stock/QMT/real_time.py

import pandas as pd
from xtquant import xtdata
from datetime import datetime as dt

def MA(datas):
    print(datas.keys())
    print(pd.DataFrame(datas[datas.keys()]))
    # return datas['close']
    # for stock in datas:
    #     df = pd.DataFrame(datas[stock])
    #     df['time']= df['time'].apply(lambda x: dt.fromtimestamp(x / 1000.0))
    #     print(stock, df['close'])
    # return df['close']




if __name__ == '__main__':
    stocks = xtdata.get_stock_list_in_sector('沪深A股')
    xtdata.subscribe_whole_quote(stocks, callback=real_price)
    # xtdata.subscribe_quote('000001.SZ', '1d', '', '', count=1, callback=MA)
    price = MA
    print(price)
    xtdata.run()