def fetchAllStocksTodayTickData():
"""
获取所有的股票当日的成交明细数据，
同时把数据存到数据库。
"""
str_volume_json['tags']['period'] = 'tick'
str_volume_json['time'] = 'time'
str_volume_json['tags']['type'] = True
str_price_json['time'] = 'time'
str_price_json['value'] = 'price'
now = dt.now()
date = dt(now.year, now.month, now.day)
timestr = dt.strftime(date, '%Y-%m-%d')
for i, t in config.StocksList.items():
df = ts.get_today_ticks(i)
timestr = timestr + ' '
if not df.iloc[0, 0].startswith('alert'):
MongodbJson[i]['tickEnd'] = timestr + df.iloc[0, 0]
result = _dataFrame2MetricsList(df,
str_volume_json,
date=timestr,
code=i)
database.insertList(result)
result = _dataFrame2MetricsList(df,
str_price_json,
date=timestr,
code=i)
database.insertList(result)
pass
def fetchAllStocksTodayTickData():
"""
获取所有的股票当日的成交明细数据，
同时把数据存到数据库。
"""
str_price_json = {
'metric': 'security.price',
'time': 'time',
'value': 'price',
'code': 'code',
'tags': {
'period': 'tick'
}
}
str_volume_json = {
'metric': 'security.volume',
'time': 'time',
'value': 'volume',
'code': 'code',
'tags': {
'period': 'tick',
'type': True
}
}
now = dt.now()
date = dt(now.year, now.month, now.day)
timestr = dt.strftime(date, '%Y-%m-%d')
for i in stolist:
df = ts.get_today_ticks(i)
timestr = timestr + ' '
if not df.iloc[0, 0].startswith('alert'):
MongodbJson[i]['tickEnd'] = timestr + df.iloc[0, 0]
result = _dataFrame2MetricsList(df,
str_volume_json,
date=timestr,
code=i)
database.insertList(result)
result = _dataFrame2MetricsList(df,
str_price_json,
date=timestr,
code=i)
database.insertList(result)
pass
def fetchDt(code, time):
str_price_json = {
'metric': 'security.price',
'time': 'time',
'value': 'price',
'code': 'code',
'tags': {
'period': 'tick'
}
}
str_volume_json = {
'metric': 'security.volume',
'time': 'time',
'value': 'volume',
'code': 'code',
'tags': {
'period': 'tick',
'type': True
}
}
df = ts.get_tick_data(code, time)
print('fetchdata succeed!')
timestr = time + ' '
if df.empty or df.iloc[0, 0].startswith('alert'):
print('no data or failed')
return
print("now insert data to db")
result = _dataFrame2MetricsList(df,
str_volume_json,
date=timestr,
code=code)
database.insertList(result)
result = _dataFrame2MetricsList(df,
str_price_json,
date=timestr,
code=code)
database.insertList(result)
print('insert completed!')
def fetchAllStocksHistoryTickData():
"""
获取所有的股票的成交明细历史数据，
同时把数据存到数据库。
这个函数应该只运行一次
"""
today = dt.now()
label = False
today = dt(today.year, today.month, today.day)
delta = td(1, 0, 0) #间隔一天
str_volume_json['tags']['period'] = 'tick'
str_volume_json['time'] = 'time'
str_volume_json['tags']['type'] = True
str_price_json['time'] = 'time'
str_price_json['value'] = 'price'
for i, t in config.StocksList.items():
date = dt(2013, 1, 1)
while date < today:
timestr = dt.strftime(date, '%Y-%m-%d')
df = ts.get_tick_data(i, date=timestr)
timestr = timestr + ' '
if not label: #提取tickStart
if not df.iloc[0, 0].startswith('alert'):
label = True
MongodbJson[i]['tickStart'] = timestr + df.iloc[-1, 0]
result = _dataFrame2MetricsList(df,
str_volume_json,
date=timestr,
code=i)
database.insertList(result)
result = _dataFrame2MetricsList(df,
str_price_json,
date=timestr,
code=i)
database.insertList(result)
date = date + delta
pass
pass
def fetchAllStocksHistoryData():
"""
获取所有的股票的历史数据，
不包括成交明细，同时把数据存到数据库。
这个函数应该只运行一次
"""
str_price_json={
'metric':'security.price',
'time':'date',
'value':'close',
'code':'code',
'tags':{
'period': 'day'
}
}
str_volume_json={
'metric':'security.volume',
'time':'date',
'value':'volume',
'code':'code',
'tags':{
'period':'day'
}
}
currentCode={}
for i in stolist:
df_D=ts.get_k_data(i,'1980-01-01',ktype='D', autype='None')
df_H1=ts.get_k_data(i,'1980-01-01',ktype='60', autype='None')
df_M30=ts.get_k_data(i,'1980-01-01',ktype='30', autype='None')
currentCode['dayStart'] = df_D.iloc[0,0]
currentCode['dayEnd'] = df_D.iloc[-1,0]
currentCode['h1Start'] = df_D.iloc[0,0]
currentCode['h1End'] = df_D.iloc[-1,0]
currentCode['m30Start'] = df_D.iloc[0,0]
currentCode['m30End'] = df_D.iloc[-1,0]
MongodbJson[i]=currentCode.copy()
str_volume_json['tags']['period']='day'
str_price_json['tags']['period']='day'
str_price_json['value']='open'
str_price_json['tags']['price']='open'
result=_dataFrame2MetricsList(df_D,str_price_json,time=' 15:00:00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='close'
str_price_json['tags']['price']='close'
result=_dataFrame2MetricsList(df_D,str_price_json,time=' 15:00:00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='high'
str_price_json['tags']['price']='high'
