Name | qesdk JSON |
Version |
0.1.19
JSON |
| download |
home_page | |
Summary | Quantease SDK for quants |
upload_time | 2024-01-16 03:31:59 |
maintainer | |
docs_url | None |
author | |
requires_python | >=3.7 |
license | MIT License Copyright (c) 2022 quantease Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. |
keywords |
|
VCS |
|
bugtrack_url |
|
requirements |
No requirements were recorded.
|
Travis-CI |
No Travis.
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coveralls test coverage |
No coveralls.
|
## Project Description
- Provide history market quotation of futures and options in Chinese market for inquiry.
- Output pandas.DataFrame format data which is easy to use.
- Support three frequency data: 'daily'/'mintue'/'tick'
## Installation
```
pip install qesdk
```
## Upgrade
```
pip install -U qesdk
```
## Quick Start
#### Daily frequency
```
from qesdk import *
get_price('ZN2210.SFE','2022-07-11', '2022-07-24','daily')
```
return:
```
open close high low volume money \
time
2022-07-11 22890.0 22730.0 23095.0 22710.0 6622 7.586028e+08
2022-07-12 22875.0 22825.0 23265.0 22570.0 6976 7.926840e+08
2022-07-13 22825.0 22015.0 22830.0 21885.0 9616 1.090028e+09
2022-07-14 21900.0 21385.0 22035.0 21175.0 17883 1.935010e+09
2022-07-15 21400.0 21050.0 21505.0 20980.0 11737 1.242712e+09
2022-07-18 21300.0 21780.0 21870.0 21215.0 10991 1.180527e+09
2022-07-19 22120.0 22095.0 22230.0 22060.0 9348 1.035372e+09
2022-07-20 21750.0 21970.0 22005.0 21600.0 8816 9.613756e+08
2022-07-21 22300.0 22000.0 22300.0 21855.0 8543 9.477114e+08
2022-07-22 21900.0 21925.0 21965.0 21770.0 13236 1.446647e+09
position upperlimit lowerlimit presett preclose settle
time
2022-07-11 23345.0 25730.0 20215.0 22975.0 22890.0 22870.0
2022-07-12 24395.0 25610.0 20125.0 22870.0 22950.0 22885.0
2022-07-13 27160.0 25630.0 20135.0 22885.0 22825.0 22430.0
2022-07-14 26170.0 25120.0 19735.0 22430.0 22015.0 21600.0
2022-07-15 27301.0 24190.0 19005.0 21600.0 21385.0 21220.0
2022-07-18 27857.0 23765.0 18670.0 21220.0 21050.0 21760.0
2022-07-19 29230.0 24370.0 19145.0 21760.0 21985.0 21915.0
2022-07-20 30704.0 24540.0 19285.0 21915.0 21660.0 21960.0
2022-07-21 35460.0 24595.0 19320.0 21960.0 22095.0 22065.0
2022-07-22 37524.0 24710.0 19415.0 22065.0 22000.0 21965.0
```
#### Minute frequency
```
from qesdk import *
get_price('ZN2210.SFE','2022-07-11', '2022-07-24','minute')
```
return:
```
open close high low volume money
time
2022-07-11 09:01:00 22785.0 22760.0 22785.0 22700.0 163 18534950.0
2022-07-11 09:02:00 22760.0 22725.0 22760.0 22685.0 195 22134500.0
2022-07-11 09:03:00 22715.0 22720.0 22725.0 22700.0 39 4427900.0
2022-07-11 09:04:00 22720.0 22710.0 22720.0 22680.0 63 7152150.0
2022-07-11 09:05:00 22710.0 22700.0 22725.0 22690.0 47 5335800.0
... ... ... ... ... ... ...
2022-07-23 00:56:00 22375.0 22360.0 22375.0 22360.0 13 1453650.0
2022-07-23 00:57:00 22375.0 22365.0 22375.0 22355.0 29 3242625.0
2022-07-23 00:58:00 22360.0 22355.0 22365.0 22355.0 25 2794725.0
2022-07-23 00:59:00 22355.0 22380.0 22385.0 22355.0 13 1454125.0
2022-07-23 01:00:00 22380.0 22400.0 22400.0 22375.0 69 7723875.0
[4170 rows x 6 columns]
```
#### Tick frequecy
```
from qesdk import *
get_ticks('ZN2210.SFE','2022-08-21', '2022-08-24',fields=['current', 'position','volume'])
```
return:
```
current position volume
time
2022-08-22 09:00:00.500 24720.0 92068.0 61019
2022-08-22 09:00:01.000 24725.0 92054.0 61044
2022-08-22 09:00:01.500 24735.0 92052.0 61063
2022-08-22 09:00:02.000 24745.0 92071.0 61111
2022-08-22 09:00:02.500 24745.0 92067.0 61142
... ... ... ...
