2025-04-03 00:45:07 +08:00
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{
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"cells": [
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{
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"cell_type": "code",
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2025-10-13 15:04:48 +08:00
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"execution_count": 1,
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2025-04-03 00:45:07 +08:00
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"id": "initial_id",
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"metadata": {
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2025-10-13 15:04:48 +08:00
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"jupyter": {
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"is_executing": true
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2025-04-03 00:45:07 +08:00
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}
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},
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2025-05-06 23:42:40 +08:00
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"outputs": [],
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2025-04-03 00:45:07 +08:00
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"source": [
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"from operator import index\n",
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"\n",
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"import tushare as ts\n",
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"import pandas as pd\n",
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"import time\n",
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"\n",
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"ts.set_token('3a0741c702ee7e5e5f2bf1f0846bafaafe4e320833240b2a7e4a685f')\n",
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"pro = ts.pro_api()"
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2025-05-06 23:42:40 +08:00
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]
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2025-04-03 00:45:07 +08:00
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},
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{
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"cell_type": "code",
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2025-10-13 15:04:48 +08:00
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"execution_count": 2,
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2025-04-03 00:45:07 +08:00
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"id": "f448da220816bf98",
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"metadata": {
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"ExecuteTime": {
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2025-10-13 15:04:48 +08:00
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"end_time": "2025-07-26T10:23:18.517518100Z",
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2025-04-10 23:17:22 +08:00
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"start_time": "2025-04-09T14:57:27.392846Z"
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2025-04-03 00:45:07 +08:00
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}
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},
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2025-05-06 23:42:40 +08:00
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"数据已经成功存储到index_data.h5文件中\n"
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]
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}
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],
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2025-04-03 00:45:07 +08:00
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"source": [
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"# 定义四个指数\n",
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2025-05-26 21:34:36 +08:00
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"index_list = [\n",
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" # '399300.SZ', \n",
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" '000905.SH', \n",
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" '000852.SH', \n",
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" '399006.SZ'\n",
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" ]\n",
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2025-04-03 00:45:07 +08:00
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"\n",
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"# 获取并存储数据\n",
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"all_data = []\n",
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"\n",
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"for ts_code in index_list:\n",
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" df = pro.index_daily(ts_code=ts_code) # 可根据需要设置日期\n",
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" df['ts_code'] = ts_code # 添加ts_code列来区分数据\n",
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2025-05-26 21:34:36 +08:00
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" # print(df)\n",
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2025-04-03 00:45:07 +08:00
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" all_data.append(df)\n",
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"\n",
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"# 合并所有数据\n",
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"final_df = pd.concat(all_data, ignore_index=True)\n",
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"\n",
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"# 存储到H5文件\n",
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2025-06-02 22:23:44 +08:00
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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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2025-04-03 00:45:07 +08:00
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"\n",
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"print(\"数据已经成功存储到index_data.h5文件中\")"
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2025-05-06 23:42:40 +08:00
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]
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2025-04-03 00:45:07 +08:00
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},
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{
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"cell_type": "code",
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2025-10-13 15:04:48 +08:00
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"execution_count": 3,
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2025-04-03 00:45:07 +08:00
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"id": "907f732d3c397bf",
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"metadata": {
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"ExecuteTime": {
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2025-10-13 15:04:48 +08:00
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"end_time": "2025-07-26T10:23:18.552166300Z",
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2025-04-10 23:17:22 +08:00
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"start_time": "2025-04-09T14:57:37.695917Z"
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2025-04-03 00:45:07 +08:00
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}
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},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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" ts_code trade_date close open high low \\\n",
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2025-11-29 00:23:12 +08:00
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"0 000905.SH 20251121 6817.4103 6955.7485 6986.7784 6817.4103 \n",
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"1 000905.SH 20251120 7061.9497 7174.1046 7180.7320 7056.9003 \n",
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"2 000905.SH 20251119 7122.7465 7141.2641 7178.1495 7086.1232 \n",
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"3 000905.SH 20251118 7151.0176 7215.0302 7230.5416 7118.4085 \n",
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"4 000905.SH 20251117 7235.3512 7248.9216 7262.3306 7202.5932 \n",
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2025-04-03 00:45:07 +08:00
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"... ... ... ... ... ... ... \n",
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2025-11-29 00:23:12 +08:00
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"13900 399006.SZ 20100607 1069.4680 1005.0280 1075.2250 1001.7020 \n",
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"13901 399006.SZ 20100604 1027.6810 989.6810 1027.6810 986.5040 \n",
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"13902 399006.SZ 20100603 998.3940 1002.3550 1026.7020 997.7750 \n",
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"13903 399006.SZ 20100602 997.1190 967.6090 997.1190 952.6110 \n",
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"13904 399006.SZ 20100601 973.2330 986.0150 994.7930 948.1180 \n",
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2025-04-03 00:45:07 +08:00
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"\n",
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2025-10-13 15:04:48 +08:00
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" pre_close change pct_chg vol amount \n",
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2025-11-29 00:23:12 +08:00
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"0 7061.9497 -244.5394 -3.4628 2.089334e+08 3.109687e+08 \n",
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"1 7122.7465 -60.7968 -0.8536 1.596187e+08 2.541582e+08 \n",
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"2 7151.0176 -28.2711 -0.3953 1.627866e+08 2.567551e+08 \n",
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"3 7235.3512 -84.3336 -1.1656 2.022141e+08 3.065400e+08 \n",
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"4 7235.4617 -0.1105 -0.0015 2.030506e+08 3.108232e+08 \n",
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2025-10-13 15:04:48 +08:00
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"... ... ... ... ... ... \n",
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2025-11-29 00:23:12 +08:00
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"13900 1027.6810 41.7870 4.0661 2.655275e+06 9.106095e+06 \n",
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"13901 998.3940 29.2870 2.9334 1.500295e+06 5.269441e+06 \n",
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"13902 997.1190 1.2750 0.1279 1.616805e+06 6.240835e+06 \n",
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"13903 973.2330 23.8860 2.4543 1.074628e+06 4.001206e+06 \n",
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"13904 1000.0000 -26.7670 -2.6767 1.356285e+06 4.924177e+06 \n",
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2025-04-03 00:45:07 +08:00
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"\n",
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2025-11-29 00:23:12 +08:00
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"[13905 rows x 11 columns]\n"
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2025-04-03 00:45:07 +08:00
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]
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}
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],
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2025-05-06 23:42:40 +08:00
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"source": [
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2025-06-02 22:23:44 +08:00
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"h5_filename = '/mnt/d/PyProject/NewStock/data/index_data.h5'\n",
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2025-05-06 23:42:40 +08:00
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"key = '/index_data'\n",
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"with pd.HDFStore(h5_filename, mode='r') as store:\n",
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" df = store[key]\n",
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" print(df)\n"
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]
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2025-04-03 00:45:07 +08:00
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}
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],
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"metadata": {
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"kernelspec": {
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2025-06-02 22:23:44 +08:00
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"display_name": "stock",
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2025-04-03 00:45:07 +08:00
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"language": "python",
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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2025-06-02 22:23:44 +08:00
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"version": "3.13.2"
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2025-04-03 00:45:07 +08:00
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}
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},
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"nbformat": 4,
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"nbformat_minor": 5
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}
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