def set_process_data_market_stock_to_redis(self):
"""
将所有process_data_market_day股票日K线统统存入redis
"""
logger.info(
'\n=====set_process_data_market_stock_to_redis start=====',
end='\n')
logger.info('开始时间：%s' % datetime.now())
if not self.debug:
stock_list = pd.read_csv(const.ORIGIN_DATA_STOCK_BASIC)
else:
stock_list = pd.read_csv(const.DEBUG_DATA_STOCK_BASIC)
sdr = StockDataRepo()
count = 1
length = len(stock_list)
for index, row in stock_list.iterrows():
sdr.set_process_data_market_day_data(row['ts_code'])
percent = round(1.00 * count / length * 100, 2)
logger.info(
'进度 : %s [%d/%d]' % (str(percent) + '%', count, length),
)
count = count + 1
logger.info('结束时间：%s' % datetime.now())
logger.info(
'=====set_process_data_market_stock_to_redis done!=====')
def user_login_operator(self, info: dict):
user_name = info.get('user_name')
user_pw = info.get('user_pw')
info_time = info.get('time')
if not all([user_name, user_pw, info_time]):
logger.error('incomplete params')
return 'incomplete params', 421
user_check = self.user_collection.find_one({
"user_name": user_name,
"user_pw": user_pw,
"activate": 1
})
if user_check:
self.user_log_collection.insert_one({
'id': {
'user_id': user_check['_id']
},
'operator':
user_name,
'time':
info_time,
'action':
'operator %s login' % user_name
})
logger.info("login %s" % user_name)
return user_check['type'], 200
else:
logger.error("user:%s didn't exist" % user_name)
return 'login failed', 421
def delete_comments(user):
token = user.token
headers = {'Authorization': f'Bearer {token}', 'User-Agent': USER_AGENT}
resp = requests.get(f'https://oauth.reddit.com/user/{user.name}/comments',
headers=headers)
if resp.status_code >= 401:
return None
comments = resp.json().get('data').get('children')
comments = [(c.get('data').get('id'), c.get('data').get('score'))
for c in comments]
comments = [c for c in comments if c[1] < -1]
for id, s in comments:
if s < -1:
logger.info(f'deleting post {id} with score {s}')
data = {'id': 't1_{id'}
resp = requests.post('https://oauth.reddit.com/api/del',
headers=headers,
json=data)
logger.info(resp.status_code)
try:
logger.info(resp.json())
except:
logger.info(resp.content)
user.deleted_count = user.deleted_count + len(comments)
db.session.commit()
logger.info(f'[{user.name}] deleted {len(comments)} comments')
return True
def run_only_once(self):
"""
下载初始化数据，注意顺序不要乱，初始化数据以 last_update_time 为准
第一次执行，且只需运行一次即可
"""
logger.info('=====TushareFetch run_only_once start=====')
logger.info('开始时间：%s' % datetime.now())
# 判断 origin 目录下的上证指数文件是否存在，不存在则开始初始化下载
filename = os.path.join(const.origin_data_index_day_path,
const.CODE_INDEX_SH + '.csv')
if not os.path.exists(filename):
if not self.debug:
# 下载股票基础资料
self.get_stock_basic()
# 下载交易日历
self.get_stock_trade_cal(self.last_update_time)
# 下载股票日K线
self.only_once_all_stock_data(self.last_update_time)
# 下载沪深港通数据
self.only_once_hsgt_data(self.last_update_time)
# 一定最后下载指数数据
self.only_once_stock_index_day(self.last_update_time)
else:
logger.info('文件已经存在，无需在初始化下载，请直接运行每日更新任务！')
logger.info('结束时间：%s' % datetime.now())
logger.info('=====TushareFetch run_only_once done!=====')
def trans_all_week(self):
"""
获取全部股票的全部日线
"""
stock_list = pd.read_csv(const.ORIGIN_DATA_STOCK_BASIC)
for index, row in stock_list.iterrows():
logger.info(row["ts_code"], row['symbol'], row['name'], row["list_date"])
self.trans_day2week(row['symbol'])
def check_folder(self):
"""
检测目录结构，不存在就创建
"""
# select_data 目录
if not os.path.exists(const.select_data_root_path):
