85 lines
2.9 KiB
Markdown
85 lines
2.9 KiB
Markdown
|
## 现货黄金日行情
|
|||
|
|
----
|
|||
|
|
|
|||
|
|
接口：sge_daily
|
|||
|
|
描述：获取上海黄金交易所现货合约日线行情
|
|||
|
|
限量：单次最大2000，可循环或者分页提取
|
|||
|
|
积分：用户积2000积分可调取，具体请参阅[积分获取办法](https://tushare.pro/document/1?doc_id=13)
|
|||
|
|
<br>
|
|||
|
|
|
|||
|
|
注：数据由当日9:00至15:30的交易和前一日夜盘的20:00至2:30数据构成，成交量和成交金额为双向计量。
|
|||
|
|
|
|||
|
|
|
|||
|
|
<br>
|
|||
|
|
<br>
|
|||
|
|
|
|||
|
|
**输入参数**
|
|||
|
|
|
|||
|
|
名称 | 类型 | 必选 | 描述
|
|||
|
|
---- | ----- | ---- | ----
|
|||
|
|
ts_code | str | N | 合约代码，可通过[基础信息](https://tushare.pro/document/2?doc_id=284)获得
|
|||
|
|
trade_date | str | N | 交易日期
|
|||
|
|
start_date | str | N | 开始日期
|
|||
|
|
end_date | str | N | 结束日期
|
|||
|
|
|
|||
|
|
<br>
|
|||
|
|
<br>
|
|||
|
|
|
|||
|
|
**输出参数**
|
|||
|
|
|
|||
|
|
名称 | 类型 | 默认显示 | 描述
|
|||
|
|
--- | ---- | ---- | ----
|
|||
|
|
ts_code | str | Y | 现货合约代码
|
|||
|
|
trade_date | str | Y | 交易日
|
|||
|
|
close | float | Y | 收盘点(元/克)
|
|||
|
|
open | float | Y | 开盘点(元/克)
|
|||
|
|
high | float | Y | 最高点(元/克)
|
|||
|
|
low | float | Y | 最低点(元/克)
|
|||
|
|
price_avg | float | Y | 加权平均价(元/克)
|
|||
|
|
change | float | Y | 涨跌点位(元/克)
|
|||
|
|
pct_change | float | Y | 涨跌幅
|
|||
|
|
vol | float | Y | 成交量(千克)
|
|||
|
|
amount | float | Y | 成交金额(元)
|
|||
|
|
oi | float | Y | 市场持仓
|
|||
|
|
settle_vol | float | Y | 交收量
|
|||
|
|
settle_dire | str | Y | 持仓方向
|
|||
|
|
|
|||
|
|
<br>
|
|||
|
|
<br>
|
|||
|
|
|
|||
|
|
|
|||
|
|
**接口示例**
|
|||
|
|
|
|||
|
|
```python
|
|||
|
|
|
|||
|
|
pro = ts.pro_api()
|
|||
|
|
|
|||
|
|
#获取单日统计数据
|
|||
|
|
df = pro.sge_daily(trade_date='20220311')
|
|||
|
|
|
|||
|
|
#获取某合约指定日期，指定字段输出的数据
|
|||
|
|
df = pro.sge_daily(ts_code='', start_date='20220301', end_date='20220311', fields='ts_code,close,open,vol')
|
|||
|
|
|
|||
|
|
|
|||
|
|
```
|
|||
|
|
|
|||
|
|
|
|||
|
|
<br>
|
|||
|
|
<br>
|
|||
|
|
|
|||
|
|
**数据示例**
|
|||
|
|
|
|||
|
|
ts_code trade_date close open high low vol settle_dire
|
|||
|
|
0 Au99.95 20220311 403.3000 403.2000 403.3000 403.2000 24.00 None
|
|||
|
|
1 Au99.99 20220311 403.6000 405.9700 408.0000 402.8000 13667.66 None
|
|||
|
|
2 Au(T+D) 20220311 403.2200 405.0100 407.7000 402.5300 27196.00 空支付给多
|
|||
|
|
3 Pt99.95 20220311 227.0400 228.0000 228.0000 226.3000 384.00 None
|
|||
|
|
4 Ag(T+D) 20220311 5.1340 5.1820 5.1850 5.1090 2428664.00 空支付给多
|
|||
|
|
5 Au100g 20220311 403.0300 405.4500 406.0000 402.3600 29.40 None
|
|||
|
|
6 Au(T+N1) 20220311 405.7000 408.0000 408.0000 402.2000 21.80 None
|
|||
|
|
7 Au(T+N2) 20220311 408.1000 411.0000 414.5000 408.0500 91.20 None
|
|||
|
|
8 mAu(T+D) 20220311 403.4400 406.6200 407.7500 402.7500 4367.80 空支付给多
|
|||
|
|
9 iAu99.99 20220311 405.3400 406.3000 408.0000 405.0000 2.06 None
|
|||
|
|
10 PGC30g 20220311 409.3200 410.0000 410.0000 408.9000 0.36 None
|
|||
|
|
11 NYAuTN06 20220311 404.5500 407.8500 408.8000 404.0000 15.80 None
|
|||
|
|
12 NYAuTN12 20220311 409.0500 413.8500 413.8500 408.9000 214.40 None
|