Ejemplo n.º 1
0
def get_margin(start, end):
    sh_margins = ts.sh_margins(start=start, end=end)
    sz_margins = ts.sz_margins(start=start, end=end)
    margins = pd.concat([sh_margins, sz_margins])
    margins['rzmre_z'] = (margins['rzmre'] - margins['rzmre'].mean()) / margins['rzmre'].std()
    margins['rqmcl_z'] = (margins['rqmcl'] - margins['rqmcl'].mean()) / margins['rqmcl'].std()
    return margins
Ejemplo n.º 2
0
 def get_financing_securities_sz(start_date=None,
                                 end_date=None,
                                 retry_count=RETRY_COUNT,
                                 pause=PAUSE):
     logger.info('Begin get financing securities sz data, start_date is %s,'
                 ' end_date is %s.' % (start_date, end_date))
     data_dicts = []
     try:
         data_df = ts.sz_margins(start=start_date,
                                 end=end_date,
                                 retry_count=retry_count,
                                 pause=pause)
     except Exception:
         logger.exception(
             'Error get financing securities sz data, start_date is %s,'
             ' end_date is %s.' % (start_date, end_date))
     else:
         if data_df is None or data_df.empty:
             logger.warn(
                 'Empty get financing securities sz data, start_date is %s,'
                 ' end_date is %s.' % (start_date, end_date))
         else:
             data_dicts = [{
                 'rzmre': row[0],
                 'rzye': row[1],
                 'rqmcl': row[2],
                 'rqyl': row[3],
                 'rqye': row[4],
                 'rzrqye': row[5],
                 'op_date': row[6]
             } for row in data_df.values]
             logger.info(
                 'Success get financing securities sz data, start_date is %s,'
                 ' end_date is %s.' % (start_date, end_date))
     return data_dicts
Ejemplo n.º 3
0
def getSzMargins(cursor):
    # try:
    for i in range(2010, 2017 + 1):
        df = ts.sz_margins(start=str(i) + '-01-01',
                           end=str(i) + '-12-31',
                           pause=0.01)

        # 处理缺失值
        df = df.fillna(0)
        print(df)

        dfLen = len(df)
        uuidList = []  # 添加uuid
        for l in range(0, dfLen):
            uuidList.append(uuid.uuid1())
        df['uuid'] = uuidList

        for k in range(0, dfLen):
            df2 = df[k:k + 1]

