def a_stock_attr() -> pd.DataFrame:
"""
code and attributes table for China's stock A market
Returns
-------
stock_a : pd.DataFrame
["code", "name", 'listing_date', 'market']
"""
stock_sh = ak.stock_info_sh_name_code(indicator="主板A股")
stock_sh = stock_sh[["SECURITY_CODE_A", "SECURITY_ABBR_A", "LISTING_DATE"]]
stock_sh.columns = ["stock_code", "name", 'listing_date']
stock_sh['market'] = '上证'
stock_sz = ak.stock_info_sz_name_code(indicator="A股列表")
stock_sz["A股代码"] = stock_sz["A股代码"].astype(str).str.zfill(6)
stock_sz = stock_sz[["A股代码", "A股简称", "A股上市日期", "板块"]]
stock_sz.columns = ["stock_code", "name", 'listing_date', 'market']
stock_kcb = ak.stock_info_sh_name_code(
'科创板')[['SECURITY_CODE_A', 'SECURITY_ABBR_A', "LISTING_DATE"]]
stock_kcb.columns = ["stock_code", "name", 'listing_date']
stock_kcb['market'] = '科创版'
stock_a = pd.concat([stock_sh, stock_sz, stock_kcb], axis=0)
return stock_a
def update_codes(self):
"""获取股票代码到本地"""
#文件中
_path = Util.path_add_file(self.dir_config, "stocks.txt")
try:
time_start = time.time()
#上证
sh_df = ak.stock_info_sh_name_code(indicator="主板A股")
raw_codes = sh_df["SECURITY_CODE_A"].values
raw_formater = map(lambda x: "sh" + x, raw_codes)
self.symbols.extend(raw_formater)
#深证
sz_df = ak.stock_info_sz_name_code(indicator="A股列表")
raw_codes = sz_df["公司代码"].values
raw_formater = map(lambda x: "sz" + x, raw_codes)
self.symbols.extend(raw_formater)
#写
with open(_path, "w", encoding="utf8") as fw:
for symbol in self.symbols:
fw.write(symbol)
fw.write("\n")
time_end = time.time()
log.info("A股代码列表跟新完毕\n 路径:{}\n 时间(s):{} ".format(
_path, time_end - time_start))
except Exception as e:
log.error("A股代码列表跟新错误:{}".format(e))
def get_stock_info_sh_name_code(self, indicator):
'''
:param indicator:
indicator="主板A股"; choice of {"主板A股", "主板B股", "科创板"}
:return:
'''
stock_info_sh_df = ak.stock_info_sh_name_code(indicator="主板A股")
return stock_info_sh_df
def stock_info_all():
stock_info_sh_df = ak.stock_info_sh_name_code(indicator="主板A股")
df = stock_info_sh_df[['company_abbr', 'stockCode', 'list_date']]
stock_info_sz_df = ak.stock_info_sz_name_code(indicator="A股列表")[[
'A股简称', 'A股代码', 'A股上市日期'
]]
stock_info_sz_df.columns = ['companyAbbr', 'stockCode', 'listDate']
df = df.append(stock_info_sz_df)
return jsonify_dataframe(df)
def stock_info_sh_name_code(cls, indicator="主板A股"):
"""获取上证证券交易所股票代码和简称数据;不包含退市代码
:param indicator: indicator="主板A股"; choice of {"主板A股", "主板B股", "科创板"}
"""
df = ak.stock_info_sh_name_code(indicator)
df = df[["COMPANY_CODE", "LISTING_DATE", "CHANGE_DATE"]]
df.columns = ["code", "LISTING_DATE", "CHANGE_DATE"]
# print(df.columns)
# print(df.head(10))
return df
def _listing_date():
"""上市日期"""
sh_df = ak.stock_info_sh_name_code(indicator="主板A股")
sh = {
code: pd.to_datetime(dt, errors='coerce')
for code, dt in zip(sh_df['SECURITY_CODE_A'], sh_df['LISTING_DATE'])
}
sz_df = ak.stock_info_sz_name_code(indicator="A股列表")
sz = {
code: pd.to_datetime(dt, errors='coerce')
for code, dt in zip(sz_df['A股代码'], sz_df['A股上市日期'])
}
return merge(sh, sz)
@basic.route('/stock_stop', methods=['GET'])
def stock_stop():
stock_info_sz_delist_df = ak.stock_info_sz_delist(indicator="终止上市公司")
stock_info_sz_delist_df["status"] = "终止上市"
stock_info_sz_delist_df_1 = ak.stock_info_sz_delist(indicator="暂停上市公司")
stock_info_sz_delist_df_1["status"] = "暂停上市"
df = stock_info_sz_delist_df.append(stock_info_sz_delist_df_1)
stock_info_sh_delist_df = ak.stock_info_sh_delist(indicator="终止上市公司")
stock_info_sh_delist_df = stock_info_sh_delist_df[[
"SECURITY_CODE_A", "SECURITY_ABBR_A", "changeDate"
]]
stock_info_sh_delist_df["status"] = "终止上市"
stock_info_sh_delist_df1 = ak.stock_info_sh_delist(indicator="暂停上市公司")
stock_info_sh_delist_df1 = stock_info_sh_delist_df1[[
"SECURITY_CODE_A", "SECURITY_ABBR_A", "QIANYI_DATE"
]]
df = df.append(stock_info_sh_delist_df1)
df.columns = ['stockCode', 'companyAbbr', "changeDate", 'status']
return jsonify_dataframe(df)
if __name__ == '__main__':
stock_info_sh_df = ak.stock_info_sh_name_code(indicator="主板A股")
pprint.pprint(stock_info_sh_df)
def update(config=None):
import akshare as ak
import pandas as pd
import traceback
import time
today = dt.date.today()
today_weekday = today.isoweekday()
if today_weekday in [6, 7]:
print(f'{today} has no update!')
