Shioaji is sinopac provide the most pythonic api for trading the taiwan and global financial market. You can use your favorite Python packages such as numpy, scipy, pandas, pytorch or tensorflow to build your own trading model with intergrated the shioaji api on cross platform.
大家好我也是剛接觸shioaji的新手,覺得python使用起來確實方便許多非常感謝大大們的開發!另外想請問各位大大目前是不是暫時還沒有提供盤後零股下單的api功能呢? 還是說api.Order IntradayOdd或有甚麼function可以辦到嗎?
如果我沒弄錯,odd應該就是盤後零股,這是保留舊有的設定,去年年底才多加了intraday odd
ts | amount | average_price | buy_price | buy_volume | change_price | change_rate | change_type | close | code | exchange | high | low | open | sell_price | sell_volume | tick_type | total_amount | total_volume | volume | volume_ratio | yesterday_volume |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2020/12/28 01:30:00 PM | 1.1E+09 | 513.47 | 514 | 131 | 4 | 0.78 | Up | 515 | 2330 | TSE | 515 | 509 | 512 | 515 | 299 | Buy | 9.71E+09 | 18917 | 2130 | 14.15 | 1337 |
2020/12/28 01:30:00 PM | 2.57E+08 | 92.28 | 91.8 | 652 | 0 | 0 | Unchanged | 91.8 | 2317 | TSE | 93 | 91.8 | 92.4 | 91.9 | 58 | Sell | 6.18E+09 | 66999 | 2796 | 3.73 | 17956 |
2020/12/28 01:45:00 PM | 28874 | 14394.15 | 14436 | 2 | 133 | 0.93 | Up | 14437 | TXFA1 | TAIFEX | 14444 | 14320 | 14329 | 14437 | 6 | Buy | 1.18E+09 | 81663 | 2 | 11.58 | 7053 |
import shioaji as sj
import pandas as pd
# account info
SIMULATION_ID = "PAPIUSER01"
SIMULATION_ID_PASSWORD = "2222"
# login
api = sj.Shioaji(simulation=True)
accounts = api.login(person_id=SIMULATION_ID, passwd=SIMULATION_ID_PASSWORD, contracts_cb=print)
# snapshots
contracts = [api.Contracts.Stocks['2330'], api.Contracts.Stocks['2317'], api.Contracts.Futures["TXF"]["TXF202101"]]
snapshots = api.snapshots(contracts)
# convert to DataFrame
df = pd.DataFrame(snapshots)
df.ts = pd.to_datetime(df.ts)
df.set_index('ts', inplace=True)
# save as csv file
filename = "snapshots.csv"
df.to_csv(filename)
請問一下 我當初申請憑證 好像沒打密碼 這樣憑證密碼要填什麼
身分證試試
請問有辦法透過api拿到每分鐘的成交筆數(非成交量)與買賣家數嗎?
kbars 嗎?