def OnMktBondd( self, event ):
tradetime = timecheck.getweekday(todaydate,'1600')
cursor.execute("""SELECT distinct(tradeDate) FROM mkt_mktbondd group by tradeDate order by tradeDate desc
""")
tradetimesql = cursor.fetchone()
if tradetime != tradetimesql[0]:
inputtradetime = timecheck.chgtimefor(tradetime)
mkt.mktbondd(inputtradetime)
'''app = wx.App()
frame = dialogover.MyDialogover(parent=None)
frame.Show()
app.MainLoop()'''
cursor.execute("""select ticker,secShortName,preClosePrice,openPrice,highestPrice,lowestPrice,
closePrice,turnoverVol,turnoverValue,dealAmount,accrInterest,YTM,tradeDate
from mkt_mktbondd where tradeDate = %s
order by ticker asc
limit 50
""",(tradetime))
datacode = cursor.fetchall()
data1 = [[] for i in range(50)]
k=0
for datalist in datacode:
for j in range(0,13):
data1[k].append(datalist[j])
k=k+1
colLabels1 =[u"债券交易代码",u"债券简称",u"昨日收盘价",u"今日开盘价",u"最高价",u"最低价",u"今日收盘价",
u"成交量",u"成交金额",u"成交笔数",u"应计利息",u"到期收益率",u"交易日期"]
colnum = len(data1[0])
dataSortBigger1 = [[]for i in range(colnum)]
dataSortSmaller1 = [[]for i in range(colnum)]
#print dataSortBigger1[0]
self.allsort(colnum,dataSortBigger1,dataSortSmaller1,data1,colLabels1)
def OnBShare( self, event ): tradetime = timecheck.getweekday(todaydate,'1530') tradetime = checktddata.check_mktequd(tradetime) cursor.execute( """SELECT mkt_mktequd.ticker,secShortName,openPrice,highestPrice,lowestPrice,preClosePrice,closePrice,turnoverVol,turnoverValue,dealAmount, turnoverRate,negMarketValue,marketValue,PE,PE1,PB,tradeDate FROM mkt_mktequd,type_bshare WHERE tradeDate = %s AND mkt_mktequd.ticker = type_bshare.tickerint order by ticker asc """,(tradetime)) datacode = cursor.fetchall() count = cursor.rowcount data1 = [[] for i in range(count)] k=0 for datalist in datacode: for j in range(0,17): data1[k].append(datalist[j]) k=k+1 colLabels1 =[u"股票代码",u"股票名称",u"今日开盘价",u"最高价",u"最低价",u"昨日收盘价",u"今日收盘价",u"成交量",u"成交金额",u"成交笔数", u"日换手率",u"流通市值",u"总市值",u"滚动市盈率",u"市盈率",u"市净率",u"交易日期",u"所属行业",u"概念板块"] #colLabels1 = colLabels colnum = len(data1[0]) dataSortBigger1 = [[]for i in range(colnum)] dataSortSmaller1 = [[]for i in range(colnum)] #print dataSortBigger1[0] self.allsort(colnum,dataSortBigger1,dataSortSmaller1,data1,colLabels1)
def typeinfo(countind,caltb_name,datatb_name,type_name):
#countind = 49
type_info = [[] for i in range(countind)]
for i in range(0,countind):
if type_name == 'industry':
type_info[i].extend(gettypei(typedata.industry[i],datatb_name))
elif type_name == 'area':
type_info[i].extend(gettypei(typedata.area[i],datatb_name))
elif type_name == 'concept':
type_info[i].extend(gettypei(typedata.concept[i],datatb_name))
#print type_info
#print type(type_info[0][0])
#print type_info[0][0]
typeindustryinfo = []
avg_ch_pt = []
avg_weight_ch_pt = []
turnoverVol_all = []
max_chpt_name = []
count_chpt_per = []
avg_market_per = []
avg_turnoverRate = []
avg_pe = []
for i in range(0,countind):
typeindustryinfo.append(type_info[i][0])
avg_ch_pt.append(type_info[i][1])
avg_weight_ch_pt.append(type_info[i][2])
turnoverVol_all.append(type_info[i][3])
max_chpt_name.append(type_info[i][4])
count_chpt_per.append(type_info[i][5])
avg_market_per.append(type_info[i][6])
avg_turnoverRate.append(type_info[i][7])
avg_pe.append(type_info[i][8])
#print typeindustryinfo
type_infodata = {'typeinfo':typeindustryinfo,
'avg_ch_pt':avg_ch_pt,'avg_weight_ch_pt':avg_weight_ch_pt,'turnoverVol_all':turnoverVol_all,
'max_chpt_name':max_chpt_name,'count_chpt_per':count_chpt_per,
'avg_market_per':avg_market_per,'avg_turnoverRate':avg_turnoverRate,'avg_pe':avg_pe
}
frame = pd.DataFrame(type_infodata,columns=['typeinfo',
'avg_ch_pt','avg_weight_ch_pt','turnoverVol_all',
'max_chpt_name','count_chpt_per',
'avg_market_per','avg_turnoverRate','avg_pe'])
tradetime = timecheck.getweekday(todaydate,'1530')
frame.insert(8,'tradetime',tradetime)
#print frame
frame.to_sql('%s' % (caltb_name),engine,if_exists='append')
#print typeindustryinfo,avg_pe
return type_info
#typeinfo(46,'cal_industryinfo','sec_typeindustry','industry')
#typeinfo(32,'cal_areainfo','sec_typearea','area')
