xuan=[] #构建自已的股票池 def build_my_stock(): #获取股票列表 df = pro.stock_basic(exchange='', list_status='L', fields='ts_code,symbol,name,area,industry,list_date') #剔除ST股票 df = df[~df['name'].str.contains('ST')] #上市时间 now = datetime.datetime.now() df['list_date'] = pd.to_datetime(df['list_date']) df['ssdays'] = (now - df['list_date']).dt.days df = df[df['ssdays']>2000] #流通盘太大不做 df2 = pro.daily_basic(ts_code='', trade_date='20200507', fields='ts_code,float_share') df2 = df2[df2['float_share']<100000] df = pd.merge(df,df2,on=['ts_code']) return df df2 = pro.stk_limit(trade_date='20200612') for code in build_my_stock()['ts_code'].values: data = ts.get_realtime_quotes(code[0:6]) pre_close = data.loc[data[data['code']==code[0:6]].index[0],'pre_close'] #昨日收盘价 price = data.loc[data[data['code']==code[0:6]].index[0],'price'] high = data.loc[data[data['code']==code[0:6]].index[0],'high'] #今日最高价 limit = df2.loc[df2[df2['ts_code']==code].index[0],'up_limit'] #今日涨停价 if float(high) ==limit:#: float(pre_close)*1.095: if float(price) < limit:#float(high): print(code) xuan.append(code) print(xuan)