分笔.ipynb

{
 "metadata": {
  "name": ""
 },
 "nbformat": 3,
 "nbformat_minor": 0,
 "worksheets": [
  {
   "cells": [
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "import tushare as ts\n",
      "import datetime as dt"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [],
     "prompt_number": 14
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "id = '002230'\n",
      "end_str = '2015-07-10'\n",
      "end = dt.datetime.strptime(end_str, '%Y-%m-%d')\n",
      "date_list = [end - dt.timedelta(days=x) for x in range(0, 100)]"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [],
     "prompt_number": 15
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "ticks = None\n",
      "\n",
      "for date in date_list:\n",
      "    date_str = dt.datetime.strftime(date, '%Y-%m-%d')\n",
      "    tick = ts.get_tick_data(id, date_str)\n",
      "    if tick is None:\n",
      "        continue\n",
      "    tick['date'] = date_str\n",
      "    if ticks is None:\n",
      "        ticks = tick\n",
      "    else:\n",
      "        ticks = ticks.append(tick)"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [],
     "prompt_number": 16
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "print ticks.sort('amount', ascending=False).head(20)"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": [
        "          time  price change  volume    amount type        date\n",
        "0     15:00:23  33.12     --   22839  75642768   \u4e70\u76d8  2015-07-07\n",
        "4489  09:25:01  40.77  40.77   16833  68631524   \u5356\u76d8  2015-07-06\n",
        "2727  09:30:04  49.80     --   12464  62073807   \u5356\u76d8  2015-04-28\n",
        "2779  10:57:32  58.63   0.03   10043  58882109   \u4e70\u76d8  2015-05-26\n",
        "3467  10:21:30  58.00    0.2   10077  58446600   \u4e70\u76d8  2015-05-26\n",
        "3472  10:21:15  57.80   0.35   10029  57967620   \u4e70\u76d8  2015-05-26\n",
        "4481  09:30:32  40.77     --   13879  56584683   \u5356\u76d8  2015-07-06\n",
        "3801  10:03:03  50.02   0.12   11116  55605133   \u4e70\u76d8  2015-04-30\n",
        "0     15:00:17  48.38   0.03   11220  54286810   \u4e70\u76d8  2015-05-08\n",
        "0     15:00:21  52.95  -0.16   10061  53273206   \u5356\u76d8  2015-05-12\n",
        "2723  09:30:16  49.80     --   10280  51196890   \u5356\u76d8  2015-04-28\n",
        "4478  09:30:41  40.77     --   12508  50995116   \u5356\u76d8  2015-07-06\n",
        "0     15:00:24  54.10   0.05    9103  49250043   \u4e70\u76d8  2015-05-18\n",
        "4430  09:25:02  49.59  49.59    9654  47874186   \u4e70\u76d8  2015-04-29\n",
        "0     15:00:21  50.96     --    9250  47138000   \u4e70\u76d8  2015-05-28\n",
        "4329  09:30:10  54.10   0.09    8528  46137507   \u4e70\u76d8  2015-06-11\n",
        "639   14:23:28  54.10   0.32    8523  46112892   \u4e70\u76d8  2015-05-18\n",
        "2705  09:31:10  49.00   -0.8    9042  44309132   \u5356\u76d8  2015-04-28\n",
        "4485  09:30:17  40.77     --   10775  43933711   \u5356\u76d8  2015-07-06\n",
        "4412  09:25:00  35.08  35.08   12268  43039581   \u4e70\u76d8  2015-07-02\n"
       ]
      }
     ],
     "prompt_number": 17
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "ticks.query('date < \"2015-07-05\"')"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "html": [
        "<div style=\"max-width:1500px;overflow:auto;\">\n",
        "<table border=\"1\" class=\"dataframe\">\n",
        "  <thead>\n",
        "    <tr style=\"text-align: right;\">\n",
        "      <th></th>\n",
        "      <th>time</th>\n",
        "      <th>price</th>\n",
        "      <th>change</th>\n",
        "      <th>volume</th>\n",
        "      <th>amount</th>\n",
        "      <th>type</th>\n",
        "      <th>date</th>\n",
        "    </tr>\n",
        "  </thead>\n",
        "  <tbody>\n",
        "    <tr>\n",
        "      <th>0</th>\n",
        "      <td>15:00:18</td>\n",
        "      <td>37.06</td>\n",
        "      <td>0.01</td>\n",
