SandInvest 0.5.0
SandInvest是一款专注于量化开发的金融数据接口，开始体验吧！
Requires Python: >=3.7
Keywords: SandInvest,Data API

# <img src="http://www.sandquant.com/icon/sandquant_icon_pure.png" width="50px" height="50px" /> SandInvest

**SandInvest**是一款专注于量化开发的金融数据接口，开始体验吧！

[![Downloads](https://pepy.tech/badge/sandinvest)](https://pepy.tech/project/sandinvest) [![Downloads](https://pepy.tech/badge/sandinvest/month)](https://pepy.tech/project/sandinvest) [![Downloads](https://pepy.tech/badge/sandinvest/week)](https://pepy.tech/project/sandinvest)

![](https://img.shields.io/static/v1?label=python&labelColor=e7c16a&message=3.7&color=0b3558) ![](https://img.shields.io/static/v1?label=SandInvest&labelColor=e7c16a&message=Beta-0.2&color=0b3558)

![](https://img.shields.io/static/v1?label=pandas&labelColor=e7c16a&message=>1.2.4&color=109E97) ![](https://img.shields.io/static/v1?label=requests&labelColor=e7c16a&message=≥2.27.1&color=109E97)

<br><br>

## 安装 Install

```
pip install sandinvest
```

当下载速度慢时，可以通过镜像下载：

```
pip install -i https://pypi.tuna.tsinghua.edu.cn/simple sandinvest
```

<br>

## 更新 Update

```
pip install --upgrade sandinvest
```

<br>

## 注册与登录 Register & Login

1.   首次使用`sandinvest`需要先进行**注册**，登录信息将存储在本地电脑，以便用于下次导入时自动登录，注册无论信息正确与否都会打印`Register Success!`，表明注册信息已经正确存储，但还未验证：

```python
>>> import sandinvest as si 
>>> si.register('your_account', 'your_password') 
Register Success!
```

<br>

2.   当再次导入`sandinvest`模块，将自动调用注册信息进行登录，并打印验证结果：

>   <img src="http://www.sandquant.com/icon/warning.png" width="25px" height="25px" />如果没有打印任何东西，表明没有注册成功，需要重新调用`register`进行注册

-   如果注册信息正确<img src="http://www.sandquant.com/icon/check.png" width="25px" height="25px" />，将打印`Welcome, SandInvest!`；

```python
>>> import sandinvest as si
Welcome, SandInvest!
```

-   如果注册信息错误<img src="http://www.sandquant.com/icon/singleWrong.png" width="25px" height="25px" />，将打印`account, password 参数错误，账号密码验证失败！`，程序不会报错，但后续将无法调用接口；

```python
>>> import sandinvest as si
account, password 参数错误，账号密码验证失败！
```

<br>

3.   如果每次需要登录不同的账号，可以通过`login`函数进行**手动登录**，但这显然会麻烦一点，因为你每次都需要输入账号密码：

-   如果登录信息正确<img src="http://www.sandquant.com/icon/check.png" width="25px" height="25px" />，将打印`Welcome, SandInvest!`；

```python
>>> import sandinvest as si
>>> si.login('your_account', 'your_password') 
Welcome, SandInvest!
```

-   如果登录信息错误<img src="http://www.sandquant.com/icon/singleWrong.png" width="25px" height="25px" />，将抛出`AttributeError`错误；

```python
>>> import sandinvest as si
>>> si.login('wrong_account', 'wrong_password') 
Traceback (most recent call last):
	...
AttributeError: account, password 参数错误，账号密码验证失败！
```

<br>

## API速览 Quick Look

<img src="http://www.sandquant.com/icon/doc.png" width="25px" height="25px" />完整API使用说明及注意事项，请查看官方文档

<img src="http://www.sandquant.com/icon/fix.png" width="25px" height="25px" />如有其他问题，可向官方反馈

<br>

```python
>>> import sandinvest as si
Welcome, SandInvest!
...
>>> si.description()
'欢迎使用SandQuantAPI！接口账号请添加官网微信：SandQuant-01，申请注册。'
```

### 获取交易日历

-   获取一段时间的交易日历，以列表形式返回

```python
>>> si.get_calendar(start_date=20200101, end_date=20200201, type_=list) 
['2020-01-02', '2020-01-03', '2020-01-06', '2020-01-07', '2020-01-08', '2020-01-09', '2020-01-10', '2020-01-13', '2020-01-14', '2020-01-15', '2020-01-16', '2020-01-17', '2020-01-20', '2020-01-21', '2020-01-22', '2020-01-23']
```

-   获取指定日期过去3天的交易日历

```python
>>> si.get_calendar(date='2020-01-01', offset=3) 
         time
0  2019-12-31
1  2019-12-30
2  2019-12-27
```