result=_dataFrame2MetricsList(df_D,str_price_json,time=' 15:00:00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='low'
str_price_json['tags']['price']='low'
result=_dataFrame2MetricsList(df_D,str_price_json,time=' 15:00:00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
result=_dataFrame2MetricsList(df_D,str_volume_json,time=' 15:00:00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存volume 数据
str_volume_json['tags']['period']='h1'
str_price_json['tags']['period']='h1'
str_price_json['value']='open'
str_price_json['tags']['price']='open'
result=_dataFrame2MetricsList(df_H1,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='close'
str_price_json['tags']['price']='close'
result=_dataFrame2MetricsList(df_H1,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='high'
str_price_json['tags']['price']='high'
result=_dataFrame2MetricsList(df_H1,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='low'
str_price_json['tags']['price']='low'
result=_dataFrame2MetricsList(df_H1,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
result=_dataFrame2MetricsList(df_H1,str_volume_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存volume 数据
str_volume_json['tags']['period']='m30'
str_price_json['tags']['period']='m30'
str_price_json['value']='open'
str_price_json['tags']['price']='open'
result=_dataFrame2MetricsList(df_M30,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='close'
str_price_json['tags']['price']='close'
result=_dataFrame2MetricsList(df_M30,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='high'
str_price_json['tags']['price']='high'
result=_dataFrame2MetricsList(df_M30,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='low'
str_price_json['tags']['price']='low'
result=_dataFrame2MetricsList(df_M30,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
result=_dataFrame2MetricsList(df_M30,str_volume_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存volume 数据
print(i)
with open('progressKLine.ini','w') as f:
f.write(str(i))
pass
def fetchAllStocksHistoryTickData():
"""
获取所有的股票的成交明细历史数据，
同时把数据存到数据库。
这个函数应该只运行一次
"""
str_price_json={
'metric':'security.price',
'time':'time',
'value':'price',
'code':'code',
'tags':{
'period': 'tick'
}
}
str_volume_json={
'metric':'security.volume',
'time':'time',
'value':'volume',
'code':'code',
'tags':{
'period':'tick',
'type': True
}
}
today=dt.now()
label=False
today=dt(today.year, today.month, today.day)
delta=td(1,0,0) #间隔一天
for i in stolist:
date=dt(2004,10,5)
label=False
while date<today:
if label:
pool=Pool(14)
for d in range(14):
timestr=dt.strftime(date,'%Y-%m-%d')
print(timestr+' fast mood')
pool.apply_async(fetchDt, args=(i,timestr,), error_callback=printError)
date=date+delta
pool.close()
pool.join()
continue
timestr=dt.strftime(date,'%Y-%m-%d')
print(timestr+' not fast mood')
df=ts.get_tick_data(i,date=timestr)
if df.empty or df.iloc[0,0].startswith('alert'):
print('no data or failed')
date=date+delta
continue
# print(timestr)
timestr=timestr+' '
if not label: #提取tickStart
if not df.iloc[0,0].startswith('alert'):
label=True
try:
sec=Securities.objects.get({'code':i})
except Securities.DoesNotExist:
sec=Securities(config.StocksList[i], i, exchange).save()
TimeSeries(sec, 'security.price','tick', timestr+df.iloc[-1,0])
# MongodbJson[i]['tickStart']=timestr+df.iloc[-1,0]
result=_dataFrame2MetricsList(df,str_volume_json,date=timestr,code=i)
database.insertList(result)
result=_dataFrame2MetricsList(df,str_price_json,date=timestr,code=i)
database.insertList(result)
date=date+delta
pass
with open('progress.ini','w') as f:
f.write(str(i))
pass
def fetchAllStocksTodayNotTickData():
str_price_json={
'metric':'security.price',
'time':'date',
'value':'close',
'code':'code',
'tags':{
'period': 'day'
}
}
str_volume_json={
'metric':'security.volume',
'time':'date',
'value':'volume',
'code':'code',
'tags':{
'period':'day'
}
}
for i in stolist:
df_D=ts.get_k_data(i,ktype='D')
df_H1=ts.get_k_data(i,ktype='60')
df_M30=ts.get_k_data(i,ktype='30')
MongodbJson[i]['dayEnd'] = df_D.iloc[-1,0]
MongodbJson[i]['h1End'] = df_D.iloc[-1,0]
MongodbJson[i]['m30End'] = df_D.iloc[-1,0]
str_volume_json['tags']['period']='day'
str_price_json['tags']['period']='day'
str_price_json['value']='open'
str_price_json['tags']['price']='open'
str_price_json['tags']['price']='open'
result=_dataFrame2MetricsList(df_D,str_price_json,time=' 15:00:00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='close'
str_price_json['tags']['price']='close'
result=_dataFrame2MetricsList(df_D,str_price_json,time=' 15:00:00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='high'
str_price_json['tags']['price']='high'
