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easy_tdx_max/examples/04_minute/history_minute_data.py
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GitHubandClaude Opus 4.7 4820b4a049 feat: v1.1.0 - MAC protocol, CLI tool, extended markets, unified client
- 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>
2026-05-22 22:44:45 +08:00

48 lines
1.7 KiB
Python

"""演示:获取历史某日分时数据。
使用 TdxClient 标准协议客户端,调用 get_history_minute_time_data() 获取指定日期的分时行情。
date 参数为 YYYYMMDD 格式的整数(如 20250110)。
DataFrame 列说明:
datetime str 分时时间 "HH:MM:SS",上午 09:30~11:29,下午 13:00~14:59
price float 该分钟成交价格(元)
vol int 该分钟成交量(股)
数据特点:
- 共 240 条,对应 A 股 4 小时交易时间
- 日期必须是交易日,非交易日返回空 DataFrame
- 数据覆盖历史较深,可追溯数年前的分时数据
"""
from easy_tdx import Market, TdxClient
with TdxClient.from_best_host() as c:
date = 20250110
df = c.get_history_minute_time_data(Market.SH, "600000", date)
print(f"浦发银行 {date} 分时数据,共 {len(df)} 条:")
print(df.head(20).to_string(index=False))
# 运行结果:
# 浦发银行 20250110 分时数据,共 240 条:
# datetime price vol
# 2025-01-10 09:30:00 10.25 0
# 2025-01-10 09:31:00 10.26 5600
# 2025-01-10 09:32:00 10.25 3200
# 2025-01-10 09:33:00 10.24 4100
# 2025-01-10 09:34:00 10.25 2800
# 2025-01-10 09:35:00 10.26 3500
# 2025-01-10 09:36:00 10.25 1900
# 2025-01-10 09:37:00 10.24 2100
# 2025-01-10 09:38:00 10.25 4500
# 2025-01-10 09:39:00 10.26 3200
# 2025-01-10 09:40:00 10.25 1800
# 2025-01-10 09:41:00 10.24 2600
# 2025-01-10 09:42:00 10.25 3100
# 2025-01-10 09:43:00 10.26 2400
# 2025-01-10 09:44:00 10.25 1500
# 2025-01-10 09:45:00 10.24 2900
# 2025-01-10 09:46:00 10.25 3700
# 2025-01-10 09:47:00 10.26 2200
# 2025-01-10 09:48:00 10.25 1800
# 2025-01-10 09:49:00 10.24 3100