os.makedirs(const.select_data_root_path)
logger.info('mkdir %s' % const.select_data_root_path)
logger.debug('select_data 目录检测完毕！')
def gui_config_check(self, info: dict):
gui_no = info.get('gui_no')
if not gui_no:
logger.error('incomplete params')
return 'incomplete params', 421, {'Content-Type': 'application/json'}
gui_setting_check = self.gui_setting_collection.find_one({'gui_no': gui_no}, {'_id': 0})
if not gui_setting_check:
return 'null', 400, {'Content-Type': 'application/json'}
logger.info('gui_config_check')
return json.dumps(gui_setting_check), 200, {'Content-Type': 'application/json'}
def el_panel_config_check(self, info: dict):
el_no = info.get('el_no')
if not el_no:
logger.error('incomplete params')
return 'incomplete params', 421, {'Content-Type': 'application/json'}
el_check = self.el_config_collection.find_one({'el_no': el_no}, {'_id': 0})
if not el_check:
return 'null', 400, {'Content-Type': 'application/json'}
logger.info('el_panel_config_check')
return json.dumps(el_check), 200, {'Content-Type': 'application/json'}
def run_only_once(self):
"""
初始化下载形成origin文件，初始化处理计算各个指标形成process文件，初始化计算emotion指标形成emotion文件
"""
logger.info('run_only_once')
t = TushareFetch()
t.run_only_once()
p = ProcessStockData()
p.run_only_once()
e = EmotionIndex()
e.run_only_once()
def only_once_stock_daily_by_code(self, ts_code, start_date, end_date):
"""
获取单个股票日线行情，初始化股票数据时用
"""
df = self.pro.daily(
ts_code=ts_code, start_date=start_date, end_date=end_date)
name = '%s.csv' % (ts_code)
filename = os.path.join(const.origin_data_market_day_path, name)
df.to_csv(filename, index=False, columns=const.COLUMNS)
logger.info('%s 成功' % name)
logger.info('文件：%s' % filename)
def get_hsgt_data_by_10jqka(self, trade_date):
"""
从同花顺下载 trade_date 日期的沪深港通日数据，注意 trade_date只能是 最近10天之内，因为页面上最多10条
"""
urls = {
# 沪股通
'hgt': 'http://data.10jqka.com.cn/hgt/hgtb/',
# 深股通
'sgt': 'http://data.10jqka.com.cn/hgt/sgtb/',
# # 港股通(沪)
# 'ggt_ss': 'http://data.10jqka.com.cn/hgt/ggtb/',
# # 港股通(深)
# 'ggt_sz': 'http://data.10jqka.com.cn/hgt/ggtbs/'
}
money_data = {
# 沪股通
'hgt': 0,
# 深股通
'sgt': 0,
# # 港股通(沪)
# 'ggt_ss': 0,
# # 港股通(深)
# 'ggt_sz': 0
}
logger.info(money_data)
# 北向资金
# north_money = 0
# 南向资金
# south_money = 0
headers = {
'Accept': 'text/html, */*; q=0.01',
'Accept-Language': 'zh-cn',
'Host': 'data.10jqka.com.cn',
'User-Agent':
'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_14) AppleWebKit/605.1.15 (KHTML, like Gecko) Version/12.0 Safari/605.1.15',
'Referer': 'http://data.10jqka.com.cn/hgt/hgtb/',
'Accept-Encoding': 'gzip, deflate',
'Connection': 'keep-alive',
}
for key in urls.keys():
r = requests.get(urls[key], headers=headers, timeout=5)
# logger.info(r.text)
html = etree.HTML(r.text)
trs = html.xpath('//*[@id="table1"]/table/tbody/tr')
for tr in trs:
if (tr[0].text == trade_date):
# logger.info(tr[1].text)
s = tr[1].text.replace('亿', '')
money_data[key] = round(float(s) * 100, 2)
break
logger.info(money_data)
return money_data
def user_delete(self, info: dict):
t = time.time()
user_name = info.get('user_name')
admin_name = info.get('admin_name')
info_time = info.get('time')
if not all([user_name, admin_name, info_time]):
logger.error('incomplete params')
return update(), 400, {'Content-Type': 'application/json'}
admin_check = self.user_collection.find_one({
'user_name': admin_name,
'activate': 1
})
if not admin_check:
logger.error("admin user:%s didn't exist" % admin_name)
return "admin user didn't exist", 400, {
