    5.20  26.665642  1.182556
1     688819  天能股份  2021-08-28 00:00:00  1.625468e+10   9.343279   23.9092  6.719446e+08  -14.890000  -36.8779  0.7100  11.902912    6.15  17.323263 -1.562187
2     688789  宏华数科  2021-08-28 00:00:00  4.555604e+08  56.418441    6.5505  1.076986e+08   49.360000   -7.3013  1.8900  14.926761   13.51  43.011243  1.421272
3     688681  科汇股份  2021-08-28 00:00:00  1.503343e+08  17.706987  121.9407  1.664509e+07  -13.100000  383.3331  0.2100   5.232517    4.84  47.455511 -0.232395
4     688670   金迪克  2021-08-28 00:00:00  3.209423e+07 -63.282413  -93.1788 -2.330505e+07 -242.275001 -240.1554 -0.3500   3.332254  -10.10  85.308531  1.050348
...      ...   ...                  ...           ...        ...       ...           ...         ...       ...     ...        ...     ...        ...       ...
3720  600131  国网信通  2021-07-16 00:00:00  2.880378e+09   6.787087   69.5794  2.171389e+08   29.570000  296.2051  0.1800   4.063260    4.57  19.137437 -0.798689
3721  600644  乐山电力  2021-07-15 00:00:00  1.257030e+09  18.079648    5.7300  8.379727e+07  -14.300000   25.0007  0.1556   3.112413    5.13  23.645137  0.200906
3722  002261  拓维信息  2021-07-15 00:00:00  8.901777e+08  47.505282   24.0732  6.071063e+07   68.320000   30.0596  0.0550   2.351598    2.37  37.047968 -0.131873
3723  601952  苏垦农发  2021-07-13 00:00:00  4.544138e+09  11.754570   47.8758  3.288132e+08    1.460000   83.1486  0.2400   3.888046    6.05  15.491684 -0.173772
3724  601568  北元集团  2021-07-09 00:00:00  6.031506e+09  32.543303   30.6352  1.167989e+09   61.050000   40.8165  0.3200   3.541533    9.01  27.879243  0.389860

[3725 rows x 14 columns]
  • 股票历史单子流入数据(日级)
>>> import efinance as ef
>>> ef.stock.get_history_bill('300750')
     股票名称    股票代码          日期         主力净流入        小单净流入         中单净流入        大单净流入       超大单净流入  主力净流入占比  小单流入净占比  中单流入净占比  大单流入净占比  超大单流入净占比     收盘价   涨跌幅
0    宁德时代  300750  2021-03-18  4.453786e+07   51241536.0 -9.577939e+07  -26680704.0   71218560.0     1.16     1.33    -2.49    -0.69      1.85  335.56  0.84
1    宁德时代  300750  2021-03-19 -6.129661e+08  423235296.0  1.897308e+08 -244136864.0 -368829200.0   -10.13     6.99     3.14    -4.03     -6.09  316.26 -5.75
2    宁德时代  300750  2021-03-22 -5.674665e+08  473253808.0  9.421272e+07 -255868192.0 -311598336.0    -7.95     6.63     1.32    -3.58     -4.37  307.56 -2.75
3    宁德时代  300750  2021-03-23 -3.168412e+08  131142880.0  1.856984e+08 -349417168.0   32575936.0    -6.88     2.85     4.03    -7.59      0.71  303.67 -1.26
4    宁德时代  300750  2021-03-24 -5.999049e+08  371268928.0  2.286360e+08   -6849616.0 -593055328.0    -8.18     5.06     3.12    -0.09     -8.09  288.55 -4.98
..    ...     ...         ...           ...          ...           ...          ...          ...      ...      ...      ...      ...       ...     ...   ...
97   宁德时代  300750  2021-08-09 -1.152779e+09    -596512.0  1.153376e+09 -370189552.0 -782589456.0   -12.09    -0.01    12.10    -3.88     -8.21  516.00 -5.13
98   宁德时代  300750  2021-08-10 -1.009431e+09    -358999.0  1.009790e+09 -392670720.0 -616759952.0   -11.03    -0.00    11.03    -4.29     -6.74  510.50 -1.07
99   宁德时代  300750  2021-08-11  1.305631e+08    -475792.0 -1.300873e+08 -204097776.0  334660864.0     2.25    -0.01    -2.25    -3.52      5.78  517.25  1.32
100  宁德时代  300750  2021-08-12 -1.425337e+09    -488240.0  1.425825e+09 -454688192.0 -970648896.0   -16.58    -0.01    16.58    -5.29    -11.29  502.00 -2.95
101  宁德时代  300750  2021-08-13 -3.111439e+08    -895641.0  3.120392e+08 -145200128.0 -165943808.0    -2.21    -0.01     2.22    -1.03     -1.18  502.05  0.01

