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feat: 完善 QMT 交易模块

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liaozhaorun
2026-02-24 13:06:14 +08:00
parent 29706da299
commit 5628fbb34c
13 changed files with 1249 additions and 5368 deletions
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44
main/data/index_and_industry.ipynb
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@@ -83,32 +83,32 @@
"output_type": "stream",
"text": [
" ts_code trade_date close open high low \\\n",
"0 000905.SH 20260206 8146.4128 8054.2180 8247.2968 8014.6599 \n",
"1 000905.SH 20260205 8146.1073 8203.0627 8224.7847 8081.4283 \n",
"2 000905.SH 20260204 8299.0574 8270.8420 8309.8579 8179.3522 \n",
"3 000905.SH 20260203 8286.7005 8135.8699 8286.7005 8075.3738 \n",
"4 000905.SH 20260202 8037.0456 8279.7152 8324.4341 8032.3500 \n",
"0 000905.SH 20260213 8299.5850 8366.3327 8419.7618 8290.8388 \n",
"1 000905.SH 20260212 8423.5695 8342.3650 8437.4202 8341.7705 \n",
"2 000905.SH 20260211 8325.8107 8295.3326 8373.5033 8295.1223 \n",
"3 000905.SH 20260210 8306.4448 8318.5325 8331.9858 8258.1519 \n",
"4 000905.SH 20260209 8311.2829 8280.1088 8313.4692 8229.0026 \n",
"... ... ... ... ... ... ... \n",
"14059 399006.SZ 20100607 1069.4680 1005.0280 1075.2250 1001.7020 \n",
"14060 399006.SZ 20100604 1027.6810 989.6810 1027.6810 986.5040 \n",
"14061 399006.SZ 20100603 998.3940 1002.3550 1026.7020 997.7750 \n",
"14062 399006.SZ 20100602 997.1190 967.6090 997.1190 952.6110 \n",
"14063 399006.SZ 20100601 973.2330 986.0150 994.7930 948.1180 \n",
"14074 399006.SZ 20100607 1069.4680 1005.0280 1075.2250 1001.7020 \n",
"14075 399006.SZ 20100604 1027.6810 989.6810 1027.6810 986.5040 \n",
"14076 399006.SZ 20100603 998.3940 1002.3550 1026.7020 997.7750 \n",
"14077 399006.SZ 20100602 997.1190 967.6090 997.1190 952.6110 \n",
"14078 399006.SZ 20100601 973.2330 986.0150 994.7930 948.1180 \n",
"\n",
" pre_close change pct_chg vol amount \n",
"0 8146.1073 0.3055 0.0038 2.186421e+08 4.183734e+08 \n",
"1 8299.0574 -152.9501 -1.8430 2.318405e+08 4.352777e+08 \n",
"2 8286.7005 12.3569 0.1491 2.688603e+08 5.018867e+08 \n",
"3 8037.0456 249.6549 3.1063 2.722271e+08 5.432645e+08 \n",
"4 8370.5203 -333.4747 -3.9839 2.996460e+08 5.460557e+08 \n",
"0 8423.5695 -123.9845 -1.4719 2.027857e+08 4.063205e+08 \n",
"1 8325.8107 97.7588 1.1742 2.121383e+08 4.383205e+08 \n",
"2 8306.4448 19.3659 0.2331 2.040197e+08 3.886124e+08 \n",
"3 8311.2829 -4.8381 -0.0582 1.958062e+08 3.942833e+08 \n",
"4 8146.4128 164.8701 2.0238 2.116676e+08 4.279823e+08 \n",
"... ... ... ... ... ... \n",
"14059 1027.6810 41.7870 4.0661 2.655275e+06 9.106095e+06 \n",
"14060 998.3940 29.2870 2.9334 1.500295e+06 5.269441e+06 \n",
"14061 997.1190 1.2750 0.1279 1.616805e+06 6.240835e+06 \n",
"14062 973.2330 23.8860 2.4543 1.074628e+06 4.001206e+06 \n",
"14063 1000.0000 -26.7670 -2.6767 1.356285e+06 4.924177e+06 \n",
"14074 1027.6810 41.7870 4.0661 2.655275e+06 9.106095e+06 \n",
"14075 998.3940 29.2870 2.9334 1.500295e+06 5.269441e+06 \n",
"14076 997.1190 1.2750 0.1279 1.616805e+06 6.240835e+06 \n",
"14077 973.2330 23.8860 2.4543 1.074628e+06 4.001206e+06 \n",
"14078 1000.0000 -26.7670 -2.6767 1.356285e+06 4.924177e+06 \n",
"\n",
"[14064 rows x 11 columns]\n"
"[14079 rows x 11 columns]\n"
]
}
],
@@ -137,7 +137,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.12.11"
"version": "3.13.2"
}
},
"nbformat": 4,