运行nsepy代码以从NSE获取数据
代码如下
startdate = datetime.date(2017,1,12)
expirydate = datetime.date(2017,1,19)
data = dict()
for x in range(0,3):
for y in range(1,8):
startdate += datetime.timedelta(days=1)
if ((startdate.weekday() !=5) and (startdate.weekday() !=6)):
data [(x,y)] = get_history(symbol="BANKNIFTY",
start= startdate,
end= startdate,
index=True,
option_type='CE',
strike_price= int(df['CE Strike'][y]),
expiry_date=expirydate)
expirydate += datetime.timedelta(days=7)
outfile = open( 'dict.csv', 'w' )
for key, value in sorted( data.items() ):
outfile.write( str(key) + str(value))
输出作为图像附加。 所需输出的格式为
enter image description here
符号到期期权类型行使价开盘高低平仓最后结算价
合约数溢价溢价未平仓合约的未平仓合约变动
基础
日期