def __init__(self): #初始化
# easyquotation.update_stock_codes()
self.quotationQq = easyquotation.use('qq')
self.quotationSina = easyquotation.use('sina')
ts.set_token('38bb3cd1b6af2d75a7d7e506db8fd60354168642b400fa2104af81c5'
) #设置tushare.token
self.pro = ts.pro_api()
#沪深A股股票代码转list供easyquotation调用
self.tscodeData = self.pro.query('stock_basic',
exchange='',
list_status='L',
fields='symbol')
self.stockList = self.tscodeData['symbol'].tolist()
#连接数据库
self.connectQfq = pymysql.connect(host="192.168.151.216",
port=3306,
user="******",
password="******",
database="kday_qfq",
charset='utf8')
self.connectStat = pymysql.connect(host="192.168.151.216",
port=3306,
user="******",
password="******",
database="statistics",
charset='utf8')
#读取config
conf = configparser.ConfigParser()
conf.read('config.ini')
def search(self):
self.tabWidget.setCurrentIndex(2)
code = self.StockCodeEdit.text()
if code.isdigit() and len(code) == 6:
if self.comboBox.currentText() == '新浪':
quotation = easyquotation.use('sina')
stockdata = quotation.stocks(code)
if stockdata:
stockdata = stockdata[code]
#print(stockdata)
self.sharenameline.setText(stockdata['name'])
self.sharenumberline.setText(self.StockCodeEdit.text())
self.sharepriceline.setText(str(stockdata['now']))
if user != None:
if user.stocks.get(code) != None:
self.shareholdingline.setText(
str(user.stocks[code]))
else:
self.shareholdingline.setText('0')
else:
self.shareholdingline.setText('0')
# self.increaseline.setText()
self.datatimeline.setText(stockdata['time'])
else:
QMessageBox.information(self, "错误", "请输入正确的股票代码")
elif self.comboBox.currentText() == '腾讯':
quotation = easyquotation.use('qq')
stockdata = quotation.stocks(code)
if stockdata:
stockdata = stockdata[code]
#print(stockdata)
self.sharenameline.setText(stockdata['name'])
self.sharenumberline.setText(self.StockCodeEdit.text())
self.sharepriceline.setText(str(stockdata['now']))
if user != None:
if user.stocks.get(code) != None:
self.shareholdingline.setText(
str(user.stocks[code]))
else:
self.shareholdingline.setText('0')
else:
self.shareholdingline.setText('0')
self.increaseline.setText(str(stockdata['涨跌(%)']) + '%')
self.datatimeline.setText(str(stockdata['datetime']))
else:
QMessageBox.information(self, "错误", "请输入正确的股票代码")
else:
QMessageBox.information(self, '错误', "请输入6位数字的股票代码")
def __init__(self):
self.session = Request()
sys_str = platform.system()
# 新浪 ['sina'] 腾讯 ['tencent', 'qq']
self.quotation = easyquotation.use('sina')
self.quotation_timekline = easyquotation.use("timekline")
# 驱动路径
if sys_str == "Windows":
path = Config().CHROME_DRIVER_WIN_PATH
elif sys_str == "Linux":
path = Config().CHROME_DRIVER_MAC_PATH
else:
path = Config().CHROME_DRIVER_MAC_PATH
def get_stopped_stocks(given_stocks=[],except_stocks=[],hist_dir='C:/hist/day/data/'):
import easyquotation
quotation =easyquotation.use('qq')
stop_stocks = []
if given_stocks:
this_quotation = quotation.stocks(given_stocks)
else:
this_quotation = quotation.all
all_stocks = list(this_quotation.keys())
#print('all_stocks=',('150251' in all_stocks))
#print('hist_dir=',hist_dir)
exist_codes = pds.get_all_code(hist_dir)
#print('exist_codes=',('150251' in exist_codes))
#print('all_stocks=',all_stocks)
all_codes = list(set(all_stocks) & (set(exist_codes)))
#print('all_codes=',all_codes)
for stock_code in all_codes:
if this_quotation[stock_code]:
#print(this_quotation[stock_code])
if this_quotation[stock_code]['ask1']==0 and this_quotation[stock_code]['volume']==0:
stop_stocks.append(stock_code)
else:
pass
if except_stocks:
all_codes = list(set(all_codes).difference(set(except_stocks)))
