使用Python抓取台股證交所每日股價資料與使用pandas進行分析

2023/09/08更新

本程式放置於Google Colab，網址如下。https://colab.research.google.com/drive/1_5h44VcNopbQOYXSbR8PieNbTO449glD?usp=sharing

使用網址「http://www.twse.com.tw/exchangeReport/STOCK_DAY?date=20180817&stockNo=2330」，由證交所所提供的網址，可以經由stockNo指定股票編號，date指定股票日期，以json格式回傳一個月的股價與交易量，以下為回傳結果。

{"stat":"OK","date":"20180817","title":"107年08月 2330 台積電           各日成交資訊","fields":["日期","成交股數","成交金額","開盤價","最高價","最低價","收盤價","漲跌價差","成交筆數"],"data":[["107/08/01","29,777,161","7,375,488,342","247.00","248.00","246.50","248.00","+2.00","11,667"],["107/08/02","22,775,110","5,611,725,541","249.00","249.50","243.50","244.50","-3.50","10,343"],["107/08/03","25,165,097","6,205,758,662","246.00","248.00","245.00","247.00","+2.50","9,585"],["107/08/06","22,364,568","5,487,396,854","245.00","247.00","244.00","245.50","-1.50","9,732"],"notes":["符號說明:+/-/X表示漲/跌/不比價","當日統計資訊含一般、零股、盤後定價、鉅額交易，不含拍賣、標購。","ETF證券代號第六碼為K、M、S、C者，表示該ETF以外幣交易。"]}

使用request.get擷取指定日期與股票編號的網頁資料，使用request的函式json進行json格式的解碼成Python的資料結構，取出data所對應的值就是當月該股票的交易資料，使用函式transform進行格式轉換。