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开始获取股票数据课程的学习：

获取qmt账号的持仓情况后，我们进入下一步，如何获得当前账号的委托状况

还是之前的步骤，打开qmt，选择独立交易，

之后使用pycharm，编写py文件

导入包：

from xtquant import xtdata
import time

获取股票清单：

from xtquant import xtdata
# 获取沪深A股全部股票的代码
xtdata.get_stock_list_in_sector("沪深A股")
print(xtdata.get_stock_list_in_sector("沪深A股"))

修改股票代码，进行分类：

def ret_code(stock_code):  # 将收到的股票代码进行转换   含基金if stock_code[:2] in ["60", "68", "90", "50", "51"]:return stock_code[:6] + ".SH"elif stock_code[:2] in ["00", "30", "15"] or "XSHG" in stock_code:  ##elif stock_code[:2] in ["00", "30", "15"] :  #return stock_code[:6] + ".SZ"elif stock_code[:2] in ["43", "83", "87"]:return stock_code[:6] + ".BJ"elif "XSHG" in stock_code:return stock_code[:6] + ".SH"elif "XSHE" in stock_code:return stock_code[:6] + ".SZ"else:return stock_code
for i in xtdata.get_stock_list_in_sector("沪深A股"):print(ret_code(i))

获取股票历史价格行情

############ 仅获取历史行情 #####################
start_date = '20250101'  # 格式"YYYYMMDD"，开始下载的日期，date = ""时全量下载
end_date = ""
period = "1d"
# period = "d", "w", "mon", "q", "y",
code_list = xtdata.get_stock_list_in_sector("沪深A股")[:1]
data1 = xtdata.get_market_data_ex([], code_list, period=period, start_time=start_date, end_time=end_date)
print(data1[code_list[0]])

仅获取最新行情

def do_subscribe_quote(stock_list: list, period: str):for i in stock_list:xtdata.subscribe_quote(i, period=period)time.sleep(1)  # 等待订阅完成
############ 仅获取最新行情 #####################
do_subscribe_quote(code_list, period)  # 设置订阅参数，使gmd_ex取到最新行情
count = 1  # 设置count参数，使gmd_ex仅返回最新行情数据
data2 = xtdata.get_market_data_ex([], code_list, period=period, start_time=start_date, end_time=end_date,count=1)  # count 设置为1，使返回值只包含最新行情
print(data2[code_list[0]])

获取历史行情+最新行情

############ 获取历史行情+最新行情 #####################
do_subscribe_quote(code_list, period)  # 设置订阅参数，使gmd_ex取到最新行情
count = -1  # 设置count参数，使gmd_ex返回全部数据
data3 = xtdata.get_market_data_ex([], code_list, period=period, start_time=start_date, end_time=end_date,count=-1)  # count 设置为1，使返回值只包含最新行情
print(data3[code_list[0]])

获得量价数据，

['time', 'open', 'high', 'low', 'close', 'volume', 'amount', 'settelementPrice', 'openInterest', 'preClose', 'suspendFlag'],

下一步获取财务数据