# -*- coding:utf-8 -*- __author__ = 'weijie' from EmQuantAPI import * from datetime import timedelta, datetime import time import traceback import json from StockRestPojo import StockRestPojo from dbOperation import dbOperation from threading import Thread import numpy as np import db_config print("开始了") def mainCallback(quantdata): """ mainCallback 是主回调函数，可捕捉如下错误 在start函数第三个参数位传入，该函数只有一个为c.EmQuantData类型的参数quantdata :param quantdata:c.EmQuantData :return: """ print ("mainCallback",str(quantdata)) print("开始了2222") #登录掉线或者 登陆数达到上线（即登录被踢下线） 这时所有的服务都会停止 if str(quantdata.ErrorCode) == "10001011" or str(quantdata.ErrorCode) == "10001009": print ("Your account is disconnect. You can force login automatically here if you need.") #行情登录验证失败（每次连接行情服务器时需要登录验证）或者行情流量验证失败时，会取消所有订阅，用户需根据具体情况处理 elif str(quantdata.ErrorCode) == "10001021" or str(quantdata.ErrorCode) == "10001022": print ("Your all csq subscribe have stopped.") #行情服务器断线自动重连连续6次失败（1分钟左右）不过重连尝试还会继续进行直到成功为止，遇到这种情况需要确认两边的网络状况 elif str(quantdata.ErrorCode) == "10002009": print ("Your all csq subscribe have stopped, reconnect 6 times fail.") # 行情订阅遇到一些错误(这些错误会导致重连，错误原因通过日志输出，统一转换成EQERR_QUOTE_RECONNECT在这里通知)，正自动重连并重新订阅,可以做个监控 elif str(quantdata.ErrorCode) == "10002012": print ("csq subscribe break on some error, reconnect and request automatically.") # 资讯服务器断线自动重连连续6次失败（1分钟左右）不过重连尝试还会继续进行直到成功为止，遇到这种情况需要确认两边的网络状况 elif str(quantdata.ErrorCode) == "10002014": print ("Your all cnq subscribe have stopped, reconnect 6 times fail.") # 资讯订阅遇到一些错误(这些错误会导致重连，错误原因通过日志输出，统一转换成EQERR_INFO_RECONNECT在这里通知)，正自动重连并重新订阅,可以做个监控 elif str(quantdata.ErrorCode) == "10002013": print ("cnq subscribe break on some error, reconnect and request automatically.") # 资讯登录验证失败（每次连接资讯服务器时需要登录验证）或者资讯流量验证失败时，会取消所有订阅，用户需根据具体情况处理 elif str(quantdata.ErrorCode) == "10001024" or str(quantdata.ErrorCode) == "10001025": print("Your all cnq subscribe have stopped.") else: pass def cstCallBack(quantdata): # print(quantdata.Data) restData = quantdata.Data db = dbOperation(db_config.db_gupiao) for key,value in restData.items(): print(str(key)) i = len(value) / 33 listS = np.array(value) result = listS.reshape(33, int(i)) # print(result) stockRestPojoList = [] for j in range(len(result[0])): if "None" == str(result[2][j]): continue stockRestPojo = StockRestPojo() stockRestPojo.date = "20201105" stockRestPojo.time = str(result[0][j]) stockRestPojo.now = str(result[1][j]) stockRestPojo.high = str(result[2][j]) stockRestPojo.low = str(result[3][j]) stockRestPojo.open = str(result[4][j]) stockRestPojo.preclose = str(result[5][j]) stockRestPojo.roundlot = "" stockRestPojo.change = str(value[8]) stockRestPojo.pctchange = str(value[9]) stockRestPojo.volume = str(result[6][j]) stockRestPojo.amount = str(result[7][j]) stockRestPojo.volumeratio = "" stockRestPojo.commissionratio = "" stockRestPojo.commissiondiff = "" stockRestPojo.tradestatus = "" stockRestPojo.outvolume = "" stockRestPojo.involume = "" stockRestPojo.highlimit = str(result[8][j]) stockRestPojo.lowlimit = str(result[9][j]) stockRestPojo.speed = "" stockRestPojo.averageprice = "" stockRestPojo.buyprice1 = str(result[10][j]) stockRestPojo.buyprice2 = str(result[11][j]) stockRestPojo.buyprice3 = str(result[12][j]) stockRestPojo.buyprice4 = str(result[13][j]) stockRestPojo.buyprice5 = str(result[14][j]) stockRestPojo.buyvolume1 = str(result[15][j]) stockRestPojo.buyvolume2 = str(result[16][j]) stockRestPojo.buyvolume3 = str(result[17][j]) stockRestPojo.buyvolume4 = str(result[18][j]) stockRestPojo.buyvolume5 = str(result[19][j]) stockRestPojo.sellprice1 = str(result[20][j]) stockRestPojo.sellprice2 = str(result[21][j]) stockRestPojo.sellprice3 = str(result[22][j]) stockRestPojo.sellprice4 = str(result[23][j]) stockRestPojo.sellprice5 = str(result[24][j]) stockRestPojo.sellvolume1 = str(result[25][j]) stockRestPojo.sellvolume2 = str(result[26][j]) stockRestPojo.sellvolume3 = str(result[27][j]) stockRestPojo.sellvolume4 = str(result[28][j]) stockRestPojo.sellvolume5 = str(result[29][j]) stockRestPojo.closedtime = str(result[30][j]) stockRestPojo.closedvolume = str(result[31][j]) stockRestPojo.closedamount = str(result[32][j]) datTime = "" if len(str(result[0][j])) != 6: datTime = time.mktime(time.strptime("202011050" + str(result[0][j]), "%Y%m%d%H%M%S")) stockRestPojo.realTime = str(int(datTime)) else: datTime = time.mktime(time.strptime("20201105" + str(result[0][j]), "%Y%m%d%H%M%S")) stockRestPojo.realTime = str(int(datTime)) min_ = time.localtime(datTime).tm_min # 获取分钟 sec_ = time.localtime(datTime).tm_sec # 获取秒数 # 1分钟数据 if sec_ != 0: tempDatTime = datTime + 60 - sec_ stockRestPojo.dateOne = str(int(tempDatTime)) else: stockRestPojo.dateOne = str(int(datTime)) # 5分钟数据 if sec_ != 0 or min_%5 != 0: tempDatTime = datTime + (5 * 60) - sec_ - (min_%5 * 60) stockRestPojo.dateFive = str(int(tempDatTime)) else: stockRestPojo.dateFive = str(int(datTime)) # 15分钟数据 if sec_ != 0 or min_%15 != 0: tempDatTime = datTime + (15 * 60) - sec_ - (min_%15 * 60) stockRestPojo.dateFifteen = str(int(tempDatTime)) else: stockRestPojo.dateFifteen = str(int(datTime)) # 30分钟数据 if sec_ != 0 or min_%30 != 0: tempDatTime = datTime + (30 * 60) - sec_ - (min_%30 * 60) stockRestPojo.dateThirty = str(int(tempDatTime)) else: stockRestPojo.dateThirty = str(int(datTime)) # 60分钟数据 if sec_ != 0 or min_%60 != 0: tempDatTime = datTime + (60 * 60) - sec_ - (min_%60 * 60) stockRestPojo.dateSixty = str(int(tempDatTime)) else: stockRestPojo.dateSixty = str(int(datTime)) j = j + 1 stockRestPojoList.append(stockRestPojo) # sql = "insert into