[102 rows x 15 columns]
  • 股票最新一个交易日单子流入数据(分钟级)
>>> import efinance as ef
>>> ef.stock.get_today_bill('300750')
     股票名称    股票代码                时间        主力净流入     小单净流入        中单净流入        大单净流入       超大单净流入
0    宁德时代  300750  2021-08-13 09:31  -58855676.0 -171274.0   59026945.0   22025460.0  -80881136.0
1    宁德时代  300750  2021-08-13 09:32  -50671227.0 -190312.0   50861534.0    8927176.0  -59598403.0
2    宁德时代  300750  2021-08-13 09:33  -67833979.0 -190312.0   68024288.0   34170593.0 -102004572.0
3    宁德时代  300750  2021-08-13 09:34  -28890553.0 -220312.0   29110861.0   16373829.0  -45264382.0
4    宁德时代  300750  2021-08-13 09:35  -14955904.0 -482660.0   15438561.0   14601153.0  -29557057.0
..    ...     ...               ...          ...       ...          ...          ...          ...
235  宁德时代  300750  2021-08-13 14:56 -311695708.0 -895633.0  312591337.0 -144447542.0 -167248166.0
236  宁德时代  300750  2021-08-13 14:57 -310641455.0 -895633.0  311537085.0 -144697852.0 -165943603.0
237  宁德时代  300750  2021-08-13 14:58 -311143584.0 -895633.0  312039214.0 -145199981.0 -165943603.0
238  宁德时代  300750  2021-08-13 14:59 -311143584.0 -895633.0  312039214.0 -145199981.0 -165943603.0
239  宁德时代  300750  2021-08-13 15:00 -311143584.0 -895633.0  312039214.0 -145199981.0 -165943603.0

[240 rows x 8 columns]

Fund

  • 获取基金历史净值信息
>>> import efinance as ef
>>> ef.fund.get_quote_history('161725')
             日期    单位净值    累计净值     涨跌幅
0    2021-07-29  1.2726  2.9037   -1.52
1    2021-07-28  1.2922  2.9233    0.85
2    2021-07-27  1.2813  2.9124    -3.6
3    2021-07-26  1.3292  2.9603   -7.24
4    2021-07-23  1.4329  3.0640   -2.29
...         ...     ...     ...     ...
1502 2015-06-08  1.0380  1.0380  2.5692
1503 2015-06-05  1.0120  1.0120  1.5045
1504 2015-06-04  0.9970  0.9970      --
1505 2015-05-29  0.9950  0.9950      --
1506 2015-05-27  1.0000  1.0000      --

[1507 rows x 4 columns]
  • 获取基金公开持仓信息
>>> import efinance as ef
>>> # 获取最新公开的持仓数据
>>> ef.fund.get_invest_position('161725')
    基金代码    股票代码  股票简称   持仓占比  较上期变化        公开日期
0  161725  600519  贵州茅台  16.78   1.36  2022-03-31
1  161725  600809  山西汾酒  15.20   0.52  2022-03-31
2  161725  000568  泸州老窖  14.57  -0.89  2022-03-31
3  161725  000858   五粮液  12.83  -1.26  2022-03-31
4  161725  002304  洋河股份  11.58   0.91  2022-03-31
5  161725  603369   今世缘   3.75  -0.04  2022-03-31
6  161725  000799   酒鬼酒   3.40  -0.91  2022-03-31
7  161725  000596  古井贡酒   3.27  -0.24  2022-03-31
8  161725  600779   水井坊   2.59  -0.26  2022-03-31
9  161725  603589   口子窖   2.30  -0.38  2022-03-31
  • 多只基金信息
>>> import efinance as ef
>>> # 获取多只基金基本信息
>>> ef.fund.get_base_info(['161725','005827'])
0  161725  招商中证白酒指数(LOF)A  2015-05-27 -6.03  1.1959   招商基金  2021-07-30     产品特色布局白酒领域的指数基金历史业绩优秀外资偏爱白酒板块1  005827       易方达蓝筹精选混合  2018-09-05 -2.98  2.4967  易方达基金  2021-07-30  明星消费基金经理另一力作A+H股同步布局价值投资典范适合长期持有

Bond

  • 可转债整体行情
>>> import efinance as ef
>>> ef.bond.get_realtime_quotes()
       债券代码  债券名称    涨跌幅      最新价       最高       最低     涨跌额     换手率 动态市盈率     成交量           成交额     昨日收盘         总市值        流通市值      行情ID 市场类型
0    123015  蓝盾转债  13.49  198.613    205.0    175.5  23.613  315.36     -  316062   613480512.0    175.0   199056701   199056701  0.123015   深A
1    123077  汉得转债   9.59   115.51  122.971  105.401   10.11   32.59     -  305380   358093216.0    105.4  1082332396  1082332396  0.123077   深A
2    123066  赛意转债   8.08  232.377    245.8    225.0  17.377   470.3     -  454204  1081363632.0    215.0   224423665   224423665  0.123066   深A
3    128093  百川转债   7.69  360.751    367.9    335.5  25.751  343.84     -  558874  1984944768.0    335.0   586364315   586364315  0.128093   深A
4    128082  华锋转债   7.41  158.507  163.769  147.089  10.935  103.16     -  226444   355827984.0  147.572   347931900   347931900  0.128082   深A
..      ...   ...    ...      ...      ...      ...     ...     ...   ...     ...           ...      ...         ...         ...       ...  ...
383  123087  明电转债  -4.34   151.75    169.0  150.302  -6.879  117.66     -  520370   817884784.0  158.629   671147760   671147760  0.123087   深A
384  123070  鹏辉转债  -4.63  175.001  179.799  174.471  -8.499   18.46     -  144998   257005833.0    183.5  1374730681  1374730681  0.123070   深A
385  123027  蓝晓转债  -4.67  338.413  352.825  338.015 -16.586   44.23     -   47356   162870853.0  354.999   362300558   362300558  0.123027   深A
386  113621  彤程转债  -5.03   215.61    222.5   214.41  -11.41   11.46     -   91710   200327611.0   227.02  1725268098  1725268098  1.113621   沪A
387  123047  久吾转债   -5.7    305.5   319.52  305.382  -18.47  122.41     -  193587   600277600.0   323.97   483119533   483119533  0.123047   深A