            cursor.execute(
                "insert into stock_sz_margins(uuid, op_date, rzmre, rzye, "
                "rqmcl, rqyl, rqye, rzrqye ) "
                "values(:uuid, to_date(:op_date, 'yyyy-MM-dd'), :rzmre, :rzye, "
                ":rqmcl, :rqyl, :rqye, :rzrqye)",
                (str(list(df2['uuid'])[0]), str(list(df2['opDate'])[0]),
                 round(float(df2['rzmre']), 4), round(float(df2['rzye']), 4),
                 round(float(df2['rqmcl']), 4), round(float(df2['rqyl']), 4),
                 round(float(df2['rqye']), 4), round(float(df2['rzrqye']), 4)))
        cursor.execute("commit")
Ejemplo n.º 4
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 def setSzMargins(self,endTime =None,number =1, isSave = False,tableName = REFERENCE_SH_MARGINS):
     [startTime,endTime] = getStartTime(endTime = endTime, number=number)
     try:
         df = ts.sz_margins(startTime,endTime)
         if isSave is True:
             df.to_sql(tableName,self.engine_sql, if_exists='append')
     except IOError,e:
             print e
Ejemplo n.º 5
0
def sh_margin_general(start, end, **kwargs):
    if end < _rzrq_start:
        return None
    args = {
        "start": start.strftime("%Y-%m-%d"),
        "end": end.strftime("%Y-%m-%d")
    }
    return ts.sz_margins(**args)
Ejemplo n.º 6
0
def get_sz_margins(f, reset_flag=False):
    """
    获取深市的融资融券
    """
    df = ts.sz_margins(pause=conf.REQUEST_BLANK)
    df = df.sort_values(by=["opDate"])
    if reset_flag is False:
        tool.merge_df_dataset(f, conf.HDF5_FUNDAMENTAL_SZ_MARGINS, df)
    else:
        tool.create_df_dataset(f, conf.HDF5_FUNDAMENTAL_SZ_MARGINS, df)
    return
Ejemplo n.º 7
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def dump_rzrq():
    today = datetime.date.today()
    delta = datetime.timedelta(days=360)
    ndays_before = today - delta
    print("%s, %s", today, ndays_before)
    df = ts.sz_margins(start=ndays_before.strftime('%Y-%m-%d'),
                       end=today.strftime('%Y-%m-%d'))
    df.to_sql('rzrq_total',
              engine,
              if_exists='append',
              index=False,
              index_label='opDate')
Ejemplo n.º 8
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def main(table):
    start='2016-01-01'
    end='2016-05-07'
    if table == 'sh_margins':
        df = ts.sh_margins(start=start, end=end)
    else:
        df = ts.sz_margins(start=start, end=end)
    df.to_sql(name='tablename_temp', con=dbcon.engine, if_exists = 'replace', index=False)
    connection = dbcon.engine.connect()
    sql = """INSERT OR IGNORE INTO %s SELECT * FROM tablename_temp""" % table
    connection.execute(text(sql))
    connection.execute(text('DROP TABLE tablename_temp'))
Ejemplo n.º 9
0
Archivo: invest.py Proyecto: cnslyq/ts
def margin_sz_smry(engine, sdate, edate):
    tbl = "invest_margin_sz_smry"
    tsl.log(tbl + " start...")
    try:
        df = ts.sz_margins(sdate, edate)
        df = df.set_index('opDate', drop='true')
        df.to_sql(tbl, engine, if_exists='append')
        print
        tsl.log(tbl + " done")
    except BaseException, e:
        print
        print e
        tsl.log(tbl + " error")
Ejemplo n.º 10
0
def job_2():
    try:
        print("I'm working......投资参考数据")
        # 分配预案
        profit_data = ts.profit_data(year, top=1000)
        data = pd.DataFrame(profit_data)
        data.to_sql('profit_data',engine,index=True,if_exists='replace')
        print("分配预案......done")

        # 业绩预告
        forecast_data = ts.forecast_data(year,1)
        data = pd.DataFrame(forecast_data)
        data.to_sql('forecast_data',engine,index=True,if_exists='replace')
        print("业绩预告......done")

        # 限售股解禁
        xsg_data = ts.xsg_data()
        data = pd.DataFrame(xsg_data)
        data.to_sql('xsg_data',engine,index=True,if_exists='replace')
        print("限售股解禁......done")

        # 基金持股
        fund_holdings = ts.fund_holdings(year, 1)
        data = pd.DataFrame(fund_holdings)
        data.to_sql('fund_holdings',engine,index=True,if_exists='replace')
        print("基金持股......done")
    
        # 新股数据
        new_stocks = ts.new_stocks()
        data = pd.DataFrame(new_stocks)
        data.to_sql('new_stocks',engine,index=True,if_exists='replace')
        print("新股数据......done")

        # 融资融券(沪市)
        sh_margins = ts.sh_margins()
        data = pd.DataFrame(sh_margins)
        data.to_sql('sh_margins',engine,index=True,if_exists='replace')
        print("融资融券(沪市)......done")

        # 融资融券(深市)
        sz_margins = ts.sz_margins()
        data = pd.DataFrame(sz_margins)
        data.to_sql('sz_margins',engine,index=True,if_exists='replace')
        print("融资融券(深市)......done")
    except Exception as e:
        print(e)
Ejemplo n.º 11
0
        def _sz_margin():
            end = today()
            start = end - timedelta(days=300)
            sz = pd.DataFrame()
            while True:
                print('\n')
                print(start, end)
                cur = ts.sz_margins(start, end)
                # print(cur)
                if cur is None or cur.empty:
                    break
                sz = pd.concat([cur, sz])
                end = start - timedelta(days=1)
                start = end - timedelta(days=300)

