[python] 下載台灣股市的每日成交資訊

下載台灣股市的每日成交資訊, 存成CSV檔

 如果是要指定某一天, 可修改downloadDate變數, 例如星期天放假, 要下載星期五的資料:

       downloadDate= dt.date.today() - timedelta(days=2)

#!/usr/bin/env python3 # -*- coding: utf-8 -*- import csv import numpy as np import datetime as dt import pandas as pd from datetime import timedelta import httplib2 from urllib.parse import urlencode def twdate(date):     year  = date.year-1911     month = date.month     day   = date.day     twday = '{}/{:02}/{:02}'.format(year,month,day)     return twday     def downloadTWSE(date):        url="http://www.twse.com.tw/ch/trading/exchange/MI_INDEX/MI_INDEX.php"     values = {'download' : 'csv', 'qdate' : twdate(date), 'selectType' : 'ALLBUT0999' }                agent = 'Mozilla/5.0 (Windows NT 6.3; WOW64; rv:34.0) Gecko/20100101 Firefox/34.0'     #httplib2.debuglevel = 1     conn = httplib2.Http('.cache')     headers = {'Content-type': 'application/x-www-form-urlencoded',                'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8',                'User-Agent': agent}     resp, content = conn.request(url, 'POST', urlencode(values), headers)     respStr = str(content.decode('cp950'));          srcTWSE = list(csv.reader(respStr.split('\n'), delimiter=','))        #search stock list     firstIndex=0     lastIndex=0     for i in range(len(srcTWSE)):            row = srcTWSE[i]         if (len(row)>15):  #16 columns             row[0]=row[0].strip(' =\"')             row[1]=row[1].strip(' =\"')             if (row[0]=='0050'):  #1st stock ID                 firstIndex=i                    elif (row[0]=='9958'): #lastest stock ID                 lastIndex=i+1                     break     #print('TWSE index=',firstIndex,lastIndex)            listTWSE = srcTWSE[firstIndex:lastIndex]      #print(listTWSE[0])     resultTWSE = [row[:2]+row[5:9]+row[2:3] for row in listTWSE]     #print(resultTWSE[0])     return resultTWSE     def downloadOTC(date):           url='http://www.tpex.org.tw/web/stock/aftertrading/otc_quotes_no1430/stk_wn1430_print.php?l=zh-tw&d='+twdate(date)+'&se=EW'     table = pd.read_html(url)[0]     rowCount = table.values.shape[0]-1;     srcOTC = table.values[:rowCount].tolist()         #search stock list     firstIndex=0     lastIndex=0     for i in range(len(srcOTC)):            row = srcOTC[i]         if (row[0]=='1258'):  #1st stock ID             firstIndex=i                elif (row[0]=='9962'):  #lastest stock ID             lastIndex=i+1                 break     #print('OTC index=',firstIndex,lastIndex)     listOTC = srcOTC[firstIndex:lastIndex]     resultOTC = [row[:2]+row[4:7]+row[2:3]+row[7:8] for row in listOTC]     #print(resultOTC[0])     return resultOTC    def showStock(stockID, stockName, Open, High, Low, Close,Volume):     showLen=8     #print('\nTWSE count=',len(stockID))     print('ID:',stockID[:showLen])     print('Name:',stockName[:showLen])     print('Open:',Open[:showLen])     print('High:',High[:showLen])     print('Low:',Low[:showLen])     print('Close:',Close[:showLen])     print('Volume:',Volume[:showLen])         #main downloadDate= dt.date.today() #- timedelta(days=2) # download TWSE   listTWSE = downloadTWSE(downloadDate)  #get result          result = np.array(listTWSE) stockID=result[:,0] stockName=result[:,1] Open=result[:,2] High=result[:,3] Low=result[:,4] Close=result[:,5] Volume=result[:,6] print('TWSE count=',len(stockID)) #showStock(stockID, stockName, Open, High, Low, Close,Volume) #download OTC listOTC=downloadOTC(downloadDate) #get result result = np.array(listOTC) stockID=result[:,0] stockName=result[:,1] Open=result[:,2] High=result[:,3] Low=result[:,4] Close=result[:,5] Volume=result[:,6] print('OTC count=',len(stockID)) #showStock(stockID, stockName, Open, High, Low, Close,Volume) #save result Title =  ['股票代碼', '股票名稱', '開盤價', '最高價','最低價','收盤價','成交股數'] f = open("TwStockList.csv","w") w = csv.writer(f, lineterminator='\n') w.writerows([Title]) w.writerows(listTWSE)   #TWSE list w.writerows(listOTC)    #OTC list f.close()