        "      <td>6187</td>\n",
        "      <td>22930059</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>1</th>\n",
        "      <td>14:57:00</td>\n",
        "      <td>37.05</td>\n",
        "      <td>0.03</td>\n",
        "      <td>323</td>\n",
        "      <td>1196863</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2</th>\n",
        "      <td>14:57:00</td>\n",
        "      <td>37.02</td>\n",
        "      <td>-0.03</td>\n",
        "      <td>184</td>\n",
        "      <td>684721</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>3</th>\n",
        "      <td>14:56:57</td>\n",
        "      <td>37.05</td>\n",
        "      <td>--</td>\n",
        "      <td>105</td>\n",
        "      <td>389173</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4</th>\n",
        "      <td>14:56:54</td>\n",
        "      <td>37.05</td>\n",
        "      <td>--</td>\n",
        "      <td>64</td>\n",
        "      <td>237119</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>5</th>\n",
        "      <td>14:56:51</td>\n",
        "      <td>37.05</td>\n",
        "      <td>0.01</td>\n",
        "      <td>46</td>\n",
        "      <td>173986</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>6</th>\n",
        "      <td>14:56:48</td>\n",
        "      <td>37.04</td>\n",
        "      <td>-0.01</td>\n",
        "      <td>76</td>\n",
        "      <td>281504</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>7</th>\n",
        "      <td>14:56:45</td>\n",
        "      <td>37.05</td>\n",
        "      <td>0.05</td>\n",
        "      <td>38</td>\n",
        "      <td>140790</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>8</th>\n",
        "      <td>14:56:42</td>\n",
        "      <td>37.00</td>\n",
        "      <td>-0.06</td>\n",
        "      <td>259</td>\n",
        "      <td>958448</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>9</th>\n",
        "      <td>14:56:39</td>\n",
        "      <td>37.06</td>\n",
        "      <td>0.06</td>\n",
        "      <td>360</td>\n",
        "      <td>1334160</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>10</th>\n",
        "      <td>14:56:33</td>\n",
        "      <td>37.00</td>\n",
        "      <td>-0.06</td>\n",
        "      <td>52</td>\n",
        "      <td>195952</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>11</th>\n",
        "      <td>14:56:30</td>\n",
        "      <td>37.06</td>\n",
        "      <td>0.01</td>\n",
        "      <td>348</td>\n",
        "      <td>1289688</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>12</th>\n",
        "      <td>14:56:27</td>\n",
        "      <td>37.05</td>\n",
        "      <td>0.05</td>\n",
        "      <td>184</td>\n",
        "      <td>681720</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>13</th>\n",
        "      <td>14:56:24</td>\n",
        "      <td>37.00</td>\n",
        "      <td>--</td>\n",
        "      <td>317</td>\n",
        "      <td>1173048</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>14</th>\n",
        "      <td>14:56:18</td>\n",
        "      <td>37.00</td>\n",
        "      <td>-0.07</td>\n",
        "      <td>2696</td>\n",
        "      <td>9978160</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>15</th>\n",
        "      <td>14:56:15</td>\n",
        "      <td>37.07</td>\n",
        "      <td>0.01</td>\n",
        "      <td>135</td>\n",
        "      <td>500593</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>16</th>\n",
        "      <td>14:56:12</td>\n",
        "      <td>37.06</td>\n",
        "      <td>--</td>\n",
        "      <td>174</td>\n",
        "      <td>644844</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>17</th>\n",
        "      <td>14:56:09</td>\n",
        "      <td>37.06</td>\n",
        "      <td>0.01</td>\n",
        "      <td>135</td>\n",
        "      <td>501940</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>18</th>\n",
