def simplePlot(code):
# data_info = find_data(TSDB_CONN['stock_basic'], whereParam={'ts_code': code}, selParam={'_id':False})
data_info = pd.read_sql("select * from stock_basic where ts_code='%s'" % code, get_conn())
if len(data_info)<1:
logger.info("没有该stock信息")
return
logger.info(data_info['fullname'][0])
print(type(data_info['fullname'][0]))
sql = "SELECT * FROM tsquant.daily where ts_code='%s' order by trade_date;"
df = pd.read_sql(sql % code, get_conn())
df['close'] = pd.to_numeric(df['close'])
df['trade_date'] = pd.to_datetime(df['trade_date'])
df.set_index(df['trade_date'], inplace=True)
df.drop('trade_date', axis=1, inplace=True)
plt.plot(df['close'], label='收盘价')
# plt.plot(df['hfq_close'], label='后复权收盘价')
plt.legend()
plt.title(data_info['fullname'][0])
plt.xlabel('日期')
plt.ylabel('收盘价')
plt.rcParams['font.sans-serif']=['SimHei']
plt.show()
def init_base_schedule(start=start1, end=end1):
datas = find_data(TSDB_CONN['job_basic'],
whereParam={
'start': start,
'end': end
})
if len(datas) > 0:
logger.info("已设置初始任务")
return
datas = find_data(TSDB_CONN['stock_basic'],
selParam={
'_id': False,
'ts_code': True
})
update_requests = []
for data in datas:
doc = {
'ts_code': data['ts_code'],
'start': start,
'end': end,
'daily': False,
'adj_factor': False,
'suspend': False,
'daily_basic': False,
'cal_hfq': False,
'index': False
}
index = {'ts_code': data['ts_code']}
update_requests.append(UpdateOne(index, {'$set': doc}, upsert=True))
save_data_update_one(None,
TSDB_CONN['job_basic'],
update_requests=update_requests,
memo='设置基础任务')
def __get_fina_indicator(query_name, code, start, end):
start_date = datetime.strptime(start, '%Y%m%d')
end_date = datetime.strptime(end, '%Y%m%d')
date_list = []
memo = "%s子线程执行%s[%s-%s]任务[%d/%d]" + query_name.value
while start_date < end_date:
temp_date = start_date+timedelta(days=360*10)
temp_date = end_date if temp_date > end_date else temp_date
start_str = start_date.strftime('%Y%m%d')
end_str = temp_date.strftime('%Y%m%d')
date_list.append({'start':start_str, 'end': end_str})
start_date = temp_date
all_l = 0
i = 0
l = len(date_list)
for date in date_list:
i += 1
memo = "%s子线程执行%s[%s-%s]任务[%d/%d]%s"\
%(threading.current_thread().name,code,date['start'], date['end'], i, l, query_name.value)
logger.info(memo)
data = pro.query(query_name.value, ts_code=code, start_date=date['start'], end_date=date['end'])
res = insert_many('fina_indicator', data, memo=memo)
memo = "更新执行任务" + query_name.value + "[%s][%s-%s]状态" % (code, date['start'],date['end'])
all_l += res if res is not None else 0
if all_l>0:
u_sql = "update job_finance_basic set `%s`=1 where `ts_code`='%s' and `start`='%s' and `end`='%s'"
mysql_execute(u_sql % ('fina_indicator', code, start, end), memo=memo)
def __daily_crawler_job(query_name, code_ls, fields= None):
i = 0
l = len(code_ls)
for code in code_ls:
i += 1
logger.info('%s抓取%s%s [%d/%d]' % (threading.current_thread().name,query_name,code,i,l))
ts_code = code[0]
start = code[1]
end = code[2]
data = None
update_field = ''
if query_name == 'daily':
update_field = "daily"
data = pro.query(query_name,ts_code=ts_code, start_date=start, end_date=end)
elif query_name == 'adj_factor':
update_field = "adj_factor"
data = pro.query(query_name, ts_code=ts_code)
elif query_name == 'suspend':
update_field = "suspend"
data = pro.query(query_name, ts_code=ts_code,
fields="ts_code,suspend_date,resume_date,ann_date,suspend_reason,reason_type")
elif query_name == 'daily_basic':
update_field = "daily_basic"
data = pro.query(query_name, ts_code=ts_code, start_date=start, end_date=end)
else :
logger.info("不在列表之内")
return
memo = "执行任务%s[%s]" % (query_name, code)
result = insert_many(query_name, data, memo=memo)
memo = "更新执行任务" + query_name + "[%s]状态" % code
