__author__ = 'Administrator'
import tushare as ts
import sys
import time
sys.path.append("C:\\quanttime\\src\\auto_hunter")
import getSinaquotation1 as getsina
data = getsina.getQuotation(["sz128014", "sz128014"])
cons = ts.get_apis()
df = ts.new_cbonds()
#df_head = df.head(5)
#print df_head
start = time.time()
real_price = ts.quotes('128016', conn=cons)
elapsed_per = (time.time() - start) / 10
print "ts.quotes comsume: %r" % (elapsed_per)
'''
([u'code', u'price', u'last_close', u'open', u'high', u'low', u'vol',
u'cur_vol', u'amount', u's_vol', u'b_vol', u'bid1', u'ask1',
u'bid_vol1', u'ask_vol1', u'bid2', u'ask2', u'bid_vol2', u'ask_vol2',
u'bid3', u'ask3', u'bid_vol3', u'ask_vol3', u'bid4', u'ask4',
u'bid_vol4', u'ask_vol4', u'bid5', u'ask5', u'bid_vol5', u'ask_vol5'],
dtype='object')
'''
real_price = real_price.loc[:, [
'code', 'price', 'bid1', 'bid_vol1', 'ask1', 'ask_vol1'
]]
data = getsina.getQuotation(["sz128016"])
data = data.loc[:, ['code', 'bid', 'b1', 'b1_v', 'a1', 'a1_v']]
shcodelist = []
for code in convertbondinfo["bcode"]:
if "12" in str(code)[0:2]: #12开头的是深市转债
szcodelist.append(str(code))
else:
shcodelist.append(str(code))
#print "shcodelist：%r"%(shcodelist)
#print "szcodelist：%r"%(szcodelist)
#根据自有接口标准化转债code
useMyszcodelist = ["sz" + x for x in szcodelist]
useMyshcodelist = ["sh" + x for x in shcodelist]
while (True):
#获取转债的实时数据，本接口采用的自有数据采集接口
bondrealtimeprice = getsina.getQuotation(useMyshcodelist)
#print bondrealtimeprice.head(1)
#基本配置信息与转债实时价格dataframe合并
bondinfo_realprice = pd.merge(convertbondinfo,
bondrealtimeprice,
left_on="bcode",
right_on="code")
#正股stock code
stock_code_series = convertbondinfo["scode"]
stock_realtime = ts.get_realtime_quotes(stock_code_series)
#print stock_realtime.head(1)
#bond -- stock merge data
bond2stock = pd.merge(bondinfo_realprice,
stock_realtime,
else:
shcodelist.append(str(code))
#print "shcodelist：%r"%(shcodelist)
#print "szcodelist：%r"%(szcodelist)
#根据自有接口标准化转债code
useMyszcodelist = ["sz"+x for x in szcodelist]
useMyshcodelist = ["sh"+x for x in shcodelist]
#正股stock code
stock_code_series = convertbondinfo["scode"]
#print "stock_code:%r"%(stock_code_series)
#获取转债的实时数据，本接口采用的自有数据采集接口
realtimedata = getsina.getQuotation(useMyshcodelist)
realtimedata=realtimedata.set_index("code")
#print "==============="
#print realtimedata
#print "realtimedata.index:%r"%(realtimedata.index)
convertbond = pd.merge(convertbondinfo,realtimedata,left_index = True,right_index = True)
#print "==============="
#print convertbond
#print "==============="
convertbond = convertbond.set_index("scode")
#获取正股的实时数据，主要采用tushare接口
stock_realtime = ts.get_realtime_quotes(stock_code_series)
stock_realtime=stock_realtime.set_index("code")
stock_realtime = stock_realtime[['name','price','bid','ask','volume','amount','time']]
#print "==============="