【量化】实战恒有数获取指数定投的数据源

import pandas as pdimport numpy as npimport config.sys_config as configimport hs_udata as hsimport time
"""获取 沪深证券交易所 指定范围的交易日期集合"""def get_trade_dates(start_date, end_date=' '):    # 开始时间    if not start_date or not start_date.rfind('-'):        start_date = ' '    start_year = int(start_date.split('-')[0], base=10)    # 结束时间    end_year = int(time.strftime("%Y", time.localtime()), base=10)    if end_date == ' ' or not start_date.rfind('-'):        end_date = ' '    else:        end_year = int(end_date.split('-')[0], base=10)    # 获取交易日期集合    trade_date_df = pd.DataFrame()    while True:        if start_year > end_year:            break        if trade_date_df.size <= 0:            trade_date_df = hs.trading_calendar(secu_market='83',                                                if_trading_day='1',                                                start_date=start_date)        else:            trade_date_df = trade_date_df.append(hs.trading_calendar(secu_market='83',                                                                     if_trading_day='1',                                                                     start_date=start_date), ignore_index=True)        start_year = start_year + 1        start_date = str(start_year) + start_date[4:]    # 去除重复交易日    trade_date_df = trade_date_df.drop_duplicates()    print(trade_date_df.head())    return trade_date_df

# 获取股票日数据： 交易日期 股票行情，公司等信息def get_stock_day_data(secu_code, trade_date):    # 获取数据:产品代码,交易日期,开盘价,最高价,最低价,收盘价,成交数量,成交额,涨跌幅,换手率,涨跌停状态,交易状态    stock_fields = "prod_code,trading_date,open_price,high_price,low_price,close_price,business_amount,business_balance,px_change_rate,turnover_ratio,up_down_status,turnover_status"    stock_data = hs.stock_quote_daily(en_prod_code=secu_code,                                      trading_date=trade_date,                                      adjust_way=2,                                      fields=stock_fields)    print(stock_data.head())    return stock_data
# 执行程序def execute_procedure(stock_code_list, trade_date, mode='new'):    for stock_code in stock_code_list:        res_data = get_stock_day_data(stock_code, trade_date)        res_data['close_price'].replace('', np.nan, inplace=True)        res_data.dropna(subset=['close_price'], inplace=True)        if mode == 'new':            res_data.to_csv("temp/" + stock_code + ".csv", mode='w', index=False, encoding="utf-8")        else:            res_data.to_csv("temp/" + stock_code + ".csv", mode='a', index=False, header=False, encoding="utf-8")

"""程序执行入口"""if __name__ == '__main__':    # 需要查询的产品code信息，000001.SH 上证指数    prod_code_list = ['000001.SH']    hs.set_token(config.HsData().get_token())    trade_dates_df = get_trade_dates(start_date='2010-01-01')  # 获取交易时间集合
    # 执行程序采集数据    mode = 'new'    count = 0    for trade_date in trade_dates_df['trading_date']:        print("执行日期：", trade_date)        if count > 0:            mode = 'add'        execute_procedure(prod_code_list, trade_date, mode)        count = count + 1