return
config = config or load_json_settings('mongodb_settings.json')
if not config:
raise Exception('请先配置mongodb')
print(f'connect to {config["host"]}:{config["port"]}')
client = connect(alias='CNStock', db='CNStock', host=config['host'], port=config['port'], username=config['user'],
password=config['password'], authentication_source='admin')
client.get_database('admin').authenticate(name=config['user'], password=config['password'])
db = client.get_database('CNStock')
col_ohlcv = db.get_collection('stock_ohlcv')
col_hfq = db.get_collection('stock_hfq_factor')
col_qfq = db.get_collection('stock_qfq_factor')
col_ohlcv.create_index([("code", 1)])
col_hfq.create_index([("code", 1)])
col_qfq.create_index([("code", 1)])
col_ohlcv.create_index([("code", 1), ("datetime", 1)], unique=True)
col_hfq.create_index([("code", 1), ("datetime", 1)], unique=True)
col_qfq.create_index([("code", 1), ("datetime", 1)], unique=True)
print(f'update code info!')
big_df = pd.DataFrame()
stock_sh = ak.stock_info_sh_name_code(indicator="主板A股")
stock_sh = stock_sh[["SECURITY_CODE_A", "SECURITY_ABBR_A"]]
stock_sh.columns = ["code", "name"]
stock_sh["code"] = 'sh' + stock_sh["code"]
stock_sh["market"] = 'sh'
stock_sz = ak.stock_info_sz_name_code(indicator="A股列表")
stock_sz["A股代码"] = stock_sz["A股代码"].astype(str).str.zfill(6)
stock_sz = stock_sz[["A股代码", "A股简称"]]
stock_sz.columns = ["code", "name"]
stock_sz["code"] = 'sz' + stock_sz["code"]
stock_sz["market"] = 'sz'
stock_kcb = ak.stock_info_sh_name_code(indicator="科创板")
stock_kcb = stock_kcb[["SECURITY_CODE_A", "SECURITY_ABBR_A"]]
stock_kcb.columns = ["code", "name"]
stock_kcb["code"] = 'sh' + stock_kcb["code"]
stock_kcb["market"] = 'kcb'
big_df = big_df.append(stock_sh, ignore_index=True)
big_df = big_df.append(stock_sz, ignore_index = True)
big_df = big_df.append(stock_kcb, ignore_index=True)
CNStock_Info_Code_Name.drop_collection()
for _, data in big_df.iterrows():
qs = CNStock_Info_Code_Name(code=data['code'], name=data['name'], market=data['market'])
qs.save()
all_info = CNStock_Info_Code_Name.objects()
print('start update stock data')
for info in all_info:
try:
ohlcv_list = []
hfq_list = []
qfq_list = []
last_day = (col_ohlcv.find_one({'code': info.code}, sort=[('datetime', -1)]) or {}).get('datetime', dt.datetime(1970, 1, 1)) + dt.timedelta(days=1)
if last_day.date() >= today:
continue
daily_func_name = {'sh': 'stock_zh_a_daily', 'sz': 'stock_zh_a_daily', 'kcb':'stock_zh_kcb_daily'}.get(info.market)
if not daily_func_name:
raise Exception("unknown market flag")
get_daily = getattr(ak, daily_func_name)
data = get_daily(info.code)
for d, v in data[last_day:].iterrows():
ohlcv_list.append({'datetime': d.to_pydatetime(), 'code': info.code, **v.to_dict()})
if ohlcv_list:
col_ohlcv.insert_many(ohlcv_list, ordered=False)
hfq_factor = get_daily(info.code, adjust='hfq-factor')
for d, r in hfq_factor.iterrows():
hfq_list.append({'datetime': d.to_pydatetime(), 'code': info.code, 'factor': float(r.hfq_factor)})
col_hfq.delete_many({'code': info.code})
col_hfq.insert_many(hfq_list)
qfq_factor = get_daily(info.code, adjust='qfq-factor')
for d, r in qfq_factor.iterrows():
qfq_list.append({'datetime': d.to_pydatetime(), 'code': info.code, 'factor': float(r.qfq_factor)})
col_qfq.delete_many({'code': info.code})
col_qfq.insert_many(qfq_list)
time.sleep(1)
# except KeyError:
# continue
except Exception:
print(f'update {info.code} failed with error:\n {traceback.format_exc()})')
import akshare as ak
# stock_info_sz_df = ak.stock_info_sz_name_code(indicator="A股列表")
stock_info_sh_df = ak.stock_info_sh_name_code(indicator="A股列表")
# print(stock_info_sz_df)
# stock_info_sz_df.to_csv('../aszshare.csv',index = False)
stock_info_sh_df.to_csv('../ashshare.csv', index=False)