萬得-python接口-獲取數據

from WindPy import w  
  
#from datetime import *  
w.start();  
# 命令如何寫可以用命令生成器來輔助完成  
# 定義打印輸出函數，用來展示數據使用  
def printpy(outdata):  
    if outdata.ErrorCode!=0:  
        print('error code:'+str(outdata.ErrorCode)+'\n');  
        return();  
    for i in range(0,len(outdata.Data[0])):  
        strTemp=''  
        if len(outdata.Times)>1:  
            strTemp=str(outdata.Times[i])+' '  
        for k in range(0, len(outdata.Fields)):  
            strTemp=strTemp+str(outdata.Data[k][i])+' '  
        print(strTemp)  
  
# 通過wsd來提取時間序列數據，比如取開高低收成交量，成交額數據  
print('\n\n'+'-----通過wsd來提取時間序列數據，比如取開高低收成交量，成交額數據-----'+'\n')  
wsddata1=w.wsd("000001.SZ", "open,high,low,close,volume,amt", "2015-11-22", "2015-12-22", "Fill=Previous")  
printpy(wsddata1)  
  
# 通過wsd來提取各個報告期財務數據  
print('\n\n'+'-----通過wsd來提取各個報告期財務數據-----'+'\n')  
wsddata2=w.wsd("600000.SH", "tot_oper_rev,tot_oper_cost,opprofit,net_profit_is", "2008-01-01", "2015-12-22", "rptType=1;Period=Q;Days=Alldays;Fill=Previous")  
printpy(wsddata2)  
  
# 通過wss來取截面數據  
print('\n\n'+'-----通過wss來取截面數據-----'+'\n')  
wssdata=w.wss("600000.SH,600007.SH,600016.SH", "ev,total_shares","tradeDate=20151222;industryType=1")  
printpy(wssdata)  
  
# 通過wst來取日內成交數據  
print('\n\n'+'-----通過wst來取日內成交數據-----'+'\n')  
wstdata=w.wst("IF.CFE", "last,volume", "2015-12-22 09:00:00", "2015-12-22 14:04:45")  
printpy(wstdata)  
  
# 通過wsi來取日內分鍾數據  
print('\n\n'+'-----通過wsi來取日內分鍾數據-----'+'\n')  
wsidata=w.wsi("IF.CFE", "open,high,low,close,volume,amt", "2015-12-22 09:00:00", "2015-12-22 14:06:15")  
printpy(wsidata)  
  
# 通過wset來取數據集數據  
print('\n\n'+'-----通過wset來取數據集數據,獲取滬深300指數權重-----'+'\n')  
wsetdata=w.wset("IndexConstituent","date=20151222;windcode=000300.SH;field=date,wind_code,i_weight")  
printpy(wsetdata)  

https://blog.csdn.net/qq_26948675/article/details/71172370

 

確保萬得返回了數據

from WindPy import w
import sys

w.start()
wdata = w.wsd(...)
if wdata.ErrorCode != 0: #確保wsd內參數設置沒有錯誤
    print('Wind Error Code is: ',wdata.ErrorCode)
    sys.exit()
if 0 == len(wdata.Data): #確保萬得返回了數據
    print('Wind has no data returns')
    sys.exit()

 

from WindPy import w

#from datetime import *
w.start();
# 命令如何寫可以用命令生成器來輔助完成
# 定義打印輸出函數，用來展示數據使用
def printpy(outdata):
    if outdata.ErrorCode!=0:
        print('error code:'+str(outdata.ErrorCode)+'\n');
        return();
    for i in range(0,len(outdata.Data[0])):
        strTemp=''
        if len(outdata.Times)>1:
            strTemp=str(outdata.Times[i])+' '
        for k in range(0, len(outdata.Fields)):
            strTemp=strTemp+str(outdata.Data[k][i])+' '
        print(strTemp)

# 通過wsd來提取時間序列數據，比如取開高低收成交量，成交額數據
print('\n\n'+'-----通過wsd來提取時間序列數據，比如取開高低收成交量，成交額數據-----'+'\n')
wsddata1=w.wsd("000001.SZ", "open,high,low,close,volume,amt", "2015-11-22", "2015-12-22", "Fill=Previous")
printpy(wsddata1)

# 通過wsd來提取各個報告期財務數據
print('\n\n'+'-----通過wsd來提取各個報告期財務數據-----'+'\n')
wsddata2=w.wsd("600000.SH", "tot_oper_rev,tot_oper_cost,opprofit,net_profit_is", "2008-01-01", "2015-12-22", "rptType=1;Period=Q;Days=Alldays;Fill=Previous")
printpy(wsddata2)

# 通過wss來取截面數據
print('\n\n'+'-----通過wss來取截面數據-----'+'\n')
wssdata=w.wss("600000.SH,600007.SH,600016.SH", "ev,total_shares","tradeDate=20151222;industryType=1")
printpy(wssdata)

# 通過wst來取日內成交數據
print('\n\n'+'-----通過wst來取日內成交數據-----'+'\n')
wstdata=w.wst("IF.CFE", "last,volume", "2015-12-22 09:00:00", "2015-12-22 14:04:45")
printpy(wstdata)

# 通過wsi來取日內分鍾數據
print('\n\n'+'-----通過wsi來取日內分鍾數據-----'+'\n')
wsidata=w.wsi("IF.CFE", "open,high,low,close,volume,amt", "2015-12-22 09:00:00", "2015-12-22 14:06:15")
printpy(wsidata)

# 通過wset來取數據集數據
print('\n\n'+'-----通過wset來取數據集數據,獲取滬深300指數權重-----'+'\n')
wsetdata=w.wset("IndexConstituent","date=20151222;windcode=000300.SH;field=date,wind_code,i_weight")
printpy(wsetdata)