Asoul / Tsec
台灣上市上櫃股票爬蟲 Taiwan Stock Exchange Crawler
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Taiwan Stock Exchange Crawler
這是一個去爬 台灣證券交易所 和 證券櫃檯買賣中心 的爬蟲,秉持著 Open Data 的理念,公開爬蟲公開資料最安心。
Note
有問題的話可以到 Gitter.im 發問,會盡快回答
Setup
$ git clone https://github.com/Asoul/tsec.git
$ cd tsec
$ pip install -r requirements.txt
Usage
Command
爬當日
$ python crawl.py
爬指定日期
$ python crawl.py YYYY MM DD
e.g.
$ python crawl.py 2016 02 15
Flag
-b, --back
: 往回爬直到 2004/2/11
-c, --check
: 往回爬 10 天
後處理
清除重複的檔案,按日期排序
$ python post_process.py
資料格式
- 每個檔案的檔名
XXX.csv
,XXX
是股票編號 - 每個檔案中有數列,每列為一天交易的資訊
- 每列包含:交易日期、成交股數、成交金額、開盤價、最高價、最低價、收盤價、漲跌價差、成交筆數,共 9 欄。
- 符號說明: +表示漲、- 表示跌、X表示不比價
- 當日統計資訊含一般、零股、盤後定價、鉅額交易,不含拍賣、標購。
範例:104/02/13,7599922.0,528270219.0,69.35,69.65,69.35,69.45,0.45,1771.0
資料來源
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聯絡我
有 Bug 麻煩跟我說:
最後更新時間:2017/02/15
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