#print('all_codes=',('150251' in all_codes))
#print('stop_stocks=', stop_stocks)
#print(len(stop_stocks))
#print('all_stocks=',all_stocks)
#print(len(all_stocks))
return stop_stocks,all_codes
def main_do_date_today():
quotation = easyquotation.use('sina') # 新浪 ['sina'] 腾讯 ['tencent', 'qq']
data_vec = quotation.market_snapshot(prefix=True)
check_time, table_flag, date_flag, table, date, date_vec = False, False, False, None, None, None
localtime = time.localtime(time.time())
num = 0
for id in data_vec:
stock_vec = data_vec[id]
if not date_vec:
date = stock_vec["date"]
date_vec = date.split("-")
#检查时间
if not check_time:
year, mon, day = int(date_vec[0]), int(date_vec[1]), int(
date_vec[2])
if year == localtime.tm_year:
if mon == localtime.tm_mon:
if day != localtime.tm_mday:
#logger.debug("[do_date_today] 今天还没有数据 {0} {1} ".format(day,localtime.tm_mday))
break
check_time = True
if not table:
table = TABLE + "_" + date_vec[0]
if not table_flag:
create_stock_table(table)
table_flag = True
if not date_flag:
date = DATE + date_vec[1] + "_" + date_vec[2]
add_date_column(table, date)
date_flag = True
insert_or_update_id_data(table, date, id, stock_vec["name"], stock_vec)
num = num + 1
logger.debug("[do_date_today] {0} {1} 数据已处理完毕".format(date, num))
def __init__(self, event_engine, stock_codes, push_interval=1):
self.event_engine = event_engine
self.is_active = True
self.source = easyquotation.use("lf")
self.stock_codes = stock_codes
self.push_interval = push_interval
def get_stopped_stocks(given_stocks=[],
except_stocks=[],
hist_dir='C:/hist/day/data/'):
import easyquotation
quotation = easyquotation.use('qq')
stop_stocks = []
if given_stocks:
this_quotation = quotation.stocks(given_stocks)
else:
this_quotation = quotation.all
all_stocks = list(this_quotation.keys())
#print('all_stocks=',('150251' in all_stocks))
#print('hist_dir=',hist_dir)
exist_codes = pds.get_all_code(hist_dir)
#print('exist_codes=',('150251' in exist_codes))
#print('all_stocks=',all_stocks)
all_codes = list(set(all_stocks) & (set(exist_codes)))
#print('all_codes=',all_codes)
for stock_code in all_codes:
if this_quotation[stock_code]:
#print(this_quotation[stock_code])
if this_quotation[stock_code]['ask1'] == 0 and this_quotation[
stock_code]['volume'] == 0:
stop_stocks.append(stock_code)
else:
pass
if except_stocks:
all_codes = list(set(all_codes).difference(set(except_stocks)))
#print('all_codes=',('150251' in all_codes))
#print('stop_stocks=', stop_stocks)
#print(len(stop_stocks))
#print('all_stocks=',all_stocks)
#print(len(all_stocks))
return stop_stocks, all_codes
def __init__(self, event_engine, stock_codes, push_interval=1):
self.event_engine = event_engine
self.is_active = True
self.source = easyquotation.use("lf")
self.stock_codes = stock_codes
self.push_interval = push_interval
def getLiutong_from_qq():
q = easyquotation.use('qq')
#取上市300天内的股票
stock_list = getCixinCode()
stockinfo, stockinfo_zhangting = q.stocks(stock_list)
data = []
for key, value in stockinfo.items():
try:
infoLiutong = (stockinfo[key]['code'], stockinfo[key]['流通市值'])
data.append(infoLiutong)
except Exception as e:
print(e)
for key, value in stockinfo_zhangting.items():
try:
infoLiutong = (stockinfo_zhangting[key]['code'],
stockinfo_zhangting[key]['流通市值'])
data.append(infoLiutong)
except Exception as e:
print(e)
#sql_truncat = 'truncat table liutong_from_qq'
sql = 'insert into liutong_from_qq values(?,?)'
conn = sqlite3API.get_conn('stock.db')
#sqlite3API.save(conn,sql_truncat,data)
sqlite3API.truncate(conn, 'liutong_from_qq')
sqlite3API.save(conn, sql, data)
print('getLiutong_from_qq OK!')
