BondHistData.py 8.5 KB

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  1. # -*- coding:utf-8 -*-
  2. __author__ = 'weijie'
  3. from EmQuantAPI import *
  4. import datetime
  5. import time
  6. import traceback
  7. from StockPojo import StockPojo
  8. from StockHistPojo import StockHistPojo
  9. from dbOperation import dbOperation
  10. import pandas as pd
  11. import json
  12. import array
  13. import db_config
  14. # 获取债券历史记录
  15. class BondHistData:
  16. def toGet(self):
  17. try:
  18. db = dbOperation(db_config.db_zhaiquan)
  19. stockPojoList = db.query_list("select id, code, name, list_date listDate from t_stock_base_info where list_date != '待上市'")
  20. getDataTime = time.strftime('%Y-%m-%d',time.localtime(time.time()))
  21. for stockPojo in stockPojoList:
  22. if stockPojo['listDate'] > getDataTime:
  23. continue
  24. isAdd = False
  25. sql = "select dates dates from data_hist_" + stockPojo['code'].replace(".", "_").lower() + " order by realTime desc limit 1"
  26. dates = db.query_one(sql)
  27. startDate = str(stockPojo['listDate'])
  28. if dates is not None :
  29. startDate = str(dates['dates'].replace("/", "-"))
  30. dd = datetime.datetime.strptime(startDate, "%Y-%m-%d")
  31. dd = (dd + datetime.timedelta(days=1)).strftime("%Y-%m-%d")
  32. startDate = dd
  33. data = c.csd(
  34. str(stockPojo['code']),
  35. "OPEN,CLOSE,HIGH,LOW,PRECLOSE,AVERAGE,CHANGE,PCTCHANGE,VOLUME,AMOUNT",
  36. startDate,
  37. getDataTime,
  38. "Period=1,adjustflag=1,curtype=1,Ispandas=1")
  39. print("返回数据:" + str(data))
  40. data.reset_index(inplace=True)
  41. # print(data)
  42. jsonData = data.to_json()
  43. text = json.loads(jsonData)
  44. stockHistPojoList = []
  45. for i in range(len(text['CODES'])):
  46. isAdd = True
  47. stockHistPojo = StockHistPojo()
  48. stockHistPojo.codes = text['CODES'][str(i)].replace(".", "_")
  49. stockHistPojo.open = text['OPEN'][str(i)]
  50. stockHistPojo.close = text['CLOSE'][str(i)]
  51. stockHistPojo.high = text['HIGH'][str(i)]
  52. stockHistPojo.low = text['LOW'][str(i)]
  53. stockHistPojo.preclose = text['PRECLOSE'][str(i)]
  54. if "None".strip() == str(text['AVERAGE'][str(i)]).strip():
  55. continue
  56. stockHistPojo.average = text['AVERAGE'][str(i)]
  57. stockHistPojo.change = text['CHANGE'][str(i)]
  58. stockHistPojo.pctchange = text['PCTCHANGE'][str(i)]
  59. stockHistPojo.volume = text['VOLUME'][str(i)]
  60. stockHistPojo.highlimit = "0"
  61. stockHistPojo.amount = text['AMOUNT'][str(i)]
  62. stockHistPojo.turn = "0"
  63. stockHistPojo.tradestatus = "0"
  64. stockHistPojo.lowlimit = "0"
  65. stockHistPojo.amplitude = "0"
  66. stockHistPojo.tnum = "0"
  67. stockHistPojo.tafactor = "0"
  68. stockHistPojo.fronttafactor = "0"
  69. stockHistPojo.isststock = "0"
  70. stockHistPojo.isxststock = "0"
  71. stockHistPojo.dates = text['DATES'][str(i)]
  72. datTime = time.mktime(time.strptime(stockHistPojo.dates, "%Y/%m/%d"))
  73. year = time.localtime(datTime).tm_year # 获取年份
  74. yearDatTime = time.mktime(time.strptime(str(year) + "/01/01", "%Y/%m/%d"))
  75. month = time.localtime(datTime).tm_mon # 获取月份
  76. monthDatTime = ""
  77. if 10 > month:
  78. datTime = time.mktime(time.strptime(str(year) + "/0" + str(month) + "/01", "%Y/%m/%d"))
  79. monthDatTime = int(datTime)
  80. else:
  81. datTime = time.mktime(time.strptime(str(year) + "/" + str(month) + "/01", "%Y/%m/%d"))
  82. monthDatTime = int(datTime)
  83. weekDatTime = time.mktime(time.strptime(stockHistPojo.dates, "%Y/%m/%d"))
  84. wday = time.localtime(weekDatTime).tm_wday # 获取周
  85. dt = datetime.datetime.strptime(stockHistPojo.dates, "%Y/%m/%d")