'Content-Type': 'application/json'
}
if admin_check['type'] != 'super_admin' and admin_check[
'type'] != 'yc_admin':
logger.error("permission denied %s" % admin_name)
return update(), 423, {'Content-Type': 'application/json'}
user_check = self.user_collection.find_one({
'user_name': user_name,
'activate': 1
})
if user_check['type'] == 'super_admin' and admin_check[
'type'] == 'super_admin':
logger.error("permission denied %s" % (info["admin_name"]))
return update(), 423, {'Content-Type': 'application/json'}
user_check['activate'] = time.time()
user_check['update_time'] = t
self.user_collection.replace_one(
{
'user_name': user_name,
'activate': 1
}, user_check)
self.user_log_collection.insert_one({
'id': {
'user_id': user_check['_id'],
'admin_id': admin_check['_id']
},
'operator':
admin_name,
'user_name':
user_name,
'time':
info_time,
'action':
"%s delete user %s" % (admin_name, user_name)
})
logger.info("user_del_%s" % (info["user_name"]))
return update(), 200, {'Content-Type': 'application/json'}
def user_login_admin(self, info: dict):
res = dict()
user_name = info.get('user_name')
user_pw = info.get('user_pw')
info_time = info.get('time')
admin_url = info.get('admin_url')
if not all([user_name, user_pw, info_time, admin_url]):
logger.error('incomplete params')
return 'incomplete params', 421, {
'Content-Type': 'application/json'
}
user_check = self.user_collection.find_one({
"user_name": user_name,
"user_pw": user_pw,
"activate": 1
})
if not user_check:
logger.error("user:%s didn't exist" % user_name)
return "user didn't exist", 421, {
'Content-Type': 'application/json'
}
if user_check['type'] == 'operator':
return "not admin", 421, {'Content-Type': 'application/json'}
self.user_log_collection.insert_one({
'id': {
'user_id': user_check['_id']
},
'operator':
user_name,
'time':
info_time,
'action':
"admin %s login" % user_name
})
res['type'] = user_check['type']
# pre_url = url.get(admin_url)
# res['previous_url'] = user_check.get("previous_url") if user_check.get('previous_url') != pre_url else ''
# user_check['previous_url'] = pre_url
# self.user_collection.replace_one({'user_name': user_name, 'activate': 1}, user_check) # 这句话是沙雕吧
res['permission_mng'] = list(
self.permission_collection.find({}, {'_id': 0}))
res['line_setting'] = list(
self.el_config_collection.find({}, {'_id': 0}))
res['string_setting'] = list(
self.el_string_collection.find({}, {'_id': 0}))
res['gui_setting'] = list(
self.gui_setting_collection.find({}, {'_id': 0}))
logger.info("admin_login_%s" % user_name)
return json.dumps(res), 200, {'Content-Type': 'application/json'}
def user_add(self, info: dict):
t = time.time()
user_name = info.get('user_name')
user_pw = info.get('user_pw')
admin_name = info.get('admin_name')
user_type = info.get('type')
info_time = info.get('time')
if not all([user_name, user_pw, admin_name, user_type, info_time]):
logger.error('incomplete params')
return update(), 400, {'Content-Type': 'application/json'}
admin_check = self.user_collection.find_one({
'user_name': admin_name,
'activate': 1
})
if not admin_check:
logger.error("admin user:%s didn't exist" % admin_name)
return "admin user didn't exist", 400, {
'Content-Type': 'application/json'
}
if admin_check['type'] != 'super_admin' and admin_check[
'type'] != 'yc_admin':
logger.error("permission denied %s" % admin_name)
return update(), 423, {'Content-Type': 'application/json'}
user_check = self.user_collection.find_one({