def index_quotation(indexs=['sh','sz','zxb','cyb','sz300','sh50'],force_update=False):
#http://qt.gtimg.cn/q=sh000001
#http://qt.gtimg.cn/q=sh000016
#http://qt.gtimg.cn/q=sz399001
#http://qt.gtimg.cn/q=sz399005
#http://qt.gtimg.cn/q=sz399006
#http://qt.gtimg.cn/q=sz399006
index_symbol_maps = {'sh':'000001','sz':'399001','zxb':'399005','cyb':'399006',
'sh50':'000016','sz300':'399007','zx300':'399008'}#'hs300':'000300'}
data = {}
import easyquotation
quotation = easyquotation.use('qq')
for index in indexs:
symbol = index_symbol_maps[index]
url ='http://qt.gtimg.cn/q=sz%s' % symbol
if type=='stock':
if symbol>='600000':
url = url.replace('sz', 'sh')
elif type == 'index':
if symbol<'000020':
url = url.replace('sz', 'sh')
else:
pass
#index_data = get_qq_quotation(symbol)
index_data = get_url_content(url, decode_type='gbk')
print(index_data)
q_data = quotation.format_response_data(index_data)
print( q_data)
def get_global_block_by_msg(msg):
result = ''
quotation = easyquotation.use('sina')
blocks_dict = quotation.market_snapshot(prefix=True)
global_block = [
'sh000001', 'sz399001', 'sh000300', 'sz399005', 'sz399006', 'sh000003'
]
def test_stock_code_with_prefix(self):
cases = ['sina', 'qq']
for src in cases:
q = easyquotation.use(src)
data = q.all_market
for k in data.keys():
self.assertRegex(k, r'(sh|sz)\d{6}')
def test_all(self):
cases = ["sina", "qq"]
for src in cases:
q = easyquotation.use(src)
data = q.market_snapshot()
for k in data.keys():
self.assertRegex(k, r"\d{6}")
def test_all(self):
cases = ["sina", "qq"]
for src in cases:
q = easyquotation.use(src)
data = q.all
for k in data.keys():
self.assertRegex(k, r"\d{6}")
def FetchRunTimeDataByEASYQUOTATION(stockCount):
quotation = easyquotation.use(runtimeSrc)
data = quotation.market_snapshot(prefix=False)
obj = {
"code": [],
"trade": [],
"volume": [],
"amount": [],
"high": [],
"low": [],
"open": []
}
for attribute, value in data.items():
obj["code"].append(attribute)
obj["trade"].append(str(value["now"]))
obj["volume"].append(str(value["volume"]))
obj["amount"].append(str(value["成交额(万)"]))
obj["high"].append(str(value["high"]))
obj["low"].append(str(value["low"]))
obj["open"].append(str(value["open"]))
df = pd.DataFrame(obj)
df = df[df['volume'] != '']
df = df[df['trade'] != '']
df = df[df['high'] != '']
df = df[df['low'] != '']
df = df[df['open'] != '']
df = Utils.NormlizePrice(df, ['trade', 'high', 'low', 'open'])
df['amount'] = (df['amount'].astype(float) / 10000.0)
df['volume'] = (df['volume'].astype(float) / 100.0)
return df
def test_stock_code_with_prefix(self):
cases = ["sina", "qq"]
for src in cases:
q = easyquotation.use(src)
data = q.market_snapshot(prefix=True)
for k in data.keys():
self.assertRegex(k, r"(sh|sz)\d{6}")
def sub_1min_from_tencent_lru():
"""
我是阿财，我专门挖坑，所以这个函数我未调试完成
从腾讯获得当天交易日分钟K线数据
"""
blockname = [
'MSCI中国', 'MSCI成份', 'MSCI概念', '三网融合', '上证180', '上证380', '沪深300',
'上证380', '深证300', '上证50', '上证电信', '电信等权', '上证100', '上证150', '沪深300',
'中证100', '中证500', '全指消费', '中小板指', '创业板指', '综企指数', '1000可选', '国证食品',
'深证可选', '深证消费', '深成消费', '中证酒', '中证白酒', '行业龙头', '白酒', '证券', '消费100',
'消费电子', '消费金融', '富时A50', '银行', '中小银行', '证券', '军工', '白酒', '啤酒', '医疗器械',
'医疗器械服务', '医疗改革', '医药商业', '医药电商', '中药', '消费100', '消费电子', '消费金融', '黄金',
'黄金概念', '4G5G', '5G概念', '生态农业', '生物医药', '生物疫苗', '机场航运', '数字货币', '文化传媒'
]
all_stock_blocks = QA.QA_fetch_stock_block_adv()
for blockname in blocks:
if (blockname in all_stock_blocks.block_name):
codelist_300 = all_stock_blocks.get_block(blockname).code
