A股tick下载,自动判断交易日历,获取全市场level1数据

Related tags

DownloaderTickDown
Overview

TickDown

A股tick下载,自动判断交易日历,获取全市场level1数据

依赖项

  1. func_timeout
  2. requests
  3. some_tool(仓库里)
  4. akshare

使用

定时任务在上午 09:07开始运行

参数调节

  1. max_num 单批次提交的股票数,当前为800,可以自行尝试多个数值
  2. timeout 单个线程的超时时间,网络不好的同学可以调大一些,1.5s内都是可以接受的
  3. threadcnt = min(3, len(stocklist)) 线程数,默认开启多线程,最大线程不超过股票的分组数量(大约为8),3个线程大约最合适,视具体情况而定,可多次尝试

下载逻辑

  1. 多线程下载数据
  2. 下载的数据合并清洗
  3. 用判断时间大于的方式来判定当前下载到的股票tick数据是更新的数据
  4. 对提取到的更新的数据集合写入到csv中
  5. 循环以上行为

数据来源

  1. 股票清单:http://www.shdjt.com/js/lib/astock.js
  2. 交易日历:akshare(原始来源sina)
  3. tick的api:

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