xqdata is a high-level library to provide a clean and unified API for accessing financial data.
- xqdata provide a unified API to get trading data and fundamental data simultaneously
- xqdata provide a unified API for research and production environment
- xqdata is flexible and expandable, that means, you can change whatever the data source you want.
below is an example to show how to use xqdata
>>> from xqdata.api import history_bars
>>> data = history_bars(order_book_ids=["000001.XSHG", "000002.XSHG"], bar_count=4, frequency="1w", fields=["open","close", "market_cap", "pe_ratio"], dt="2019-08-20")
open close market_cap pe_ratio
order_book_id datetime
000001.XSHE 2019-08-02 14.25 13.74 2359.2146 9.1909
2019-08-09 13.60 14.52 2493.1438 9.2858
2019-08-16 14.61 14.90 2558.3914 9.5288
2019-08-20 14.91 14.99 2573.8447 9.5864
600000.XSHG 2019-08-02 11.90 11.48 3369.6189 5.8029
2019-08-09 11.42 11.37 3337.3315 5.7473
2019-08-16 11.33 11.22 3293.3035 5.6715
2019-08-20 11.22 11.37 3337.3315 5.7473
currently, xqdata is in alpha and now it is a high-level wrapper for open source financial data.
git clone https://github.com/StateOfTheArt-quant/xqdata.git
cd xqdata
python setup.py develop
import jqdatasdk
from xqdata.api import history_bars
#input your jqdata username and password
jqdatasdk.auth(username="188xxxxxxxx", password="xxxxxxxx") #apply the username and code in https://www.joinquant.com/
order_book_ids = ['000001.XSHE','600000.XSHG']
all_fields = ["open","close", "market_cap", "pe_ratio"]
bar_count=4
dt = "2019-08-20"
frequency="1w"
data = history_bars(order_book_ids=order_book_ids, bar_count=bar_count, frequency=frequency, fields=all_fields, dt=dt)
Allen Yu (allen.across@gmail.com)
This project following Apache 2.0 License as written in LICENSE file
Copyright 2018 Allen Yu, StateOfTheArt.quant, respective rqalpha and jqdata contributors