rv_from_stock_zh_a_hist_min_em
Fetch minute-level historical stock data from East Money, clean and structure it for realized volatility (yz) calculation. Configurable for time period, date range, and price adjustment.
Instructions
从东方财富网获取股票的分钟级历史行情数据,并进行数据清洗和格式化为计算 yz 已实现波动率所需的数据格式 https://quote.eastmoney.com/concept/sh603777.html?from=classic :param symbol: 股票代码,如"000001" :type symbol: str :param start_date: 开始日期时间,格式"YYYY-MM-DD HH:MM:SS" :type start_date: str :param end_date: 结束日期时间,格式"YYYY-MM-DD HH:MM:SS" :type end_date: str :param period: 时间周期,可选{'1','5','15','30','60'}分钟 :type period: str :param adjust: 复权方式,可选{'','qfq'(前复权),'hfq'(后复权)} :type adjust: str :return: 整理后的分钟行情数据,包含Date(索引),Open,High,Low,Close列 :rtype: pandas.DataFrame
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| adjust | No | hfq | |
| period | No | 1 | |
| symbol | No | 000001 | |
| end_date | No | 2024-11-01 15:00:00 | |
| start_date | No | 2021-10-20 09:30:00 |