[388 rows x 16 columns]
  • 全部可转债信息
>>> import efinance as ef
>>> ef.bond.get_all_base_info()
      债券代码   债券名称    正股代码  正股名称 债券评级                 申购日期    发行规模(亿)  网上发行中签率(%)                 上市日期                 到期日期   期限()                                               利率说明
0   123120   隆华转债  300263  隆华科技  AA-  2021-07-30 00:00:00   7.989283         NaN                 None  2027-07-30 00:00:00       6  第一年为0.40%第二年为0.70%第三年为1.00%第四年为1.60%第五年为2....
1   110081   闻泰转债  600745  闻泰科技  AA+  2021-07-28 00:00:00  86.000000    0.044030                 None  2027-07-28 00:00:00       6  第一年0.10%第二年0.20%第三年0.30%第四年1.50%第五年1.80%...
2   118001   金博转债  688598  金博股份   A+  2021-07-23 00:00:00   5.999010    0.001771                 None  2027-07-23 00:00:00       6  第一年0.50%第二年0.70%第三年1.20%第四年1.80%第五年2.40%...
3   123119   康泰转2  300601  康泰生物   AA  2021-07-15 00:00:00  20.000000    0.014182                 None  2027-07-15 00:00:00       6  第一年为0.30%第二年为0.50%第三年为1.00%第四年为1.50%第五年为1....
4   113627   太平转债  603877   太平鸟   AA  2021-07-15 00:00:00   8.000000    0.000542                 None  2027-07-15 00:00:00       6  第一年0.30%第二年0.50%第三年1.00%第四年1.50%第五年1.80%...
..     ...    ...     ...   ...  ...                  ...        ...         ...                  ...                  ...     ...                                                ...
80  110227   赤化转债  600227   圣济堂  AAA  2007-10-10 00:00:00   4.500000    0.158854  2007-10-23 00:00:00  2009-05-25 00:00:00  1.6192  票面利率和付息日期:本次发行的可转债票面利率第一年为1.5%第二年为1.8%第三年为2....
81  126006  07深高债  600548   深高速  AAA  2007-10-09 00:00:00  15.000000    0.290304  2007-10-30 00:00:00  2013-10-09 00:00:00       6                                               None
82  110971   恒源转债  600971  恒源煤电  AAA  2007-09-24 00:00:00   4.000000    5.311774  2007-10-12 00:00:00  2009-12-21 00:00:00  2.2484  票面利率为:第一年年利率1.5%,第二年年利率1.8%,第三年年利率2.1%,第四年年利率2...
83  110567   山鹰转债  600567  山鹰国际   AA  2007-09-05 00:00:00   4.700000    0.496391  2007-09-17 00:00:00  2010-02-01 00:00:00  2.4055  票面利率和付息日期:本次发行的可转债票面利率第一年为1.4%,第二年为1.7%,第三年为2....
84  110026   中海转债  600026  中远海能  AAA  2007-07-02 00:00:00  20.000000    1.333453  2007-07-12 00:00:00  2008-03-27 00:00:00   0.737  票面利率:第一年为1.84%,第二年为2.05%,第三年为2.26%,第四年为2.47%,...

[585 rows x 12 columns]
  • 指定可转债 K 线数据
>>> import efinance as ef
>>> # 可转债代码(以 东财转3 为例)
>>> bond_code = '123111'
>>> ef.bond.get_quote_history(bond_code)
    债券名称    债券代码          日期       开盘       收盘       最高       最低      成交量           成交额    振幅    涨跌幅     涨跌额    换手率
0   东财转3  123111  2021-04-23  130.000  130.000  130.000  130.000  1836427  2.387355e+09  0.00  30.00  30.000  11.62
1   东财转3  123111  2021-04-26  130.353  130.010  133.880  125.110  8610944  1.126033e+10  6.75   0.01   0.010  54.50
2   东财转3  123111  2021-04-27  129.000  129.600  130.846  128.400  1820766  2.357472e+09  1.88  -0.32  -0.410  11.52
3   东财转3  123111  2021-04-28  129.100  130.770  131.663  128.903  1467727  1.921641e+09  2.13   0.90   1.170   9.29
4   东财转3  123111  2021-04-29  130.690  131.208  133.150  130.560  1156934  1.525974e+09  1.98   0.33   0.438   7.32
..   ...     ...         ...      ...      ...      ...      ...      ...           ...   ...    ...     ...    ...
72  东财转3  123111  2021-08-09  159.600  159.300  162.990  158.690   596124  9.585751e+08  2.69  -0.34  -0.550   3.77
73  东财转3  123111  2021-08-10  159.190  160.950  161.450  157.000   517237  8.234596e+08  2.79   1.04   1.650   3.27
74  东财转3  123111  2021-08-11  161.110  159.850  162.300  159.400   298906  4.800711e+08  1.80  -0.68  -1.100   1.89
75  东财转3  123111  2021-08-12  159.110  158.290  160.368  158.010   270641  4.298100e+08  1.48  -0.98  -1.560   1.71
76  东财转3  123111  2021-08-13  158.000  158.358  160.290  157.850   250059  3.975513e+08  1.54   0.04   0.068   1.58