        "      <td>14:56:06</td>\n",
        "      <td>37.05</td>\n",
        "      <td>--</td>\n",
        "      <td>108</td>\n",
        "      <td>400139</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>19</th>\n",
        "      <td>14:56:03</td>\n",
        "      <td>37.05</td>\n",
        "      <td>--</td>\n",
        "      <td>122</td>\n",
        "      <td>454084</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>20</th>\n",
        "      <td>14:56:00</td>\n",
        "      <td>37.05</td>\n",
        "      <td>0.03</td>\n",
        "      <td>206</td>\n",
        "      <td>766786</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>21</th>\n",
        "      <td>14:55:57</td>\n",
        "      <td>37.02</td>\n",
        "      <td>-0.04</td>\n",
        "      <td>193</td>\n",
        "      <td>714634</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>22</th>\n",
        "      <td>14:55:54</td>\n",
        "      <td>37.06</td>\n",
        "      <td>-0.01</td>\n",
        "      <td>200</td>\n",
        "      <td>741200</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>23</th>\n",
        "      <td>14:55:51</td>\n",
        "      <td>37.07</td>\n",
        "      <td>--</td>\n",
        "      <td>380</td>\n",
        "      <td>1408660</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>24</th>\n",
        "      <td>14:55:48</td>\n",
        "      <td>37.07</td>\n",
        "      <td>0.05</td>\n",
        "      <td>68</td>\n",
        "      <td>255634</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>25</th>\n",
        "      <td>14:55:45</td>\n",
        "      <td>37.02</td>\n",
        "      <td>-0.03</td>\n",
        "      <td>219</td>\n",
        "      <td>810886</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>26</th>\n",
        "      <td>14:55:42</td>\n",
        "      <td>37.05</td>\n",
        "      <td>-0.02</td>\n",
        "      <td>132</td>\n",
        "      <td>492616</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>27</th>\n",
        "      <td>14:55:39</td>\n",
        "      <td>37.07</td>\n",
        "      <td>0.05</td>\n",
        "      <td>210</td>\n",
        "      <td>779063</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>28</th>\n",
        "      <td>14:55:36</td>\n",
        "      <td>37.02</td>\n",
        "      <td>--</td>\n",
        "      <td>197</td>\n",
        "      <td>729442</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>29</th>\n",
        "      <td>14:55:33</td>\n",
        "      <td>37.02</td>\n",
        "      <td>-0.04</td>\n",
        "      <td>381</td>\n",
        "      <td>1411498</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-07-03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>...</th>\n",
        "      <td>...</td>\n",
        "      <td>...</td>\n",
        "      <td>...</td>\n",
        "      <td>...</td>\n",
        "      <td>...</td>\n",
        "      <td>...</td>\n",
        "      <td>...</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4164</th>\n",
        "      <td>09:31:34</td>\n",
        "      <td>56.70</td>\n",
        "      <td>-0.1</td>\n",
        "      <td>65</td>\n",
        "      <td>368550</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4165</th>\n",
        "      <td>09:31:31</td>\n",
        "      <td>56.80</td>\n",
        "      <td>--</td>\n",
        "      <td>140</td>\n",
        "      <td>795200</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4166</th>\n",
        "      <td>09:31:28</td>\n",
        "      <td>56.80</td>\n",
        "      <td>0.1</td>\n",
        "      <td>195</td>\n",
        "      <td>1107600</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4167</th>\n",
        "      <td>09:31:25</td>\n",
        "      <td>56.70</td>\n",
        "      <td>-0.13</td>\n",
        "      <td>179</td>\n",
        "      <td>1014930</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4168</th>\n",