#typeinfo(156,'cal_conceptinfo','sec_typeconcept','concept')
def OnMktFutd( self, event ):
tradetime = timecheck.getweekday(todaydate,'1800')
cursor.execute("""SELECT distinct(tradeDate) FROM mkt_mktfutd group by tradeDate order by tradeDate desc
""")
tradetimesql = cursor.fetchone()
if tradetime != tradetimesql[0]:
#app = wx.App()
#frame1 = dialoging.MyDialoging(parent=None)
#frame1.Show()
#app.MainLoop()
inputtradetime = timecheck.chgtimefor(tradetime)
mkt.mktfutd(inputtradetime)
'''app = wx.App()
#frame1.Close()
frame = dialogover.MyDialogover(parent=None)
frame.Show()
app.MainLoop()'''
cursor.execute("""select ticker,secShortName,openPrice,highestPrice,lowestPrice,preClosePrice,preSettlePrice,
closePrice,settlePrice,turnoverVol,turnoverValue,openInt,CHG,CHGPct,tradeDate
from mkt_mktfutd where tradeDate = %s
order by ticker asc
limit 474
""",(tradetime))
datacode = cursor.fetchall()
count = cursor.rowcount
#global data1
data1 = [[] for i in range(count)]
k=0
for datalist in datacode:
for j in range(0,15):
data1[k].append(datalist[j])
k=k+1
#global colLabels1
colLabels1 =[u"合约代码",u"合约简称",u"今日开盘价",u"最高价",u"最低价",u"昨日收盘价",u"昨日结算价",u"今日收盘价",
u"今日结算价",u"成交量",u"成交金额",u"持仓量",u"涨跌",u"涨跌幅",u"交易日期"]
colnum = len(data1[0])
dataSortBigger1 = [[]for i in range(colnum)]
dataSortSmaller1 = [[]for i in range(colnum)]
#print dataSortBigger1[0]
self.allsort(colnum,dataSortBigger1,dataSortSmaller1,data1,colLabels1)
def OnMktIndex( self, event ):
tradetime = timecheck.getweekday(todaydate,'0930')
#cursor.execute("""SELECT distinct(tradeDate) FROM mkt_mktindex group by tradeDate order by tradeDate desc
# """)
#tradetimesql = cursor.fetchone()
#if tradetime != tradetimesql[0]:
#timeArray = time.strptime(tradetime,'%Y-%m-%d')
#inputtradetime = time.strftime('%Y%m%d',timeArray)
mkt.mktindex(todaydate)
'''app = wx.App()
frame = dialogover.MyDialogover(parent=None)
frame.Show()
app.MainLoop()'''
cursor.execute("""select code,name,preclose,open,high,
low,close,volume,amount,`change`,tradeDate,tradeTimehm
from mkt_mktindex where tradeDate = %s
order by code asc
limit 23
""",(tradetime))
datacode = cursor.fetchall()
count = cursor.rowcount
#print count
#global data1
data1 = [[] for i in range(count)]
k=0
for datalist in datacode:
for j in range(0,12):
data1[k].append(datalist[j])
k=k+1
#global colLabels1
colLabels1 =[u"指数代码",u"指数名称",u"昨收盘点位",u"今开盘点位",u"最高点位",u"最低点位",u"今收盘点位",
u"成交量",u"成交金额(亿元)",u"涨跌幅",u"交易日期",u"交易时间"]
colnum = len(data1[0])
dataSortBigger1 = [[]for i in range(colnum)]
dataSortSmaller1 = [[]for i in range(colnum)]
self.allsort(colnum,dataSortBigger1,dataSortSmaller1,data1,colLabels1)
def OnMktIdxd( self, event ):
tradetime = timecheck.getweekday(todaydate,'1600')
cursor.execute("""SELECT distinct(tradeDate) FROM mkt_mktidxd group by tradeDate order by tradeDate desc
""")
tradetimesql = cursor.fetchone()
if tradetime != tradetimesql[0]:
inputtradetime = timecheck.chgtimefor(tradetime)
mkt.mktidxd(inputtradetime)
'''app = wx.App()
frame = dialogover.MyDialogover(parent=None)
frame.Show()
app.MainLoop()'''
cursor.execute("""select ticker,secShortName,porgFullName,preCloseIndex,openIndex,lowestIndex,
highestIndex,closeIndex,turnoverVol,turnoverValue,CHG,CHGPct,tradeDate
from mkt_mktidxd where tradeDate = %s
order by ticker asc
limit 847
""",(tradetime))
datacode = cursor.fetchall()
count = cursor.rowcount
#print count
#global data1
data1 = [[] for i in range(count)]
k=0
for datalist in datacode:
for j in range(0,13):
data1[k].append(datalist[j])
k=k+1
#global colLabels1
colLabels1 =[u"指数代码",u"证券简称",u"发布机构全称",u"昨收盘指数",u"今开盘指数",u"最低价指数",u"最高价指数",u"今收盘指数",
u"成交量",u"成交金额",u"涨跌",u"涨跌幅",u"交易日期"]
colnum = len(data1[0])
dataSortBigger1 = [[]for i in range(colnum)]
dataSortSmaller1 = [[]for i in range(colnum)]
self.allsort(colnum,dataSortBigger1,dataSortSmaller1,data1,colLabels1)
def OnMktFund( self, event ):
tradetime = timecheck.getweekday(todaydate,'1600')
cursor.execute("""SELECT distinct(tradeDate) FROM mkt_mktfundd group by tradeDate order by tradeDate desc
""")
tradetimesql = cursor.fetchone()
if tradetime != tradetimesql[0]:
inputtradetime = timecheck.chgtimefor(tradetime)
mkt.mktfundd(inputtradetime)
'''app = wx.App()
frame = dialogover.MyDialogover(parent=None)
frame.Show()
app.MainLoop()'''
cursor.execute("""select ticker,secShortName,preClosePrice,openPrice,highestPrice,lowestPrice,
closePrice,turnoverVol,turnoverValue,CHG,CHGPct,circulationShares,accumAdjFactor,tradeDate
from mkt_mktfundd where tradeDate = %s
order by ticker asc
limit 606
""",(tradetime))
datacode = cursor.fetchall()
count = cursor.rowcount
data1 = [[] for i in range(count)]
k=0
for datalist in datacode:
for j in range(0,14):
data1[k].append(datalist[j])
k=k+1
colLabels1 =[u"基金交易代码",u"证券简称",u"昨日收盘价",u"今日开盘价",u"最高价",u"最低价",u"今日收盘价",
u"成交量",u"成交金额",u"涨跌",u"涨跌幅",u"流通份额",u"累积复权因子",u"交易日期"]
colnum = len(data1[0])
dataSortBigger1 = [[]for i in range(colnum)]
dataSortSmaller1 = [[]for i in range(colnum)]
#print dataSortBigger1[0]
self.allsort(colnum,dataSortBigger1,dataSortSmaller1,data1,colLabels1)
def __init__( self, parent ):
#定义获取数据
tradetime = timecheck.getweekday(todaydate,'1530')
#cursor.execute("""SELECT distinct(tradeDate) FROM mkt_mktequd group by tradeDate order by tradeDate desc
# """)
cursor.execute("""SELECT distinct(tradeDate) FROM mkt_mktequd where tradeDate=%s
""",(tradetime))
#tradetimesql = cursor.fetchone()
#print tradetime
#print tradetimesql[0]
#if tradetime != tradetimesql[0] :
counttoday = 0
i = 0
counttoday += cursor.rowcount
print counttoday
while (counttoday == 0 and i < 2):
'''
app = wx.App()
frame1 = dialoging.MyDialoging(parent=None)
frame1.Show()
app.MainLoop()'''
#print tradetime
inputtradetime = timecheck.chgtimefor(tradetime)
#print inputtradetime
mkt.mktequd(inputtradetime)
cursor.execute("""SELECT distinct(tradeDate) FROM mkt_mktequd where tradeDate=%s
""",(tradetime))
counttoday += cursor.rowcount
print counttoday
if counttoday == 0 :
tradetime = timecheck.getyesday(tradetime)
cursor.execute("""SELECT distinct(tradeDate) FROM mkt_mktequd where tradeDate=%s
""",(tradetime))
if cursor.rowcount > 0:
break
print tradetime
i += 1
'''app = wx.App()
#frame1.Close()
frame = dialogover.MyDialogover(parent=None)
frame.Show()
app.MainLoop()'''
cursor.execute("""select ticker,secShortName,openPrice,highestPrice,lowestPrice,preClosePrice,closePrice,turnoverVol,turnoverValue,dealAmount,
turnoverRate,negMarketValue,marketValue,PE,PE1,PB,tradeDate
from mkt_mktequd where tradeDate = %s
order by ticker asc
limit 50
""",(tradetime))
datacode = cursor.fetchall()
count = cursor.rowcount
global data
data = [[] for i in range(count)]
k=0
for datalist in datacode:
for j in range(0,17):
data[k].append(datalist[j])
k=k+1
#将ticker的显示数前面补0
for i in range(0,count):
data[i][0]= "%06d" % data[i][0]
global colLabels
colLabels =[u"股票代码",u"股票名称",u"今日开盘价",u"最高价",u"最低价",u"昨日收盘价",u"今日收盘价",u"成交量",u"成交金额",u"成交笔数",
u"日换手率",u"流通市值",u"总市值",u"滚动市盈率",u"市盈率",u"市净率",u"交易日期",u"所属行业",u"概念板块"]
#print len(colLabels)
global colnum,dataSortBigger,dataSortSmaller
colnum = len(data[0])
#print colnum
dataSortBigger = [[]for i in range(colnum)]
dataSortSmaller = [[]for i in range(colnum)]
for i in range(0,colnum):
sortMin(data,i,dataSortBigger[i])
sortMax(data,i,dataSortSmaller[i])
#print dataSortBigger
wx.Frame.__init__ ( self, parent, id = wx.ID_ANY, title = u"沪深股票日行情", pos = wx.DefaultPosition, size = wx.Size( 716,508 ), style = wx.DEFAULT_FRAME_STYLE|wx.TAB_TRAVERSAL )
#id = frame.GetId()
self.SetSizeHintsSz( wx.DefaultSize, wx.DefaultSize )
self.m_menubar1 = wx.MenuBar( 0 )
self.m_menuupdb = wx.Menu()
self.m_menuupdb.AppendSeparator()
self.m_menuItemdb = wx.MenuItem( self.m_menuupdb, wx.ID_ANY, u"选择更新数据库", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menuupdb.AppendItem( self.m_menuItemdb )
self.m_menuupdb.AppendSeparator()
self.m_menubar1.Append( self.m_menuupdb, u"更新数据库" )
self.m_menuanal = wx.Menu()
self.m_menuanal.AppendSeparator()
self.m_menuItemanal1 = wx.MenuItem( self.m_menuanal, wx.ID_ANY, u"报价分析", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menuanal.AppendItem( self.m_menuItemanal1 )
