TQDataLoader

TQ DataLoader API Wrapper. Built on tqsdk.
A robust tool for streamlining the financial data processing, downloading, and visualization.
The goal is to develop a data platform that aggregates useful financial data for alpha researching.
https://github.com/shinnytech/tqsdk-python

数据下载，数据可视化，数据分析工具。

Requirements

tqsdk 1.8

Features

Data visualization is built on dash module. Dash is a great package in python dealing with web-based charts and interactive plots.

Chinese Futures Data downloading and udpating periodically.
Single product klines and volume display.
3D surface term structure plot.
Automated data loading.

Usage

Use download_data function to create tasks and downloading data.
Obtain data in pandas dataframe format using read_data function.
symbol has format "{0}.{1}{2}{3}".format(exchange, root, yy, mm), like "SHFE.rb2010".
start_date, end_date are generally in string format "yyyy-mm-dd", though can be in other date format as well.
The freq is one of the following: "tick", "s", "min", "5min", "h", "D"
'Data' is the folder for storing downloaded csv data.

Example:

    data_task = download_data(["SHFE.rb2010"], "2020-06-01", "2020-06-02", 'tick', 'Data')
    df = read_data('SHFE.rb2010', 'tick')

Available Exchange and Contracts

SHFE 上海期货交易所
- rb,hc,ni镍,bu沥青,
DCE 大连商品交易所
- j焦炭, jm 焦煤, p, pg 液化石油气,
CZCE 郑州商品交易所
- MA 甲醇
INE 上海能源中心
- sc 原油
KQ 快期（所有主连合约，指数)
SSWE 上期所仓单
SSE 上海证券交易所
SZSE 深圳证券交易所

天勤期货主连：

knightzone111 / tqdataloader Goto Github PK

tqdataloader's Introduction

TQDataLoader

Requirements

Features

Usage

Available Exchange and Contracts

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