        "      <td>09:31:22</td>\n",
        "      <td>56.83</td>\n",
        "      <td>0.13</td>\n",
        "      <td>158</td>\n",
        "      <td>897914</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4169</th>\n",
        "      <td>09:31:19</td>\n",
        "      <td>56.70</td>\n",
        "      <td>0.2</td>\n",
        "      <td>337</td>\n",
        "      <td>1910790</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4170</th>\n",
        "      <td>09:31:13</td>\n",
        "      <td>56.50</td>\n",
        "      <td>-0.23</td>\n",
        "      <td>451</td>\n",
        "      <td>2548150</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4171</th>\n",
        "      <td>09:31:10</td>\n",
        "      <td>56.73</td>\n",
        "      <td>0.08</td>\n",
        "      <td>176</td>\n",
        "      <td>998448</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4172</th>\n",
        "      <td>09:31:07</td>\n",
        "      <td>56.65</td>\n",
        "      <td>0.05</td>\n",
        "      <td>289</td>\n",
        "      <td>1637185</td>\n",
        "      <td>\u4e2d\u6027\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4173</th>\n",
        "      <td>09:31:04</td>\n",
        "      <td>56.60</td>\n",
        "      <td>-0.13</td>\n",
        "      <td>231</td>\n",
        "      <td>1307460</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4174</th>\n",
        "      <td>09:31:01</td>\n",
        "      <td>56.73</td>\n",
        "      <td>0.02</td>\n",
        "      <td>16</td>\n",
        "      <td>90768</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4175</th>\n",
        "      <td>09:30:58</td>\n",
        "      <td>56.71</td>\n",
        "      <td>0.06</td>\n",
        "      <td>42</td>\n",
        "      <td>238182</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4176</th>\n",
        "      <td>09:30:55</td>\n",
        "      <td>56.65</td>\n",
        "      <td>--</td>\n",
        "      <td>12</td>\n",
        "      <td>67980</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4177</th>\n",
        "      <td>09:30:49</td>\n",
        "      <td>56.65</td>\n",
        "      <td>0.11</td>\n",
        "      <td>19</td>\n",
        "      <td>107635</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4178</th>\n",
        "      <td>09:30:46</td>\n",
        "      <td>56.54</td>\n",
        "      <td>-0.02</td>\n",
        "      <td>22</td>\n",
        "      <td>124388</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4179</th>\n",
        "      <td>09:30:43</td>\n",
        "      <td>56.56</td>\n",
        "      <td>0.11</td>\n",
        "      <td>84</td>\n",
        "      <td>475104</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4180</th>\n",
        "      <td>09:30:40</td>\n",
        "      <td>56.45</td>\n",
        "      <td>0.05</td>\n",
        "      <td>30</td>\n",
        "      <td>169350</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4181</th>\n",
        "      <td>09:30:37</td>\n",
        "      <td>56.40</td>\n",
        "      <td>-0.09</td>\n",
        "      <td>89</td>\n",
        "      <td>501960</td>\n",
        "      <td>\u4e2d\u6027\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4182</th>\n",
        "      <td>09:30:34</td>\n",
        "      <td>56.49</td>\n",
        "      <td>0.04</td>\n",
        "      <td>294</td>\n",
        "      <td>1660806</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4183</th>\n",
        "      <td>09:30:31</td>\n",
        "      <td>56.45</td>\n",
        "      <td>0.08</td>\n",
        "      <td>95</td>\n",
        "      <td>536275</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4184</th>\n",
        "      <td>09:30:28</td>\n",
        "      <td>56.37</td>\n",
        "      <td>-0.03</td>\n",
        "      <td>29</td>\n",
        "      <td>163473</td>\n",
        "      <td>\u4e2d\u6027\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4185</th>\n",
