DataAPI

DataAPI是什么？

DataAPI是大鱼金融提供的金融分析数据的Python库

fxdayu_data提供什么样的数据？

Factor()
1. 价值类
2. 成长类
3. 情绪类
4. 质量类
5. 动量类
6. 技术类

Candle()
1. MarketIndex
2. 复权后股票
3. 股票价量数据

常用代码

from fxdayu_data.data_api import Candle, Factor
from fxdayu_data import MongoHandler
handler = MongoHandler()
candle = Candle()
candle.set(handler, M1='stock_1min', H='stock_h', D='stock_d')
candle.set_adjust(handler, 'adjust', 'post')
MarketIndex = Candle()
MarketIndex.set(handler, D="MarketIndex")
factor = Factor()
factor.set(handler, 'factor')

from fxdayu_data import DataAPI
from datetime import datetime
DataAPI.set_file('D:/PycharmProjects/Quant_Alpha/Data_Manager/Factor_Selection/config.py')
PN = DataAPI.factor(codes, ('PE', 'PB', 'PS', 'PCF', 'close'), start=datetime(2013, 1, 1))
prices = PN.minor_xs('close')

notebook链接: https://github.com/ChannelCMT/QS/tree/master/Class_4_Fundamental_Selection