            sz.rename(columns={'opDate': 'date'}, inplace=True)
            return sz
Ejemplo n.º 12
0
def sz_margins(request):
    try:
        start = request.POST.get('start', '')  #选填
        end = request.POST.get('end', '')  #选填
        data = ts.sz_margins(start, end)
        res = {
            'columns': [
                '信用交易日期', '本日融资余额(元)', '本日融资买入额(元)', '本日融券余量', '本日融券余量金额(元)',
                '本日融券卖出量', '本日融资融券余额(元)'
            ],
            'data':
            json.loads(json.dumps(data.values[:, ::-1], cls=DateEncoder))
        }
    except (BaseException):
        return HttpResponse(BaseException)
    else:

        return HttpResponse(json.dumps(res), content_type="application/json")
Ejemplo n.º 13
0
def get_sz_margins(start, end):
    """
    投资参考 系列
    融资融券(深市):深市融资融券汇总数据
    """
    df = ts.sz_margins(start, end)
    print(df)
    if df is not None:
        if start is None:
            start = get_week_today()
        if end is None:
            start = datetime.date.today()
        if len(df) > 0:
            df.insert(0, 'start', start)
            df.insert(1, 'end', end)
        res = df.to_sql(invest_stock_ref_sz_margins, engine, if_exists='replace')
        msg = 'ok' if res is None else res
        print('获取沪市融资融券汇总数据: 开始时间:{0} 结束时间:{1}: {2}'.format(start, end, msg) + '\n')
    else:
        print('获取沪市融资融券汇总数据: 开始时间:{0} 结束时间:{1}: {2}'.format(start, end, 'None') + '\n')
Ejemplo n.º 14
0
def show_margins(startdate, enddate, isSH):
    if isSH == 'sh':
        df = ts.sh_margins(start=startdate, end=enddate)
        # 反序
        df1 = df[::-1]
        y1 = df1['rzye']
        y2 = df1['rqylje']
        # 数值太大,降低用与比较
        y = (y1 - y2)/100000000
        x = df.index
        xlist = x.tolist()
        ylist = y.tolist()
    else:
        # 取深市
        df = ts.sz_margins(start=startdate, end=enddate)
        y1 = df['rzye']
        y2 = df['rqye']
        y = (y1 - y2)/100000000
        xlist = np.arange(0, len(df)).tolist()
        ylist = y.tolist()

    #取上证同期指数
    if isSH == 'sh':
        shdf = ts.get_hist_data('sh',start=startdate,end=enddate)
        shdf1 = shdf[::-1]
        ysh = shdf1['close']
        yy = ysh + ysh
    else:
        szdf = ts.get_hist_data('sz',start=startdate,end=enddate)
        szdf1 = szdf[::-1]
        ysh = szdf1['close']
        yy = (ysh + ysh)/10
    if len(ysh) > len(xlist):
        yshlist = yy[1:].tolist()
    else:
        yshlist = yy.tolist()
    plt.plot(xlist, ylist,label="rzye")
    # 放大上证指数,用于对比 sz
    plt.plot(xlist,yshlist,label="sh*2,sz*2")
    plt.legend()
    plt.show()
Ejemplo n.º 15
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 def getData(self, mongo, func):
     if (func == 'profit_data'):
         df = fd.profit_data(top=self.top)
     elif (func == 'xsg_data'):
         df = fd.xsg_data()
     elif (func == 'new_stocks'):
         df = fd.new_stocks()
     elif (func == 'sh_margins'):
         df = ts.sh_margins(self.start, self.end)
     elif (func == 'sz_margins'):
         df = ts.sz_margins(self.start, self.end)
     elif (func == 'sz_margin_details'):
         df = ts.sz_margin_details(self.end)
     else:
         df = {}
     print("func:")
     print(func)
     print("type:")
     print(type(df))
     insert_string = df.to_json(orient='records')
     items = json.loads(insert_string)
Ejemplo n.º 16
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def get_rzrq_sz(date_start, date_end):
    """
        获取深市融资融券汇总数据
    Parameters
    --------
    date_start          开始日期,e.g. '2010-03-31'
    date_end            截止日期,e.g. '2017-03-28'