self.m_menuItemanal2 = wx.MenuItem( self.m_menuanal, wx.ID_ANY, u"即时分析", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menuanal.AppendItem( self.m_menuItemanal2 )
self.m_menuItemanal3 = wx.MenuItem( self.m_menuanal, wx.ID_ANY, u"技术分析", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menuanal.AppendItem( self.m_menuItemanal3 )
self.m_menuItemanal4 = wx.MenuItem( self.m_menuanal, wx.ID_ANY, u"报表分析", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menuanal.AppendItem( self.m_menuItemanal4 )
self.m_menuanal.AppendSeparator()
self.m_menubar1.Append( self.m_menuanal, u"分析" )
self.m_menuday = wx.Menu()
self.m_menuday.AppendSeparator()
self.m_menu11 = wx.Menu()
self.m_menuItem79 = wx.MenuItem( self.m_menu11, wx.ID_ANY, u"全部沪深股", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu11.AppendItem( self.m_menuItem79 )
self.m_menuItem4711 = wx.MenuItem( self.m_menu11, wx.ID_ANY, u"A股", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu11.AppendItem( self.m_menuItem4711 )
self.m_menuItem481 = wx.MenuItem( self.m_menu11, wx.ID_ANY, u"中小板", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu11.AppendItem( self.m_menuItem481 )
self.m_menuItem491 = wx.MenuItem( self.m_menu11, wx.ID_ANY, u"创业板", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu11.AppendItem( self.m_menuItem491 )
self.m_menuItem501 = wx.MenuItem( self.m_menu11, wx.ID_ANY, u"B股", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu11.AppendItem( self.m_menuItem501 )
self.m_menuItem511 = wx.MenuItem( self.m_menu11, wx.ID_ANY, u"三板", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu11.AppendItem( self.m_menuItem511 )
self.m_menuday.AppendSubMenu( self.m_menu11, u"沪深股" )
self.m_menu51 = wx.Menu()
self.m_menuItem86 = wx.MenuItem( self.m_menu51, wx.ID_ANY, u"全部基金", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu51.AppendItem( self.m_menuItem86 )
self.m_menuItem461 = wx.MenuItem( self.m_menu51, wx.ID_ANY, u"LOF", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu51.AppendItem( self.m_menuItem461 )
self.m_menuItem531 = wx.MenuItem( self.m_menu51, wx.ID_ANY, u"ETF", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu51.AppendItem( self.m_menuItem531 )
self.m_menuItem541 = wx.MenuItem( self.m_menu51, wx.ID_ANY, u"上证基金", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu51.AppendItem( self.m_menuItem541 )
self.m_menuItem551 = wx.MenuItem( self.m_menu51, wx.ID_ANY, u"深证基金", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu51.AppendItem( self.m_menuItem551 )
self.m_menuday.AppendSubMenu( self.m_menu51, u"基金" )
self.m_menu251 = wx.Menu()
self.m_menuItem87 = wx.MenuItem( self.m_menu251, wx.ID_ANY, u"全部债券", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu251.AppendItem( self.m_menuItem87 )
self.m_menuItem92 = wx.MenuItem( self.m_menu251, wx.ID_ANY, u"银行间债券", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu251.AppendItem( self.m_menuItem92 )
self.m_menuItem93 = wx.MenuItem( self.m_menu251, wx.ID_ANY, u"上证债券", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu251.AppendItem( self.m_menuItem93 )
self.m_menuItem94 = wx.MenuItem( self.m_menu251, wx.ID_ANY, u"深证债券", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu251.AppendItem( self.m_menuItem94 )
self.m_menuday.AppendSubMenu( self.m_menu251, u"债券" )
self.m_menu261 = wx.Menu()
self.m_menuItem88 = wx.MenuItem( self.m_menu261, wx.ID_ANY, u"全部期货", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu261.AppendItem( self.m_menuItem88 )
self.m_menuItem95 = wx.MenuItem( self.m_menu261, wx.ID_ANY, u"中金所", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu261.AppendItem( self.m_menuItem95 )
self.m_menuItem96 = wx.MenuItem( self.m_menu261, wx.ID_ANY, u"上海期货", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu261.AppendItem( self.m_menuItem96 )
self.m_menuItem97 = wx.MenuItem( self.m_menu261, wx.ID_ANY, u"大连商品", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu261.AppendItem( self.m_menuItem97 )
self.m_menuItem98 = wx.MenuItem( self.m_menu261, wx.ID_ANY, u"郑州商品", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu261.AppendItem( self.m_menuItem98 )
self.m_menuday.AppendSubMenu( self.m_menu261, u"期货" )
