騰訊財經深度數據:
github:https://github.com/QuantGin/Quant_For_All
import requests
import sys
import threading
from mylog import mylog
logger=mylog(sys.argv[0].split('/')[-1]).get_logger()
def get_tencent_depth(stk_list):
stk_list1=[]
url='http://web.sqt.gtimg.cn/utf8/q='
for key in stk_list:
key=key.split('.')[0]
if key[0]=='6':
key='sh'+key
else:
key='sz'+key
url+=key+','
r=requests.get(url)
ll=[]
l0=r.text.split('\n')
for s in l0:
if len(s)>0:
l=s.split('"')[1].split('~')
dic={}
dic['code']=press_code(l[2])
dic['b1_p']=l[9]
dic['b1_v']=l[10]
dic['b2_p']=l[11]
dic['b2_v']=l[12]
dic['b3_p']=l[13]
dic['b3_v']=l[14]
dic['b4_p']=l[15]
dic['b4_v']=l[16]
dic['b5_p']=l[17]
dic['b5_v']=l[18]
dic['a1_p']=l[19]
dic['a1_v']=l[20]
dic['a2_p']=l[21]
dic['a2_v']=l[22]
dic['a3_p']=l[23]
dic['a3_v']=l[24]
dic['a4_p']=l[25]
dic['a4_v']=l[26]
dic['a5_p']=l[27]
dic['a5_v']=l[28]
t=l[30]
dic['datetime']=t[:4]+'-'+t[4:6]+'-'+t[6:8]+' '+t[8:10]+':'+t[10:12]+':'+t[12:]
ll.append(dic)
return ll
def get_all_tencent_depth(stk_list):
def _run(stk_list2,l):
try:
l+=get_tencent_depth(stk_list2)
except:
logger.error(traceback.format_exc())
return []
l=[]
jobs=[]
stk_list1=stk_list
while len(stk_list1)>0:
stk_list2=stk_list1[:900]
stk_list1=stk_list1[900:]
job=threading.Thread(target=_run,args=(stk_list2,l))
job.start()
jobs.append(job)
for job in jobs:
job.join()
return l
# import time
# begin=time.time()
# len(get_all_tencent_depth(get_stk_list()))
# time.time()-begin