print(u'QA预定义板块“{}”成分数据'.format(blockname))
print(codelist_300)
else:
print(u'QA默认无板块“{}”成分数据'.format(blockname))
quotation = easyquotation.use("timekline")
data = quotation.real([codelist], prefix=False)
while (True):
l1_tick = quotation.market_snapshot(prefix=False)
print(l1_tick)
return True
def test_hkquote():
import easyquotation
quotation = easyquotation.use("hkquote")
# data = quotation.get_stock_data(stock_list=['00001'])
data = quotation.get_stock_data(stock_list=["00001", "00700"])
print(data)
def get_push_stocks(self):
quotation = easyquotation.use('qq')
holding_stocks = self.stocks
if not holding_stocks:
holding_stocks = self.user.position['证券代码'].values.tolist()
print('holding_stocks=', holding_stocks)
init_push_stocks = list(
set(holding_stocks) | set(self.additional_stocks))
init_push_stocks = list(
set(init_push_stocks).difference(set(self.except_stocks)))
if init_push_stocks:
this_quotation = quotation.stocks(init_push_stocks)
if 'sh000001' in holding_stocks:
this_quotation['sh000001'] = this_quotation.pop('000001')
else:
this_quotation = quotation.all
stop_stocks = []
print(list(this_quotation.keys()))
for stock_code in list(this_quotation.keys()):
if this_quotation[stock_code]:
#print(this_quotation[stock_code])
print(this_quotation[stock_code]['bid1_volume'],
this_quotation[stock_code]['ask1_volume'])
if this_quotation[stock_code][
'bid1_volume'] > 0 or this_quotation[stock_code][
'ask1_volume'] > 0:
pass
else:
print(stock_code)
stop_stocks.append(stock_code)
push_stocks = list(set(init_push_stocks).difference(set(stop_stocks)))
return push_stocks
def main():
#stock account
trader = easytrader.use('ht', debug=False)
trader.config['entrust']['cssweb_type'] = 'GET_TODAY_ENTRUST'
#quotation
quota = easyquotation.use('sina')
print('login huatai system......')
trader.prepare('ht.json')
print('login successfully')
show_balance(trader.balance[0])
# if cash less than investment, quit and check
if (trader.balance[0]['enable_balance'] < g_investment):
print('**WARNING: total cash is less than the investment you want to use, please check!')
return
print('calculate the allocation for each stock...')
stockbook = prepare(quota, g_stocks)
print(stockbook)
# process the orders
process(trader, quota, stockbook)
def down_market_snapshot(save=True):
"""
每半小时获取下市场快照
:return: 市场快照
"""
if QA_util_if_tradetime():
date = datetime.datetime.now()
dateStr = date.strftime('%Y-%m-%d_%H-%M')
quotation = easyquotation.use('sina')
snapshot = quotation.market_snapshot(prefix=True)
# market_snapshot = MarketSnapshot(date=date, context=snapshot)
# market_snapshot.save()
df_snapshot = pd.DataFrame.from_dict(snapshot)
df_snapshot = df_snapshot.T
df_snapshot.index.name = 'code'
if save:
df_snapshot.to_csv(ls.LocalSetting.data_path + "mark_snapshot/" +
dateStr + ".csv",
compression='gzip')
return df_snapshot
else:
return pd.read_csv(
'/Users/momantang/work/cobrass/data/mark_snapshot/2018-11-09_15-05.csv',
compression='gzip')
def get_push_stocks(self):
quotation = easyquotation.use('qq')
holding_stocks = self.stocks
if not holding_stocks:
holding_stocks = self.user.position['证券代码'].values.tolist()
print('holding_stocks=',holding_stocks)
init_push_stocks = list(set( holding_stocks) | set(self.additional_stocks))
init_push_stocks = list(set(init_push_stocks).difference(set(self.except_stocks)))
if init_push_stocks:
this_quotation = quotation.stocks(init_push_stocks)
if 'sh000001' in holding_stocks:
this_quotation['sh000001'] = this_quotation.pop('000001')
else:
this_quotation = quotation.all
stop_stocks = []
print(list(this_quotation.keys()))
for stock_code in list(this_quotation.keys()):
if this_quotation[stock_code]:
#print(this_quotation[stock_code])
print(this_quotation[stock_code]['bid1_volume'], this_quotation[stock_code]['ask1_volume'])
if this_quotation[stock_code]['bid1_volume']>0 or this_quotation[stock_code]['ask1_volume']>0:
pass
else:
print(stock_code)
stop_stocks.append(stock_code)
push_stocks = list(set(init_push_stocks).difference(set(stop_stocks)))
return push_stocks
def test_daykline():
import easyquotation
quotation = easyquotation.use("daykline")
data = quotation.get_stock_data(stock_list=["00001"])
# data = quotation.get_stock_data(stock_list=['hk00700'])
print(data)
def test_all(self):
cases = ['sina', 'qq']
for src in cases:
q = easyquotation.use(src)
data = q.all
for k in data.keys():
self.assertRegex(k, r'\d{6}')
def main():
#stock account
trader = easytrader.use('ht', debug=False)
trader.config['entrust']['cssweb_type'] = 'GET_TODAY_ENTRUST'
#quotation
quota = easyquotation.use('sina')
print('login huatai system......')
trader.prepare('ht.json')
print('login successfully')
show_balance(trader.balance[0])
# if cash less than investment, quit and check
if (trader.balance[0]['enable_balance'] < g_investment):
print(
'**WARNING: total cash is less than the investment you want to use, please check!'
)
return
print('calculate the allocation for each stock...')
stockbook = prepare(quota, g_stocks)
print(stockbook)
# process the orders
process(trader, quota, stockbook)
def 实时行情():
import easyquotation
quotation = easyquotation.use(
'tencent') # 新浪 ['sina'] 腾讯 ['tencent', 'qq']
tmp_dict = quotation.market_snapshot(
prefix=True) # prefix 参数指定返回的行情字典中的股票代码 key 是否带 sz/sh 前缀
print(tmp_dict['sz000001']) #查看实时股价
def MysqlData():
#直接调用easyquotation这个函数
quotation = easyquotation.use('sina')
res = quotation.market_snapshot(prefix=True)
secrities_data = {}
for item, value in res.items():
secrities_data[item] = value['name']
return secrities_data
def gethq(pool):
quotation = easyquotation.use('qq')
hq=[[code,val['name'],val['now'],val['涨跌']] for code, val in quotation.stocks(pool).items()]
hq.append(['CASH','现金',1,0])
hq = pd.DataFrame(hq, columns = ['code','name','pricenow','change']).set_index('code')
hq['preclose'] = hq['pricenow'] - hq['change']
hq['pctchange%'] = round(hq['change'] / hq['preclose'] *100, 2)
return hq
def get_close_price():
quotation = easyquotation.use('lf') # ['leverfun', 'lf']
qq = quotation.stocks(['510050', '159915', '150023'])
close_510050 = qq.get('510050').get('close')
close_159915 = qq.get('159915').get('close')
close_150023 = qq.get('150023').get('close')
result_list = [close_510050, close_159915, close_150023]
return result_list
def test_all(self):
warnings.simplefilter("ignore", ResourceWarning)
cases = ["sina", "qq"]
for src in cases:
q = easyquotation.use(src)
data = q.market_snapshot()
for k in data.keys():
self.assertRegex(k, r"\d{6}")
def stockmline_ws(request): #websocket 传送实时行情数据
# ts.set_token('38bb3cd1b6af2d75a7d7e506db8fd60354168642b400fa2104af81c5') #设置tushare.token
# pro = ts.pro_api()
# #沪深A股股票代码转list供easyquotation调用
# tscodeData = pro.query('stock_basic', exchange='', list_status='L', fields='symbol')
# stockList = tscodeData['symbol'].tolist()
quotation = easyquotation.use("timekline") #声明quotation
quotationQq = easyquotation.use('qq')
tscode = request.websocket.wait().decode() #分时个股代码
if request.is_websocket():
while True:
try:
tradeTime = {'tradeTime': dt.now().strftime('%H:%M:%S')}
marketTime = dt.now().strftime('%H%M%S')
tradeDate = dt.now().strftime('%Y%m%d')
time.sleep(2)
if request.websocket.count_messages() > 0: #接收分时个股代码
tscode = request.websocket.read().decode()
# print(tscode)
shtscode = 'sh000001'
tsdm = tscode + '.js'
shdm = 'sh000001.js'
df = quotation.real([tscode, 'sh000001'], prefix=True)
stockData = df[tsdm]
stockData["data"] = stockData.pop("time_data")
stockData['yestclose'] = getyestClose(quotationQq,
tscode) #分时图获取昨日收盘价
zhishuData = df[shdm]
zhishuData["data"] = zhishuData.pop("time_data")
zhishuData['yestclose'] = getyestClose(
quotationQq, shtscode) #上证指数分时图获取昨日收盘价
MarketData = stockMarket(quotationQq, tscode) #获取个股实时行情数据
upRatio = watchMarket(tradeDate) #获取看盘数据
# print(upRatio)
data = dict() #打包所有即时数据，生成字典类型
data['stockMline'] = stockData #分时个股分时数据
data['shzsMline'] = zhishuData #上证指数分时数据
data['tradeTime'] = tradeTime #当前时间
data['MarketData'] = MarketData #个股实时行情数据
data['watchMarket'] = {'upRatio': upRatio} #看盘数据：上涨个股比例
# print(data)
request.websocket.send(json.dumps(data))
except:
pass
def get_tick(order_book_id_list, resource='sina'): # copy from dalao
tick_dict = {}
quotation = easyquotation.use(resource)
if type(order_book_id_list) == str:
order_book_id_list = [order_book_id_list]
code_list = [order_book_id_2_code(order_book_id) for order_book_id in order_book_id_list]
eq_dict = quotation.stocks(code_list)
for code, data in eq_dict.items():
tick = {
'order_book_id': code_2_order_book_id(code),
'datetime': parse('%s %s' % (data['date'], data['time'])),
'open': data['open'],
'last': data['now'],
'low': data['low'],
'high': data['high'],
'prev_close': data['close'],
'volume': data['volume'],
'total_turnover': data['turnover'],
'open_interest': np.nan,
'prev_settlement': np.nan,
'bid': [
data['bid1'],
data['bid2'],
data['bid3'],
data['bid4'],
data['bid5'],
],
'bid_volume': [
data['bid1_volume'],
data['bid2_volume'],
data['bid3_volume'],
data['bid4_volume'],
data['bid5_volume'],
],
'ask': [
data['ask1'],
data['ask2'],
data['ask3'],
data['ask4'],
data['ask5'],
],
'ask_volume': [
data['ask1_volume'],
data['ask2_volume'],
data['ask3_volume'],
data['ask4_volume'],
data['ask5_volume'],
],
'limit_up': np.nan,
'limit_down': np.nan,
}
tick_dict[code_2_order_book_id(code)] = tick
return tick_dict
def mlineData(request): #个股实时走势图从easyquotation实时获取
tscode = '300654'
tsdm = 'sz' + tscode + '.js'
quotation = easyquotation.use("timekline")
df = quotation.real([tscode], prefix=True)
data = df[tsdm]
data["data"] = data.pop("time_data")
# data['yestclose']=yestclose
return JsonResponse(data, safe=False)
def index(request):
# stock_index_snapshot = StockIndexSnapShot.objects.last()
quotation = easyquotation.use('sina')
indexs = quotation.stocks(['sh000001', 'sz399001', 'sh000300', 'sz399006'],
prefix=True)
df_indexs = pd.DataFrame.from_dict(indexs).T
dicts = df_indexs.to_dict()
print(dicts)
return render(request, 'finance/index.html', {'dicts': dicts})
def test_stock_code_with_prefix(self):
warnings.simplefilter("ignore", ResourceWarning)
cases = ["sina", "qq"]
for src in cases:
q = easyquotation.use(src)
data = q.market_snapshot(prefix=True)
for k in data.keys():
self.assertRegex(k, r"(sh|sz)\d{6}")
def get_all_stock_info():
data = {}
for cond in conditions:
quote = easyquotation.use(cond)
data = quote.market_snapshot(prefix=True)
if data:
break
return data
def tradable():
base_info = tushare.get_stock_basics()
user = eq.use('sina')
data = user.all
data = pd.DataFrame(data).T
