SotckHistData.py 8.7 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. class SotckHistData:
  15. def toGet(self):
  16. try:
  17. # csd使用范例
  18. db = dbOperation(db_config.db_gupiao)
  19. stockPojoList = db.query_list("select id, code, name, list_date listDate from t_stock_base_info where 1 = 1")
  20. getDataTime = time.strftime('%Y-%m-%d',time.localtime(time.time()))
  21. for stockPojo in stockPojoList:
  22. # print(str(stockPojo['code']))
  23. # 先去获取历史表中最后一条 如果有就使用历史表中的最后一条时间当作起始时间去获取数据
  24. sql = "select dates dates from data_hist_" + stockPojo['code'].replace(".", "_").lower() + " order by realTime desc limit 1"
  25. dates = db.query_one(sql)
  26. isAdd = False
  27. startDate = str(stockPojo['listDate'])
  28. if dates is not None :
  29. startDate = str(dates['dates'].replace("/", "-"))
  30. data = c.csd(
  31. str(stockPojo['code']),
  32. "OPEN,CLOSE,HIGH,LOW,PRECLOSE,AVERAGE,CHANGE,PCTCHANGE,VOLUME,HIGHLIMIT,AMOUNT,TURN,TRADESTATUS,LOWLIMIT,AMPLITUDE,TNUM,TAFACTOR,FRONTTAFACTOR,ISSTSTOCK,ISXSTSTOCK",
  33. startDate,
  34. getDataTime,
  35. "Period=1,adjustflag=1,curtype=1,Ispandas=1")
  36. print(data)
  37. data.reset_index(inplace=True)
  38. jsonData = data.to_json()
  39. text = json.loads(jsonData)
  40. stockHistPojoList = []
  41. for i in range(len(text['CODES'])):
  42. isAdd = True
  43. stockHistPojo = StockHistPojo()
  44. stockHistPojo.codes = text['CODES'][str(i)].replace(".", "_")
  45. stockHistPojo.open = text['OPEN'][str(i)]
  46. stockHistPojo.close = text['CLOSE'][str(i)]
  47. stockHistPojo.high = text['HIGH'][str(i)]
  48. stockHistPojo.low = text['LOW'][str(i)]
  49. stockHistPojo.preclose = text['PRECLOSE'][str(i)]
  50. if "None".strip() == str(text['AVERAGE'][str(i)]).strip():
  51. continue
  52. stockHistPojo.average = text['AVERAGE'][str(i)]
  53. stockHistPojo.change = text['CHANGE'][str(i)]
  54. stockHistPojo.pctchange = text['PCTCHANGE'][str(i)]
  55. stockHistPojo.volume = text['VOLUME'][str(i)]
  56. stockHistPojo.highlimit = text['HIGHLIMIT'][str(i)]
  57. stockHistPojo.amount = text['AMOUNT'][str(i)]
  58. stockHistPojo.turn = text['TURN'][str(i)]
  59. stockHistPojo.tradestatus = text['TRADESTATUS'][str(i)]
  60. stockHistPojo.lowlimit = text['LOWLIMIT'][str(i)]
  61. stockHistPojo.amplitude = text['AMPLITUDE'][str(i)]
  62. stockHistPojo.tnum = text['TNUM'][str(i)]
  63. stockHistPojo.tafactor = text['TAFACTOR'][str(i)]
  64. stockHistPojo.fronttafactor = text['FRONTTAFACTOR'][str(i)]
  65. stockHistPojo.isststock = text['ISSTSTOCK'][str(i)]
  66. stockHistPojo.isxststock = text['ISXSTSTOCK'][str(i)]
  67. stockHistPojo.dates = text['DATES'][str(i)]
  68. datTime = time.mktime(time.strptime(stockHistPojo.dates, "%Y/%m/%d"))
  69. year = time.localtime(datTime).tm_year # 获取年份
  70. yearDatTime = time.mktime(time.strptime(str(year) + "/01/01", "%Y/%m/%d"))
  71. month = time.localtime(datTime).tm_mon # 获取月份
  72. monthDatTime = ""
  73. if 10 > month:
  74. datTime = time.mktime(time.strptime(str(year) + "/0" + str(month) + "/01", "%Y/%m/%d"))
  75. monthDatTime = int(datTime)
  76. else:
  77. datTime = time.mktime(time.strptime(str(year) + "/" + str(month) + "/01", "%Y/%m/%d"))
  78. monthDatTime = int(datTime)
  79. weekDatTime = time.mktime(time.strptime(stockHistPojo.dates, "%Y/%m/%d"))
  80. wday = time.localtime(weekDatTime).tm_wday # 获取周
  81. dt = datetime.datetime.strptime(stockHistPojo.dates, "%Y/%m/%d")
  82. out_date = (dt + datetime.timedelta(days=-wday)).strftime("%Y/%m/%d")
  83. weekDatTime1 = time.mktime(time.strptime(out_date, "%Y/%m/%d"))
  84. #获取日
  85. dayDatTime = time.mktime(time.strptime(stockHistPojo.dates, "%Y/%m/%d"))
  86. stockHistPojo.dateYear = str(int(yearDatTime))
  87. stockHistPojo.dateMonth = str(int(monthDatTime))
  88. stockHistPojo.dateWeek = str(int(weekDatTime1))
  89. stockHistPojo.dateDay = str(int(dayDatTime))
  90. stockHistPojoList.append(stockHistPojo)
  91. i = 0
  92. 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`"
  93. # 批量插入 每次插入500
  94. while True :
  95. vlues = ""
  96. # print(i)
  97. # 如果数组数量大于500 截取前500个
  98. if len(stockHistPojoList) - i > 500 :
  99. # stockPojoList[i : 500] 等于java subList(i, 500)
  100. for stockHistPojo in stockHistPojoList[i : 500 + i]:
  101. 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) + "'),"
  102. vlues = vlues[:-1]
  103. db.batchInsert("data_hist_" + stockPojo['code'].replace(".", "_").lower(), key, vlues)
  104. i = i + 500
  105. else :
  106. # 如果数量小于500 并且不为数量不大于标记变量
  107. if len(stockHistPojoList) > i :
  108. for stockHistPojo in stockHistPojoList[i : len(stockHistPojoList)]:
  109. 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) + "'),"
  110. vlues = vlues[:-1]
  111. db.batchInsert("data_hist_" + stockPojo['code'].replace(".", "_").lower(), key, vlues)
  112. break
  113. if isAdd:
  114. db.update("update t_stock_base_info set is_hist_add = 1 where id = " + str(stockPojo['id']))
  115. db.close()
  116. except Exception as ee:
  117. print("error >>>",ee)
  118. traceback.print_exc()
  119. else:
  120. print("demo end")