Начало работы¶
Установка¶
$ pip install aiomoex
Пример использования реализованных запросов¶
История котировок SNGSP в режиме TQBR:
import asyncio
import aiohttp
import aiomoex
import pandas as pd
async def main():
async with aiohttp.ClientSession() as session:
data = await aiomoex.get_board_history(session, 'SNGSP')
df = pd.DataFrame(data)
df.set_index('TRADEDATE', inplace=True)
print(df.head(), '\n')
print(df.tail(), '\n')
df.info()
asyncio.run(main())
BOARDID CLOSE VOLUME VALUE
TRADEDATE
2014-06-09 TQBR 27.48 12674200 3.484352e+08
2014-06-10 TQBR 27.55 14035900 3.856417e+08
2014-06-11 TQBR 28.15 27208800 7.602146e+08
2014-06-16 TQBR 28.27 68059900 1.913160e+09
2014-06-17 TQBR 28.20 22101600 6.292844e+08
BOARDID CLOSE VOLUME VALUE
TRADEDATE
2020-09-01 TQBR 37.245 15671200 5.824013e+08
2020-09-02 TQBR 37.535 34659700 1.296441e+09
2020-09-03 TQBR 36.955 28177000 1.049745e+09
2020-09-04 TQBR 36.915 21908000 8.076767e+08
2020-09-07 TQBR 37.200 13334400 4.955280e+08
<class 'pandas.core.frame.DataFrame'>
Index: 1573 entries, 2014-06-09 to 2020-09-07
Data columns (total 4 columns):
# Column Non-Null Count Dtype
--- ------ -------------- -----
0 BOARDID 1573 non-null object
1 CLOSE 1573 non-null float64
2 VOLUME 1573 non-null int64
3 VALUE 1573 non-null float64
dtypes: float64(2), int64(1), object(1)
memory usage: 61.4+ KB
Пример реализации запроса с помощью клиента¶
Перечень акций, торгующихся в режиме TQBR (описание запроса):
import asyncio
import aiohttp
import aiomoex
import pandas as pd
async def main():
request_url = "https://iss.moex.com/iss/engines/stock/" "markets/shares/boards/TQBR/securities.json"
arguments = {"securities.columns": ("SECID," "REGNUMBER," "LOTSIZE," "SHORTNAME")}
async with aiohttp.ClientSession() as session:
iss = aiomoex.ISSClient(session, request_url, arguments)
data = await iss.get()
df = pd.DataFrame(data["securities"])
df.set_index("SECID", inplace=True)
print(df.head(), "\n")
print(df.tail(), "\n")
df.info()
asyncio.run(main())
REGNUMBER LOTSIZE SHORTNAME
SECID
ABRD 1-02-12500-A 10 АбрауДюрсо
AFKS 1-05-01669-A 100 Система ао
AFLT 1-01-00010-A 10 Аэрофлот
AGRO None 1 AGRO-гдр
AKRN 1-03-00207-A 1 Акрон
REGNUMBER LOTSIZE SHORTNAME
SECID
YNDX None 1 Yandex clA
YRSB 1-01-50099-A 10 ТНСэнЯр
YRSBP 2-01-50099-A 10 ТНСэнЯр-п
ZILL 1-02-00036-A 1 ЗИЛ ао
ZVEZ 1-01-00169-D 1000 ЗВЕЗДА ао
<class 'pandas.core.frame.DataFrame'>
Index: 260 entries, ABRD to ZVEZ
Data columns (total 3 columns):
# Column Non-Null Count Dtype
--- ------ -------------- -----
0 REGNUMBER 248 non-null object
1 LOTSIZE 260 non-null int64
2 SHORTNAME 260 non-null object
dtypes: int64(1), object(2)
memory usage: 8.1+ KB