        "      <td>09:30:25</td>\n",
        "      <td>56.40</td>\n",
        "      <td>0.12</td>\n",
        "      <td>568</td>\n",
        "      <td>3203520</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4186</th>\n",
        "      <td>09:30:22</td>\n",
        "      <td>56.28</td>\n",
        "      <td>-0.09</td>\n",
        "      <td>389</td>\n",
        "      <td>2189292</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4187</th>\n",
        "      <td>09:30:19</td>\n",
        "      <td>56.37</td>\n",
        "      <td>0.11</td>\n",
        "      <td>175</td>\n",
        "      <td>986475</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4188</th>\n",
        "      <td>09:30:13</td>\n",
        "      <td>56.26</td>\n",
        "      <td>0.12</td>\n",
        "      <td>218</td>\n",
        "      <td>1226468</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4189</th>\n",
        "      <td>09:30:10</td>\n",
        "      <td>56.14</td>\n",
        "      <td>-0.01</td>\n",
        "      <td>95</td>\n",
        "      <td>533330</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4190</th>\n",
        "      <td>09:30:07</td>\n",
        "      <td>56.15</td>\n",
        "      <td>-0.05</td>\n",
        "      <td>664</td>\n",
        "      <td>3728360</td>\n",
        "      <td>\u5356\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4191</th>\n",
        "      <td>09:30:04</td>\n",
        "      <td>56.20</td>\n",
        "      <td>0.01</td>\n",
        "      <td>2700</td>\n",
        "      <td>15174000</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4192</th>\n",
        "      <td>09:30:01</td>\n",
        "      <td>56.19</td>\n",
        "      <td>0.06</td>\n",
        "      <td>97</td>\n",
        "      <td>545043</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4193</th>\n",
        "      <td>09:25:00</td>\n",
        "      <td>56.13</td>\n",
        "      <td>56.13</td>\n",
        "      <td>2516</td>\n",
        "      <td>14126798</td>\n",
        "      <td>\u4e70\u76d8</td>\n",
        "      <td>2015-04-02</td>\n",
        "    </tr>\n",
        "  </tbody>\n",
        "</table>\n",
        "<p>230651 rows \u00d7 7 columns</p>\n",
        "</div>"
       ],
       "metadata": {},
       "output_type": "pyout",
       "prompt_number": 18,
       "text": [
        "          time  price change  volume    amount type        date\n",
        "0     15:00:18  37.06   0.01    6187  22930059   \u4e70\u76d8  2015-07-03\n",
        "1     14:57:00  37.05   0.03     323   1196863   \u5356\u76d8  2015-07-03\n",
        "2     14:57:00  37.02  -0.03     184    684721   \u5356\u76d8  2015-07-03\n",
        "3     14:56:57  37.05     --     105    389173   \u4e70\u76d8  2015-07-03\n",
        "4     14:56:54  37.05     --      64    237119   \u4e70\u76d8  2015-07-03\n",
        "5     14:56:51  37.05   0.01      46    173986   \u4e70\u76d8  2015-07-03\n",
        "6     14:56:48  37.04  -0.01      76    281504   \u5356\u76d8  2015-07-03\n",
        "7     14:56:45  37.05   0.05      38    140790   \u4e70\u76d8  2015-07-03\n",
        "8     14:56:42  37.00  -0.06     259    958448   \u5356\u76d8  2015-07-03\n",
        "9     14:56:39  37.06   0.06     360   1334160   \u4e70\u76d8  2015-07-03\n",
        "10    14:56:33  37.00  -0.06      52    195952   \u5356\u76d8  2015-07-03\n",
        "11    14:56:30  37.06   0.01     348   1289688   \u4e70\u76d8  2015-07-03\n",
        "12    14:56:27  37.05   0.05     184    681720   \u4e70\u76d8  2015-07-03\n",
        "13    14:56:24  37.00     --     317   1173048   \u4e70\u76d8  2015-07-03\n",
        "14    14:56:18  37.00  -0.07    2696   9978160   \u5356\u76d8  2015-07-03\n",
        "15    14:56:15  37.07   0.01     135    500593   \u4e70\u76d8  2015-07-03\n",
        "16    14:56:12  37.06     --     174    644844   \u4e70\u76d8  2015-07-03\n",
        "17    14:56:09  37.06   0.01     135    501940   \u4e70\u76d8  2015-07-03\n",