[77 rows x 13 columns]

Futures

  • 获取交易所期货基本信息
>>> import efinance as ef
>>> ef.futures.get_futures_base_info()
       期货代码      期货名称        行情ID       市场类型
0       ZCM     动力煤主力     115.ZCM        郑商所
1     ZC201    动力煤201   115.ZC201        郑商所
2        jm      焦炭主力      114.jm        大商所
3     j2201    焦炭2201   114.j2201        大商所
4       jmm      焦煤主力     114.jmm        大商所
..      ...       ...         ...        ...
846  jm2109    焦煤2109  114.jm2109        大商所
847  071108    IH2108    8.071108        中金所
848  070131   IH次主力合约    8.070131        中金所
849  070120    IH当月连续     8.07012        中金所
850  lu2109  低硫燃油2109  142.lu2109  上海能源期货交易所

[851 rows x 4 columns]
  • 获取期货历史行情
>>> import efinance as ef
>>> # 获取全部期货行情ID列表
>>> quote_ids = ef.futures.get_realtime_quotes()['行情ID']
>>> # 指定单个期货的行情ID(以上面获得到的行情ID列表为例)
>>> quote_id = quote_ids[0]
>>> # 查看第一个行情ID
>>> quote_ids[0]
'115.ZCM'
>>> # 获取第行情ID为第一个的期货日 K 线数据
>>> ef.futures.get_quote_history(quote_id)
       期货名称 期货代码          日期     开盘     收盘     最高     最低    成交量           成交额    振幅   涨跌幅   涨跌额  换手率
0     动力煤主力  ZCM  2015-05-18  440.0  437.6  440.2  437.6     64  2.806300e+06  0.00  0.00   0.0  0.0
1     动力煤主力  ZCM  2015-05-19  436.0  437.0  437.6  436.0      6  2.621000e+05  0.36 -0.32  -1.4  0.0
2     动力煤主力  ZCM  2015-05-20  436.8  435.8  437.0  434.8      8  3.487500e+05  0.50 -0.23  -1.0  0.0
3     动力煤主力  ZCM  2015-05-21  438.0  443.2  446.8  437.8     37  1.631850e+06  2.06  1.65   7.2  0.0
4     动力煤主力  ZCM  2015-05-22  439.2  441.4  443.8  439.2     34  1.502500e+06  1.04  0.09   0.4  0.0
...     ...  ...         ...    ...    ...    ...    ...    ...           ...   ...   ...   ...  ...
1524  动力煤主力  ZCM  2021-08-17  755.0  770.8  776.0  750.6  82373  6.288355e+09  3.25 -1.26  -9.8  0.0
1525  动力煤主力  ZCM  2021-08-18  770.8  776.8  785.8  766.0  77392  6.016454e+09  2.59  1.76  13.4  0.0
1526  动力煤主力  ZCM  2021-08-19  776.8  777.6  798.0  764.6  97229  7.597474e+09  4.30  0.03   0.2  0.0
1527  动力煤主力  ZCM  2021-08-20  778.0  793.0  795.0  775.2  70549  5.553617e+09  2.53  1.48  11.6  0.0
1528  动力煤主力  ZCM  2021-08-23  796.8  836.6  843.8  796.8  82954  6.850341e+09  5.97  6.28  49.4  0.0

[1529 rows x 13 columns]

>>> # 指定多个期货的 行情ID
>>> quote_ids = ['115.ZCM','115.ZC109']
>>> futures_df = ef.futures.get_quote_history(quote_ids)
>>> type(futures_df)
<class 'dict'>
>>> futures_df['115.ZCM']
       期货名称 期货代码          日期     开盘     收盘     最高     最低    成交量           成交额    振幅   涨跌幅   涨跌额  换手率
0     动力煤主力  ZCM  2015-05-18  440.0  437.6  440.2  437.6     64  2.806300e+06  0.00  0.00   0.0  0.0
1     动力煤主力  ZCM  2015-05-19  436.0  437.0  437.6  436.0      6  2.621000e+05  0.36 -0.32  -1.4  0.0
2     动力煤主力  ZCM  2015-05-20  436.8  435.8  437.0  434.8      8  3.487500e+05  0.50 -0.23  -1.0  0.0
3     动力煤主力  ZCM  2015-05-21  438.0  443.2  446.8  437.8     37  1.631850e+06  2.06  1.65   7.2  0.0
4     动力煤主力  ZCM  2015-05-22  439.2  441.4  443.8  439.2     34  1.502500e+06  1.04  0.09   0.4  0.0
...     ...  ...         ...    ...    ...    ...    ...    ...           ...   ...   ...   ...  ...
1524  动力煤主力  ZCM  2021-08-17  755.0  770.8  776.0  750.6  82373  6.288355e+09  3.25 -1.26  -9.8  0.0
1525  动力煤主力  ZCM  2021-08-18  770.8  776.8  785.8  766.0  77392  6.016454e+09  2.59  1.76  13.4  0.0
1526  动力煤主力  ZCM  2021-08-19  776.8  777.6  798.0  764.6  97229  7.597474e+09  4.30  0.03   0.2  0.0
1527  动力煤主力  ZCM  2021-08-20  778.0  793.0  795.0  775.2  70549  5.553617e+09  2.53  1.48  11.6  0.0
1528  动力煤主力  ZCM  2021-08-23  796.8  836.6  843.8  796.8  82954  6.850341e+09  5.97  6.28  49.4  0.0