data_rt_" + key.replace(".", "_").lower() + "(`realTime`,`date`,`time`,`now`,`high`,`low`,`open`,`preclose`,`roundlot`,`change`,`pctchange`,`volume`,`amount`,`volumeratio`,`commissionratio`,`commissiondiff`,`tradestatus`,`outvolume`,`involume`,`highlimit`,`lowlimit`,`speed`,`averageprice`,`buyprice1`,`buyprice2`,`buyprice3`,`buyprice4`,`buyprice5`,`buyvolume1`,`buyvolume2`,`buyvolume3`,`buyvolume4`,`buyvolume5`,`sellprice1`,`sellprice2`,`sellprice3`,`sellprice4`,`sellprice5`,`sellvolume1`,`sellvolume2`,`sellvolume3`,`sellvolume4`,`sellvolume5`,`closedtime`,`closedvolume`,`closedamount`,`dateOne`,`dateFive`,`dateFifteen`,`dateThirty`,`dateSixty`,`addTime`) values('" + str(stockRestPojo.realTime) + "','" + str(stockRestPojo.date) + "','" + str(stockRestPojo.time) + "','" + str(stockRestPojo.now) + "','" + str(stockRestPojo.high) + "','" + str(stockRestPojo.low) + "','" + str(stockRestPojo.open) + "','" + str(stockRestPojo.preclose) + "','" + str(stockRestPojo.roundlot) + "','" + str(stockRestPojo.change) + "','" + str(stockRestPojo.pctchange) + "','" + str(stockRestPojo.volume) + "','" + str(stockRestPojo.amount) + "','" + str(stockRestPojo.volumeratio) + "','" + str(stockRestPojo.commissionratio) + "','" + str(stockRestPojo.commissiondiff) + "','" + str(stockRestPojo.tradestatus) + "','" + str(stockRestPojo.outvolume) + "','" + str(stockRestPojo.involume) + "','" + str(stockRestPojo.highlimit) + "','" + str(stockRestPojo.lowlimit) + "','" + str(stockRestPojo.speed) + "','" + str(stockRestPojo.averageprice) + "','" + str(stockRestPojo.buyprice1) + "','" + str(stockRestPojo.buyprice2) + "','" + str(stockRestPojo.buyprice3) + "','" + str(stockRestPojo.buyprice4) + "','" + str(stockRestPojo.buyprice5) + "','" + str(stockRestPojo.buyvolume1) + "','" + str(stockRestPojo.buyvolume2) + "','" + str(stockRestPojo.buyvolume3) + "','" + str(stockRestPojo.buyvolume4) + "','" + str(stockRestPojo.buyvolume5) + "','" + str(stockRestPojo.sellprice1) + "','" + str(stockRestPojo.sellprice2) + "','" + str(stockRestPojo.sellprice3) + "','" + str(stockRestPojo.sellprice4) + "','" + str(stockRestPojo.sellprice5) + "','" + str(stockRestPojo.sellvolume1) + "','" + str(stockRestPojo.sellvolume2) + "','" + str(stockRestPojo.sellvolume3) + "','" + str(stockRestPojo.sellvolume4) + "','" + str(stockRestPojo.sellvolume5) + "','" + str(stockRestPojo.closedtime) + "','" + str(stockRestPojo.closedvolume) + "','" + str(stockRestPojo.closedamount) + "','" + str(stockRestPojo.dateOne) + "','" + str(stockRestPojo.dateFive) + "','" + str(stockRestPojo.dateFifteen) + "','" + str(stockRestPojo.dateThirty) + "','" + str(stockRestPojo.dateSixty) +"', now());" # print(sql) # input("请输入任意字符 \r\n") # db.insert(sql) insertKey = "`realTime`,`date`,`time`,`now`,`high`,`low`,`open`,`preclose`,`roundlot`,`change`,`pctchange`,`volume`,`amount`,`volumeratio`,`commissionratio`,`commissiondiff`,`tradestatus`,`outvolume`,`involume`,`highlimit`,`lowlimit`,`speed`,`averageprice`,`buyprice1`,`buyprice2`,`buyprice3`,`buyprice4`,`buyprice5`,`buyvolume1`,`buyvolume2`,`buyvolume3`,`buyvolume4`,`buyvolume5`,`sellprice1`,`sellprice2`,`sellprice3`,`sellprice4`,`sellprice5`,`sellvolume1`,`sellvolume2`,`sellvolume3`,`sellvolume4`,`sellvolume5`,`closedtime`,`closedvolume`,`closedamount`,`dateOne`,`dateFive`,`dateFifteen`,`dateThirty`,`dateSixty`,`addTime`" k = 0 while True : vlues = "" # 如果数组数量大于500 截取前500个 if len(stockRestPojoList) - k > 500 : for stockRestPojo in stockRestPojoList[k : 500 + k]: vlues = vlues + "('" + str(stockRestPojo.realTime) + "','" + str(stockRestPojo.date) + "','" + str(stockRestPojo.time) + "','" + str(stockRestPojo.now) + "','" + str(stockRestPojo.high) + "','" + str(stockRestPojo.low) + "','" + str(stockRestPojo.open) + "','" + str(stockRestPojo.preclose) + "','" + str(stockRestPojo.roundlot) + "','" + str(stockRestPojo.change) + "','" + str(stockRestPojo.pctchange) + "','" + str(stockRestPojo.volume) + "','" + str(stockRestPojo.amount) + "','" + str(stockRestPojo.volumeratio) + "','" + str(stockRestPojo.commissionratio) + "','" + str(stockRestPojo.commissiondiff) + "','" + str(stockRestPojo.tradestatus) + "','" + str(stockRestPojo.outvolume) + "','" + str(stockRestPojo.involume) + "','" + str(stockRestPojo.highlimit) + "','" + str(stockRestPojo.lowlimit) + "','" + str(stockRestPojo.speed) + "','" + str(stockRestPojo.averageprice) + "','" + str(stockRestPojo.buyprice1) + "','" + str(stockRestPojo.buyprice2) + "','" + str(stockRestPojo.buyprice3) + "','" + str(stockRestPojo.buyprice4) + "','" + str(stockRestPojo.buyprice5) + "','" + str(stockRestPojo.buyvolume1) + "','" + str(stockRestPojo.buyvolume2) + "','" + str(stockRestPojo.buyvolume3) + "','" + str(stockRestPojo.buyvolume4) + "','" + str(stockRestPojo.buyvolume5) + "','" + str(stockRestPojo.sellprice1) + "','" + str(stockRestPojo.sellprice2) + "','" + str(stockRestPojo.sellprice3) + "','" + str(stockRestPojo.sellprice4) + "','" + str(stockRestPojo.sellprice5) + "','" + str(stockRestPojo.sellvolume1) + "','" + str(stockRestPojo.sellvolume2) + "','" + str(stockRestPojo.sellvolume3) + "','" + str(stockRestPojo.sellvolume4) + "','" + str(stockRestPojo.sellvolume5) + "','" + str(stockRestPojo.closedtime) + "','" + str(stockRestPojo.closedvolume) + "','" + str(stockRestPojo.closedamount) + "','" + str(stockRestPojo.dateOne) + "','" + str(stockRestPojo.dateFive) + "','" + str(stockRestPojo.dateFifteen) + "','" + str(stockRestPojo.dateThirty) + "','" + str(stockRestPojo.dateSixty) +"', now())," vlues = vlues[:-1] db.batchInsert("data_rt_" + key.replace(".", "_").lower(), insertKey, vlues) k = k + 500 else : # 如果数量小于500 并且不为数量不大于标记变量 if len(stockRestPojoList) > k : for stockRestPojo in stockRestPojoList[k : len(stockRestPojoList)]: vlues = vlues + "('" + str(stockRestPojo.realTime) + "','" + str(stockRestPojo.date) + "','" + str(stockRestPojo.time) + "','" + str(stockRestPojo.now) + "','" + str(stockRestPojo.high) + "','" + str(stockRestPojo.low) + "','" + str(stockRestPojo.open) + "','" + str(stockRestPojo.preclose) + "','" + str(stockRestPojo.roundlot) + "','" + str(stockRestPojo.change) + "','" + str(stockRestPojo.pctchange) + "','" + str(stockRestPojo.volume) + "','" + str(stockRestPojo.amount) + "','" + str(stockRestPojo.volumeratio) + "','" + str(stockRestPojo.commissionratio) + "','" + str(stockRestPojo.commissiondiff) + "','" + str(stockRestPojo.tradestatus) + "','" + str(stockRestPojo.outvolume) + "','" + str(stockRestPojo.involume) + "','" + str(stockRestPojo.highlimit) + "','" + str(stockRestPojo.lowlimit) + "','" + str(stockRestPojo.speed) + "','" + str(stockRestPojo.averageprice) + "','" + str(stockRestPojo.buyprice1) + "','" + str(stockRestPojo.buyprice2) + "','" + str(stockRestPojo.buyprice3) + "','" + str(stockRestPojo.buyprice4) + "','" + str(stockRestPojo.buyprice5) + "','" + str(stockRestPojo.buyvolume1) + "','" + str(stockRestPojo.buyvolume2) + "','" + str(stockRestPojo.buyvolume3) + "','" + str(stockRestPojo.buyvolume4) + "','" + str(stockRestPojo.buyvolume5) + "','" + str(stockRestPojo.sellprice1) + "','" + str(stockRestPojo.sellprice2) + "','" + str(stockRestPojo.sellprice3) + "','" + str(stockRestPojo.sellprice4) + "','" + str(stockRestPojo.sellprice5) + "','" + str(stockRestPojo.sellvolume1) + "','" + str(stockRestPojo.sellvolume2) + "','" + str(stockRestPojo.sellvolume3) + "','" + str(stockRestPojo.sellvolume4) + "','" + str(stockRestPojo.sellvolume5) + "','" + str(stockRestPojo.closedtime) + "','" + str(stockRestPojo.closedvolume) + "','" + str(stockRestPojo.closedamount) + "','" + str(stockRestPojo.dateOne) + "','" + str(stockRestPojo.dateFive) + "','" + str(stockRestPojo.dateFifteen) + "','" + str(stockRestPojo.dateThirty) + "','" + str(stockRestPojo.dateSixty) +"', now())," vlues = vlues[:-1] db.batchInsert("data_rt_" + key.replace(".", "_").lower(), insertKey, vlues) break # db.close() try: #调用登录函数（激活后使用，不需要用户名密码） loginResult = c.start("ForceLogin=1", '', mainCallback) if(loginResult.ErrorCode != 0): print("login in fail") exit() db = dbOperation(db_config.db_gupiao) stockPojoList = db.query_list("select id, code, name, list_date listDate, seralid from t_stock_base_info where 1 = 1 order by id asc") # cst使用范例 for stockPojo in stockPojoList: sql = "SELECT count(1) count FROM data_rt_" + stockPojo['code'].replace(".", "_").lower() + " WHERE `date` = '20201105'" count = db.query_one(sql) if int(count['count']) <= 4000: sql1 = "delete from data_rt_" + stockPojo['code'].replace(".", "_").lower() + " where date = '20201105'" db.dele(sql1) data = c.cst(stockPojo['code'], 'Time,Now,High,Low,Open,PreClose,Volume,Amount,HighLimit,LowLimit,BuyPrice1,BuyPrice2,BuyPrice3,BuyPrice4,BuyPrice5,BuyVolume1,BuyVolume2,BuyVolume3,BuyVolume4,BuyVolume5,SellPrice1,SellPrice2,SellPrice3,SellPrice4,SellPrice5,SellVolume1,SellVolume2,SellVolume3,SellVolume4,SellVolume5,ClosedTime,ClosedVolume,ClosedAmount', '093001', '150000','',cstCallBack) db.close() input("press any key to quit cst \r\n") #退出 data = logoutResult = c.stop() except Exception as ee: print("error >>>",ee) traceback.print_exc() else: print("demo end")