'user_name': user_name,
'activate': 1
})
if user_check:
return 'user exists', 413, {'Content-Type': 'application/json'}
res = self.user_collection.insert_one({
"user_name": user_name,
"user_pw": user_pw,
"activate": 1,
"type": user_type,
"update_time": t
})
self.user_log_collection.insert_one({
'id': {
'admin_id': admin_check["_id"],
'user_id': ObjectId(res.inserted_id)
},
'operator':
admin_name,
'user_name':
user_name,
'time':
info_time,
'action':
"%s add user %s" % (admin_name, user_name)
})
logger.info("user_add{%s}" % user_name)
return update(), 200, {'Content-Type': 'application/json'}
def get_cal_end_date(self):
"""
获取交易日历文件的结束日期
"""
if self.debug:
df = pd.read_csv(const.DEBUG_DATA_STOCK_TRADE_CAL)
else:
df = pd.read_csv(const.ORIGIN_DATA_STOCK_TRADE_CAL)
# logger.info(self.debug)
df = df[(df['is_open'] > 0)]
end_date = df['cal_date'].values[0]
logger.info(end_date)
return str(end_date)
def run_daily_job(self):
"""
日常任务，处理所有数据
"""
# 计算从 last_update_time 到今天以来的需要更新日期
date_list = self.get_update_duration()
if len(date_list) > 0:
# 计算一般指标数据
self.compute_stock_indicators()
# 一定最后处理指数数据
self.compute_index_indicators()
# 把所有股票数据文件存入redis，这里必不可少，因为日k线数据已经更新了
# self.set_process_data_market_stock_to_redis()
# 生成trade_date维度的股票数据文件
count = 1
length = len(date_list)
logger.info('=====generate_trade_date_day_file start=====')
for date in date_list:
self.generate_trade_date_day_file(date)
percent = round(1.00 * count / length * 100, 2)
logger.info(
'计算日期：%s, 进度 : %s [%d/%d]' % (date, str(percent) + '%',
count, length),
)
count = count + 1
logger.info('=====generate_trade_date_day_file end=====')
return True
else:
logger.info('没有需要处理的数据')
return False
def get_last_update_time(self, filename):
"""
根据源文件判断最后更新日期
"""
if os.path.exists(filename):
logger.info('文件：%s' % filename)
df = pd.read_csv(filename)
logger.info(df)
# 将数据按照交易日期从近到远排序
df = df.sort_values(by=['trade_date'], ascending=False)
df = df[0:1] # 取第一行数据
return df['trade_date'].values[0] # 取trade_date列值
# logger.info(self.last_update_time)
else:
return self.last_update_time
def show_compute_index_indicators(self, o_filename, p_filename, code,
count, length, is_index):
"""
显示处理进度
"""
if os.path.exists(o_filename):
stock_data = pd.read_csv(o_filename)
stock_data = self.compute_indicators(stock_data, is_index)
columns = const.COLUMNS.extend(const.INDICATOR_COLUMNS)
stock_data.to_csv(p_filename, index=False, columns=columns)
percent = round(1.00 * count / length * 100, 2)
logger.info(
'进度 : %s [%d/%d]，code:%s' % (
(str(percent) + '%', count, length, code)),
)
def refresh_token(user):
req_data = {
'grant_type': 'refresh_token',
'refresh_token': user.refresh_token
}
resp = requests.post('https://www.reddit.com/api/v1/access_token',
data=req_data,
auth=(CLIENT_ID, CLIENT_SECRET),
headers={'User-Agent': USER_AGENT})
resp = resp.json()
token = resp.get('access_token')
logger.info(
f'[user {user.name}] requested a refreshed token from the server and got: {token}'
)
return token
def timed(*args):
start_time = time.time()
result = func(*args)
# 计算时间差值
seconds, minutes, hours = int(time.time() - start_time), 0, 0
hours = seconds // 3600
minutes = (seconds - hours * 3600) // 60
seconds = seconds - hours * 3600 - minutes * 60
name = func.__name__
arg_str = ', '.join(repr(arg) for arg in args)
logger.info("{n}({a})".format(n=name, a=arg_str))
logger.info("elapsed time: {:>02d}:{:>02d}:{:>02d}".format(
hours, minutes, seconds))
return result
def hsgt_day_drop_duplicates(self):