[1529 rows x 13 columns]

Docs

在线 API 文档 => Docs

如果需要本地使用,则可以使用 sphinx 来构建 efinance 的文档

步骤如下

  • 克隆本仓库到本地
git clone https://github.com/Micro-sheep/efinance
  • 生成文档
cd efinance/docs
pip install -r requirements.txt --upgrade
sphinx-build . ./build -b html

以上默认构建英文文档,如需构建中文文档,则最后一行代码改为

sphinx-build . ./build -b html  -D language=zh

经过以上步骤,你将会在 docs/build 下看的生成的 html 文档

同时,你也可以使用 pdoc 来构建 efinance 的文档

步骤如下

  • 安装必要依赖
pip install pdoc
git clone https://github.com/Micro-sheep/efinance
  • 生成文档
cd efinance
pdoc . -d numpy

进行以上步骤之后,你将可以在弹出的浏览器界面看到 efinance 的文档。

Contact

zhihu Github Email

efinance's People

Contributors

allen-li1231 avatar lervisnh avatar micro-sheep avatar

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efinance's Issues

获取行情快照,报错SSLError(1, '[SSL: DH_KEY_TOO_SMALL] dh key too small

调用该接口 ef.stock.get_quote_snapshot(bond_code),报以下错误,请问大佬如何解决

File "F:\Programs\Python\Python310\lib\site-packages\decorator.py", line 232, in fun return caller(func, *(extras + args), **kw) File "F:\Programs\Python\Python310\lib\site-packages\retry\api.py", line 73, in retry_decorator return __retry_internal(partial(f, *args, **kwargs), exceptions, tries, delay, max_delay, backoff, jitter, File "F:\Programs\Python\Python310\lib\site-packages\retry\api.py", line 33, in __retry_internal return f() File "F:\Programs\Python\Python310\lib\site-packages\efinance\stock\getter.py", line 1335, in get_quote_snapshot response = requests.get( File "F:\Programs\Python\Python310\lib\site-packages\requests\api.py", line 75, in get return request('get', url, params=params, **kwargs) File "F:\Programs\Python\Python310\lib\site-packages\requests\api.py", line 61, in request return session.request(method=method, url=url, **kwargs) File "F:\Programs\Python\Python310\lib\site-packages\requests\sessions.py", line 529, in request resp = self.send(prep, **send_kwargs) File "F:\Programs\Python\Python310\lib\site-packages\requests\sessions.py", line 645, in send r = adapter.send(request, **kwargs) File "F:\Programs\Python\Python310\lib\site-packages\requests\adapters.py", line 517, in send raise SSLError(e, request=request) requests.exceptions.SSLError: HTTPSConnectionPool(host='hsmarketwg.eastmoney.com', port=443): Max retries exceeded with url: /api/SHSZQuoteSnapshot?id=123120&callback=jQuery183026310160411569883_1646052793441 (Caused by SSLError(SSLError(1, '[SSL: DH_KEY_TOO_SMALL] dh key too small (_ssl.c:997)')))

docker容器中调用存在SSLError错误

股票代码

stock_code = '300610'

开始日期

beg = '20210101'

结束日期

end = '20210818'

测试代码

df_history = ef.stock.get_quote_history(stock_code, beg=beg, end=end)
本机调用正常

发布到docker容器后,
访问https请求时,报出SSl认证失败
image
这种情况如何处理呐

股票历史分钟K线数据获取错误

我使用下面这行代码去获取603266这只股票在2022年4月19号的分钟k线数据。

ef.stock.get_quote_history(‘603266’, 20220419, 20220419, 1)

结果返回了今天的分钟k线数据。

     股票名称    股票代码                日期     开盘     收盘     最高     最低    成交量         成交额    振幅   涨跌幅   涨跌额   换手率
0    天龙股份  603266  2022-05-18 09:31  16.79  16.30  16.79  16.30  15657  26045530.0  2.91 -3.15 -0.53  0.79
1    天龙股份  603266  2022-05-18 09:32  16.30  16.37  16.37  16.16   8354  13571944.0  1.29  0.43  0.07  0.42
2    天龙股份  603266  2022-05-18 09:33  16.46  16.58  16.74  16.46   4596   7627996.0  1.71  1.28  0.21  0.23
3    天龙股份  603266  2022-05-18 09:34  16.58  16.48  16.68  16.48   4460   7403235.0  1.21 -0.60 -0.10  0.22
4    天龙股份  603266  2022-05-18 09:35  16.45  16.38  16.45  16.28   4518   7380003.0  1.03 -0.61 -0.10  0.23
..    ...     ...               ...    ...    ...    ...    ...    ...         ...   ...   ...   ...   ...
115  天龙股份  603266  2022-05-18 11:26  16.90  16.92  16.92  16.90    118    199490.0  0.12  0.12  0.02  0.01
116  天龙股份  603266  2022-05-18 11:27  16.91  16.90  16.91  16.90    191    322853.0  0.06 -0.12 -0.02  0.01
117  天龙股份  603266  2022-05-18 11:28  16.89  16.89  16.90  16.88    276    466180.0  0.12 -0.06 -0.01  0.01
118  天龙股份  603266  2022-05-18 11:29  16.89  16.88  16.89  16.88    306    516720.0  0.06 -0.06 -0.01  0.02
119  天龙股份  603266  2022-05-18 11:30  16.88  16.89  16.89  16.88    336    567283.0  0.06  0.06  0.01  0.02

希望大佬帮忙解答。

获取多只股票日线数据是否可以提速

%%time
data=ef.stock.get_quote_history(hs300,beg='20210729',)

CPU times: user 12.9 s, sys: 1.3 s, total: 14.2 s
Wall time: 1min 25s

%%time
all_stock=ef.stock.get_realtime_quotes()
CPU times: user 198 ms, sys: 1.96 ms, total: 200 ms
Wall time: 816 ms

获取300指股票 一天的日线数据 需要1分25秒
获取全市场 实时数据 816ms

获取多票k线数据是否有提速的可能?

