zhichaoluo/WISERQuant

---
title: "WISERQuant Data API manual"
author: "rokia"
date: "2016年10月14日"
output: html_document
---

```{r setup, include=FALSE}
knitr::opts_chunk$set(echo = TRUE,eval = F)
```

## 步骤一

创建项目from https://github.com/zhichaoluo/WISERQuant

*注意* getData函数使用了RJDBC，需要确保本地有sqljdbc4.jar


## 步骤二

拨入学院VPN

## 步骤三

获取相关数据

```{r}
#sample code 
source("src/getGtaData.r")
source("src/conGta.r")
#获取期货分钟交易数据
#t1="MFL1" t2="TRDMIN" 
ds<-getGtaData(code="A1701",t1="MFL1",t2="TRDMIN",f="60",from="20170101",to="20170201")

#获取股票分钟交易数据
#t1="SEL1" t2="TRDMIN"
ds<-getGtaData(code="000858.SZ",t1="SEL1",t2="TRDMIN",f="60",from="20170101",to="20170201")

#获取深圳市场股票高频逐笔交易数据
#t1="SZL2" t2="Trade"
ds<-getGtaData(code="000858.SZ",t1="SZL2",t2="Trade",from="20170101",to="20170201")

#获取上海市场股票高频逐笔交易数据
#t1="SHL2" ,t2="TRANSACTION",t3="SEL2"
ds<-getGtaData(code="600104.SH",t1="SHL2" ,t2="TRANSACTION",t3="SEL2",from="20170101",to="20170201")


```