实时量化选股-tushare利用

量化选股的常用python模块,介绍tushare使用中,总结的一些短代码

import tushare as ts

symbols = ts.get_stock_basics()

st = ts.get_st_classified()

lv_price_1 = 50

def isSt(stockID):

    for sti in st.code:

        if sti == stockID:

            return True

    return False

for inx in range(len(symbols)):

    symbol = symbols.index[inx]

    df = ts.get_k_data(symbol, ktype='60', start=start_day)

1,过滤停牌

xn = len(df.index)-1

if type(df) != type(None) and xn >= 0 and df.ix[xn]['date'] != endToday:              

      continue

2,过滤高价股

if type(df) != type(None) and xn >= 0 and df.ix[xn]['close'] > lv_price_1 ):

                continue

3,过滤PE

pe = symbols.ix[inx]['pe']

        if pe < 20:

        continue

4,过滤ST

if isSt(symbol):

            continue

更多见开源项目 https://gitee.com/yquant/YKQuantPublisher

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