data = data[data.sell > 0]
data['change'] = (data.sell - data.close) / data.close * 100
data = data[data.change < 9.93]
base_info[u'price'] = data.sell
base_info = base_info.dropna()
base_info['market'] = base_info.totals * base_info.bvps * base_info.pb
return base_info, data
def get_stop_stocks(given_stocks=[]):
quotation = easyquotation.use('qq')
stop_stocks = []
if given_stocks:
this_quotation = quotation.stocks(given_stocks)
else:
this_quotation = quotation.all
for stock_code in (this_quotation.keys()):
if this_quotation[stock_code]['buy']==0 and this_quotation[stock_code]['sell']==0:
stop_stocks.append(stock_code)
else:
pass
return stop_stocks
def pre_signal(mode):
"""
返回竞价时的市场情况，mode 1表示返回市场涨跌副， 0 表示返回市场买压比。
"""
user = eq.use('sina')
data = user.all
data = pd.DataFrame(data).T
data['change'] = (data.ask1 - data.close) / data.close
data = data[data.change > -1]
if mode == 1:
return data.change.mean() * 100
else:
return data.bid2_volume.sum() / data.ask2_volume.sum()
def __init__(self):
self.today = datetime.date.today().strftime('%Y-%m-%d')
self.engine = get_engine('db_stock', True)
self.stock_candidates = self.get_candidates()
# self.stock_candidates = self.get_candidates()
self.logger = self.llogger('auto_trader_{}'.format(self.today))
self.logger.info('程序启动')
input('请运行下单程序，按Enter\n')
self.user = easytrader.use('ths')
# self.user.prepare('user.json')
self.user.connect(PROGRAM_PATH)
# self.position = self.get_position()
self.blacklist_bond = self.get_blacklist()
self.q=easyquotation.use('qq')
def xiaoshizhi():
base_info = tushare.get_stock_basics()
user = eq.use('sina')
data = user.all
data = pd.DataFrame(data).T
data = data[data.sell > 0]
data['change'] = (data.sell - data.close) / data.close * 100
data = data[data.change < 9.93]
base_info[u'price'] = data.sell
base_info = base_info.dropna()
base_info['market'] = base_info.totals * base_info.bvps * base_info.pb
base_info = base_info[base_info.market > 0]
base_info = base_info[base_info.name.str.contains('ST')*1 == 0]
base_info = base_info[base_info.name.str.contains('退市')*1 == 0]
base_info = base_info.sort_values(by=['market'])
stock = base_info[base_info.market <= 1000000]
return stock
def get_easyquotation_stock_data(source='sina'):
try:
#
quotation = easyquotation.use(source) # 新浪 ['sina'] 腾讯 ['tencent', 'qq']
#
first_stock_array = quotation.all
first_stock_pd = pd.DataFrame(first_stock_array)
first_stock_rows = first_stock_pd.T
#
need_stock_rows,ret_left = get_left_stock_data(first_stock_rows,quotation)
#
all_stock_rows = first_stock_rows.append(need_stock_rows)
#
all_price = all_stock_rows[['now']]
#
stock_price_dict = {}
all_num = 0
left_num = 0
for id,row in all_price.iterrows():
all_num += 1
code = str(id)
if len(code) == 6 and (int(code[0]) == 6 or (code[0]) == "0" or int(code[0]) == 3):
pass
else:
#print "code error:", row['code'],row['shortname']
continue
# 大于 1000 为指数
if int(row['now']) > 1000:
#print (" > 1000 error:", code,row['now'])
continue
# 停牌
if float(row['now']) < 0.1:
#print (" < 0.1 error:", code,row['now'])
#continue
pass
#print row
left_num += 1
stock_price_dict[str(id)] = int(row['now'] * 10000.0)
return all_num,left_num,ret_left,stock_price_dict,all_stock_rows
except Exception:
traceback.print_exc()
return (False,False,False,None,None)
def main():
#stock account
trader = easytrader.use('ht', debug=False)
trader.config['entrust']['cssweb_type'] = 'GET_TODAY_ENTRUST'
#quotation
quota = easyquotation.use('sina')
print('login huatai system......')