        "18    14:56:06  37.05     --     108    400139   \u4e70\u76d8  2015-07-03\n",
        "19    14:56:03  37.05     --     122    454084   \u4e70\u76d8  2015-07-03\n",
        "20    14:56:00  37.05   0.03     206    766786   \u4e70\u76d8  2015-07-03\n",
        "21    14:55:57  37.02  -0.04     193    714634   \u5356\u76d8  2015-07-03\n",
        "22    14:55:54  37.06  -0.01     200    741200   \u5356\u76d8  2015-07-03\n",
        "23    14:55:51  37.07     --     380   1408660   \u4e70\u76d8  2015-07-03\n",
        "24    14:55:48  37.07   0.05      68    255634   \u4e70\u76d8  2015-07-03\n",
        "25    14:55:45  37.02  -0.03     219    810886   \u5356\u76d8  2015-07-03\n",
        "26    14:55:42  37.05  -0.02     132    492616   \u5356\u76d8  2015-07-03\n",
        "27    14:55:39  37.07   0.05     210    779063   \u4e70\u76d8  2015-07-03\n",
        "28    14:55:36  37.02     --     197    729442   \u4e70\u76d8  2015-07-03\n",
        "29    14:55:33  37.02  -0.04     381   1411498   \u5356\u76d8  2015-07-03\n",
        "...        ...    ...    ...     ...       ...  ...         ...\n",
        "4164  09:31:34  56.70   -0.1      65    368550   \u5356\u76d8  2015-04-02\n",
        "4165  09:31:31  56.80     --     140    795200   \u4e70\u76d8  2015-04-02\n",
        "4166  09:31:28  56.80    0.1     195   1107600   \u4e70\u76d8  2015-04-02\n",
        "4167  09:31:25  56.70  -0.13     179   1014930   \u5356\u76d8  2015-04-02\n",
        "4168  09:31:22  56.83   0.13     158    897914   \u4e70\u76d8  2015-04-02\n",
        "4169  09:31:19  56.70    0.2     337   1910790   \u5356\u76d8  2015-04-02\n",
        "4170  09:31:13  56.50  -0.23     451   2548150   \u5356\u76d8  2015-04-02\n",
        "4171  09:31:10  56.73   0.08     176    998448   \u4e70\u76d8  2015-04-02\n",
        "4172  09:31:07  56.65   0.05     289   1637185  \u4e2d\u6027\u76d8  2015-04-02\n",
        "4173  09:31:04  56.60  -0.13     231   1307460   \u5356\u76d8  2015-04-02\n",
        "4174  09:31:01  56.73   0.02      16     90768   \u5356\u76d8  2015-04-02\n",
        "4175  09:30:58  56.71   0.06      42    238182   \u4e70\u76d8  2015-04-02\n",
        "4176  09:30:55  56.65     --      12     67980   \u5356\u76d8  2015-04-02\n",
        "4177  09:30:49  56.65   0.11      19    107635   \u4e70\u76d8  2015-04-02\n",
        "4178  09:30:46  56.54  -0.02      22    124388   \u5356\u76d8  2015-04-02\n",
        "4179  09:30:43  56.56   0.11      84    475104   \u4e70\u76d8  2015-04-02\n",
        "4180  09:30:40  56.45   0.05      30    169350   \u4e70\u76d8  2015-04-02\n",
        "4181  09:30:37  56.40  -0.09      89    501960  \u4e2d\u6027\u76d8  2015-04-02\n",
        "4182  09:30:34  56.49   0.04     294   1660806   \u4e70\u76d8  2015-04-02\n",
        "4183  09:30:31  56.45   0.08      95    536275   \u4e70\u76d8  2015-04-02\n",
        "4184  09:30:28  56.37  -0.03      29    163473  \u4e2d\u6027\u76d8  2015-04-02\n",
        "4185  09:30:25  56.40   0.12     568   3203520   \u4e70\u76d8  2015-04-02\n",
        "4186  09:30:22  56.28  -0.09     389   2189292   \u5356\u76d8  2015-04-02\n",
        "4187  09:30:19  56.37   0.11     175    986475   \u4e70\u76d8  2015-04-02\n",
        "4188  09:30:13  56.26   0.12     218   1226468   \u4e70\u76d8  2015-04-02\n",
        "4189  09:30:10  56.14  -0.01      95    533330   \u5356\u76d8  2015-04-02\n",
        "4190  09:30:07  56.15  -0.05     664   3728360   \u5356\u76d8  2015-04-02\n",
        "4191  09:30:04  56.20   0.01    2700  15174000   \u4e70\u76d8  2015-04-02\n",
        "4192  09:30:01  56.19   0.06      97    545043   \u4e70\u76d8  2015-04-02\n",
        "4193  09:25:00  56.13  56.13    2516  14126798   \u4e70\u76d8  2015-04-02\n",
        "\n",
        "[230651 rows x 7 columns]"
       ]
      }
     ],
     "prompt_number": 18
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [],
     "language": "python",
     "metadata": {},
     "outputs": [],
     "prompt_number": 18
    }
   ],
   "metadata": {}
  }
 ]
}