获取基金代码 有错误数据

ef.fund.get_fund_codes(ft = 'gp')
基金代码 基金简称
0 003834 华夏能源革新股票
1 005669 前海开源公用事业股票
2 004040 金鹰医疗健康产业A
3 517793 1.20%

517793 1.20%
数据有误

应该 把 columns = ['基金代码', '基金简称']
results = re.findall('(\d{6}),(.*?),', response.text)
改为
text = text[text.index('["') + 2:text.index('"]')]
fs = text.split('","')
datas = {'基金代码': [], '基金简称': [], '净值': []]}
for f in fs:
data = f.split(',')
datas['基金代码'].append(data[0])
datas['基金简称'].append(data[1])

efinance.stock.get_latest_quote() 的bug

当传入的列表长度好像大于600多就会报错。
Traceback (most recent call last):
File "G:\StockSpider\main.py", line 100, in
stockData = pandas.DataFrame(efinance.stock.get_latest_quote(stocks))
File "C:\Python39\lib\site-packages\efinance\utils_init_.py", line 36, in run
values = func(*args, **kwargs)
File "C:\Python39\lib\site-packages\efinance\stock\getter.py", line 515, in get_latest_quote
json_response = session.get(url,
File "C:\Users\opiiopo\AppData\Roaming\Python\Python39\site-packages\requests\models.py", line 910, in json
return complexjson.loads(self.text, **kwargs)
File "C:\Python39\lib\json_init_.py", line 346, in loads
return _default_decoder.decode(s)
File "C:\Python39\lib\json\decoder.py", line 337, in decode
obj, end = self.raw_decode(s, idx=_w(s, 0).end())
File "C:\Python39\lib\json\decoder.py", line 355, in raw_decode
raise JSONDecodeError("Expecting value", s, err.value) from None
json.decoder.JSONDecodeError: Expecting value: line 1 column 1 (char 0)

新特性收集区

这是 efinance 的新特性收集区,欢迎需要添加新特性的人来提建议,我会认真地看大家的反馈和建议,并且会考虑把它添加到 efinance 中。

其中,新特性包括下面几个方面

  • 优化数据获取速度
  • 增加更多可获取的数据
  • 集成量化算法

还有其他方面的新特性我可能没有考虑到,也欢迎大家来探讨。

多股票获取报错

Processing => 300355: 1%|▏ | 69/4714 [00:15<13:53, 5.57it/s]Traceback (most recent call last):
File "/Users/zhanghui/Documents/Program/实时获取行情efinance-main/test.py", line 35, in
st = ef.stock.get_quote_history(code)
File "/Users/zhanghui/Documents/Program/实时获取行情efinance-main/efinance/stock/getter.py", line 246, in get_quote_history
fqt=fqt
File "/Users/zhanghui/Documents/Program/实时获取行情efinance-main/efinance/common/getter.py", line 207, in get_quote_history
Processing => 600091: 1%|▏ | 70/4714 [00:16<20:29, 3.78it/s] **kwargs)
File "/Users/zhanghui/Documents/Program/实时获取行情efinance-main/efinance/common/getter.py", line 140, in get_quote_history_multi
start(code)
File "/opt/anaconda3/lib/python3.7/site-packages/multitasking/init.py", line 119, in async_method
Processing => 300386: 2%|▏ | 71/4714 [00:16<19:00, 4.07it/s]
File "/opt/anaconda3/lib/python3.7/threading.py", line 852, in start
_start_new_thread(self._bootstrap, ())
RuntimeError: can't start new thread

这个是不是我电脑不行,所以停止了多线程?

arm架构问题

你在r4s面板上安装失败,但我在x86面板上安装就成功,是不是有库不支持arm?谢谢

[Errno 13] Permission denied: /data/search-cache.json

您好,这个包存在
[Errno 13] Permission denied: '/usr/local/py36_env/aiipo_data/lib/python3.6/site-packages/efinance/config/../data/search-cache.json' 问题。
我已经给了读写权限了
sudo chmod a+rwx /usr/local/py36_env/aiipo_data/lib/python3.6/site-packages/efinance/data
但还是不行

在stock_get_quote_history中出现bug

原因大概是因为json的decoder有问题,
debug到decorder文件的这部分

def raw_decode(self, s, idx=0, _w=WHITESPACE.match, _PY3=PY3):
"""Decode a JSON document from s (a str or unicode
beginning with a JSON document) and return a 2-tuple of the Python
representation and the index in s where the document ended.
Optionally, idx can be used to specify an offset in s where
the JSON document begins.

    This can be used to decode a JSON document from a string that may
    have extraneous data at the end.

