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Nuggets quantification: obtain data through the history method, and use the same proportional compound weight factor as Sina Finance and snowball. Different from flush
2022-07-07 03:01:00 【AI Zeng Xiaojian】
# coding=utf-8
from __future__ import print_function, absolute_import
from gm.api import *
# Data can be extracted directly , Nuggets terminal needs to be opened , Interface access is through network request , The efficiency of general , Market data can be obtained through subscribe Subscription mode
# Set up token, Check out the existing token ID, In user - Get from key management
set_token('xxxxxxxxxxxxxxxd')
# Check the historical market , Adopt the way of fixed-point weight recovery , adjust Right of reply before designation ,adjust_end_time Specify the resumption time
data = history(symbol='SHSE.600000', frequency='1d', start_time='2020-01-01', end_time='2022-07-04', # 09:00:00 16:00:00
fields='bob,open,high,low,close', adjust=ADJUST_POST, adjust_end_time='2022-07-05',df=True) #adjust_end_time='2020-12-31',
data['bob'] = data['bob'].astype(str)
data['bob'] = data['bob'].str[0:10]
data
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