Files
NewStock/main/data/index_and_industry.ipynb
liaozhaorun 4090b3c5be refactor(qmt): 优化配置模型和百分比交易逻辑
- 统一使用配置模型属性访问替代字典下标
- 完善百分比模式买卖的日志记录和错误处理
- 代码格式化和死代码清理
- 更新 notebook 数据及测试脚本
2026-03-03 15:16:37 +08:00

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{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"id": "initial_id",
"metadata": {
"jupyter": {
"is_executing": true
}
},
"outputs": [],
"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()"
]
},
{
"cell_type": "code",
"execution_count": 2,
"id": "f448da220816bf98",
"metadata": {
"ExecuteTime": {
"end_time": "2025-07-26T10:23:18.517518100Z",
"start_time": "2025-04-09T14:57:27.392846Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"数据已经成功存储到index_data.h5文件中\n"
]
}
],
"source": [
"# 定义四个指数\n",
"index_list = [\n",
" # '399300.SZ', \n",
" '000905.SH', \n",
" '000852.SH', \n",
" '399006.SZ'\n",
" ]\n",
"\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",
" # print(df)\n",
" 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",
"final_df.to_hdf('/mnt/d/PyProject/NewStock/data/index_data.h5', key='index_data', mode='w')\n",
"\n",
"print(\"数据已经成功存储到index_data.h5文件中\")"
]
},
{
"cell_type": "code",
"execution_count": 3,
"id": "907f732d3c397bf",
"metadata": {
"ExecuteTime": {
"end_time": "2025-07-26T10:23:18.552166300Z",
"start_time": "2025-04-09T14:57:37.695917Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
" ts_code trade_date close open high low \\\n",
"0 000905.SH 20260227 8658.4503 8499.7957 8658.4503 8499.7957 \n",
"1 000905.SH 20260226 8557.2160 8542.8324 8582.7633 8490.9215 \n",
"2 000905.SH 20260225 8527.5593 8412.0800 8551.5345 8401.5965 \n",
"3 000905.SH 20260224 8392.9098 8403.3106 8444.1283 8328.5678 \n",
"4 000905.SH 20260213 8299.5850 8366.3327 8419.7618 8290.8388 \n",
"... ... ... ... ... ... ... \n",
"14086 399006.SZ 20100607 1069.4680 1005.0280 1075.2250 1001.7020 \n",
"14087 399006.SZ 20100604 1027.6810 989.6810 1027.6810 986.5040 \n",
"14088 399006.SZ 20100603 998.3940 1002.3550 1026.7020 997.7750 \n",
"14089 399006.SZ 20100602 997.1190 967.6090 997.1190 952.6110 \n",
"14090 399006.SZ 20100601 973.2330 986.0150 994.7930 948.1180 \n",
"\n",
" pre_close change pct_chg vol amount \n",
"0 8557.2160 101.2343 1.1830 2.803612e+08 5.128219e+08 \n",
"1 8527.5593 29.6567 0.3478 2.541118e+08 5.139847e+08 \n",
"2 8392.9098 134.6495 1.6043 2.778934e+08 5.068487e+08 \n",
"3 8299.5850 93.3248 1.1245 2.246293e+08 4.497138e+08 \n",
"4 8423.5695 -123.9845 -1.4719 2.027857e+08 4.063205e+08 \n",
"... ... ... ... ... ... \n",
"14086 1027.6810 41.7870 4.0661 2.655275e+06 9.106095e+06 \n",
"14087 998.3940 29.2870 2.9334 1.500295e+06 5.269441e+06 \n",
"14088 997.1190 1.2750 0.1279 1.616805e+06 6.240835e+06 \n",
"14089 973.2330 23.8860 2.4543 1.074628e+06 4.001206e+06 \n",
"14090 1000.0000 -26.7670 -2.6767 1.356285e+06 4.924177e+06 \n",
"\n",
"[14091 rows x 11 columns]\n"
]
}
],
"source": [
"h5_filename = '/mnt/d/PyProject/NewStock/data/index_data.h5'\n",
"key = '/index_data'\n",
"with pd.HDFStore(h5_filename, mode='r') as store:\n",
" df = store[key]\n",
" print(df)\n"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "stock",
"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": "3.13.2"
}
},
"nbformat": 4,
"nbformat_minor": 5
}