trader.prepare('ht.json')
print('login successfully')
show_balance(trader.balance[0])
print('collect the stocks needed be sold')
stockbook = prepare(trader, g_stocks)
# process the orders
process(trader, quota, stockbook)
def get_push_stocks(self):
quotation = easyquotation.use('qq')
#holding_stocks = self.user.position['证券代码'].values.tolist()
#print('holding_stocks',holding_stocks)
init_push_stocks = self.stocks#list(set( holding_stocks) | set(self.stocks))
if init_push_stocks:
this_quotation = quotation.stocks(init_push_stocks)
else:
this_quotation = quotation.all
stop_stocks = []
for stock_code in (this_quotation.keys()):
if this_quotation[stock_code]:
#print(this_quotation[stock_code])
if this_quotation[stock_code]['bid1_volume']>0 or this_quotation[stock_code]['ask1_volume']>0:
pass
else:
stop_stocks.append(stock_code)
push_stocks = list(set(init_push_stocks).difference(set(stop_stocks)))
return push_stocks
def get_realtime_k_data(self,symbol):
#https://github.com/shidenggui/easyquotation
quotation=easyquotation.use('sina') # 新浪 ['sina'] 腾讯 ['tencent', 'qq']
#quotation = easyquotation.use('lf') # ['leverfun', 'lf'] #免费十档行情
index_code=['999999','399001','399002','399003','399005']
#print(quotation.stocks(symbol))
k_data=quotation.stocks(symbol)
is_stop_trade = False
if k_data:
k_data=k_data[symbol]
is_stop_trade = not k_data['volume'] and not k_data['high']
"""
{'000680': {'bid4_volume': 19000, 'high': 5.76, 'bid2_volume': 119096, 'sell': 5.7, 'bid2': 5.68, 'volume': 202358001.01,
'ask4_volume': 143800, 'ask5_volume': 153400, 'ask1': 5.7, 'bid1_volume': 110500, 'bid3_volume': 20817,
'ask3_volume': 337408, 'open': 5.41, 'ask3': 5.72, 'turnover': 36100590, 'ask2': 5.71, 'ask1_volume': 210213,
'ask2_volume': 217367, 'bid4': 5.66, 'ask5': 5.74, 'date': '2016-04-22', 'low': 5.37, 'time': '15:05:56',
'bid3': 5.67, 'name': '山推股份', 'now': 5.69, 'ask4': 5.73, 'bid5': 5.65, 'buy': 5.69, 'bid1': 5.69,
'close': 5.44, 'bid5_volume': 31000}
}
"""
#print('k_data=',k_data)
return k_data,is_stop_trade
def init(self):
self.source = easyquotation.use('sina')
import easyquotation
t = easyquotation.use('sina')
quote = t.all
print(quote)
import easyquotation
from pdSql_common import get_HO_dapan
easy_q = easyquotation.use("qq")
all_q = easy_q.all
da_pan = []
print(all_q["000651"])
for code in list(all_q.keys()):
liutong_amount = all_q[code]["流通市值"]
total_amount = all_q[code]["总市值"]
if liutong_amount and total_amount:
if float(total_amount) > 1000 or float(liutong_amount) > 500:
da_pan.append(code)
print("da_pan=", da_pan)
print(len(da_pan))
ho_codes = get_HO_dapan(codes=da_pan, ho_rate=0.0026, stock_sql=None)
print(ho_codes)
def init(self):
self.source = easyquotation.use('jsl')
self.source.login('audoe', 'wh13chen')
def test_timekline():
import easyquotation
quotation = easyquotation.use("timekline")
data = quotation.market_snapshot(prefix=True)
print(data)
def setUp(self):
self._obj = easyquotation.use("hkquote")
def setUp(self):
self._obj = easyquotation.use("daykline")
def get_prices():
quotation = easyquotation.use('qq')
stocks_info = quotation.all
return stocks_info
def init(self):
# 进行相关的初始化操作
self.source = easyquotation.use(self.s)
def __init__(self,username,passwd,exe_path):
self.username_ = username;
self.password_ = passwd;
self.exePath_ = exe_path;
self.quotation_ = easyquotation.use('sina');
