用tushare获取股票前十分钟成交量无法获取

获取的每天成交量可以输出数据
但是加了限定条件前十分钟成交量就变成0了
完整代码如下

  • import tushare as ts
    import pandas as pd
    stock_code='000002'
    stock_name='万科A'
    start_date='2021-01-01'
    end_date='2021-03-01'

stock_k=ts.get_hist_data(stock_code,start=start_date,end=end_date)

stock_table=pd.DataFrame()

for current_date in stock_k.index:
current_k_line=stock_k.loc[current_date]
df=ts.get_tick_data(stock_code,date=current_date,src='tt')
df['time']= pd.to_datetime(current_date)+pd.to_datetime('')+pd.to_datetime(df['time'])
t=pd.to_datetime(current_date).replace(hour=9,minute=40)
df_10=df[df.time<=t]
vol=df_10.volume.sum()
current_stock_info={
'名称':stock_name,
'日期':pd.to_datetime(current_date),
'开盘价':current_k_line.open,
'收盘价':current_k_line.close,
'股价涨跌幅(%)':current_k_line.p_change,
'10分钟成交量':vol
}
stock_table=stock_table.append(current_stock_info,ignore_index=True)
stock_table=stock_table.set_index('日期')

代码中这行有问题,
df['time']= pd.to_datetime(current_date)+pd.to_datetime('')+pd.to_datetime(df['time'])
返回结果是NaT,改成:
df['time'] = df['time'].apply(lambda x:pd.to_datetime(current_date+' '+x))
代码可这样写:

import tushare as ts
import pandas as pd
stock_code = '000002'
stock_name = '万科A'
start_date = '2021-01-01'
end_date = '2021-03-01'
stock_k = ts.get_hist_data(stock_code, start=start_date, end=end_date)

stock_table = pd.DataFrame()

for current_date in stock_k.index[:3]:
    current_k_line = stock_k.loc[current_date]
    df = ts.get_tick_data(stock_code, date=current_date,src='tt',retry_count=5)
    try:
        df['time'] = df['time'].apply(lambda x:pd.to_datetime(current_date+' '+x))
        t = pd.to_datetime(current_date).replace(hour=9, minute=40)
        df_10 = df[df.time <= t]
        vol = df_10.volume.sum()
    except:
        vol=''
    current_stock_info = {
        '名称': stock_name,
        '日期': pd.to_datetime(current_date).strftime('%Y-%m-%d'),
        '开盘价': current_k_line.open,
        '收盘价': current_k_line.close,
        '股价涨跌幅(%)': current_k_line.p_change,
        '10分钟成交量': vol
    }
    stock_table = stock_table.append(current_stock_info, ignore_index=True)
stock_table = stock_table.set_index('日期')
print(stock_table)

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