self.m_menu241 = wx.Menu()
self.m_menuItem89 = wx.MenuItem( self.m_menu241, wx.ID_ANY, u"全部期权", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu241.AppendItem( self.m_menuItem89 )
self.m_menuItem99 = wx.MenuItem( self.m_menu241, wx.ID_ANY, u"上证期权", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu241.AppendItem( self.m_menuItem99 )
self.m_menuItem100 = wx.MenuItem( self.m_menu241, wx.ID_ANY, u"期权标的", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu241.AppendItem( self.m_menuItem100 )
self.m_menuday.AppendSubMenu( self.m_menu241, u"期权" )
self.m_menu221 = wx.Menu()
self.m_menuday.AppendSubMenu( self.m_menu221, u"港股" )
self.m_menuday.AppendSeparator()
self.m_menubar1.Append( self.m_menuday, u"日行情显示" )
self.m_menureal = wx.Menu()
self.m_menureal.AppendSeparator()
self.m_menuItem110 = wx.MenuItem( self.m_menureal, wx.ID_ANY, u"大盘指数实时行情", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menureal.AppendItem( self.m_menuItem110 )
self.m_menu1 = wx.Menu()
self.m_menuItem791 = wx.MenuItem( self.m_menu1, wx.ID_ANY, u"全部沪深股", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu1.AppendItem( self.m_menuItem791 )
self.m_menuItem471 = wx.MenuItem( self.m_menu1, wx.ID_ANY, u"A股", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu1.AppendItem( self.m_menuItem471 )
self.m_menuItem48 = wx.MenuItem( self.m_menu1, wx.ID_ANY, u"中小板", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu1.AppendItem( self.m_menuItem48 )
self.m_menuItem49 = wx.MenuItem( self.m_menu1, wx.ID_ANY, u"创业板", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu1.AppendItem( self.m_menuItem49 )
self.m_menuItem50 = wx.MenuItem( self.m_menu1, wx.ID_ANY, u"B股", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu1.AppendItem( self.m_menuItem50 )
self.m_menuItem51 = wx.MenuItem( self.m_menu1, wx.ID_ANY, u"三板", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu1.AppendItem( self.m_menuItem51 )
self.m_menureal.AppendSubMenu( self.m_menu1, u"沪深股" )
self.m_menu5 = wx.Menu()
self.m_menuItem861 = wx.MenuItem( self.m_menu5, wx.ID_ANY, u"全部基金", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu5.AppendItem( self.m_menuItem861 )
self.m_menuItem46 = wx.MenuItem( self.m_menu5, wx.ID_ANY, u"LOF", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu5.AppendItem( self.m_menuItem46 )
self.m_menuItem53 = wx.MenuItem( self.m_menu5, wx.ID_ANY, u"ETF", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu5.AppendItem( self.m_menuItem53 )
self.m_menuItem54 = wx.MenuItem( self.m_menu5, wx.ID_ANY, u"上证基金", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu5.AppendItem( self.m_menuItem54 )
self.m_menuItem55 = wx.MenuItem( self.m_menu5, wx.ID_ANY, u"深证基金", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu5.AppendItem( self.m_menuItem55 )
self.m_menureal.AppendSubMenu( self.m_menu5, u"基金" )
self.m_menu25 = wx.Menu()
self.m_menuItem871 = wx.MenuItem( self.m_menu25, wx.ID_ANY, u"全部债券", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu25.AppendItem( self.m_menuItem871 )
self.m_menuItem921 = wx.MenuItem( self.m_menu25, wx.ID_ANY, u"银行间债券", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu25.AppendItem( self.m_menuItem921 )
self.m_menuItem931 = wx.MenuItem( self.m_menu25, wx.ID_ANY, u"上证债券", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu25.AppendItem( self.m_menuItem931 )
self.m_menuItem941 = wx.MenuItem( self.m_menu25, wx.ID_ANY, u"深证债券", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu25.AppendItem( self.m_menuItem941 )
self.m_menureal.AppendSubMenu( self.m_menu25, u"债券" )
self.m_menu26 = wx.Menu()
self.m_menuItem881 = wx.MenuItem( self.m_menu26, wx.ID_ANY, u"全部期货", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu26.AppendItem( self.m_menuItem881 )
self.m_menuItem951 = wx.MenuItem( self.m_menu26, wx.ID_ANY, u"中金所", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu26.AppendItem( self.m_menuItem951 )
self.m_menuItem961 = wx.MenuItem( self.m_menu26, wx.ID_ANY, u"上海期货", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu26.AppendItem( self.m_menuItem961 )
