stock trading api python

Recently doing a project, mainly based on the stock market to verify some model, see if you can do quantitative trading. So how do we get the data? Because customers do not want to spend money to buy data, can only find their own way, from Sina and Yahoo financial channel climbed to some data, but some data is difficult to find, see the above a post, so try. Tushare's introduction. Install anac

the residual of the sequence, basically white noiseFig = Plt.figure (figsize= (12,8)) Ax1 = Fig.add_subplot (211) FIG = SM.GRAPHICS.TSA.PLOT_ACF (Resid.values.squeeze (), lags =40, ax=ax1) ax2 = Fig.add_subplot (212) FIG = SM.GRAPHICS.TSA.PLOT_PACF (Resid, lags=40, AX=AX2) plt.show ()　　The model with autoregressive fitting is used to predict the results as follows:Fig=plt.figure (figsize= (15,7)) price2=strike_info=history_n (symbol= ' Cffex. IF1808 ', frequency= ' 60s ', end_time= ' 2018-07-01

to auto-commit interval "" " consumer=kafkaconsumer (Self._topic,bootstrap_servers=self._bootstrap_server, group_id=self._groupId,client_id=self._clientId,enable_auto_commit=True, auto_commit_ Interval_ms=5000,value_deserializer=lambdam:json.loads (M.decode (' Utf-8 '))) "" " There is no need to display theThe subscription function is called, the theme is specified when initializing the Kafkaconsumer object, and the subscription function is automatically called if the Subject field is no

to auto-commit interval "" " consumer=kafkaconsumer (Self._topic,bootstrap_servers=self._bootstrap_server, group_id=self._groupId,client_id=self._clientId,enable_auto_commit=True, auto_commit_ Interval_ms=5000,value_deserializer=lambdam:json.loads (M.decode (' Utf-8 '))) "" " There is no need to display theThe subscription function is called, the theme is specified when initializing the Kafkaconsumer object, and the subscription function is automatically called if the Subject field is no