def get_minute_data(self, code, period='1', adjust="", expire=60 * 6):
"""
获取一支股票分钟级数据保存到本地
"""
UT.check_dir(CT.MINUTE_DIR + '/' + period)
file_path = CT.MINUTE_DIR + '/' + period + '/' + code
expired = UT.check_file_expired(file_path, expire)
if expired or not os.path.exists(file_path):
symbol = self._code_to_symbol(code)
start_date = CT.START
end_date = date_time.get_today_str()
adjust = 'qfq'
# d = ak.stock_zh_a_minute(symbol, period, adjust)
d = self.stock_zh_a_minute(symbol, period, adjust)
if d is None:
return d
d.to_csv(file_path, sep='\t')
if not os.path.exists(file_path):
return None
#d = pd.read_csv(file_path, sep='\t', index_col=1)
d = pd.read_csv(file_path,
sep='\t',
skiprows=0,
parse_dates=True,
header=0,
index_col=0)
return d
def get_daily_data(self, code, expire=60 * 6):
"""
获取一支股票所有历史数据保存到本地
"""
UT.check_dir(CT.DAILY_DIR)
file_path = CT.DAILY_DIR + code
expired = UT.check_file_expired(file_path, expire)
if expired or not os.path.exists(file_path):
symbol = self._code_to_symbol(code)
start_date = CT.START
end_date = date_time.get_today_str()
adjust = 'qfq'
if is_index(code):
d = ak.stock_zh_index_daily(symbol)
else:
d = ak.stock_zh_a_daily(symbol, start_date, end_date, adjust)
if d is None:
return d
d.to_csv(file_path, sep='\t')
if not os.path.exists(file_path):
return None
#d = pd.read_csv(file_path, sep='\t', index_col=0)
d = pd.read_csv(file_path,
sep='\t',
skiprows=0,
parse_dates=True,
header=0,
index_col=0)
return d
def main(argv):
#get_all_tick_data('000001')
try:
opts, args = getopt.getopt(argv[1:], "dhe:m:i:t:s:a:")
except getopt.GetoptError as err:
print(err)
return -1
log_level = logging.INFO
mode = ''
index = 0
thread = 1
symbol = '000000'
date = date_time.get_today_str()
for ok, ov in opts:
if ok in ('-d', '--debug'):
log_level = logging.DEBUG
if ok in ('-e', '--expire'):
global g_expire
g_expire = int(ov)
if ok in ('-m', '--mode'):
mode = ov
if ok in ('-i', '--index'):
index = int(ov)
if ok in ('-t', '--thread'):
thread = int(ov)
if ok in ('-s', '--symbol'):
symbol = ov
if ok in ('-a', '--date'):
date = ov
if ok in ('-h', '--help'):
help()
return
logging.basicConfig(
level=log_level,
format=
'%(levelname)s: %(asctime)s [%(pathname)s:%(lineno)d] %(message)s',
datefmt='%Y-%M-%d %H:%M:%S',
filename=CT.LOG_DIR + 'tick.log',
filemode='a')
log_str = 'running model[%s] index[%d] thread[%d] symbol[%s] date[%s]' % (
mode, index, thread, symbol, date)
print(log_str)
logging.info(log_str)
if mode == 'symbol':
get_tick_data_symbol(symbol, index, thread)
elif mode == 'date':
get_tick_data_date(date, index, thread)
elif mode == 'allsince':
get_tick_data_since(date, index, thread)
elif mode == 'since':
get_symbol_tick_data_since(symbol, date)
elif mode == 'tick':
q = Quotation()
q.get_tick_data(symbol, date)
else:
print(('args err mode[%s]' % (mode)))
logging.error('args err mode[%s]' % (mode))
return
def get_sina_dd(self, code, date='', vol=400):
"""
大单交易数据
"""
if date == '':
date = date_time.get_today_str()
d = ts.get_sina_dd(code, date=date, vol=vol)
return d
def get_h_data(self, symbol, expire=60):
"""
获取一支股票所有历史数据保存到本地
"""
if not os.path.exists(CT.HIS_DIR):
os.makedirs(CT.HIS_DIR)
file_path = CT.HIS_DIR + symbol
expired = date_time.check_file_expired(file_path, expire)
if expired:
today = date_time.get_today_str()
d = ts.get_h_data(symbol,
autype=None,
start=CT.START,
end=today,
drop_factor=False)
d.to_csv(CT.HIS_DIR + symbol)
return d
else:
d = pd.read_csv(file_path)
return d
def get_h_data(self, symbol, expire=60*6):
"""
获取一支股票所有历史数据保存到本地
"""
if not os.path.exists(CT.HIS_DIR):
os.makedirs(CT.HIS_DIR)
file_path = CT.HIS_DIR + symbol
expired = date_time.check_file_expired(file_path, expire)
if expired or not os.path.exists(file_path):
today = date_time.get_today_str()
d = ts.get_h_data(symbol, autype=None, start=CT.START, end=today, drop_factor=False)
#index = []
#for i in list(d.index):
# index.append(date_time.date_to_str(i))
#d = d.reindex(index, method='ffill')
if d is None:
return d
d.to_csv(CT.HIS_DIR + symbol, sep='\t')
#return d
if not os.path.exists(file_path):
return None
d = pd.read_csv(file_path, sep='\t', index_col=0)
return d
'''.encode('utf-8'))
def main(argv):
#get_all_tick_data('000001')
try:
opts, args = getopt.getopt(argv[1:], "dhe:m:i:t:s:a:")
except getopt.GetoptError, err:
print err
return -1
log_level = logging.INFO
mode = ''
index = 0
thread = 1
symbol = '000000'
date = date_time.get_today_str()
for ok, ov in opts:
if ok in ('-d', '--debug'):
log_level = logging.DEBUG
if ok in ('-e', '--expire'):
global g_expire
g_expire = int(ov)
if ok in ('-m', '--mode'):
mode = ov
if ok in ('-i', '--index'):
index = int(ov)
if ok in ('-t', '--thread'):
thread = int(ov)
if ok in ('-s', '--symbol'):
symbol = ov
if ok in ('-a', '--date'):