self.m_menuItem971 = wx.MenuItem( self.m_menu26, wx.ID_ANY, u"大连商品", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu26.AppendItem( self.m_menuItem971 )
self.m_menuItem981 = wx.MenuItem( self.m_menu26, wx.ID_ANY, u"郑州商品", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu26.AppendItem( self.m_menuItem981 )
self.m_menureal.AppendSubMenu( self.m_menu26, u"期货" )
self.m_menu24 = wx.Menu()
self.m_menuItem891 = wx.MenuItem( self.m_menu24, wx.ID_ANY, u"全部期权", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu24.AppendItem( self.m_menuItem891 )
self.m_menuItem991 = wx.MenuItem( self.m_menu24, wx.ID_ANY, u"上证期权", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu24.AppendItem( self.m_menuItem991 )
self.m_menuItem1001 = wx.MenuItem( self.m_menu24, wx.ID_ANY, u"期权标的", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu24.AppendItem( self.m_menuItem1001 )
self.m_menureal.AppendSubMenu( self.m_menu24, u"期权" )
self.m_menu22 = wx.Menu()
self.m_menureal.AppendSubMenu( self.m_menu22, u"港股" )
self.m_menureal.AppendSeparator()
self.m_menubar1.Append( self.m_menureal, u"实时行情显示" )
self.m_menuboard = wx.Menu()
self.m_menuboard.AppendSeparator()
self.m_menu211 = wx.Menu()
self.m_menuItem106 = wx.MenuItem( self.m_menu211, wx.ID_ANY, u"全部行业板块", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu211.AppendItem( self.m_menuItem106 )
self.m_menuboard.AppendSubMenu( self.m_menu211, u"行业板块" )
self.m_menu171 = wx.Menu()
self.m_menuItem107 = wx.MenuItem( self.m_menu171, wx.ID_ANY, u"全部地区板块", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu171.AppendItem( self.m_menuItem107 )
self.m_menuboard.AppendSubMenu( self.m_menu171, u"地区板块" )
self.m_menu161 = wx.Menu()
self.m_menuItem108 = wx.MenuItem( self.m_menu161, wx.ID_ANY, u"全部指数", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu161.AppendItem( self.m_menuItem108 )
'''
self.m_menuItem110 = wx.MenuItem( self.m_menu161, wx.ID_ANY, u"大盘指数", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu161.AppendItem( self.m_menuItem110 )
'''
self.m_menuboard.AppendSubMenu( self.m_menu161, u"指数板块" )
self.m_menu81 = wx.Menu()
self.m_menuItem109 = wx.MenuItem( self.m_menu81, wx.ID_ANY, u"全部概念板块", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu81.AppendItem( self.m_menuItem109 )
self.m_menuboard.AppendSubMenu( self.m_menu81, u"概念板块" )
self.m_menuboard.AppendSeparator()
self.m_menubar1.Append( self.m_menuboard, u"板块" )
self.m_menutools = wx.Menu()
self.m_menutools.AppendSeparator()
self.child1 = self.m_menutools.Append(-1,u'公式管理器','there are lots of formulas')
self.child2 = self.m_menutools.Append(-1,u'模板管理器','there are lots of templates')
self.m_menutools.AppendSeparator()
self.m_menubar1.Append(self.m_menutools, u'工具')
'''self.menu4 = wx.Menu()
self.child3 = wx.MenuItem(self.menu4,1,u'&个股数据\tF10')
self.menu4.AppendItem(child3)
self.menu4.AppendSeparator()
self.child4 = wx.Menu()
self.child4_1=self.child4.Append(-1,u'更新所有')
self.child4_2=self.child4.Append(-1,u'更新SZ板块')
self.child4_3=self.child4.Append(-1,u'更新SH板块')
#注意区别的是，这里用appendmenu而不是appenditem
self.menu4.AppendMenu(-1,u'更新个股资料',self.child4)
self.m_menubar1.Append(self.menu4,u'微系统')
self.SetMenuBar( self.m_menubar1 )
'''
self.m_menu18 = wx.Menu()
self.m_menu18.AppendSeparator()
self.m_menuItem942 = wx.MenuItem( self.m_menu18, wx.ID_ANY, u"个股数据\tF10", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu18.AppendItem( self.m_menuItem942 )
self.m_menu17 = wx.Menu()
self.m_menuItem952 = wx.MenuItem( self.m_menu17, wx.ID_ANY, u"更新所有", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu17.AppendItem( self.m_menuItem952 )
self.m_menuItem962 = wx.MenuItem( self.m_menu17, wx.ID_ANY, u"更新SZ板块", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu17.AppendItem( self.m_menuItem962 )
self.m_menuItem972 = wx.MenuItem( self.m_menu17, wx.ID_ANY, u"更新SH板块", wx.EmptyString, wx.ITEM_NORMAL )
self.m_menu17.AppendItem( self.m_menuItem972 )
self.m_menu18.AppendSubMenu( self.m_menu17, u"更新个股资料" )
self.m_menubar1.Append( self.m_menu18, u"微系统" )
self.SetMenuBar( self.m_menubar1 )
bSizer6 = wx.BoxSizer( wx.VERTICAL )
self.m_panel2 = wx.Panel( self, wx.ID_ANY, wx.DefaultPosition, wx.DefaultSize, wx.TAB_TRAVERSAL )
