def update(self, code):
try:
self.logger.info("更新股票代码: " + code)
sess = sessionmaker(bind=dbu.get_engine())()
stock = sess.query(StockInfo).filter_by(code=code).one()
data = crawl_company_info(code)
stock.type = data["type"]
stock.region = data["region"]
stock.short_name = data["short_name"]
stock.address = data["address"]
stock.full_name = data["full_name"]
stock.telephone = data["telephone"]
stock.email = data["email"]
stock.english_name = data["english_name"]
stock.capital = data["capital"]
stock.chairman = data["chairman"]
stock.main_business = data["main_business"]
stock.industry = data["industry"]
sess.add(stock)
sess.commit()
except Exception as ex:
sess.rollback()
self.logger.error(ex)
finally:
sess.close()
self.logger.info("更新完毕！")
def get_stock_codes(self):
codes = []
sess = sessionmaker(bind=dbu.get_engine())()
for stock in sess.query(StockInfo).order_by(StockInfo.code):
codes.append((stock.code, stock.last_update_date))
self.logger.debug("列表长度:" + str(len(codes)))
return codes
def load_report(self, date=datetime.now().strftime("%Y-%m-%d")):
self.logger.info("********今日导入报告********")
sql = "SELECT count(0) as result FROM tb_stock_list where LAST_UPDATE_DATE <>'" + date + "'"
df = pd.read_sql(sql=sql,
con=database.get_engine()).sort_index(ascending=False)
stock_not_updated = df["result"].item()
self.logger.info("没有更新到" + date + "的股票个数为：" + str(stock_not_updated))
def test_stock_daily_basic():
engine = dbu.get_engine()
session = StockBasicDailyDataDaoImpl(engine)
df = session.get_data_from_163("002384",
start_date="2021-10-01",
end_date="2021-10-13")
print(df["tclose"].values[-1])
df_max_idx = df.index.values.max()
print(df_max_idx)
print("=======================================")
df.drop(labels=df_max_idx, axis=0, inplace=True)
print(df)
def create_process(tech_config, code, start_date, end_date):
engine = dbu.get_engine()
# sess_factory = sessionmaker(bind=dbu.get_engine())
logger = logging.getLogger("appLogger")
if not bool(logger.handlers):
app.config_logger()
logger.info("正在处理股票代码" + code + " 开始日期" + start_date + "，结束日期" + end_date)
sbdd = StockBasicDailyDataDaoImpl(engine)
df = sbdd.get_data_from_163(code, start_date, end_date)
if df is None or df.shape[0] == 0:
logger.warning("没有从163获得数据...")
return
df = sbdd.validate_last_record(code, df)
if df is None or df.shape[0] == 0:
logger.warning("股票代码" + code + "没有有效数据...")
return
sbdd.save_data_to_database(df)
logger.info("股票代码" + code + "的行情信息已保存...")
sbdd.update_last_update_date(code, end_date, df)
logger.info("开始计算股票代码" + code + "的技术指标...")
stdd = StockTechDailyDataDaoImpl(engine)
tech_data_list = []
for each_date in df.index.sort_values().values:
tech_data_list.append(stdd.calc_tech_data(code, each_date, tech_config))
stdd.save_data_to_database(tech_data_list)
logger.info("股票代码" + code + "的技术指标信息已保存...")
return
def test_update_with_sess(code):
engine = dbu.get_engine()
with Session(engine) as db_sess:
db_sess.query(StockInfo).filter_by(code=code).update(
{"last_update_date": "2021-07-09"})
db_sess.commit()
def add(self, sse_file_path, szse_file_path):
stock_list = []
self.logger.info("读取上交所文件...")
sse_df = pd.read_csv(
sse_file_path,
delimiter="\t",
encoding="gbk",
header=0,
names=["gsdm", "gsjc", "dm", "jc", "ssrq", "blank5"],
dtype={
"gsdm": str,
"gsjc": str,
"dm": str,
"jc": str,
"ssrq": str
})
sse_df.drop("blank5", inplace=True, axis="columns")
for idx, row in sse_df.iterrows():
code = row["gsdm"]
name = row["gsjc"]
first_date_to_market = row["ssrq"]
stock = StockInfo(code=code,
name=name,
last_update_date=DEFAULT_LAST_UPDATE_DATE,
first_date_to_market=first_date_to_market)
stock_list.append(stock)
self.logger.info("读取深交所文件...")
szse_df = pd.read_excel(szse_file_path,
header=0,
names=[
"bk", "gsqc", "ywmz", "zcdz", "agdm",
"agjc", "agssrq", "agzgb", "agltgb",
"bgdm", "bgjc", "bgssrq", "bgzgb",
"bgltgb", "dq", "sf", "cs", "sshy", "gswz"
])
for idx, row in szse_df.iterrows():
code = str(row["agdm"]).zfill(6)
name = row["agjc"]
first_date_to_market = row["agssrq"]
stock = StockInfo(code=code,
name=name,
last_update_date=DEFAULT_LAST_UPDATE_DATE,
first_date_to_market=first_date_to_market)
stock_list.append(stock)
self.logger.info("股票的总数为：" + str(len(stock_list)))
sess = sessionmaker(bind=dbu.get_engine())()
for each in stock_list:
self.logger.debug("处理股票代码：" + each.code)
try:
_ = sess.query(StockInfo).filter_by(code=each.code).one()
self.logger.debug("股票代码" + each.code + "已存在")
pass
except sqlalchemy.orm.exc.NoResultFound as _:
sess.add(each)
self.logger.debug("股票代码" + each.code + "为新股，将存入数据库")
except Exception as ex:
logging.error(ex)
finally:
sess.commit()
sess.close()
self.logger.info("更新完毕！")
# -*- coding: UTF-8 -*-
from warnings import simplefilter
simplefilter(action='ignore', category=FutureWarning)
from biz.entity.tech_indicator import TechIndicatorCalculator
from utils.database import get_engine
calc = TechIndicatorCalculator(engine=get_engine(),
code="000001",
date="2021-04-30")
# param = {"time_period": 26}
# vr = calc.calcVR(**param)
# print(vr)
# VR137.3 MAVR 122.96
# param = {"time_period1": 6, "time_period2": 12}
# print(calc.calcPSY(**param))
# TODO: BUG FIX
param = {"time_period1": 6, "time_period2": 12, "time_period3": 24}
print(calc.calcRSI(**param))
print(66.96, 63.58, 57.75)
# param = {"time_period1": 12, "time_period2": 6}
# print(calc.calcROC(**param))
# param = {"time_period1": 10, "time_period2": 50, "time_period3": 10}
# print(calc.calcDMA(**param))
# param = {"time_period1": 12, "time_period2": 6}
# print(calc.calcMTM(**param))