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importTradeData.py
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importTradeData.py
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# -*- coding: utf-8 -*-
"""
Created on Wed Oct 07 09:21:05 2015
@author: Fuqian
"""
from sqlalchemy import create_engine
import tushare as ts
#import pymongo
import pandas as pd
df_base = ts.get_stock_basics()
df_report_1503 = ts.get_report_data(2015,3)
df_profit_1503 = ts.get_profit_data(2015,3)
df_growth_1503 = ts.get_growth_data(2015,3)
#detail_daily={}
engine = create_engine('mysql://root:123456@127.0.0.1/stock?charset=utf8')
for row_index, row in df_base.iterrows():
try:
f = open('qfq_err', 'a')
f_d = open('detailDay_err','a')
stocknum = row_index
timeToMarket = df_base.ix[stocknum]['timeToMarket']
startTime = str(timeToMarket)
startTime = startTime[:4] + '-' + startTime[4:6] + '-' + startTime[6:8]
qfq_history= ts.get_h_data(stocknum, start = startTime, end = '2015-10-09', retry_count=10)
except:
s = stocknum +'\n'
f.write(s)
f.close()
pass
else:
qfq_history.to_sql('qfq' + stocknum,engine,if_exists='append')
for row_index, row in qfq_history.iterrows():
try:
iqurydate = str(row_index)
iqurydate = iqurydate[:10]
if stocknum == '000001':
pass
else:
detail_daily_B = ''
detail_daily_A = ts.get_tick_data(stocknum, date = iqurydate, retry_count = 10, pause=1)
detail_daily_A.insert(0,'date',iqurydate)
if type(detail_daily_B) is type(df_base):
detail_daily_B = pd.concat([detail_daily_B, detail_daily_A])
else:
detail_daily_B = detail_daily_A
# detail_daily[iqurydate] = detail_daily_A.values ##use for mongo db
#
#
except:
s = iqurydate + ' ' + stocknum + '\n'
f_d.write(s)
pass
detail_daily_B.to_sql('detailDay' + stocknum,engine,if_exists='append')
finally:
f.close()
f_d.close()
# else:
# detail_daily.to_sql('detailDay' + stocknum,engine,if_exists='append')
# qfq_history[stocknum].to_sql('qfq' + stocknum,engine,if_exists='append')