bSizer1 = wx.BoxSizer( wx.VERTICAL )
self.m_staticline33 = wx.StaticLine( self.m_panel2, wx.ID_ANY, wx.DefaultPosition, wx.DefaultSize, wx.LI_HORIZONTAL )
bSizer1.Add( self.m_staticline33, 0, wx.EXPAND |wx.ALL, 5 )
fgSizer14 = wx.FlexGridSizer( 1, 1, 0, 0 )
fgSizer14.SetFlexibleDirection( wx.BOTH )
fgSizer14.SetNonFlexibleGrowMode( wx.FLEX_GROWMODE_SPECIFIED )
########################
#创建网格表
self.grid = wx.grid.Grid(self.m_panel2, wx.ID_ANY, wx.DefaultPosition, wx.DefaultSize, 0)
self.table = TestTable(data,colLabels)
self.grid.SetTable(self.table, True)
self.grid.EnableEditing( False )
self.grid.EnableGridLines( True )
self.grid.EnableDragGridSize( True )
#self.grid.SetColSize( 8, 100 )
#self.grid.AutoSizeColumns()
#self.grid.AutoSizeRows()
self.grid.SetDefaultCellAlignment( wx.ALIGN_LEFT, wx.ALIGN_TOP )
fgSizer14.Add( self.grid, 1, wx.ALL|wx.EXPAND, 5 )
bSizer1.Add( fgSizer14, 1, wx.EXPAND, 5 )
#########################
self.m_staticline17 = wx.StaticLine( self.m_panel2, wx.ID_ANY, wx.DefaultPosition, wx.DefaultSize, wx.LI_HORIZONTAL )
bSizer1.Add( self.m_staticline17, 0, wx.EXPAND |wx.ALL, 5 )
self.m_panel2.SetSizer( bSizer1 )
self.m_panel2.Layout()
bSizer1.Fit( self.m_panel2 )
bSizer6.Add( self.m_panel2, 1, wx.EXPAND |wx.ALL, 5 )
self.SetSizer( bSizer6 )
self.Layout()
self.Centre( wx.BOTH )
# Connect Events
self.Bind( wx.EVT_MENU, self.OnUpdata, id = self.m_menuItemdb.GetId() )
self.Bind( wx.EVT_MENU, self.Onbaojia, id = self.m_menuItemanal1.GetId() )
self.Bind( wx.EVT_MENU, self.Onjishi, id = self.m_menuItemanal2.GetId() )
self.Bind( wx.EVT_MENU, self.Onjishu, id = self.m_menuItemanal3.GetId() )
self.Bind( wx.EVT_MENU, self.Onbaobiao, id = self.m_menuItemanal4.GetId() )
self.Bind( wx.EVT_MENU, self.OnMktEqud, id = self.m_menuItem79.GetId() )
self.Bind( wx.EVT_MENU, self.OnAshare, id = self.m_menuItem4711.GetId() )
self.Bind( wx.EVT_MENU, self.OnSME, id = self.m_menuItem481.GetId() )
self.Bind( wx.EVT_MENU, self.OnGEM, id = self.m_menuItem491.GetId() )
self.Bind( wx.EVT_MENU, self.OnBShare, id = self.m_menuItem501.GetId() )
self.Bind( wx.EVT_MENU, self.On3Board, id = self.m_menuItem511.GetId() )
self.Bind( wx.EVT_MENU, self.OnMktFund, id = self.m_menuItem86.GetId() )
self.Bind( wx.EVT_MENU, self.OnMktBondd, id = self.m_menuItem87.GetId() )
self.Bind( wx.EVT_MENU, self.OnMktFutd, id = self.m_menuItem88.GetId() )
self.Bind( wx.EVT_MENU, self.OnMktOptd, id = self.m_menuItem89.GetId() )
self.Bind( wx.EVT_MENU, self.OnMktIndex, id = self.m_menuItem110.GetId() )
self.Bind( wx.EVT_MENU, self.OnMktIdxd, id = self.m_menuItem108.GetId() )
self.Bind( wx.EVT_MENU, self.OnTypeIndustry, id = self.m_menuItem106.GetId() )
self.Bind( wx.EVT_MENU, self.OnTyeArea, id = self.m_menuItem107.GetId() )
self.Bind( wx.EVT_MENU, self.OnTypeConcept, id = self.m_menuItem109.GetId() )
self.Bind(wx.EVT_MENU,self.OnChild1,self.child1)
self.Bind(wx.EVT_MENU,self.OnChild2,self.child2)
self.Bind( wx.EVT_MENU, self.OnChild3, id = self.m_menuItem942.GetId() )
self.Bind( wx.EVT_MENU, self.OnChild4_1, id = self.m_menuItem952.GetId() )
self.grid.Bind(wx.grid.EVT_GRID_LABEL_LEFT_CLICK,lambda evt,dataSortBigger=dataSortBigger,colLabels=colLabels:self.OnLeftClick(evt,dataSortBigger,colLabels))
self.grid.Bind(wx.grid.EVT_GRID_LABEL_RIGHT_CLICK,lambda evt,dataSortSmaller=dataSortSmaller,colLabels=colLabels:self.OnRightClick(evt,dataSortSmaller,colLabels))
def mktindex(update):
#dfindex = ts.get_index()
inputtradetime = timecheck.getweekday(update, '0930')
def inserttable(dfindex, hm):
dfindex.insert(0, 'uploadtime', nowtime)
dfindex.insert(1, 'tradeDate', inputtradetime)
dfindex.insert(2, 'tradeTimehm', hm)
def insertidindex():
sql = """ALTER TABLE mkt_mktindex
ADD mktindex_id int(20) not null auto_increment ,
ADD primary key (mktindex_id)"""
cursor.execute(sql)
countindex = cursor.execute(
'show columns from mkt_mktindex like \'mktindex_id\'')
if countindex == 0:
insertidindex()
else:
dfindex.to_sql('mkt_mktindex', engine, if_exists='append')
#timeArray = time.strptime(tradetime,'%Y%m%d')