if result is not None and result > 0:
u_sql = "update job_basic set `%s`=1 where `ts_code`='%s' and `start`='%s' and `end`='%s'"
mysql_execute(u_sql % (update_field, ts_code, start, end) , memo=memo)
def __daily_crawler_job(query_name, code_ls, fields=None):
i = 0
l = len(code_ls)
for code in code_ls:
i += 1
logger.info('%s抓取%s%s [%d/%d]' %
(threading.current_thread().name, query_name, code, i, l))
ts_code = code[0]
start = code[1]
end = code[2]
data = None
update_field = ''
if query_name == 'index_daily':
update_field = "index_daily"
data = pro.index_daily(ts_code=ts_code,
start_date=start,
end_date=end)
elif query_name == 'index_weigth':
update_field = "index_weigth"
data = pro.index_weight(index_code=ts_code,
start_date=start,
end_date=end)
else:
logger.info("不在列表之内")
return
memo = "执行任务" + query_name
result = insert_many(query_name, data, memo=memo)
memo = "更新执行任务" + query_name + "[%s]状态" % code
if result is not None and result > 0:
u_sql = "update job_basic_index set `%s`=1 where `index_code`='%s' and `start`='%s' and `end`='%s'"
mysql_execute(u_sql % (update_field, ts_code, start, end),
memo=memo)
def save_data_update_one(data,
collection,
update_requests=[],
indexs=None,
extra_fields=None,
memo=''):
"""
:param data: 抓取的数据
:param collection: 要保存的数据集
:param indexs: updateOne 的键值
:param extra_field: 额外的字段
:param memo: 日志说明字段
:return:
"""
update_result = None
if data is not None:
update_requests = __daily_obj_2_doc(data,
indexs=indexs,
extra_fields=None)
if len(update_requests) > 0:
update_requests = update_requests
if len(update_requests) > 0:
update_result = collection.bulk_write(update_requests, ordered=False)
logger.info('保存%s数据共%d条 匹配%d条 插入%d条, 更新%d条 额外字段:%s ' %
(memo, len(update_requests), update_result.matched_count,
update_result.upserted_count,
update_result.modified_count, extra_fields))
else:
logger.info('无数据更新%d' % len(update_requests))
return update_result, len(update_requests)
def __daily_crawler_job(query_name, code_ls, fields=None):
i = 0
l = len(code_ls)
for code in code_ls:
i += 1
logger.info('%s抓取%s%s [%d/%d]' %
(threading.current_thread().name, query_name, code, i, l))
ts_code = code['ts_code']
start = code['start']
end = code['end']
data = None
update_field = ''
if query_name == 'daily':
update_field = "daily"
index = ['ts_code', 'trade_date']
data = pro.query(query_name,
ts_code=ts_code,
start_date=start,
end_date=end)
elif query_name == 'adj_factor':
update_field = "adj_factor"
data = pro.query(query_name, ts_code=ts_code)
index = ['ts_code', 'trade_date']
elif query_name == 'suspend':
update_field = "suspend"
data = pro.query(
query_name,
ts_code=ts_code,
fields=
"ts_code,suspend_date,resume_date,ann_date,suspend_reason,reason_type"
)
index = ['ts_code']
elif query_name == 'daily_basic':
update_field = "daily_basic"
data = pro.query(query_name,
ts_code=ts_code,
start_date=start,
end_date=end)
index = ['ts_code', 'trade_date']
memo = "执行任务" + query_name
where_param = {'ts_code': ts_code, 'start': start, 'end': end}
update_doc = {update_field: True}
result, rlen = save_data_update_one(data,
TSDB_CONN[query_name],
indexs=index,
memo=memo)
memo = "更新执行任务" + query_name + "[%s]状态" % code
flag = result is not None and (result.matched_count > 0
or result.upserted_count > 0
or result.modified_count > 0)
flag = flag or rlen == 0
if flag:
update_date(TSDB_CONN['job_basic'],
where_param=where_param,
update_doc=update_doc,
memo=memo)
def init_base_schedule(start=start1, end=end1):
data = mysql_execute("select * from job_basic where `start`='%s' and `end`='%s'" % (start, end))
if data > 0:
logger.info("已设置初始任务")
return
data_s = mysql_search("select ts_code from stock_basic order by ts_code")
update_requests = []
for data in data_s:
doc = {'ts_code': data[0], 'start': start, 'end': end,
'daily': '0', 'adj_factor': '0', 'suspend': '0',
'daily_basic': '0', 'cal_hfq': '0', 'index': '0'}
update_requests.append(doc)
df = pd.DataFrame(update_requests)
insert_many('job_basic', df, memo='设置基础任务')
def init_finance_job_base(start=start1, end=end1):
data = mysql_execute("select * from job_finance_basic where `start`='%s' and `end`='%s'" % (start, end))
if data > 0:
logger.info("已经设置财务任务[%s-%s]%d" % (start, end, data))
return
data_s = mysql_search("select ts_code from stock_basic order by ts_code")
update_requests = []
for data in data_s:
doc = {'ts_code': data[0], 'start': start, 'end': end,
'income': '0', 'balancesheet': '0', 'cashflow': '0',
'forecast': '0', 'express': '0', 'fina_indicator': '0',
"fina_audit": '0', "fina_mainbz": '0'}
update_requests.append(doc)
df = pd.DataFrame(update_requests)
insert_many('job_finance_basic', df, memo='设置财务数据基础任务')
def init_base_schedule(start=start1, end=end1):
data = mysql_execute(
"select * from job_basic_index where `start`='%s' and `end`='%s'" %
(start, end))
if data > 0:
logger.info("已设置初始任务")
return
datas = mysql_search("select ts_code from index_basic order by ts_code")
update_requests = []
for data in datas:
doc = {
'index_code': data[0],
'start': start,
'end': end,
'index_daily': '0',
'index_weigth': '0'
}
update_requests.append(doc)
df = pd.DataFrame(update_requests)
insert_many('job_basic_index', df, memo='设置指数基础任务')
def __finance_crawler_job(query_name, code_ls):
i = 0
l = len(code_ls)
for code in code_ls:
i += 1
logger.info('%s抓取%s%s [%d/%d]' % (threading.current_thread().name, query_name.value, code, i, l))
ts_code = code[0]
start = code[1]
end = code[2]
data = None
update_field = query_name.value
if query_name == QueryName.income:
data = pro.query(query_name.value, ts_code=ts_code, start_date=start, end_date=end)
elif query_name == QueryName.balance_sheet:
data = pro.query(query_name.value, ts_code=ts_code, start_date=start, end_date=end)
elif query_name == QueryName.cash_flow:
data = pro.query(query_name.value, ts_code=ts_code, start_date=start, end_date=end)
elif query_name == QueryName.forecast:
data = pro.query(query_name.value, ts_code=ts_code, start_date=start, end_date=end)
elif query_name == QueryName.express:
data = pro.query(query_name.value, ts_code=ts_code, start_date=start, end_date=end)
elif query_name == QueryName.fina_indicator:
__get_fina_indicator(query_name, ts_code, start, end)
continue
elif query_name == QueryName.fina_audit:
data = pro.fina_audit(ts_code=ts_code, start_date=start, end_date=end)
elif query_name == QueryName.fina_main_bz:
pro.fina_mainbz(ts_code=ts_code, start_date=start, end_date=end)
else:
logger.info("不在业务范围内")
return
memo = "执行任务" + query_name.value
res = insert_many(query_name.value, data, memo=memo)
memo = "更新执行任务" + query_name.value + "[%s]状态" % code
if res is not None and res > 0:
u_sql = "update job_finance_basic set `%s`=1 where `ts_code`='%s' and `start`='%s' and `end`='%s'"
mysql_execute(u_sql % (update_field, ts_code, start, end), memo=memo)
now_str = now_date.strftime('%Y%m%d')
pre_str = pre_date.strftime('%Y%m%d')
init_base_schedule(start=pre_str, end=now_str)
daily_crawler_job(
'daily',
is_thread=True,
)
daily_crawler_job('adj_factor', is_thread=True)
daily_crawler_job('suspend', is_thread=True)
daily_crawler_job('daily_basic', is_thread=True)
cal_hfq_close(is_thread=True, thread_n=2)
def week_baic_crawle():
stock_basic_crawler()
trade_cal_crawler()
if __name__ == '__main__':
schedule.every().day.at("15:30").do(stock_daily_crawler)
schedule.every().day.at("20:30").do(stock_daily_crawler)
schedule.every(30).minutes.do(cal_hfq_close)
schedule.every().friday.at("11:30").do(week_baic_crawle)
logger.info("启动stock_schedule_daily.")
