From 75305ea1a55db4bbbb016fa663ca542d14044a7d Mon Sep 17 00:00:00 2001 From: YenChen Date: Wed, 10 Jul 2024 22:33:50 +0800 Subject: [PATCH] add: weekly and monthly stock price document --- docs/tutor/TaiwanMarket/Technical.md | 305 ++++++++++++++++++++++++++- 1 file changed, 304 insertions(+), 1 deletion(-) diff --git a/docs/tutor/TaiwanMarket/Technical.md b/docs/tutor/TaiwanMarket/Technical.md index a42c337..69a5e73 100644 --- a/docs/tutor/TaiwanMarket/Technical.md +++ b/docs/tutor/TaiwanMarket/Technical.md @@ -1,8 +1,10 @@ -在台股技術面，我們擁有 12 種資料集，如下: +在台股技術面，我們擁有 14 種資料集，如下: - [台股總覽 TaiwanStockInfo](https://finmind.github.io/tutor/TaiwanMarket/Technical/#taiwanstockinfo) - [台股總覽(含權證) TaiwanStockInfoWithWarrant](https://finmind.github.io/tutor/TaiwanMarket/Technical/#taiwanstockinfowithwarrant) - [台灣股價資料表 TaiwanStockPrice](https://finmind.github.io/tutor/TaiwanMarket/Technical/#taiwanstockprice) +- [台灣每周股價資料表 TaiwanStockWeekPrice](https://finmind.github.io/tutor/TaiwanMarket/Technical/#taiwanstockweekprice) +- [台灣每月股價資料表 TaiwanStockMonthPrice](https://finmind.github.io/tutor/TaiwanMarket/Technical/#taiwanstockmonthprice) - [台灣還原股價資料表 TaiwanStockPriceAdj](https://finmind.github.io/tutor/TaiwanMarket/Technical/#taiwanstockpriceadj-backersponsor) - [台灣股價歷史逐筆資料表 TaiwanStockPriceTick](https://finmind.github.io/tutor/TaiwanMarket/Technical/#taiwanstockpricetick-backersponsor) - [台灣個股PER、PBR資料表 TaiwanStockPER](https://finmind.github.io/tutor/TaiwanMarket/Technical/#perpbr-taiwanstockper) @@ -325,6 +327,307 @@ ---------------------------------- + +#### 台灣每周股價資料表 TaiwanStockWeekPrice (只限 [backer、sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) 會員使用) + +- 提供台股，上市、上櫃、興櫃，的股票日成交資訊！ +- 資料區間：2000-01-01 ~ now +- 資料更新時間 **星期一至五 17:30**，實際更新時間以 API 資料為主 + +!!! example + === "Package" + ```python + from FinMind.data import DataLoader + + api = DataLoader() + # api.login_by_token(api_token='token') + # api.login(user_id='user_id',password='password') + df = api.taiwan_stock_weekly( + stock_id='2330', + start_date='2020-04-02', + end_date='2020-04-12' + ) + ``` + === "Python-request" + ```python + import requests + import pandas as pd + url = "https://api.finmindtrade.com/api/v4/data" + parameter = { + "dataset": "TaiwanStockWeekPrice", + "data_id": "2330", + "start_date": "2020-04-02", + "end_date": "2020-04-12", + "token": "", # 參考登入，獲取金鑰 + } + resp = requests.get(url, params=parameter) + data = resp.json() + data = pd.DataFrame(data["data"]) + print(data.head()) + + ``` + === "R" + ```R + library(httr) + library(data.table) + library(dplyr) + url = 'https://api.finmindtrade.com/api/v4/data' + response = httr::GET( + url = url, + query = list( + dataset="TaiwanStockWeekPrice", + data_id= "2330", + start_date= "2020-04-02", + end_date= "2020-04-08", + token = "" # 參考登入，獲取金鑰 + ) + ) + data = content(response) + df = data$data %>% + do.call('rbind',.) %>% + data.table + head(df) + + ``` + +!!! output + === "DataFrame" + | | stock_id | yweek | max | min | trading_volume | trading_money | trading_turnover | date | close | open | spread | + |---:|:-----------|:--------|-----|----:|---------------:|--------------:|-----------------:|-----------:|--------:|-------:|---------:| + | 0 | 2330 | 2020W15 | 288 | 270 | 409564428 | 114799189198 | 188964 | 2020-04-06 | 279.5 | 273 | 8 | + + === "Schema" + ``` + { + stock_id: str, + yweek: str, + max: float64, + min: float64, + trading_volume: int64, + trading_money: int64, + trading_turnover: float32, + date: str, + close: float64, + open: float64, + spread: float64, + } + ``` + +#### 一次拿特定日期，所有資料(只限 [backer、sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) 使用) + +!!! example + === "Python-request" + ```python + import requests + import pandas as pd + url = "https://api.finmindtrade.com/api/v4/data" + parameter = { + "dataset": "TaiwanStockWeekPrice", + "start_date": "2020-04-06", + "token": "", # 參考登入，獲取金鑰 + } + resp = requests.get(url, params=parameter) + data = resp.json() + data = pd.DataFrame(data["data"]) + print(data.head()) + + ``` + === "R" + ```R + library(httr) + library(data.table) + library(dplyr) + url = 'https://api.finmindtrade.com/api/v4/data' + response = httr::GET( + url = url, + query = list( + dataset="TaiwanStockWeekPrice", + start_date= "2020-04-06", + token = "" # 參考登入，獲取金鑰 + ) + ) + data = content(response) + df = data$data %>% + do.call('rbind',.) %>% + data.table + head(df) + + ``` + +!!! output + === "DataFrame" + | | stock_id | yweek | max | min | trading_volume | trading_money | trading_turnover | date | close | open | spread | + |---:|:-----------|:--------|-----|----:|---------------:|--------------:|-----------------:|-----------:|--------:|-------:|---------:| + | 0 | 2330 | 2020W15 | 288 | 270 | 409564428 | 114799189198 | 188964 | 2020-04-06 | 279.5 | 273 | 8 | + + === "Schema" + ``` + { + stock_id: str, + yweek: str, + max: float64, + min: float64, + trading_volume: int64, + trading_money: int64, + trading_turnover: float32, + date: str, + close: float64, + open: float64, + spread: float64, + } + ``` + + +#### 台灣每月股價資料表 TaiwanStockMonthPrice (只限 [backer、sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) 會員使用) + +- 提供台股，上市、上櫃、興櫃，的股票日成交資訊！ +- 資料區間：2000-01-01 ~ now +- 資料更新時間 **星期一至五 17:30**，實際更新時間以 API 資料為主 + +!!! example + === "Package" + ```python + from FinMind.data import DataLoader + + api = DataLoader() + # api.login_by_token(api_token='token') + # api.login(user_id='user_id',password='password') + df = api.taiwan_stock_monthly( + stock_id='2330', + start_date='2020-04-02', + end_date='2020-04-12' + ) + ``` + === "Python-request" + ```python + import requests + import pandas as pd + url = "https://api.finmindtrade.com/api/v4/data" + parameter = { + "dataset": "TaiwanStockMonthPrice", + "data_id": "2330", + "start_date": "2020-04-02", + "end_date": "2020-04-12", + "token": "", # 參考登入，獲取金鑰 + } + resp = requests.get(url, params=parameter) + data = resp.json() + data = pd.DataFrame(data["data"]) + print(data.head()) + + ``` + === "R" + ```R + library(httr) + library(data.table) + library(dplyr) + url = 'https://api.finmindtrade.com/api/v4/data' + response = httr::GET( + url = url, + query = list( + dataset="TaiwanStockMonthPrice", + data_id= "2330", + start_date= "2020-04-02", + end_date= "2020-05-08", + token = "" # 參考登入，獲取金鑰 + ) + ) + data = content(response) + df = data$data %>% + do.call('rbind',.) %>% + data.table + head(df) + + ``` + +!!! output + === "DataFrame" + | | stock_id | ymonth | max | min | trading_volume | trading_money | trading_turnover | date | close | open | spread | + |---:|:-----------|:---------|-------|------:|---------------:|--------------:|-----------------:|-----------:|--------:|---------:|----------:| + | 0 | 2330 | 2020M05 | 301.5 | 288.5 | 1744651784 | 513799591970 | 788158 | 2020-05-01 | 292 | 294.5 | -12.5 | + + === "Schema" + ``` + { + stock_id: str, + ymonth: str, + max: float64, + min: float64, + trading_volume: int64, + trading_money: int64, + trading_turnover: float32, + date: str, + close: float64, + open: float64, + spread: float64, + } + ``` + +#### 一次拿特定日期，所有資料(只限 [backer、sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) 使用) + +!!! example + === "Python-request" + ```python + import requests + import pandas as pd + url = "https://api.finmindtrade.com/api/v4/data" + parameter = { + "dataset": "TaiwanStockMonthPrice", + "start_date": "2020-04-06", + "token": "", # 參考登入，獲取金鑰 + } + resp = requests.get(url, params=parameter) + data = resp.json() + data = pd.DataFrame(data["data"]) + print(data.head()) + + ``` + === "R" + ```R + library(httr) + library(data.table) + library(dplyr) + url = 'https://api.finmindtrade.com/api/v4/data' + response = httr::GET( + url = url, + query = list( + dataset="TaiwanStockMonthPrice", + start_date= "2020-04-06", + token = "" # 參考登入，獲取金鑰 + ) + ) + data = content(response) + df = data$data %>% + do.call('rbind',.) %>% + data.table + head(df) + + ``` + +!!! output + === "DataFrame" + | | stock_id | ymonth | max | min | trading_volume | trading_money | trading_turnover | date | close | open | spread | + |---:|:-----------|:---------|-------|------:|---------------:|--------------:|-----------------:|-----------:|--------:|---------:|----------:| + | 0 | 2330 | 2020M05 | 301.5 | 288.5 | 1744651784 | 513799591970 | 788158 | 2020-05-01 | 292 | 294.5 | -12.5 | + + === "Schema" + ``` + { + stock_id: str, + ymonth: str, + max: float64, + min: float64, + trading_volume: int64, + trading_money: int64, + trading_turnover: float32, + date: str, + close: float64, + open: float64, + spread: float64, + } + ``` + + #### 台灣還原股價資料表 TaiwanStockPriceAdj (只限 [backer、sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) 會員使用) - 資料區間：1994-10-01 ~ now