    Return
    --------
    DataFrame
        date            日期
        rzye_sz         融资余额深圳(元)
        rzmre_sz        融资买入额深圳(元)
        rqyl_sz         融券余量深圳
        rqylje_sz       融券余量金额深圳(元)
        rqmcl_sz        融券卖出量深圳
        rzrqye_sz       融资融券余额深圳(元)
    """
    rzrq = ts.sz_margins(start=date_start, end=date_end)
    # Rename Columns
    columns_map = {
        'opDate': 'date',
        'rzmre': 'rzmre_sz',
        'rzye': 'rzye_sz',
        'rqmcl': 'rqmcl_sz',
        'rqyl': 'rqyl_sz',
        'rqye': 'rqylje_sz',
        'rzrqye': 'rzrqye_sz'
    }
    rzrq.rename(columns=columns_map, inplace=True)
    print(rzrq.head(10))
    # Swith Columns
    rzye_sz = rzrq.pop('rzye_sz')
    rzrq.insert(1, 'rzye_sz', rzye_sz)
    rqmcl_sz = rzrq.pop('rqmcl_sz')
    rzrq.insert(5, 'rqmcl_sz', rqmcl_sz)
    return rzrq
Ejemplo n.º 17
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def updateMarginsSZ(con, start: datetime = None, end: datetime = None):
    import share.model.dao.reference.MarginSZ as Model
    dateFormat = "%Y-%m-%d"
    if start is None:
        start = datetime.now()
    if end is None:
        end = datetime.now()

    logging.debug("Updating MarginsSZ from {start} to {end}".format(
        start=start.strftime(dateFormat), end=end.strftime(dateFormat)))

    df = ts.sz_margins(start=start.strftime(dateFormat),
                       end=end.strftime(dateFormat),
                       retry_count=32)

    res = []
    for _, row in df.iterrows():
        obj = Model.rowToORM(row)
        if obj is not None:
            res.append(obj)
    Base.metadata.create_all(con.engine)
    con.save_all(res)
    return
Ejemplo n.º 18
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	def getSzMargins(self):
		file_name = self.startDate+'_'+self.endDate+'_sz_margins.csv'
		path = self.index + self.index_sz_margins + file_name
		data = ts.sz_margins(start = self.startDate, end = self.endDate)
		data.to_csv(path, encoding='utf-8')
		print(file_name)
Ejemplo n.º 19
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    def dealMarginData(self, startDate, endDate):

        dbtable_sh = self.magin_sh

        dbtable_sz = self.magin_sz

        engine = self.engine

        #生成目录字典

        allTimedf = self.getAllTrdingDate(startDate, endDate)

        if len(allTimedf) > 0:

            allTimelist = list(allTimedf)

            #获取每天融资融券数据
            for atl in allTimelist:

                #上海融资融券数据
                marginSh_df = pd.DataFrame()

                #深圳融资融券数据
                marginSz_df = pd.DataFrame()

                #深圳融资融券数据
                marginTmp_df = pd.DataFrame()

                #获取沪市融资融券汇总数据
                allsh_df = ts.sh_margins(start=atl, end=atl)

                marginTmp_df['mt_rzye'] = allsh_df['rzye']
                marginTmp_df['mt_rzmre'] = allsh_df['rzmre']

                marginTmp_df['mt_rzche'] = 0
                marginTmp_df['mt_rqyl'] = allsh_df['rqyl']

                marginTmp_df['mt_rqylje'] = allsh_df['rqylje']
                marginTmp_df['mt_rqmcl'] = allsh_df['rqmcl']

                marginTmp_df['mt_rqchl'] = 0
                marginTmp_df['mt_rzrqjyzl'] = allsh_df['rzrqjyzl']

                marginTmp_df['mt_code'] = '000002'
                marginTmp_df['mt_name'] = u'上海A股'
                marginTmp_df['mt_date'] = atl

                marginSh_df = marginSh_df.append(marginTmp_df)

