Files
etf/tests/fetch_au9999.py
aszerW e4f87b7212 feat(tests): 添加多个数据获取脚本测试示例
- 新增获取3033.HK复权与不复权价格对比脚本,支持代理配置
- 新增使用Tushare获取AU9999黄金现货数据脚本,支持日期范围查询和CSV保存
- 新增从OKX通过CCXT库获取BTC/USDT日线数据脚本,支持HTTP代理和时间范围过滤
- 所有脚本均包含打印数据显示的格式化输出
- 各脚本提供主函数入口,易于独立运行和调试
2026-03-26 00:08:01 +08:00

120 lines
3.4 KiB
Python
Raw Blame History

This file contains ambiguous Unicode characters

This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.

"""
使用 Tushare 获取 AU9999 黄金数据
"""
import os
import pandas as pd
import tushare as ts
from datetime import datetime, timedelta
from typing import Optional
from dotenv import load_dotenv
def get_tushare_token() -> str:
"""从环境变量获取 Tushare token"""
load_dotenv()
token = os.environ.get('TUSHARE_TOKEN')
if not token:
raise ValueError("未设置 TUSHARE_TOKEN 环境变量")
return token
def fetch_au9999(start_date: str, end_date: str) -> Optional[pd.DataFrame]:
"""
获取 AU9999 黄金现货数据(使用上期所黄金主力合约 AU.SHF
Args:
start_date: 开始日期 (YYYY-MM-DD)
end_date: 结束日期 (YYYY-MM-DD)
Returns:
DataFrame with columns: date, open, high, low, close, vol
"""
try:
# 初始化 Tushare
pro = ts.pro_api(get_tushare_token())
# 转换日期格式
start_str = start_date.replace('-', '')
end_str = end_date.replace('-', '')
print(f"从 Tushare 获取 AU9999 数据...")
print(f"时间范围: {start_date} ~ {end_date}")
# 获取黄金期货主力合约数据
# ts_code: AU.SHF 表示上海期货交易所黄金主力合约
df = pro.fut_daily(ts_code='AU.SHF', start_date=start_str, end_date=end_str)
if df is None or df.empty:
print("未获取到数据")
return None
# 标准化列名
df = df.rename(columns={
'trade_date': 'date',
'open': 'open',
'high': 'high',
'low': 'low',
'close': 'close',
'vol': 'volume',
})
# 转换日期格式
df['date'] = pd.to_datetime(df['date'])
df = df.set_index('date')
df = df.sort_index()
# 选择需要的列
df = df[['open', 'high', 'low', 'close', 'volume']]
print(f"✓ 获取成功: {len(df)} 条数据")
print(f"时间范围: {df.index[0].strftime('%Y-%m-%d')} ~ {df.index[-1].strftime('%Y-%m-%d')}")
return df
except Exception as e:
print(f"获取数据失败: {e}")
return None
def print_au9999_data(df: pd.DataFrame):
"""打印 AU9999 数据"""
print("\n" + "="*80)
print("AU9999 黄金数据 (上期所主力合约 AU.SHF)")
print("="*80)
print(f"{'日期':<15} {'开盘价':>12} {'最高价':>12} {'最低价':>12} {'收盘价':>12} {'成交量':>12}")
print("-"*80)
for date, row in df.iterrows():
date_str = date.strftime('%Y-%m-%d')
print(f"{date_str:<15} {row['open']:>12.2f} {row['high']:>12.2f} {row['low']:>12.2f} {row['close']:>12.2f} {row['volume']:>12.2f}")
print("="*80)
def main():
"""主函数"""
# 计算最近30天的日期范围
end_date = datetime.now()
start_date = end_date - timedelta(days=30)
start_str = start_date.strftime('%Y-%m-%d')
end_str = end_date.strftime('%Y-%m-%d')
# 获取数据
df = fetch_au9999(start_str, end_str)
if df is not None:
print_au9999_data(df)
# 保存到CSV
output_file = "au9999_data.csv"
df.to_csv(output_file)
print(f"\n数据已保存: {output_file}")
else:
print("获取数据失败")
if __name__ == "__main__":
main()