Metadata-Version: 2.1
Name: qesdk
Version: 0.0.13
Summary: Quantease SDK for quants
Author-email: Scott Zhang <scott2011@qq.com>
License: MIT License
        
        Copyright (c) 2022 quantease
        
        Permission is hereby granted, free of charge, to any person obtaining a copy
        of this software and associated documentation files (the "Software"), to deal
        in the Software without restriction, including without limitation the rights
        to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
        copies of the Software, and to permit persons to whom the Software is
        furnished to do so, subject to the following conditions:
        
        The above copyright notice and this permission notice shall be included in all
        copies or substantial portions of the Software.
        
        THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
        IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
        FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
        AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
        LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
        OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
        SOFTWARE.
        
Project-URL: Homepage, https://github.com/quantease/qesdk
Project-URL: Bug Tracker, https://github.com/quantease/qesdk/issues
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Requires-Python: >=3.7
Description-Content-Type: text/markdown
License-File: LICENSE



## Project Description

- Provide history market quotation of futures and options in Chinese market for inquiry.
- Output pandas.DataFrame format data which is easy to use.
-  Support three frequency data: 'daily'/'mintue'/'tick'



## Installation

```
pip install qesdk
```



## Upgrade

```
pip install -U qesdk 
```



## Quick Start



#### Daily frequency

```
from qesdk import *
get_price('ZN2210.SFE','2022-07-11', '2022-07-24','daily')
```

return:

```
               open    close     high      low  volume         money  \
time                                                                   
2022-07-11  22890.0  22730.0  23095.0  22710.0    6622  7.586028e+08   
2022-07-12  22875.0  22825.0  23265.0  22570.0    6976  7.926840e+08   
2022-07-13  22825.0  22015.0  22830.0  21885.0    9616  1.090028e+09   
2022-07-14  21900.0  21385.0  22035.0  21175.0   17883  1.935010e+09   
2022-07-15  21400.0  21050.0  21505.0  20980.0   11737  1.242712e+09   
2022-07-18  21300.0  21780.0  21870.0  21215.0   10991  1.180527e+09   
2022-07-19  22120.0  22095.0  22230.0  22060.0    9348  1.035372e+09   
2022-07-20  21750.0  21970.0  22005.0  21600.0    8816  9.613756e+08   
2022-07-21  22300.0  22000.0  22300.0  21855.0    8543  9.477114e+08   
2022-07-22  21900.0  21925.0  21965.0  21770.0   13236  1.446647e+09   

            position  upperlimit  lowerlimit  presett  preclose   settle  
time                                                                      
2022-07-11   23345.0     25730.0     20215.0  22975.0   22890.0  22870.0  
2022-07-12   24395.0     25610.0     20125.0  22870.0   22950.0  22885.0  
2022-07-13   27160.0     25630.0     20135.0  22885.0   22825.0  22430.0  
2022-07-14   26170.0     25120.0     19735.0  22430.0   22015.0  21600.0  
2022-07-15   27301.0     24190.0     19005.0  21600.0   21385.0  21220.0  
2022-07-18   27857.0     23765.0     18670.0  21220.0   21050.0  21760.0  
2022-07-19   29230.0     24370.0     19145.0  21760.0   21985.0  21915.0  
2022-07-20   30704.0     24540.0     19285.0  21915.0   21660.0  21960.0  
2022-07-21   35460.0     24595.0     19320.0  21960.0   22095.0  22065.0  
2022-07-22   37524.0     24710.0     19415.0  22065.0   22000.0  21965.0  
```



#### Minute frequency

```
from qesdk import *
get_price('ZN2210.SFE','2022-07-11', '2022-07-24','minute')
```

return:

```
                        open    close     high      low  volume       money
time                                                                       
2022-07-11 09:01:00  22785.0  22760.0  22785.0  22700.0     163  18534950.0
2022-07-11 09:02:00  22760.0  22725.0  22760.0  22685.0     195  22134500.0
2022-07-11 09:03:00  22715.0  22720.0  22725.0  22700.0      39   4427900.0
2022-07-11 09:04:00  22720.0  22710.0  22720.0  22680.0      63   7152150.0
2022-07-11 09:05:00  22710.0  22700.0  22725.0  22690.0      47   5335800.0
...                      ...      ...      ...      ...     ...         ...
2022-07-23 00:56:00  22375.0  22360.0  22375.0  22360.0      13   1453650.0
2022-07-23 00:57:00  22375.0  22365.0  22375.0  22355.0      29   3242625.0
2022-07-23 00:58:00  22360.0  22355.0  22365.0  22355.0      25   2794725.0
2022-07-23 00:59:00  22355.0  22380.0  22385.0  22355.0      13   1454125.0
2022-07-23 01:00:00  22380.0  22400.0  22400.0  22375.0      69   7723875.0

[4170 rows x 6 columns]
```



#### Tick frequecy

```
from qesdk import *
get_ticks('ZN2210.SFE','2022-08-21', '2022-08-24',fields=['current', 'position','volume'])
```

return:

```
                         current  position  volume
time                                              
2022-08-22 09:00:00.500  24720.0   92068.0   61019
2022-08-22 09:00:01.000  24725.0   92054.0   61044
2022-08-22 09:00:01.500  24735.0   92052.0   61063
2022-08-22 09:00:02.000  24745.0   92071.0   61111
2022-08-22 09:00:02.500  24745.0   92067.0   61142
...                          ...       ...     ...
2022-08-23 23:59:54.000  24920.0   97685.0   42997
2022-08-23 23:59:54.500  24920.0   97685.0   42997
2022-08-23 23:59:55.500  24920.0   97685.0   42997
2022-08-23 23:59:59.500  24920.0   97685.0   42997
2022-08-24 00:00:00.000  24920.0   97685.0   42997

[8314 rows x 3 columns]
```



## More details

The detail document could be obtained on https://quantease.cn/newdoc