                #获取沪市融资融券个股数据
                allsh_df = ts.sh_margin_details(start=atl, end=atl)

                marginTmp_df = pd.DataFrame()

                marginTmp_df['mt_code'] = allsh_df['stockCode']
                marginTmp_df['mt_name'] = allsh_df['securityAbbr']
                marginTmp_df['mt_date'] = allsh_df['opDate']

                marginTmp_df['mt_rzye'] = allsh_df['rzye']
                marginTmp_df['mt_rzmre'] = allsh_df['rzmre']

                marginTmp_df['mt_rzche'] = allsh_df['rzche']
                marginTmp_df['mt_rqyl'] = allsh_df['rqyl']

                marginTmp_df['mt_rqylje'] = 0
                marginTmp_df['mt_rqmcl'] = allsh_df['rqmcl']

                marginTmp_df['mt_rqchl'] = allsh_df['rqchl']
                marginTmp_df['mt_rzrqjyzl'] = 0

                marginSh_df = marginSh_df.append(marginTmp_df)

                marginSh_series = marginSh_df['mt_date'].astype('str')

                marginSh_index = marginSh_series.values

                marginSh_df = marginSh_df.set_index(marginSh_index)

                #获取深市融资融券汇总数据
                allsz_df = ts.sz_margins(start=atl, end=atl)

                marginTmp_df = pd.DataFrame()

                marginTmp_df['mt_rzmre'] = allsz_df['rzmre']
                marginTmp_df['mt_rzye'] = allsz_df['rzye']

                marginTmp_df['mt_rqmcl'] = allsz_df['rqmcl']
                marginTmp_df['mt_rqyl'] = allsz_df['rqyl']

                marginTmp_df['mt_rqye'] = allsz_df['rqye']
                marginTmp_df['mt_rzrqye'] = allsz_df['rzrqye']

                marginTmp_df['mt_code'] = '399107'
                marginTmp_df['mt_name'] = u'深圳A股'
                marginTmp_df['mt_date'] = atl

                marginSz_df = marginSz_df.append(marginTmp_df)

                #获取深市融资融券个股数据
                allsz_df = ts.sz_margin_details(atl)

                #清空tmp表
                marginTmp_df = pd.DataFrame()

                marginTmp_df['mt_code'] = allsz_df['stockCode']
                marginTmp_df['mt_name'] = allsz_df['securityAbbr']
                marginTmp_df['mt_date'] = allsz_df['opDate']

                marginTmp_df['mt_rzmre'] = allsz_df['rzmre']
                marginTmp_df['mt_rzye'] = allsz_df['rzye']

                marginTmp_df['mt_rqmcl'] = allsz_df['rqmcl']
                marginTmp_df['mt_rqyl'] = allsz_df['rqyl']

                marginTmp_df['mt_rqye'] = allsz_df['rqye']
                marginTmp_df['mt_rzrqye'] = allsz_df['rzrqye']

                marginSz_df = marginSz_df.append(marginTmp_df)

                marginSz_series = marginSz_df['mt_date'].astype('str')

                marginSz_index = marginSz_series.values

                marginSz_df = marginSz_df.set_index(marginSz_index)

                marginSh_df.to_sql(dbtable_sh, con=engine, if_exists='append')

                marginSz_df.to_sql(dbtable_sz, con=engine, if_exists='append')

                print atl

        m = 1
Ejemplo n.º 20
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 def sz_margins(self, conns, start, end):
     self.base = Base()
     self.financial_data = conns['financial_data']
     self.df = ts.sz_margins(start, end)
     self.base.batchwri(self.df, 'rongzirongquan_sz', self.financial_data)
Ejemplo n.º 21
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#coding=utf-8
'''
Created on 2015年7月3日

