AKLite
关键特性
拥有 AKLite,就拥有了超强的数据获取能力,让我们快来使用吧!
快速开始示例
让我们通过代码来看下如何开始
获取数据数据
import aklite as ai
stock_zh_a_hist_obj = ai.stock_zh_a_hist(symbols=["000001", "000002"],
period="daily",
start_date="20220101",
end_date="20230601",
adjust="hfq",
timeout=5,
proxies={})
print(stock_zh_a_hist_obj.data)
print(stock_zh_a_hist_obj.columns)
print(stock_zh_a_hist_obj.url)
print(stock_zh_a_hist_obj.desc)
print(stock_zh_a_hist_obj.symbols)
print(stock_zh_a_hist_obj.start_date)
print(stock_zh_a_hist_obj.end_date)
print(stock_zh_a_hist_obj.adjust)
学习如何更好使用 AKLite,请访问用户指南
上面的 notebook,可以通过 <https://github.com/jindaxiang/aklite/tree/master/docs/notebooks>`_. 来获取
推荐阅读
下面是推荐的一系列关于量化投资和算法交易的书籍
Lingjie Ma, Quantitative Investing: From Theory to Industry
Timothy Masters, Testing and Tuning Market Trading Systems: Algorithms in C++
Stefan Jansen, Machine Learning for Algorithmic Trading, 2nd Edition
Ernest P. Chan, Machine Trading: Deploying Computer Algorithms to Conquer the Markets
Perry J. Kaufman, Trading Systems and Methods, 6th Edition