    """
    if idx < 0:
        # Ensure that raw_decode bails on negative indexes, the regex
        # would otherwise mask this behavior. #98
        raise JSONDecodeError('Expecting value', s, idx)
    if _PY3 and not isinstance(s, str):
        raise TypeError("Input string must be text, not bytes")
    # strip UTF-8 bom
    if len(s) > idx:
        ord0 = ord(s[idx])
        if ord0 == 0xfeff:
            idx += 1
        elif ord0 == 0xef and s[idx:idx + 3] == '\xef\xbb\xbf':
            idx += 3
    return self.scan_once(s, idx=_w(s, idx).end())

报错是
JSONDecodeError: Expecting value

get_realtime_quotes()和get_latest_quote(code)是否能增加 ’今开‘这个字段

ef.stock.get_latest_quote(code)

股票代码 股票名称 涨跌幅 最新价 最高 最低 涨跌额 换手率 动态市盈率 成交量 成交额 昨日收盘 总市值 流通市值 市场类型
515650 消费50ETF 0.27 1.4630 1.4670 1.4470 0.0040 2.97 0.0 299247 4.352412e+07 1.4590 1473510192 1473510192 沪A

ef.stock.get_realtime_quotes()

股票代码 股票名称 涨跌幅 最新价 最高 最低 涨跌额 换手率 动态市盈率 成交量 成交额 昨日收盘 总市值 流通市值 行情ID 市场类型
601139 深圳燃气 10.04 10.63 10.63 9.31 0.97 2.64 17.94 760195 753869120.0 9.66 30580038993 30579645151 1.601139 沪A

如果能添加今日开盘 这个字段,日线时间切片数据就齐了。

get_all_company_performance() 这个接口不可用了

import efinance as ef
ef.stock.get_all_company_performance()
股票代码 股票简称 公告日期 ... 净资产收益率 销售毛利率 每股经营现金流量
0 000509 *ST华塑 2022-01-18 00:00:00 ... -3.89 15.524368 -0.131965

[1 rows x 14 columns]

KeyError: dict_values(['代码', '名称', '涨跌幅', '最新价', '最高', '最低', '今开', '涨跌额', '换手率', '量比', '动态市盈率', '成交量', '成交额', '昨日收盘', '总市值', '流通市值', '市场编号'])

Traceback (most recent call last):
File "/home/sundong/Stocks-Analyse/StockRealTime.py", line 184, in
strategy.next()
File "/home/sundong/Stocks-Analyse/StockRealTime.py", line 99, in next
quotes = ef.stock.get_realtime_quotes()
File "/home/sundong/anaconda3/lib/python3.7/site-packages/efinance/utils/init.py", line 246, in wrapper
values = func(*args, **kwargs)
File "/home/sundong/anaconda3/lib/python3.7/site-packages/efinance/utils/init.py", line 36, in run
values = func(*args, **kwargs)
File "/home/sundong/anaconda3/lib/python3.7/site-packages/efinance/stock/getter.py", line 384, in get_realtime_quotes
df = get_realtime_quotes_by_fs(fs_str)
File "/home/sundong/anaconda3/lib/python3.7/site-packages/efinance/utils/init.py", line 36, in run
values = func(*args, **kwargs)
File "/home/sundong/anaconda3/lib/python3.7/site-packages/efinance/common/getter.py", line 47, in get_realtime_quotes_by_fs
df = df[EASTMONEY_QUOTE_FIELDS.values()]
File "/home/sundong/anaconda3/lib/python3.7/site-packages/pandas/core/frame.py", line 2688, in getitem
return self._getitem_column(key)
File "/home/sundong/anaconda3/lib/python3.7/site-packages/pandas/core/frame.py", line 2695, in _getitem_column
return self._get_item_cache(key)
File "/home/sundong/anaconda3/lib/python3.7/site-packages/pandas/core/generic.py", line 2489, in _get_item_cache
values = self._data.get(item)
File "/home/sundong/anaconda3/lib/python3.7/site-packages/pandas/core/internals.py", line 4115, in get
loc = self.items.get_loc(item)
File "/home/sundong/anaconda3/lib/python3.7/site-packages/pandas/core/indexes/base.py", line 3080, in get_loc
return self._engine.get_loc(self._maybe_cast_indexer(key))
File "pandas/_libs/index.pyx", line 140, in pandas._libs.index.IndexEngine.get_loc
File "pandas/_libs/index.pyx", line 162, in pandas._libs.index.IndexEngine.get_loc
File "pandas/_libs/hashtable_class_helper.pxi", line 1492, in pandas._libs.hashtable.PyObjectHashTable.get_item
File "pandas/_libs/hashtable_class_helper.pxi", line 1500, in pandas._libs.hashtable.PyObjectHashTable.get_item
KeyError: dict_values(['代码', '名称', '涨跌幅', '最新价', '最高', '最低', '今开', '涨跌额', '换手率', '量比', '动态市盈率', '成交量', '成交额', '昨日收盘', '总市值', '流通市值', '市场编号'])

我的环境是python3.7+efinace0.4.2

股票代码存在,有异常状态,处理时跳出exception,附log

我用了全部股票代码试了一下昨天的数据获取, 总体成功了,除了如下4个代码。 我单独抽取了这些异常log的股票代码。 请帮助看看,是什么原因?是否代码异常处理里面处理一下这个类型的异常