2022-08-23 23:59:54.000 24920.0 97685.0 42997
2022-08-23 23:59:54.500 24920.0 97685.0 42997
2022-08-23 23:59:55.500 24920.0 97685.0 42997
2022-08-23 23:59:59.500 24920.0 97685.0 42997
2022-08-24 00:00:00.000 24920.0 97685.0 42997
[8314 rows x 3 columns]
```
## More details
The detail document could be obtained on https://quantease.cn/newdoc/qesdk.html
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"description": "\r\n\r\n## Project Description\r\n\r\n- Provide history market quotation of futures and options in Chinese market for inquiry.\r\n- Output pandas.DataFrame format data which is easy to use.\r\n- Support three frequency data: 'daily'/'mintue'/'tick'\r\n\r\n\r\n\r\n## Installation\r\n\r\n```\r\npip install qesdk\r\n```\r\n\r\n\r\n\r\n## Upgrade\r\n\r\n```\r\npip install -U qesdk \r\n```\r\n\r\n\r\n\r\n## Quick Start\r\n\r\n\r\n\r\n#### Daily frequency\r\n\r\n```\r\nfrom qesdk import *\r\nget_price('ZN2210.SFE','2022-07-11', '2022-07-24','daily')\r\n```\r\n\r\nreturn:\r\n\r\n```\r\n open close high low volume money \\\r\ntime \r\n2022-07-11 22890.0 22730.0 23095.0 22710.0 6622 7.586028e+08 \r\n2022-07-12 22875.0 22825.0 23265.0 22570.0 6976 7.926840e+08 \r\n2022-07-13 22825.0 22015.0 22830.0 21885.0 9616 1.090028e+09 \r\n2022-07-14 21900.0 21385.0 22035.0 21175.0 17883 1.935010e+09 \r\n2022-07-15 21400.0 21050.0 21505.0 20980.0 11737 1.242712e+09 \r\n2022-07-18 21300.0 21780.0 21870.0 21215.0 10991 1.180527e+09 \r\n2022-07-19 22120.0 22095.0 22230.0 22060.0 9348 1.035372e+09 \r\n2022-07-20 21750.0 21970.0 22005.0 21600.0 8816 9.613756e+08 \r\n2022-07-21 22300.0 22000.0 22300.0 21855.0 8543 9.477114e+08 \r\n2022-07-22 21900.0 21925.0 21965.0 21770.0 13236 1.446647e+09 \r\n\r\n position upperlimit lowerlimit presett preclose settle \r\ntime \r\n2022-07-11 23345.0 25730.0 20215.0 22975.0 22890.0 22870.0 \r\n2022-07-12 24395.0 25610.0 20125.0 22870.0 22950.0 22885.0 \r\n2022-07-13 27160.0 25630.0 20135.0 22885.0 22825.0 22430.0 \r\n2022-07-14 26170.0 25120.0 19735.0 22430.0 22015.0 21600.0 \r\n2022-07-15 27301.0 24190.0 19005.0 21600.0 21385.0 21220.0 \r\n2022-07-18 27857.0 23765.0 18670.0 21220.0 21050.0 21760.0 \r\n2022-07-19 29230.0 24370.0 19145.0 21760.0 21985.0 21915.0 \r\n2022-07-20 30704.0 24540.0 19285.0 21915.0 21660.0 21960.0 \r\n2022-07-21 35460.0 24595.0 19320.0 21960.0 22095.0 22065.0 \r\n2022-07-22 37524.0 24710.0 19415.0 22065.0 22000.0 21965.0 \r\n```\r\n\r\n\r\n\r\n#### Minute frequency\r\n\r\n```\r\nfrom qesdk import *\r\nget_price('ZN2210.SFE','2022-07-11', '2022-07-24','minute')\r\n```\r\n\r\nreturn:\r\n\r\n```\r\n open close high low volume money\r\ntime \r\n2022-07-11 09:01:00 22785.0 22760.0 22785.0 22700.0 163 18534950.0\r\n2022-07-11 09:02:00 22760.0 22725.0 22760.0 22685.0 195 22134500.0\r\n2022-07-11 09:03:00 22715.0 22720.0 22725.0 22700.0 39 4427900.0\r\n2022-07-11 09:04:00 22720.0 22710.0 22720.0 22680.0 63 7152150.0\r\n2022-07-11 09:05:00 22710.0 22700.0 22725.0 22690.0 47 5335800.0\r\n... ... ... ... ... ... ...\r\n2022-07-23 00:56:00 22375.0 22360.0 22375.0 22360.0 13 1453650.0\r\n2022-07-23 00:57:00 22375.0 22365.0 22375.0 22355.0 29 3242625.0\r\n2022-07-23 00:58:00 22360.0 22355.0 22365.0 22355.0 25 2794725.0\r\n2022-07-23 00:59:00 22355.0 22380.0 22385.0 22355.0 13 1454125.0\r\n2022-07-23 01:00:00 22380.0 22400.0 22400.0 22375.0 69 7723875.0\r\n\r\n[4170 rows x 6 columns]\r\n```\r\n\r\n\r\n\r\n#### Tick frequecy\r\n\r\n```\r\nfrom qesdk import *\r\nget_ticks('ZN2210.SFE','2022-08-21', '2022-08-24',fields=['current', 'position','volume'])\r\n```\r\n\r\nreturn:\r\n\r\n```\r\n current position volume\r\ntime \r\n2022-08-22 09:00:00.500 24720.0 92068.0 61019\r\n2022-08-22 09:00:01.000 24725.0 92054.0 61044\r\n2022-08-22 09:00:01.500 24735.0 92052.0 61063\r\n2022-08-22 09:00:02.000 24745.0 92071.0 61111\r\n2022-08-22 09:00:02.500 24745.0 92067.0 61142\r\n... ... ... ...\r\n2022-08-23 23:59:54.000 24920.0 97685.0 42997\r\n2022-08-23 23:59:54.500 24920.0 97685.0 42997\r\n2022-08-23 23:59:55.500 24920.0 97685.0 42997\r\n2022-08-23 23:59:59.500 24920.0 97685.0 42997\r\n2022-08-24 00:00:00.000 24920.0 97685.0 42997\r\n\r\n[8314 rows x 3 columns]\r\n```\r\n\r\n\r\n\r\n## More details\r\n\r\nThe detail document could be obtained on https://quantease.cn/newdoc/qesdk.html\r\n",
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