"""
沪深港通文件去重
"""
logger.info('=====沪深港通文件去重=====')
logger.info('开始时间：%s' % datetime.now())
self.drop_duplicates(const.origin_data_ref_path)
logger.info('结束时间：%s' % datetime.now())
logger.info('=====沪深港通文件去重 done!=====')
def index_day_drop_duplicates(self):
"""
指数文件去重
"""
logger.info('=====指数文件去重=====')
logger.info('开始时间：%s' % datetime.now())
self.drop_duplicates(const.origin_data_index_day_path)
logger.info('结束时间：%s' % datetime.now())
logger.info('=====指数文件去重 done!=====')
def gui_config_modify(self, info: dict):
t = time.time()
gui_no = info.get('gui_no')
admin_name = info.get('admin_name')
changed_items = info.get('changed_items')
info_time = info.get('time')
if not all([gui_no, admin_name, changed_items, info_time]):
logger.error('incomplete params')
return update(), 400, {'Content-Type': 'application/json'}
gui_check = self.gui_setting_collection.find_one({'gui_no': gui_no})
admin_check = self.user_collection.find_one({"user_name": info["admin_name"], "activate": 1})
if not gui_check:
logger.error("gui_no:%s didn't exist" % (info["admin_name"]))
return update(), 422, {'Content-Type': 'application/json'}
try:
if gui_check["update_time"] != changed_items["update_time"]:
return update(), 422, {'Content-Type': 'application/json'}
limit = list(self.el_config_collection.aggregate([
{'$match': {'gui_no': gui_no}},
{'$group': {'_id': '$gui_no', 'limit': {'$sum': 1}}}
]))
if limit[0]['limit'] > int(changed_items['el_limit']):
return update(), 412, {'Content-Type': 'application/json'}
changed_before = dict()
changed_after = dict()
for key, value in changed_items.items():
if (pre_data := gui_check.get(key)) != value:
changed_before[key] = pre_data
changed_after[key] = value
gui_check[key] = value
gui_check['update_time'] = t
self.gui_setting_collection.replace_one({"gui_no": gui_no}, gui_check)
self.user_log_collection.insert_one({
'id': {
'admin_id': admin_check['_id'],
'gui_id': gui_check['_id']
},
'operator': admin_name,
'gui_no': gui_no,
'time': info_time,
'action': "change gui_config",
'changed_before': changed_before,
'changed_after': changed_after
})
logger.info('gui_config_modify')
return update(), 200, {'Content-Type': 'application/json'}
def stock_day_drop_duplicates(self):
"""
股票文件去重
"""
logger.info('=====股票文件去重=====')
logger.info('开始时间：%s' % datetime.now())
self.drop_duplicates(const.origin_data_market_day_path)
logger.info('结束时间：%s' % datetime.now())
logger.info('=====股票文件去重 done!=====')
def select_rise_limit_times(self, duration_days=31, times=5):
"""
找出过去duration_days天内连板数大于等于times次的股票
"""
logger.info('=====找出过去duration_days天内连板数大于等于times次的股票=====')
logger.info('开始时间：%s' % datetime.now())
if not self.debug:
stock_list = pd.read_csv(const.ORIGIN_DATA_STOCK_BASIC)
else:
stock_list = pd.read_csv(const.DEBUG_DATA_STOCK_BASIC)
count = 1
df = pd.DataFrame(columns=['ts_code'])
# logger.info(df)
p_filename = 'select_rise_limit_times_%s_%s.csv' % (duration_days,
times)
p_filename = os.path.join(const.select_data_root_path, p_filename)
# logger.info(p_filename)
for index, row in stock_list.iterrows():
o_filename = os.path.join(const.process_data_market_day_path,
row["ts_code"] + '.csv')
code = row["ts_code"]
length = len(stock_list)
if os.path.exists(o_filename):
stock_data = pd.read_csv(o_filename)
# 取近30天的数据
stock_data = stock_data[0:duration_days]
# logger.debug(stock_data)
tmp = np.where(stock_data['rise_limit_count'] >= times)
# logger.debug(code)
# logger.debug(tmp)
# logger.debug(len(tmp[0]))
if (len(tmp[0]) > 0):