601206
603302
688688
300646

0%| | 0/4 [00:00<?, ?it/s]Exception in thread Thread-5:
Traceback (most recent call last):
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\threading.py", line 973, in _bootstrap_inner
self.run()
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\threading.py", line 910, in run
self._target(*self._args, **self.kwargs)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\multitasking_init
.py", line 102, in _run_via_pool
return callee(*args, **kwargs)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\decorator.py", line 232, in fun
return caller(func, *(extras + args), **kw)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 73, in retry_decorator
return __retry_internal(partial(f, *args, **kwargs), exceptions, tries, delay, max_delay, backoff, jitter,
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 33, in __retry_internal
return f()
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\stock\getter.py", line 201, in start
df = get_quote_history_single(
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\utils_init
.py", line 34, in run
values = func(*args, **kwargs)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\stock\getter.py", line 154, in get_quote_history_single
quote_id = get_quote_id(stock_code)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\decorator.py", line 232, in fun
return caller(func, *(extras + args), **kw)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 73, in retry_decorator
return __retry_internal(partial(f, *args, **kwargs), exceptions, tries, delay, max_delay, backoff, jitter,
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 33, in _retry_internal
return f()
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\utils_init
.py", line 87, in get_quote_id
raise Exception(f'证券代码 {stock_code} 可能有误')
Exception: 证券代码 300646 可能有误
Exception in thread Thread-3:
Traceback (most recent call last):
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\threading.py", line 973, in _bootstrap_inner
self.run()
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\threading.py", line 910, in run
self._target(*self._args, **self.kwargs)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\multitasking_init
.py", line 102, in _run_via_pool
return callee(*args, **kwargs)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\decorator.py", line 232, in fun
return caller(func, *(extras + args), **kw)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 73, in retry_decorator
return __retry_internal(partial(f, *args, **kwargs), exceptions, tries, delay, max_delay, backoff, jitter,
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 33, in __retry_internal
return f()
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\stock\getter.py", line 201, in start
df = get_quote_history_single(
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\utils_init
.py", line 34, in run
values = func(*args, **kwargs)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\stock\getter.py", line 154, in get_quote_history_single
quote_id = get_quote_id(stock_code)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\decorator.py", line 232, in fun
return caller(func, *(extras + args), **kw)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 73, in retry_decorator
return __retry_internal(partial(f, *args, **kwargs), exceptions, tries, delay, max_delay, backoff, jitter,
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 33, in _retry_internal
return f()
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\utils_init
.py", line 87, in get_quote_id
raise Exception(f'证券代码 {stock_code} 可能有误')
Exception: 证券代码 603302 可能有误
Exception in thread Thread-2:
Traceback (most recent call last):
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\threading.py", line 973, in _bootstrap_inner
self.run()
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\threading.py", line 910, in run
self._target(*self._args, **self.kwargs)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\multitasking_init
.py", line 102, in _run_via_pool
return callee(*args, **kwargs)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\decorator.py", line 232, in fun
return caller(func, *(extras + args), **kw)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 73, in retry_decorator
return __retry_internal(partial(f, *args, **kwargs), exceptions, tries, delay, max_delay, backoff, jitter,
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 33, in __retry_internal
return f()
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\stock\getter.py", line 201, in start
df = get_quote_history_single(
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\utils_init
.py", line 34, in run
values = func(*args, **kwargs)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\stock\getter.py", line 154, in get_quote_history_single
quote_id = get_quote_id(stock_code)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\decorator.py", line 232, in fun
return caller(func, *(extras + args), **kw)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 73, in retry_decorator
return __retry_internal(partial(f, *args, **kwargs), exceptions, tries, delay, max_delay, backoff, jitter,
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 33, in _retry_internal
return f()
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\utils_init
.py", line 87, in get_quote_id
raise Exception(f'证券代码 {stock_code} 可能有误')
Exception: 证券代码 601206 可能有误
Exception in thread Thread-4:
Traceback (most recent call last):
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\threading.py", line 973, in _bootstrap_inner
self.run()
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\threading.py", line 910, in run
self._target(*self._args, **self.kwargs)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\multitasking_init
.py", line 102, in _run_via_pool
return callee(*args, **kwargs)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\decorator.py", line 232, in fun
return caller(func, *(extras + args), **kw)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 73, in retry_decorator
return __retry_internal(partial(f, *args, **kwargs), exceptions, tries, delay, max_delay, backoff, jitter,
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 33, in __retry_internal
return f()
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\stock\getter.py", line 201, in start
df = get_quote_history_single(
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\utils_init
.py", line 34, in run
values = func(*args, **kwargs)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\stock\getter.py", line 154, in get_quote_history_single
quote_id = get_quote_id(stock_code)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\decorator.py", line 232, in fun
return caller(func, *(extras + args), **kw)
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 73, in retry_decorator
return __retry_internal(partial(f, *args, **kwargs), exceptions, tries, delay, max_delay, backoff, jitter,
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\retry\api.py", line 33, in _retry_internal
return f()
File "C:\ProgramData\Anaconda3\envs\pythonProject\lib\site-packages\efinance\utils_init
.py", line 87, in get_quote_id
raise Exception(f'证券代码 {stock_code} 可能有误')
Exception: 证券代码 688688 可能有误
0%| | 0/4 [00:08<?, ?it/s]

查询某日所有股票数据

大佬,我只看到ef.stock.get_quote_history(stock_code)接口获取某个股票所有天的数据
请问怎么获取某天所有股票的数据?

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