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k_line.py
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k_line.py
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# -*-coding=utf-8-*-
# 获取 不同形态的k线
import random
import time
import tushare as ts
import pandas as pd
import os, datetime, math
import numpy as np
import logging
from configure.settings import DBSelector, MYSQL_HOST, MYSQL_PORT, MYSQL_USER, MYSQL_PASSWORD, REDIS_HOST
import redis
from threading import Thread
from common.BaseService import BaseService
DB = DBSelector()
engine = DB.get_engine('history', 'qq')
conn = ts.get_apis()
MYSQL_DB = 'history'
cursor = DB.get_mysql_conn(MYSQL_DB, 'qq').cursor()
# pd.set_option('display.max_rows', None)
class Kline(BaseService):
def __init__(self):
super(Kline, self).__init__('log/kline.log')
path = os.path.join(os.getcwd(), 'data')
self.today_date = datetime.datetime.now().strftime('%Y-%m-%d')
if not os.path.exists(path):
os.mkdir(path)
os.chdir(path)
def store_base_data(self, target):
self.all_info = ts.get_stock_basics()
self.all_info = self.all_info.reset_index()
print(self.all_info)
if target == 'sql':
self.all_info.to_sql('tb_baseinfo', engine, if_exists='replace')
elif target == 'csv':
self.all_info.to_csv('baseInfo.csv')
else:
logging.info('sql or csv option. Not get right argument')
# 枚举每一个股票代码
def store_hist_data(self):
read_cmd = 'select * from tb_baseInfo;'
df = pd.read_sql(read_cmd, engine)
for i in range(len(df)):
code, name, start_date = df.loc[i]['code'], df.loc[i]['name'], df.loc[i]['timeToMarket']
self.get_hist_data(code, name, start_date)
# time.sleep(random.random())
print(code, name, start_date)
# 获取历史行情,前复权 ,使用bar函数,get_hist_data 经常会出错
def get_hist_data(self, code, name, start_data):
try:
start_data = datetime.datetime.strptime(str(start_data), '%Y%m%d').strftime('%Y-%m-%d')
df = ts.bar(code, conn=conn, start_date=start_data, adj='qfq')
print(df)
except Exception as e:
print(e)
return
df.insert(1, 'name', name)
df = df.reset_index()
try:
df.to_sql(code, engine, if_exists='append')
except Exception as e:
print(e)
def inital_data(self, target):
if target == 'sql':
self.today = pd.read_csv(self.today_date + '.csv', dtype={'code': np.str})
self.all = pd.read_csv('bases.csv', dtype={'code': np.str})
def _xiayingxian(self, row, ratio):
'''
下影线的逻辑 ratio 下影线的长度比例,数字越大,下影线越长
row: series类型
'''
open_p = float(row['open'])
# print(open_p)
closed = float(row['close'])
# print(closed)
low = float(row['low'])
# print(low)
high = float(row['high'])
p = min(closed, open_p)
try:
diff = (p - low) * 1.00 / (high - low)
diff = round(diff, 3)
except ZeroDivisionError:
diff = 0
if diff > ratio:
xiayinxian_engine = DB.get_engine('db_selection','qq')
date, code, name, ocupy_ration, standards = row['datetime'], row['code'], row['name'], diff, ratio
df = pd.DataFrame(
{'datetime': [date], 'code': [code], 'name': [name], 'ocupy_ration': [ocupy_ration],
'standards': [standards]})
try:
df1 = pd.read_sql_table('xiayingxian', xiayinxian_engine, index_col='index')
df = pd.concat([df1, df])
except Exception as e:
print(e)
# return None
df = df.reset_index(drop=True)
df.to_sql('xiayingxian', xiayinxian_engine, if_exists='replace')
return row
def store_data_not(self):
df = self._xiayingxian()
df.to_csv('xiayinxian.csv')
# 把股票代码放入redis
def redis_init(self):
rds = redis.StrictRedis(REDIS_HOST, 6379, db=0)
rds_2 = redis.StrictRedis(REDIS_HOST, 6379, db=1)
for i in rds.keys():
d = dict({i: rds.get(i)})
rds_2.lpush('codes', d)
# 正确的模板
def get_hist_line(self, date):
print("Starting to capture")
cmd = 'select * from `{}` where datetime = \'{}\''
r0 = redis.StrictRedis(REDIS_HOST, 6379, db=0)
for code in r0.keys():
try:
cursor.execute(cmd.format(code, date))
except Exception as e:
continue
data = cursor.fetchall()
#
try:
data_row = data[0]
except Exception as e:
continue
d = dict(zip(('datetime', 'code', 'name', 'open', 'close', 'high', 'low'), data_row[1:8]))
self._xiayingxian(d, 0.7)
# 把股票代码放到redis
def add_code_redis(self):
rds = redis.StrictRedis(REDIS_HOST, 6379, db=0)
rds_1 = redis.StrictRedis(REDIS_HOST, 6379, db=1)
df = ts.get_stock_basics()
df = df.reset_index()
# 清理数据库
if rds.dbsize() != 0:
rds.flushdb()
if rds_1.dbsize() != 0:
rds_1.flushdb()
for i in range(len(df)):
code, name, timeToMarket = df.loc[i]['code'], df.loc[i]['name'], df.loc[i]['timeToMarket']
# print(str(timeToMarket))
d = dict({code: ':'.join([name, str(timeToMarket)])})
# print(d)
rds.set(code, name)
rds_1.lpush('codes', d)
def get_hist_data(code, name, start_data):
try:
# start_data = datetime.datetime.strptime(str(start_data), '%Y%m%d').strftime('%Y-%m-%d')
df = ts.bar(code, conn=conn, start_date=start_data, adj='qfq')
except Exception as e:
print(e)
return
hist_con = DB.get_engine('history')
df.insert(1, 'name', name)
df = df.reset_index()
df2 = pd.read_sql_table(code, hist_con, index_col='index')
try:
new_df = pd.concat([df, df2])
new_df = new_df.reset_index(drop=True)
new_df.to_sql(code, engine, if_exists='replace')
except Exception as e:
print(e)
return
class StockThread(Thread):
def __init__(self, loop):
Thread.__init__(self)
self.rds = redis.StrictRedis(REDIS_HOST, 6379, db=1)
self.loop_count = loop
def run(self):
self.loops()
def loops(self):
# start_date = datetime.datetime.now().strftime('%Y-%m-%d')
start_date = '2017-11-21'
while 1:
try:
item = self.rds.lpop('codes')
print(item)
except Exception as e:
print(e)
break
d = eval(item)
k = d.keys()[0]
v = d[k]
name = v.split(':')[0].strip()
# start_date=v.split(':')[1].strip()
get_hist_data(k, name, start_date)
THREAD_NUM = 4
def StoreData():
threads = []
for i in range(THREAD_NUM):
t = StockThread(i)
t.start()
threads.append(t)
for j in range(THREAD_NUM):
threads[j].join()
print('done')
# 能够正常运行的函数
def main():
obj = Kline()
# obj.get_hist_line('2017-11-17')
# obj.get_hist_line('2017-11-16')
# obj.get_hist_line('2017-11-15')
# obj.get_hist_line('2017-11-14')
# obj.get_hist_line('2017-11-13')
# 存储基本面的数据
# obj.store_base_data('sql')
# 获取股票的前复权数据, 使用bar函数
# obj.store_hist_data()
# 存放股票的代码和名字
# add_code_redis()
# obj.redis_init()
# 保存历史数据
# StoreData()
if __name__ == '__main__':
main()