@author: Administrator
'''
import tushare as ts
startDate = '2015-06-01'
endDate = '2015-07-02'
df_sh = ts.sh_margins(start=startDate, end=endDate)
df_sh.to_csv(r'd:\stock\shMargin.csv',index = False)
df_sz = ts.sz_margins(start=startDate, end=endDate)
df_sz.to_csv(r'd:\stock\szMargin.csv',index = False)
print 'finished'
Ejemplo n.º 22
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#!/usr/bin/env python
import tushare as ts
import sys

begin_date = sys.argv[1]
end_date = sys.argv[2]
#begin_date = '2015-01-01'
#end_date = '2015-08-09'

df = ts.sz_margins(start=begin_date, end=end_date)
df.to_csv('../../data/sz_rzrq_all.txt')
Ejemplo n.º 23
0
            if each in resultfm5.sort(columns='bvalues', ascending=False).head(300).index:
                final[each] = [resultfm5['bvalues'].loc[each], resultfm10['bvalues'].loc[each], resultfm20['bvalues'].loc[each], resultfm30['bvalues'].loc[each]]
                print 'get'


finfm = pd.DataFrame(final)
finfm1=finfm.T
finfm1.to_csv('fin_0504.csv')

fm = td.get_i_ma(20.0, '20160303','2016-05-04', 300)

# 取两融数据
df = ts.sh_margins(start='2015-01-01',end='2016-05-04')
df = ts.sh_margin_details(start='2016-01-01',end='2016-05-04')
df = ts.sh_margin_details(start='2015-01-01', end='2015-04-19', symbol='601989')
df = ts.sz_margins(start='2015-06-01',end='2016-05-04')
# 只能一天天取
df = ts.sz_margin_details('2015-04-20')
# 取 沪深 日,周,分钟
df = ts.get_hist_data('sh', ktype='W')
df = ts.get_hist_data('sz', ktype='60')
df = ts.get_hist_data('cyb')
df = ts.get_hist_data('zxb')

# 龙虎榜
df = ts.top_list('2016-05-04')

# 计算macd
short_win = 12
long_win = 26
macd_win = 9
Ejemplo n.º 24
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'''
#业绩预告(2017年第4季度)
Forecast_data = ts.forecast_data(2017, 4)
#分配预案(最近公布60条数据)
Profit_data = ts.profit_data(top=60)
#限售解禁(2017-12解禁股票)
Xsg_data = ts.xsg_data(year=2017, month=12)

#基金持股(2017年第4季度)
Fund_holdings = ts.fund_holdings(2017, 3)
#融资融券
Sh_margins = ts.sh_margins(start='2017-12-01', end='2017-12-15')  #总的
Sh_margin_details = ts.sh_margin_details(start='2017-12-01',
                                         end='2017-12-15',
                                         symbol='601989')  #指定股票
Sz_margins = ts.sz_margins(start='2017-12-01', end='2017-12-14')  #总
Sz_margin_details = ts.sz_margin_details('2017-12-14')  #个股列表

#新股上市
New_stocks = ts.new_stocks()
'''
数据储存:csv,mysql
'''
#csv
import os
filename = 'D:/VNPY/bigfile.csv'
for code in ['000875', '600848', '000981']:
    df = ts.get_hist_data(code)
    if os.path.exists(filename):
        df.to_csv(filename,
                  mode='a',
Ejemplo n.º 25
0
#coding=utf-8
'''
Created on 2015年6月4日

@author: Administrator
'''
import tushare as ts

# 分配预案
#每到季报、年报公布的时段,就经常会有上市公司利润分配预案发布,而一些高送转高分红的股票往往会成为市场炒作的热点。
df = ts.profit_data(top=60)
df.sort('shares',ascending=False)
df[df.shares>=10]#选择每10股送转在10以上的

# 业绩预告
ts.forecast_data(2014,2)#获取2014年中报的业绩预告数据

# 限售股解禁
# 以月的形式返回限售股解禁情况,通过了解解禁股本的大小,判断股票上行的压力。可通过设定年份和月份参数获取不同时段的数据。
ts.xsg_data()

# 新股数据
ts.new_stocks()

# 融资融券
ts.sh_margins(start='2015-01-01', end='2015-04-19')
ts.sz_margins(start='2015-01-01', end='2015-04-19')
#如果不设symbol参数或者开始和结束日期时段设置过长,数据获取可能会比较慢,建议分段分步获取,比如一年为一个周期
ts.sh_margin_details(start='2015-01-01', end='2015-04-19', symbol='601989')
ts.sz_margin_details('2015-04-20')
Ejemplo n.º 26
0
import tushare as ts

