def get_cn_furture_day(self, file_path, update=False):
for future in self.future_list:
url_str = (
'http://stock2.finance.sina.com.cn/futures/api/json.php/IndexService.getInnerFuturesDailyKLine?symbol='
+ future)
r = requests.get(url_str)
r_json = r.json()
r_lists = list(r_json)
if update: #更新
r_lists = r_lists[-1]
result = pd.DataFrame(
data=r_lists,
columns=['date', 'open', 'high', 'low', 'close', 'vol'])
result = result.rename(columns={'vol': 'volume'})
if update:
result = cut_day_repeated_row(file_path + future + '.csv',
result)
result.to_csv(china_furture_day_file_path + future + '.csv',
index=False,
mode='a',
header=False)
else:
result.to_csv(china_furture_day_file_path + future + '.csv',
index=False)
print('期货日线保存成功:', future)
print('-------------------期货日线完成------------------------')
def get_china_stock_day_data(self,
stock_list,
start_date,
end_date,
file_path,
update=False,
frequency="d"): #获取国内日线
if isinstance(stock_list, str):
stock_list = [stock_list]
for stock in stock_list:
stock_code_ = ".".join(stock.lower().split('.')[::-1])
rs = bs.query_history_k_data_plus(
stock_code_,
"date,code,open,high,low,close,volume,amount,turn,tradestatus,pctChg,isST,peTTM,pbMRQ,psTTM,pcfNcfTTM",
start_date=start_date,
end_date=end_date,
frequency=frequency,
adjustflag="2")
data_list = []
while (rs.error_code == '0') & rs.next():
data_list.append(rs.get_row_data())
result = pd.DataFrame(data_list, columns=rs.fields)
if update:
# with open(file_path+stock_code_+'.csv','a') as f:
# f.write('\n')
result = cut_day_repeated_row(file_path + stock_code_ + '.csv',
result)
result.to_csv(
file_path + stock_code_ + '.csv',
index=False,
mode='a',
header=False,
)
else:
result.to_csv(file_path + stock_code_ + '.csv', index=False)
print(" 国内日线完成:", stock_code_)
# print( '进度: %4.2f'% ((self.stock_list.index(stock)+1)/len(self.stock_list)))
print('------------------国内日线成功---------------------------')
def get_us_stock_day(self,
file_path,
update=False,
period='5y',
interval="1d"):
stock_dir = {}
for s in self.stock_list:
stock_dir[s] = yf.Ticker(s)
for key, values in stock_dir.items():
if update:
period = '5d'
interval = '1d'
result = values.history(period=period,
interval=interval,
start=None,
end=None,
prepost=False,
actions=True,
auto_adjust=True,
back_adjust=False)
result.columns = result.columns.map(str.lower)
result.drop(['dividends', 'stock splits'], inplace=True, axis=1)
result['date'] = result.index
result['date'] = result['date'].apply(
lambda x: x.strftime("%Y-%m-%d"))
if update:
result = cut_day_repeated_row(file_path + key + '.csv', result)
result.to_csv(
us_stock_day_file_path + key + '.csv',
index=False,
mode='a',
header=False,
)
else:
result.to_csv(us_stock_day_file_path + key + '.csv',
index=False)
print('美股日线保存成功:', key)
print('-------------------美股日线完成----------------------')