def calPEHistory(ID, startDate, endDate=None):
"""
计算某一指数的TTMPE
:param ID: 长格式的指数代码，如: 000010.SH
:param startDate:
:param endDate:
:return:
"""
if startDate is None:
startDate = datetime.strptime('19900101', '%Y%m%d').date()
assert len(ID) == 9, '指数代码错误， 正确格式：000010.SH'
# assert len(ID) == 6, '指数代码错误， 正确格式：000010'
ID = ID.upper()
if endDate is None:
endDate = dt.datetime.today().date()
session = Session()
for tradeDate in dateStrList(startDate, endDate):
sql = f'call calchengfenpe("{ID}", "{tradeDate}");'
print(sql)
# result = engine.execute(sql)
result = session.execute(sql)
session.commit()
# result = result.fetchall()
# print(result)
# session.execute(sql)
session.close()
def updateDailybasic():
"""更新每日指标
"""
sql = 'select max(trade_date) from daily_basic'
lastdate = engine.execute(sql).fetchone()[0]
lastdate += dt.timedelta(days=1)
startDate = lastdate.strftime('%Y%m%d')
endDate = dt.datetime.today().date() - dt.timedelta(days=1)
endDate = endDate.strftime('%Y%m%d')
dates = dateStrList(startDate, endDate)
for d in dates:
downDailyBasic(tradeDate=d)
def calAllPEHistory(startDate, endDate=None):
"""
计算全市场TTMPE
:param startDate:
:param endDate:
:return:
"""
# startDate = datetime.strptime('2010-01-01', '%Y-%m-%d').date()
endDate = dt.datetime.today().date()
session = Session()
for tradeDate in dateStrList(startDate, endDate):
sql = 'call calallpe("%(tradeDate)s");' % locals()
print(sql)
session.execute(sql)
session.commit()
session.close()
def scatter(startDate, endDate):
dateList = dateStrList(startDate, endDate)
for date in dateList:
print(date)
sql = ('select pe, lirunincrease from pelirunincrease '
f'where date="{date}";')
result = engine.execute(sql)
peList = []
incrateList = []
for pe, lirunincrease in result.fetchall():
if pe is not None and lirunincrease is not None:
peList.append(pe)
incrateList.append(lirunincrease)
if not peList:
continue
plt.scatter(incrateList, peList)
plt.axes().set_xlim((-200, 200))
plt.axes().set_ylim((-200, 200))
filename = './data/plot/%(date)s.png' % locals()
plt.savefig(filename)
plt.clf()
def downDaily(trade_date=None):
"""下载日K线数据
:param trade_date:
:return:
"""
pro = ts.pro_api()
dates = []
if trade_date is None:
sql = 'select max(trade_date) from daily'
startDate = engine.execute(sql).fetchone()[0]
assert isinstance(startDate, dt.date), 'startDate应为date类型'
startDate += dt.timedelta(days=1)
endDate = dt.datetime.now().date()
dates = dateStrList(startDate.strftime('%Y%m%d'),
endDate.strftime('%Y%m%d'))
else:
dates.append(trade_date)
for d in dates:
logging.debug(f'下载日线:{d}')
df = pro.daily(trade_date=d)
writeSQL(df, 'daily')