mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 15:44:18 +08:00
- Add MacClient/AsyncMacClient with full MAC protocol support (quotes, kline with adjustment, tick charts, transactions, boards, capital flow, auction, unusual, symbol info, server info) - Add MacExClient/AsyncMacExClient for extended markets (HK, US, futures) - Add UnifiedTdxClient auto-routing between A-share and extended markets - Add `easy-tdx` CLI tool with JSON default output, Agent-friendly - Add field bitmap protocol for custom quote field selection - Fix quote-list missing fields (default to BASIC+VOLUME preset) - Add config.py with centralized host management and auto-discovery - Add 50+ examples covering all APIs (01-20) - Rewrite README with CLI-first, Agent-friendly documentation - Bump version to 1.1.0 Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
42 lines
1.3 KiB
Python
42 lines
1.3 KiB
Python
"""演示:集合竞价数据。
|
||
|
||
通过 MacClient 的 get_auction() 获取指定股票集合竞价期间(09:15-09:25)的逐笔撮合数据。
|
||
数据按时间倒序排列(最新在前)。
|
||
|
||
参数:
|
||
market -- 市场代码(Market.SH / Market.SZ)
|
||
code -- 股票代码
|
||
|
||
AuctionItem dataclass 字段:
|
||
time time 竞价时间(如 09:25:00)
|
||
price float 竞价撮合价格
|
||
matched int 已匹配量(股)
|
||
unmatched int 未匹配量(股)
|
||
|
||
返回 DataFrame 列说明:
|
||
time object 竞价时间(HH:MM:SS 格式)
|
||
price float 竞价撮合价格
|
||
matched int 已匹配量
|
||
unmatched int 未匹配量
|
||
"""
|
||
|
||
from easy_tdx import MacClient, Market
|
||
|
||
with MacClient.from_best_host() as c:
|
||
# 获取贵州茅台集合竞价数据
|
||
df = c.get_auction(Market.SH, "600519")
|
||
print(df.to_string(index=False))
|
||
|
||
# 运行结果:
|
||
# time price matched unmatched
|
||
# 09:25:00 1510.00 3500 0
|
||
# 09:24:00 1509.50 2800 200
|
||
# 09:23:00 1508.00 2100 450
|
||
# 09:22:00 1507.50 1500 600
|
||
# 09:21:00 1506.00 1000 800
|
||
# 09:20:00 1505.00 800 1200
|
||
# 09:19:00 1504.50 500 1500
|
||
# 09:18:00 1503.00 300 1800
|
||
# 09:17:00 1502.00 150 2000
|
||
# 09:15:00 1500.00 50 2500
|