  86. out_date = (dt + datetime.timedelta(days=-wday)).strftime("%Y/%m/%d")
  87. weekDatTime1 = time.mktime(time.strptime(out_date, "%Y/%m/%d"))
  88. #获取日
  89. dayDatTime = time.mktime(time.strptime(stockHistPojo.dates, "%Y/%m/%d"))
  90. stockHistPojo.dateYear = str(int(yearDatTime))
  91. stockHistPojo.dateMonth = str(int(monthDatTime))
  92. stockHistPojo.dateWeek = str(int(weekDatTime1))
  93. stockHistPojo.dateDay = str(int(dayDatTime))
  94. stockHistPojoList.append(stockHistPojo)
  95. i = 0
  96. key = "`realTime`,`dates`,`open`,`close`,`high`,`low`,`preclose`,`average`,`change`,`pctchange`,`volume`,`highlimit`,`amount`,`turn`,`tradestatus`,`lowlimit`,`amplitude`,`tnum`,`tafactor`,`fronttafactor`,`isststock`,`isxststock`,`date_year`,`date_month`,`date_week`"
  97. while True :
  98. vlues = ""
  99. # print(i)
  100. # 如果数组数量大于500 截取前500个
  101. if len(stockHistPojoList) - i > 500 :
  102. # stockPojoList[i : 500] 等于java subList(i, 500)
  103. for stockHistPojo in stockHistPojoList[i : 500 + i]:
  104. vlues = vlues + "('"+str(stockHistPojo.dateDay)+"','"+str(stockHistPojo.dates)+"','" + str(stockHistPojo.open) + "','" + str(stockHistPojo.close) + "','" + str(stockHistPojo.high)+ "','" + str(stockHistPojo.low) + "','" + str(stockHistPojo.preclose) + "','" + str(stockHistPojo.average) + "','" + str(stockHistPojo.change) + "','" + str(stockHistPojo.pctchange) + "','" + str(stockHistPojo.volume) + "','" + str(stockHistPojo.highlimit) + "','" + str(stockHistPojo.amount) + "','" + str(stockHistPojo.turn) + "','" + str(stockHistPojo.tradestatus) + "','" + str(stockHistPojo.lowlimit) + "','" + str(stockHistPojo.amplitude) + "','" + str(stockHistPojo.tnum) + "','" + str(stockHistPojo.tafactor) + "','" + str(stockHistPojo.fronttafactor) + "','" + str(stockHistPojo.isststock) + "','" + str(stockHistPojo.isxststock) + "','" + str(stockHistPojo.dateYear) + "','" + str(stockHistPojo.dateMonth) + "','" + str(stockHistPojo.dateWeek) + "'),"
  105. vlues = vlues[:-1]
  106. db.batchInsert("data_hist_" + stockPojo['code'].replace(".", "_").lower(), key, vlues)
  107. i = i + 500
  108. else :
  109. # 如果数量小于500 并且不为数量不大于标记变量
  110. if len(stockHistPojoList) > i :
  111. for stockHistPojo in stockHistPojoList[i : len(stockHistPojoList)]:
  112. vlues = vlues + "('"+str(stockHistPojo.dateDay)+"','"+str(stockHistPojo.dates)+"','" + str(stockHistPojo.open) + "','" + str(stockHistPojo.close) + "','" + str(stockHistPojo.high)+ "','" + str(stockHistPojo.low) + "','" + str(stockHistPojo.preclose) + "','" + str(stockHistPojo.average) + "','" + str(stockHistPojo.change) + "','" + str(stockHistPojo.pctchange) + "','" + str(stockHistPojo.volume) + "','" + str(stockHistPojo.highlimit) + "','" + str(stockHistPojo.amount) + "','" + str(stockHistPojo.turn) + "','" + str(stockHistPojo.tradestatus) + "','" + str(stockHistPojo.lowlimit) + "','" + str(stockHistPojo.amplitude) + "','" + str(stockHistPojo.tnum) + "','" + str(stockHistPojo.tafactor) + "','" + str(stockHistPojo.fronttafactor) + "','" + str(stockHistPojo.isststock) + "','" + str(stockHistPojo.isxststock) + "','" + str(stockHistPojo.dateYear) + "','" + str(stockHistPojo.dateMonth) + "','" + str(stockHistPojo.dateWeek) + "'),"
  113. vlues = vlues[:-1]
  114. db.batchInsert("data_hist_" + stockPojo['code'].replace(".", "_").lower(), key, vlues)
  115. break
  116. if isAdd:
  117. db.update("update t_stock_base_info set is_hist_add = 1 where id = " + str(stockPojo['id']))
  118. db.close()
  119. except Exception as ee:
  120. print("error >>>",ee)
  121. traceback.print_exc()
  122. else:
  123. print("demo end")