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- import numpy as np
- import pandas as pd
- from tqsdk import TqApi, TqAuth,TqKq
- api = TqApi(TqKq(), auth=TqAuth("15959570101", "qaz123qaz"))
- inslist=['KQ.i@CFFEX.IF','KQ.i@CFFEX.IH','KQ.i@CFFEX.IC','KQ.i@SHFE.cu','KQ.i@SHFE.au','KQ.i@SHFE.ag','KQ.i@SHFE.zn','KQ.i@SHFE.al','KQ.i@SHFE.ru','KQ.i@SHFE.rb','KQ.i@SHFE.fu','KQ.i@SHFE.hc','KQ.i@SHFE.bu','KQ.i@SHFE.pb','KQ.i@SHFE.ni','KQ.i@SHFE.sn','KQ.i@SHFE.wr','KQ.i@SHFE.sp','KQ.i@SHFE.ss','KQ.i@DCE.a','KQ.i@DCE.b','KQ.i@DCE.bb','KQ.i@DCE.c','KQ.i@DCE.cs','KQ.i@DCE.fb','KQ.i@DCE.i','KQ.i@DCE.j','KQ.i@DCE.jd','KQ.i@DCE.jm','KQ.i@DCE.l','KQ.i@DCE.m','KQ.i@DCE.p','KQ.i@DCE.pp','KQ.i@DCE.v','KQ.i@DCE.y','KQ.i@DCE.eg','KQ.i@DCE.rr','KQ.i@DCE.eb','KQ.i@DCE.pg','KQ.i@DCE.lh','KQ.i@CZCE.WH','KQ.i@CZCE.PM','KQ.i@CZCE.CF','KQ.i@CZCE.CY','KQ.i@CZCE.SR','KQ.i@CZCE.TA','KQ.i@CZCE.OI','KQ.i@CZCE.RI','KQ.i@CZCE.MA','KQ.i@CZCE.FG','KQ.i@CZCE.RS','KQ.i@CZCE.RM','KQ.i@CZCE.JR','KQ.i@CZCE.LR','KQ.i@CZCE.SF','KQ.i@CZCE.SM','KQ.i@CZCE.AP','KQ.i@CZCE.CJ','KQ.i@CZCE.UR','KQ.i@CZCE.SA','KQ.i@CZCE.PF','KQ.i@CZCE.PK']
- #ser1=pd.Series([5391,5665,5678,6012,6086,6171,5915,5641,5596,5610,5309,5186,5112,4974,4919])
- #ser2=pd.Series([5688,5935,5999,6335,6540,6683,6438,6135,5949,5980,5678,5555,5493,5316,5281])
- #a=ser1.corr(ser2)
- for insA in inslist:
- kA=api.get_kline_serial(insA, 86400)
- for insB in inslist:
- kB=api.get_kline_serial([insB], 86400)
- p=-90
- list1=[]
- list2=[]
- while p<0:
- # print(str(kA.iloc[p].close)+":"+str(kB.iloc[p].close))
- list1.append(kA.iloc[p].close)
- list2.append(kB.iloc[p].close)
- p=p+1
- ser1=pd.Series(list1)
- ser2=pd.Series(list2)
- a=ser1.corr(ser2)
- print(insA+","+insB+","+str(a))
-
-
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