df = df.append(pd.Series([code], index=['ts_code']),
ignore_index=True)
# logger.info(df)
# logger.debug(len(tmp[0]))
percent = round(1.00 * count / length * 100, 2)
logger.info(
'进度 : %s [%d/%d]，code:%s' %
((str(percent) + '%', count, length, code)), )
count = count + 1
# logger.info(df)
df.to_csv(p_filename, index=False)
logger.info('结束时间：%s' % datetime.now())
logger.info('=====找出过去duration_days天内连板数大于等于times次的股票 done!=====')
def get_stock_basic(self):
"""
获得上市状态的股票列表，只取6个字段
"""
logger.info('=====获得上市状态的股票列表开始=====')
logger.info('开始时间：%s' % datetime.now())
df = self.pro.stock_basic(
list_status='L',
fields='ts_code,symbol,name,area,industry,list_date')
df.to_csv(
const.ORIGIN_DATA_STOCK_BASIC,
header=True,
index=False,
columns=[
'ts_code', 'symbol', 'name', 'area', 'industry', 'list_date'
])
logger.info('文件：%s' % const.ORIGIN_DATA_STOCK_BASIC)
logger.info('结束时间：%s' % datetime.now())
logger.info('=====获得上市状态的股票列表开始 done!=====')
def request_token(code):
req_data = {
'grant_type': 'authorization_code',
'code': code,
'redirect_uri': REDIRECT_URI
}
resp = requests.post('https://www.reddit.com/api/v1/access_token',
data=req_data,
auth=(CLIENT_ID, CLIENT_SECRET),
headers={'User-Agent': USER_AGENT})
resp = resp.json()
token = resp.get('access_token')
refresh = resp.get('refresh_token')
if token is None or refresh is None:
logger.warning(f'COULD NOT GET TOKEN FOR CODE {code}: {resp}')
else:
logger.info(
f'requested token from server and got {token} (refresh token: {refresh})'
)
return (token, refresh)
def ths_hsgt(self):
headers = {
'Accept': 'text/html, */*; q=0.01',
'Accept-Language': 'zh-cn',
'Host': 'data.10jqka.com.cn',
'User-Agent':
'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_14) AppleWebKit/605.1.15 (KHTML, like Gecko) Version/12.0 Safari/605.1.15',
'Referer': 'http://data.10jqka.com.cn/hgt/sgtb/',
'Accept-Encoding': 'gzip, deflate',
'Connection': 'keep-alive',
'X-Requested-With': 'XMLHttpRequest',
# 'hexin-v': 'ApHQejnwqQQd9MUQ6094oau_pp8q_gTkr3CplHMmj-51NbvJu04VQD_CuVcA'
}
r = requests.get(
'http://data.10jqka.com.cn/hgt/sgtb/', headers=headers, timeout=3)
# logger.info(r.text)
html = etree.HTML(r.text)
trs = html.xpath('//*[@id="table1"]/table/tbody/tr')
for tr in trs:
logger.info(tr[0].text)
def only_once_stock_index_day(self, end_date=None):
"""
获得指数日线行情
"""
logger.info('=====获得指数日线行情=====')
logger.info('开始时间：%s' % datetime.now())
if end_date is None:
end_date = self.today_date
start_date = self.get_cal_start_date()
for index in const.CODE_INDEX_LIST:
df = self.pro.index_daily(
ts_code=index, start_date=start_date, end_date=end_date)
# logger.info(df)
filename = os.path.join(const.origin_data_index_day_path,
index + '.csv')
df.to_csv(
filename, header=True, index=False, columns=const.COLUMNS)
logger.info('文件：%s' % filename)
logger.info('结束时间：%s' % datetime.now())
logger.info('=====获得指数日线行情 done!=====')
def drop_duplicates(self, path):
"""
数据去重，依据文件中的 trade_date列
"""
for root, dirs, files in os.walk(path):
files.sort()
count = 1
for file in files:
if os.path.splitext(file)[1] == '.csv':
filename = os.path.join(path, file)
percent = round(1.00 * count / len(files) * 100, 2)
logger.info(
'进度 : %s [%d/%d]，file:%s' %
((str(percent) + '%', count, len(files), file)), )
stock_data = pd.read_csv(filename)
# 去重
stock_data.drop_duplicates('trade_date', inplace=True)
stock_data.to_csv(filename,
index=False,
columns=const.COLUMNS)
count = count + 1
