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NewStock/main/data/index_and_industry.ipynb

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{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
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"id": "initial_id",
"metadata": {
"jupyter": {
"is_executing": true
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}
},
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"outputs": [],
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"source": [
"from operator import index\n",
"\n",
"import tushare as ts\n",
"import pandas as pd\n",
"import time\n",
"\n",
"ts.set_token('3a0741c702ee7e5e5f2bf1f0846bafaafe4e320833240b2a7e4a685f')\n",
"pro = ts.pro_api()"
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]
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},
{
"cell_type": "code",
"execution_count": 2,
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"id": "f448da220816bf98",
"metadata": {
"ExecuteTime": {
"end_time": "2025-07-26T10:23:18.517518100Z",
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"start_time": "2025-04-09T14:57:27.392846Z"
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}
},
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"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"数据已经成功存储到index_data.h5文件中\n"
]
}
],
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"source": [
"# 定义四个指数\n",
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"index_list = [\n",
" # '399300.SZ', \n",
" '000905.SH', \n",
" '000852.SH', \n",
" '399006.SZ'\n",
" ]\n",
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"\n",
"# 获取并存储数据\n",
"all_data = []\n",
"\n",
"for ts_code in index_list:\n",
" df = pro.index_daily(ts_code=ts_code) # 可根据需要设置日期\n",
" df['ts_code'] = ts_code # 添加ts_code列来区分数据\n",
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" # print(df)\n",
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" all_data.append(df)\n",
"\n",
"# 合并所有数据\n",
"final_df = pd.concat(all_data, ignore_index=True)\n",
"\n",
"# 存储到H5文件\n",
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"final_df.to_hdf('/mnt/d/PyProject/NewStock/data/index_data.h5', key='index_data', mode='w')\n",
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"\n",
"print(\"数据已经成功存储到index_data.h5文件中\")"
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]
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},
{
"cell_type": "code",
"execution_count": 3,
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"id": "907f732d3c397bf",
"metadata": {
"ExecuteTime": {
"end_time": "2025-07-26T10:23:18.552166300Z",
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"start_time": "2025-04-09T14:57:37.695917Z"
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}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
" ts_code trade_date close open high low \\\n",
"0 000905.SH 20260123 8590.1659 8422.3561 8590.1659 8417.7520 \n",
"1 000905.SH 20260122 8387.5950 8355.6781 8396.1328 8337.1950 \n",
"2 000905.SH 20260121 8340.1133 8196.5565 8351.4545 8196.5565 \n",
"3 000905.SH 20260120 8247.8049 8307.6416 8342.8738 8142.1424 \n",
"4 000905.SH 20260119 8287.9470 8199.4986 8318.3703 8195.0890 \n",
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"... ... ... ... ... ... ... \n",
"14029 399006.SZ 20100607 1069.4680 1005.0280 1075.2250 1001.7020 \n",
"14030 399006.SZ 20100604 1027.6810 989.6810 1027.6810 986.5040 \n",
"14031 399006.SZ 20100603 998.3940 1002.3550 1026.7020 997.7750 \n",
"14032 399006.SZ 20100602 997.1190 967.6090 997.1190 952.6110 \n",
"14033 399006.SZ 20100601 973.2330 986.0150 994.7930 948.1180 \n",
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"\n",
" pre_close change pct_chg vol amount \n",
"0 8387.5950 202.5709 2.4151 3.196901e+08 6.394214e+08 \n",
"1 8340.1133 47.4817 0.5693 2.688052e+08 5.461381e+08 \n",
"2 8247.8049 92.3084 1.1192 2.433044e+08 5.175922e+08 \n",
"3 8287.9470 -40.1421 -0.4843 2.898645e+08 5.881715e+08 \n",
"4 8232.6740 55.2730 0.6714 2.614974e+08 5.609261e+08 \n",
"... ... ... ... ... ... \n",
"14029 1027.6810 41.7870 4.0661 2.655275e+06 9.106095e+06 \n",
"14030 998.3940 29.2870 2.9334 1.500295e+06 5.269441e+06 \n",
"14031 997.1190 1.2750 0.1279 1.616805e+06 6.240835e+06 \n",
"14032 973.2330 23.8860 2.4543 1.074628e+06 4.001206e+06 \n",
"14033 1000.0000 -26.7670 -2.6767 1.356285e+06 4.924177e+06 \n",
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"\n",
"[14034 rows x 11 columns]\n"
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]
}
],
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"source": [
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"h5_filename = '/mnt/d/PyProject/NewStock/data/index_data.h5'\n",
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"key = '/index_data'\n",
"with pd.HDFStore(h5_filename, mode='r') as store:\n",
" df = store[key]\n",
" print(df)\n"
]
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}
],
"metadata": {
"kernelspec": {
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"display_name": "stock",
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"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.12.11"
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}
},
"nbformat": 4,
"nbformat_minor": 5
}