while True:
schedule.run_pending()
time.sleep(10)
def __cal_hfq_close(code_ls, fq_type='hfq'):
i = 0
job_len = len(code_ls)
update_field = ''
memo = ''
if fq_type == 'hfq':
update_field = 'hfq'
memo = '后复权'
elif fq_type == 'qfq':
update_field = 'qfq'
memo = '前复权'
return
else:
return
for code in code_ls:
i += 1
ts_code = code['ts_code']
start = code['start']
end = code['end']
thread_name = threading.current_thread().name
logger.info('%s计算%s %s[%s-%s]后复权数据 [%d/%d]\r' %
(thread_name, memo, ts_code, start, end, i, job_len))
close_data = find_data(TSDB_CONN['daily'],
whereParam={
'ts_code': ts_code,
'trade_date': {
'$gte': start,
'$lte': end
}
},
selParam={
'ts_code': True,
'trade_date': True,
'close': True,
'high': True,
'open': True,
'low': True,
'_id': False
})
factor_data = find_data(TSDB_CONN['adj_factor'],
whereParam={
'ts_code': ts_code,
'trade_date': {
'$gte': start,
'$lte': end
}
},
selParam={
'ts_code': True,
'trade_date': True,
'adj_factor': True,
'_id': False
})
if len(close_data) < 1:
logger.info('不计算复权数据，没有日线数据')
continue
pd_close = pd.DataFrame(close_data)
pd_close.set_index('trade_date', inplace=True)
pd_factor = pd.DataFrame(factor_data)
pd_factor.set_index('trade_date', inplace=True)
if pd_factor.shape[0] != pd_close.shape[0]:
logger.info('不计算复权数据，日线和复权因子没有同步')
continue
fq_data = pd.concat([pd_close, pd_factor], axis=1)
fq_data['adj_factor'] = pd.to_numeric(fq_data['adj_factor'])
fq_data['close'] = pd.to_numeric(fq_data['close'])
fq_data['high'] = pd.to_numeric(fq_data['high'])
fq_data['low'] = pd.to_numeric(fq_data['low'])
fq_data['open'] = pd.to_numeric(fq_data['open'])
if fq_type == 'hfq':
fq_data[update_field +
"close"] = fq_data['close'] * fq_data['adj_factor']
fq_data[update_field +
"high"] = fq_data['high'] * fq_data['adj_factor']
fq_data[update_field +
"low"] = fq_data['low'] * fq_data['adj_factor']
fq_data[update_field +
"open"] = fq_data['open'] * fq_data['adj_factor']
elif fq_type == 'qfq':
pass
else:
pass
update_requests = []
doc = {}
my_index = {}
for index, row in fq_data.iterrows():
my_index['ts_code'] = ts_code
my_index['trade_date'] = str(index)
doc[update_field + '_close'] = row[update_field + 'close']
doc[update_field + '_high'] = row[update_field + 'high']
doc[update_field + '_low'] = row[update_field + 'low']
doc[update_field + '_open'] = row[update_field + 'open']
doc['adj_factor'] = row['adj_factor']
update_requests.append(
UpdateOne(my_index, {'$set': doc}, upsert=False))
doc = {}
my_index = {}
result, l = save_data_update_one(None,
TSDB_CONN['daily'],
update_requests,
memo='daily更新%s数据' % memo)
flag = result is not None and (result.matched_count > 0
or result.upserted_count > 0
or result.modified_count > 0)
where_param = {'ts_code': ts_code, 'start': start, 'end': end}
update_doc = {'cal_hfq': True}
if flag:
update_date(TSDB_CONN['job_basic'],
where_param=where_param,
update_doc=update_doc,
memo='更新复权任务状态')
def update_date(collection, where_param={}, update_doc={}, memo=''):
result = collection.update(where_param, {"$set": update_doc})
logger.info(memo)