# 沪市融资融券汇总数据
# opDate:信用交易日期  rzye:本日融资余额(元)  rzmre: 本日融资买入额(元)  rqyl: 本日融券余量
# rqylje: 本日融券余量金额(元)  rqmcl: 本日融券卖出量  rzrqjyzl:本日融资融券余额(元)
open('rzrq_sz1.csv', 'w')
df = ts.sh_margins(start='2015-01-01', end='2015-06-01')
df.to_csv('rzrq_sz1.csv')

open('rzrq_sz2.csv', 'w')
df = ts.sh_margin_details(start='2015-06-01', end='2015-12-31')
df.to_csv('rzrq_sz2.csv')

# 深市融资融券汇总数据
open('rzrq_ss1.csv', 'w')
df = ts.sz_margins(start='2015-01-01', end='2015-06-01')
df.to_csv('rzrq_ss1.csv')

open('rzrq_ss2.csv', 'w')
df = ts.sz_margins(start='2015-06-01', end='2015-12-31')
df.to_csv('rzrq_ss2.csv')

# 沪市融资融券明细数据
# opDate:信用交易日期,stockCode:标的证券代码,securityAbbr:标的证券简称,rzye:本日融资余额(元),rzmre: 本日融资买入额(元)
# rzche:本日融资偿还额(元),rqyl: 本日融券余量,rqmcl: 本日融券卖出量,rqchl: 本日融券偿还量
# open('rzrq.csv', 'w')
# df = ts.sh_margin_details(start='2015-01-01', end='2015-06-31', symbol='601989')
# df.to_csv('rzrq.csv')
#
# 深市明细数据
# open('rzrq.csv')
Ejemplo n.º 27
0
import tushare as ts

# 获取分配预案数据
df = ts.profit_data(top=60)

# 业绩预告
# 按年度、季度获取业绩预告数据,接口提供从1998年以后每年的业绩预告数据,需指定年度、季度两个参数。
fd = ts.forecast_data(2014, 2)
print(fd)

# 限售股解禁
# 以月的形式返回限售股解禁情况,通过了解解禁股本的大小,判断股票上行的压力。可通过设定年份和月份参数获取不同时段的数据。
xsg = ts.xsg_data()

# 基金持股
# 获取每个季度基金持有上市公司股票的数据。
fh = ts.fund_holdings(2014, 4)
print(fh)

# 新股数据
ns = ts.new_stocks()
print(ns)

# 融资融券(沪市)
# 沪市的融资融券数据从上海证券交易所网站直接获取,提供了有记录以来的全部汇总和明细数据。根据上交所网站提示:数据根据券商申报的数据汇总,由券商保证数据的真实、完整、准确。
sm = ts.sh_margins(start='2015-01-01', end='2015-04-19')
print(sm)

# 融资融券(深市)
ts.sz_margins(start='2015-01-01', end='2015-04-19')
Ejemplo n.º 28
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        for i in range(temp_day.shape[0]):
            resu0 = list(temp_day.ix[i])
            print(resu0)
            try:
                sql_insert = "insert into stock_rzrq(state_dt,ctype,rzye,rqye)values('%s','%s','%.2f','%.2f')" % (
                    str(resu0[0]), 'SH', float(resu0[1]), float(resu0[4]))
                cursor.execute(sql_insert)
                db.commit()
            except Exception as exp:
                print(exp)
                continue
    except Exception as ex:
        print(ex)

    try:
        temp_day2 = ts.sz_margins(start='2016-01-01', end='2016-12-31')
        temp_day2mid = np.array(temp_day2)
        for j in range(len(temp_day2mid)):
            resu2 = temp_day2mid[j]
            print(resu2)
            try:
                sql_insert2 = "insert into stock_rzrq(state_dt,ctype,rzye,rqye)values('%s','%s','%.2f','%.2f')" % (
                    str(resu2[0]), 'SZ', float(resu2[2]), float(resu2[5]))
                cursor.execute(sql_insert2)
                db.commit()
            except Exception as exp:
                print(exp)
                continue
    except Exception as ex:
        print(ex)