001量化项目总结 --02获取五档买盘价格

一、获取五档买盘

price = 0.0
pmarkcode = 0
sip = ''
sport = 0
l1 = []
time_now = datetime.now().minute

if (scode[0] == '0' and scode[1] == '0') or scode[0] == '3':
    pmarkcode = 0
else:
    pmarkcode = 1

api = TdxHq_API()
if time_now % 2 == 0:
    sip = '*.*'  #
    sport = 7709
else:
    sip = '*.*'  # 
    sport = 7711
if api.connect(sip, sport):
    data = api.get_security_quotes([pmarkcode, scode])
    cdata = api.get_company_info_category(pmarkcode, scode)
    # print(data)
    # print(type(data))
    # print(type(data[0]))
    # print(datetime.now().minute)
    d1 = collections.OrderedDict()
    d1 = data[0]
    for i in range(5):
        for key, value in d1.items():
            if key == 'bid' + str(i):
                price = value
                l1.append(price)
    api.disconnect()

    return l1
二、获取五档卖盘价格

price =0.0
pmarkcode =0
sip =''
sport =0
l1=[]
time_now =datetime.now().minute
if (scode[0]=='0' and scode[1]=='0') or scode[0]=='3':
    pmarkcode=0
else:
    pmarkcode=1

api = TdxHq_API()
if time_now%2==0:

    sip='*.*'                    
    sport =7709
else:
    sip='*.*'                    
    sport=7711
if api.connect(sip,sport ):
 data = api.get_security_quotes([pmarkcode,scode])
 cdata = api.get_company_info_category(pmarkcode,scode)
 d1= collections.OrderedDict()
 d1 = data[0]
 for i in range(6):
     for key ,value in d1.items():
       if key=='ask'+str(i):
          price= value
          l1.append(price)
 api.disconnect()

 return l1