-   获取指定日期未来3天的交易日历

```python
>>> si.get_calendar(date='2020-01-01', offset=-3) 
         time
0  2020-01-02
1  2020-01-03
2  2020-01-06
```

### 获取基础信息

-   获取贵州茅台基础信息

```python
>>> si.get_summary(codes='600519.SH') 
        code  name symbol   company_cn                 company_en   list_date delist_date market board
0  600519.SH  贵州茅台   GZMT  贵州茅台酒股份有限公司  Kweichow Moutai Co., Ltd.  2001-08-27  9999-12-31    SSE  上证主板
```

-   获取指定日期正在交易的股票

```python
>>> si.get_summary(date=20100101).head()['code'] 
0    000001.SZ
1    000002.SZ
2    000004.SZ
3    000005.SZ
4    000006.SZ
```

-   获取指定日期上市的股票

```python
>>> si.get_summary(list_date=20220408)[['code', 'name']] 
        code  name
0  688337.SH  普源精电
```

-   获取指定日期退市的股票

```python
>>> si.get_summary(delist_date='2020-07-02')[['code', 'name']]
        code  name
0  601558.SH  退市锐电
```

###  获取行情数据

-   获取指定代码一段时间的不复权行情

```python
>>> si.get_price(codes='600519.SH', start_date=20100101, end_date=20100131, adj=0).head()   
         time       code    open    high     low   close     volume       amount
0  2010-01-04  600519.SH  172.00  172.00  169.31  169.94  4430488.0  753405632.0
1  2010-01-05  600519.SH  170.99  171.50  169.00  169.44  3151318.0  535720416.0
2  2010-01-06  600519.SH  168.99  169.50  166.31  166.76  3988903.0  666073283.0
3  2010-01-07  600519.SH  166.76  167.19  161.88  163.72  4882555.0  801445248.0
4  2010-01-08  600519.SH  164.00  164.00  160.10  162.00  3670209.0  593162176.0
```

-   获取指定日期历史5天的前复权行情

```python
>>> si.get_price(codes='600519.SH', date=20220101, offset=5, adj=1).head()                
         time       code    open     high     low    close      volume        amount
0  2021-12-27  600519.SH  2168.0  2168.00  2112.0  2131.82  3755590.35  8.020678e+09
1  2021-12-28  600519.SH  2133.0  2155.50  2116.6  2138.18  2765070.24  5.901941e+09
2  2021-12-29  600519.SH  2150.0  2154.25  2041.0  2041.00  5404902.46  1.119563e+10
3  2021-12-30  600519.SH  2041.0  2088.98  2028.0  2075.00  3526136.29  7.272867e+09
4  2021-12-31  600519.SH  2070.0  2072.98  2028.0  2050.00  2966491.25  6.061415e+09
```

-   获取指定日期未来5天的收益率和涨跌停价格

```python
>>> si.get_price(codes='600519.SH', date=20220101, offset=-5, 
                 fields=['pct_change', 'limit_up', 'limit_down']).head() 
         time       code  pct_change  limit_up  limit_down
0  2022-01-04  600519.SH        0.06   2255.00     1845.00
1  2022-01-05  600519.SH       -1.33   2256.35     1846.11
2  2022-01-06  600519.SH       -2.06   2226.40     1821.60
3  2022-01-07  600519.SH       -2.03   2180.44     1784.00
4  2022-01-10  600519.SH        1.24   2136.20     1747.80
```

### 获取股本数据

-   获取指定日期的股本信息

```python
>>> si.get_shares(codes=['000001.SZ', '600519.SH'], date=20220105) 
         time       code  total_shares  float_shares     total_cap     float_cap  turnover
0  2022-01-05  000001.SZ  1.940592e+10  1.940576e+10  3.328115e+11  3.328087e+11      1.00
1  2022-01-05  600519.SH  1.256198e+09  1.256198e+09  2.542544e+12  2.542544e+12      0.23
```

-   获取指定日期未来5天的总市值数据

```python
>>> si.get_shares(codes='600519.SH', date=20220105, offset=-5, fields=si.shares.total_cap_) 
         time       code     total_cap
0  2022-01-05  600519.SH  2.542544e+12
1  2022-01-06  600519.SH  2.490060e+12
2  2022-01-07  600519.SH  2.439536e+12
3  2022-01-10  600519.SH  2.469685e+12
4  2022-01-11  600519.SH  2.437715e+12
```

<br>

<div align='center'>
	<img src="http://www.sandquant.com/icon/qrcode_500px.png" width="150px" height="150px" />
</div>
<div align='center'>
    <strong>SandQuant公众号</strong>
</div>