#inputtradetime = time.strftime('%Y-%m-%d',timeArray)
def notrealdata():
cursor.execute(
"""SELECT distinct(tradeDate) FROM mkt_mktindex group by tradeDate order by tradeDate desc
""")
tradetimesql = cursor.fetchone()
count = cursor.rowcount
if count == 0:
dfindex = ts.get_index()
inserttable(dfindex, '15:00')
elif inputtradetime != tradetimesql[0]:
dfindex = ts.get_index()
#dfindex.insert(2,'tradeTimehm','15:00')
inserttable(dfindex, '15:00')
#print "notreal"
def notrealdatanoon():
cursor.execute(
"""SELECT distinct(tradeTimehm) FROM mkt_mktindex where tradeDate=%s order by tradeTimehm desc
""", (inputtradetime))
tradetimesql = cursor.fetchone()
count = cursor.rowcount
print count
print tradetimesql[0]
if count == 0:
dfindex = ts.get_index()
inserttable(dfindex, '11:30')
elif (tradetimesql[0] != '11:30'):
dfindex = ts.get_index()
inserttable(dfindex, '11:30')
def notrealdatanight():
cursor.execute(
"""SELECT distinct(tradeTimehm) FROM mkt_mktindex where tradeDate=%s order by tradeTimehm desc
""", (inputtradetime))
tradetimesql = cursor.fetchone()
print tradetimesql[0]
count = cursor.rowcount
if count == 0:
dfindex = ts.get_index()
inserttable(dfindex, '15:00')
if (tradetimesql[0] != '15:00'):
dfindex = ts.get_index()
#dfindex.insert(2,'tradeTimehm','15:00')
inserttable(dfindex, '15:00')
def realdata():
dfindex = ts.get_index()
#dfindex.insert(2,'tradeTimehm',nowhm)
inserttable(dfindex, nowhm)
#print "real"
if inputtradetime == todaydate:
start_hm_a = '0830'
end_hm_a = '1130'
start_hm_p = '1300'
end_hm_p = '1500'
#中午休市时间
if (timecheck.compare_hourmin(now_hm, end_hm_a, start_hm_p)):
notrealdatanoon()
#开市时间
elif (timecheck.compare_hourmin(now_hm, start_hm_a, end_hm_a)
or timecheck.compare_hourmin(now_hm, start_hm_p, end_hm_p)):
realdata()
#晚上停市时间
#if(int(now_hm) > int(end_hm_p)):
else:
notrealdatanight()
else:
notrealdata()
def typeinfo(countind, caltb_name, datatb_name, type_name):
#countind = 49
type_info = [[] for i in range(countind)]
for i in range(0, countind):
if type_name == 'industry':
type_info[i].extend(gettypei(typedata.industry[i], datatb_name))
elif type_name == 'area':
type_info[i].extend(gettypei(typedata.area[i], datatb_name))
elif type_name == 'concept':
type_info[i].extend(gettypei(typedata.concept[i], datatb_name))
#print type_info
#print type(type_info[0][0])
#print type_info[0][0]
typeindustryinfo = []
avg_ch_pt = []
avg_weight_ch_pt = []
turnoverVol_all = []
max_chpt_name = []
count_chpt_per = []
avg_market_per = []
avg_turnoverRate = []
avg_pe = []
for i in range(0, countind):
typeindustryinfo.append(type_info[i][0])
avg_ch_pt.append(type_info[i][1])
avg_weight_ch_pt.append(type_info[i][2])
turnoverVol_all.append(type_info[i][3])
max_chpt_name.append(type_info[i][4])
count_chpt_per.append(type_info[i][5])
avg_market_per.append(type_info[i][6])
avg_turnoverRate.append(type_info[i][7])
avg_pe.append(type_info[i][8])
#print typeindustryinfo
type_infodata = {
'typeinfo': typeindustryinfo,
'avg_ch_pt': avg_ch_pt,
'avg_weight_ch_pt': avg_weight_ch_pt,
'turnoverVol_all': turnoverVol_all,
'max_chpt_name': max_chpt_name,
'count_chpt_per': count_chpt_per,
'avg_market_per': avg_market_per,
'avg_turnoverRate': avg_turnoverRate,
'avg_pe': avg_pe
}
frame = pd.DataFrame(type_infodata,
columns=[
'typeinfo', 'avg_ch_pt', 'avg_weight_ch_pt',
'turnoverVol_all', 'max_chpt_name',
'count_chpt_per', 'avg_market_per',
'avg_turnoverRate', 'avg_pe'
])
tradetime = timecheck.getweekday(todaydate, '1530')
frame.insert(8, 'tradetime', tradetime)
#print frame
frame.to_sql('%s' % (caltb_name), engine, if_exists='append')
#print typeindustryinfo,avg_pe
return type_info
#typeinfo(46,'cal_industryinfo','sec_typeindustry','industry')
#typeinfo(32,'cal_areainfo','sec_typearea','area')
#typeinfo(156,'cal_conceptinfo','sec_typeconcept','concept')
#!usr/bin/python
#-*- coding: UTF-8 -*-
import timecheck
import checktddata
import MySQLdb
db = MySQLdb.connect("127.0.0.1","root","root","db_mkt",charset='utf8' )
cursor = db.cursor()
tradetime = timecheck.getweekday(todaydate,'1530')
tradetime = checktddata.check_mktequd(tradetime)