result=_dataFrame2MetricsList(df_D,str_price_json,time=' 15:00:00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='low'
str_price_json['tags']['price']='low'
result=_dataFrame2MetricsList(df_D,str_price_json,time=' 15:00:00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
result=_dataFrame2MetricsList(df_D,str_volume_json,time=' 15:00:00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存volume 数据
str_volume_json['tags']['period']='h1'
str_price_json['tags']['period']='h1'
str_price_json['value']='open'
str_price_json['tags']['price']='open'
result=_dataFrame2MetricsList(df_H1,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='close'
str_price_json['tags']['price']='close'
result=_dataFrame2MetricsList(df_H1,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='high'
str_price_json['tags']['price']='high'
result=_dataFrame2MetricsList(df_H1,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='low'
str_price_json['tags']['price']='low'
result=_dataFrame2MetricsList(df_H1,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
result=_dataFrame2MetricsList(df_H1,str_volume_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存volume 数据
str_volume_json['tags']['period']='m30'
str_price_json['tags']['period']='m30'
str_price_json['value']='open'
str_price_json['tags']['price']='open'
result=_dataFrame2MetricsList(df_M30,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='close'
str_price_json['tags']['price']='close'
result=_dataFrame2MetricsList(df_M30,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='high'
str_price_json['tags']['price']='high'
result=_dataFrame2MetricsList(df_M30,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
str_price_json['value']='low'
str_price_json['tags']['price']='low'
result=_dataFrame2MetricsList(df_M30,str_price_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
result=_dataFrame2MetricsList(df_M30,str_volume_json,time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存volume 数据
pass
def fetchAllStocksHistoryData():
"""
获取所有的股票的历史数据，
不包括成交明细，同时把数据存到数据库。
这个函数应该只运行一次
"""
currentCode = {}
for i, t in config.StocksList.items():
df_D = ts.get_k_data(i, '1980-01-01', ktype='D')
df_H1 = ts.get_k_data(i, '1980-01-01', ktype='60')
df_M30 = ts.get_k_data(i, '1980-01-01', ktype='30')
currentCode['dayStart'] = df_D.iloc[0, 0]
currentCode['dayEnd'] = df_D.iloc[-1, 0]
currentCode['h1Start'] = df_D.iloc[0, 0]
currentCode['h1End'] = df_D.iloc[-1, 0]
currentCode['m30Start'] = df_D.iloc[0, 0]
currentCode['m30End'] = df_D.iloc[-1, 0]
MongodbJson[i] = currentCode.copy()
result = _dataFrame2MetricsList(
df_D, str_price_json, time=' 15:00:00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
result = _dataFrame2MetricsList(
df_D, str_volume_json, time=' 15:00:00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存volume 数据
str_volume_json['tags']['period'] = 'h1'
result = _dataFrame2MetricsList(df_H1, str_price_json,
time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
result = _dataFrame2MetricsList(df_H1, str_volume_json,
time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存volume 数据
str_volume_json['tags']['period'] = 'm30'
result = _dataFrame2MetricsList(df_M30, str_price_json,
time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
result = _dataFrame2MetricsList(df_M30, str_volume_json,
time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存volume 数据
pass
def fetchAllStocksTodayNotTickData():
for i, t in config.StocksList.items():
df_D = ts.get_k_data(i, ktype='D')
df_H1 = ts.get_k_data(i, ktype='60')
df_M30 = ts.get_k_data(i, ktype='30')
MongodbJson[i]['dayEnd'] = df_D.iloc[-1, 0]
MongodbJson[i]['h1End'] = df_D.iloc[-1, 0]
MongodbJson[i]['m30End'] = df_D.iloc[-1, 0]
result = _dataFrame2MetricsList(
df_D.tail(2), str_price_json,
time=' 15:00:00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
result = _dataFrame2MetricsList(
df_D.tail(2), str_volume_json,
time=' 15:00:00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存volume 数据
str_volume_json['tags']['period'] = 'h1'
result = _dataFrame2MetricsList(df_H1.tail(10),
str_price_json,
time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
result = _dataFrame2MetricsList(df_H1.tail(10),
str_volume_json,
time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存volume 数据
str_volume_json['tags']['period'] = 'm30'
result = _dataFrame2MetricsList(df_M30.tail(20),
str_price_json,
time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result) #保存security.price 数据
result = _dataFrame2MetricsList(df_M30.tail(20),
str_volume_json,
time=':00') #转换数据成可供opentsdb输入的list
database.insertList(result)
