Quantease SDK for quants
Project description
Project Description
- Provide history market quotation of futures and options in Chinese market for inquiry.
- Output pandas.DataFrame format data which is easy to use.
- Support three frequency data: 'daily'/'mintue'/'tick'
Installation
pip install qesdk
Upgrade
pip install -U qesdk
Quick Start
Daily frequency
from qesdk import *
get_price('ZN2210.SFE','2022-07-11', '2022-07-24','daily')
return:
open close high low volume money \
time
2022-07-11 22890.0 22730.0 23095.0 22710.0 6622 7.586028e+08
2022-07-12 22875.0 22825.0 23265.0 22570.0 6976 7.926840e+08
2022-07-13 22825.0 22015.0 22830.0 21885.0 9616 1.090028e+09
2022-07-14 21900.0 21385.0 22035.0 21175.0 17883 1.935010e+09
2022-07-15 21400.0 21050.0 21505.0 20980.0 11737 1.242712e+09
2022-07-18 21300.0 21780.0 21870.0 21215.0 10991 1.180527e+09
2022-07-19 22120.0 22095.0 22230.0 22060.0 9348 1.035372e+09
2022-07-20 21750.0 21970.0 22005.0 21600.0 8816 9.613756e+08
2022-07-21 22300.0 22000.0 22300.0 21855.0 8543 9.477114e+08
2022-07-22 21900.0 21925.0 21965.0 21770.0 13236 1.446647e+09
position upperlimit lowerlimit presett preclose settle
time
2022-07-11 23345.0 25730.0 20215.0 22975.0 22890.0 22870.0
2022-07-12 24395.0 25610.0 20125.0 22870.0 22950.0 22885.0
2022-07-13 27160.0 25630.0 20135.0 22885.0 22825.0 22430.0
2022-07-14 26170.0 25120.0 19735.0 22430.0 22015.0 21600.0
2022-07-15 27301.0 24190.0 19005.0 21600.0 21385.0 21220.0
2022-07-18 27857.0 23765.0 18670.0 21220.0 21050.0 21760.0
2022-07-19 29230.0 24370.0 19145.0 21760.0 21985.0 21915.0
2022-07-20 30704.0 24540.0 19285.0 21915.0 21660.0 21960.0
2022-07-21 35460.0 24595.0 19320.0 21960.0 22095.0 22065.0
2022-07-22 37524.0 24710.0 19415.0 22065.0 22000.0 21965.0
Minute frequency
from qesdk import *
get_price('ZN2210.SFE','2022-07-11', '2022-07-24','minute')
return:
open close high low volume money
time
2022-07-11 09:01:00 22785.0 22760.0 22785.0 22700.0 163 18534950.0
2022-07-11 09:02:00 22760.0 22725.0 22760.0 22685.0 195 22134500.0
2022-07-11 09:03:00 22715.0 22720.0 22725.0 22700.0 39 4427900.0
2022-07-11 09:04:00 22720.0 22710.0 22720.0 22680.0 63 7152150.0
2022-07-11 09:05:00 22710.0 22700.0 22725.0 22690.0 47 5335800.0
... ... ... ... ... ... ...
2022-07-23 00:56:00 22375.0 22360.0 22375.0 22360.0 13 1453650.0
2022-07-23 00:57:00 22375.0 22365.0 22375.0 22355.0 29 3242625.0
2022-07-23 00:58:00 22360.0 22355.0 22365.0 22355.0 25 2794725.0
2022-07-23 00:59:00 22355.0 22380.0 22385.0 22355.0 13 1454125.0
2022-07-23 01:00:00 22380.0 22400.0 22400.0 22375.0 69 7723875.0
[4170 rows x 6 columns]
Tick frequecy
from qesdk import *
get_ticks('ZN2210.SFE','2022-08-21', '2022-08-24',fields=['current', 'position','volume'])
return:
current position volume
time
2022-08-22 09:00:00.500 24720.0 92068.0 61019
2022-08-22 09:00:01.000 24725.0 92054.0 61044
2022-08-22 09:00:01.500 24735.0 92052.0 61063
2022-08-22 09:00:02.000 24745.0 92071.0 61111
2022-08-22 09:00:02.500 24745.0 92067.0 61142
... ... ... ...
2022-08-23 23:59:54.000 24920.0 97685.0 42997
2022-08-23 23:59:54.500 24920.0 97685.0 42997
2022-08-23 23:59:55.500 24920.0 97685.0 42997
2022-08-23 23:59:59.500 24920.0 97685.0 42997
2022-08-24 00:00:00.000 24920.0 97685.0 42997
[8314 rows x 3 columns]
More details
The detail document could be obtained on https://quantease.cn/newdoc/qesdk.html
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