数据下载

1. 导入模块
2. 设置Config
3. 初始化数据服务与数据接口
4. 设置Props
5. 下载数据到本地文件

1_导入模块

from jaqs.data import DataView
from jaqs.data import RemoteDataService
import os
import numpy as np
import warnings
warnings.filterwarnings("ignore")

2_设置Config

数据文档： http://tushare.org/pro/index.html

注册账户，并查看API令牌： https://www.quantos.org/cas/register.html

data_config = {
    "remote.data.address": "tcp://data.quantOS.org:8910",
    "remote.data.username": "13662241013",
    "remote.data.password": "eyJhbGciOiJIUzI1NiJ9.eyJjcmVhdGVfdGltZSI6IjE1MTc2NDQzMzg5MTIiLCJpc3MiOiJhdXRoMCIsImlkIjoiMTM2NjIyNDEwMTMifQ.sVIzI5VLqq8fbZCW6yZZW0ClaCkcZpFqpiK944AHEow"
}

3_初始化数据服务与数据接口

ds = RemoteDataService()
ds.init_from_config(data_config)
dv = DataView()

Begin: DataApi login 13662241013@tcp://data.tushare.org:8910
    login success 

4_设置Props

用字典保存需要的参数

start=20160104
end=20180104
hs300_props = {'start_date': start, 'end_date': end, 'universe': '000300.SH',
         'fields': 'pe_ttm,ps_ttm,pb,pcf_ocfttm,ebit,roe,roa,price_div_dps,total_mv,float_mv,sw1',
         'freq': 1}
gem_props = {'start_date': start, 'end_date': end, 'universe': '399606.SZ',
         'fields':'pe_ttm,ps_ttm,pb,pcf_ocfttm,ebit,roe,roa,price_div_dps,total_mv,float_mv,sw1',
         'freq': 1}

5_下载数据到本地文件

def save_hs300(props):
    dataview_folder = '../JAQS_Data/hs300'
    if not (os.path.isdir(dataview_folder)):
        os.makedirs(dataview_folder)
    dv.init_from_config(props, ds)
    dv.prepare_data()
    dv.save_dataview(dataview_folder)

def save_gem(props):
    dataview_folder = '../JAQS_Data/gem'
    if not (os.path.isdir(dataview_folder)):
        os.makedirs(dataview_folder)
    dv.init_from_config(props, ds)
    dv.prepare_data()
    dv.save_dataview(dataview_folder)

save_hs300(hs300_props)
save_gem(gem_props)

Initialize config success.
Query data...
Query data - query...
NOTE: price adjust method is [post adjust]
238
477
238
477
46
93
140
187
234
281
328
375
422
469
516
WARNING: some data is unavailable: 
    At fields 
Query data - daily fields prepared.
Query data - quarterly fields prepared.
Query instrument info...
Query adj_factor...
Query benchmark...
Query benchmar member info...
Query groups (industry)...
Field [sw1] is overwritten.
Data has been successfully prepared.

Store data...
Dataview has been successfully saved to:
C:\Users\small\OneDrive\notebook\Internet_Course\JAQS_Data\hs300

You can load it with load_dataview('C:\Users\small\OneDrive\notebook\Internet_Course\JAQS_Data\hs300')
Initialize config success.
Query data...
Query data - query...
NOTE: price adjust method is [post adjust]
127
255
383
511
WARNING: some data is unavailable: 
    At fields 
Query data - daily fields prepared.
Query data - quarterly fields prepared.
Query instrument info...
Query adj_factor...
Query benchmark...
Query benchmar member info...
Query groups (industry)...
Field [sw1] is overwritten.
Data has been successfully prepared.

Store data...
Dataview has been successfully saved to:
C:\Users\small\OneDrive\notebook\Internet_Course\JAQS_Data\gem

You can load it with load_dataview('C:\Users\small\OneDrive\notebook\Internet_Course\JAQS_Data\gem')