def insert_hist_trade(self):
self.set_data()
db = Db()
engine = db._get_engine()
sql_stocklist = "select code,name from stock_code"
codes = pd.read_sql_query(sql_stocklist, engine)
codes = codes.to_dict('records')
i = 1
for row in codes:
gta = td.get_hist_data(code=row['code'],
start=self.nowdate,
end=self.nowdate,
ktype='D',
retry_count=3,
pause=0.001)
gta['datain_date'] = self.nowtime
gta['code'] = row['code']
gta['name'] = row['name']
gta['c_yearmonthday'] = gta.index
gta = gta.to_dict('records')
try:
db.insertmany(
"""INSERT INTO trade_hist(c_yearmonthday,code,name,open,high,close,low,volume,price_change,p_change,ma5,ma10,ma20,v_ma5,v_ma10,v_ma20,turnover,datain_date)
VALUES (%(c_yearmonthday)s,%(code)s,%(name)s,%(open)s,%(high)s,%(close)s,%(low)s,%(volume)s,%(price_change)s,%(p_change)s,%(ma5)s,%(ma10)s,%(ma20)s,%(v_ma5)s,%(v_ma10)s,%(v_ma20)s,%(turnover)s,%(datain_date)s)""",
gta)
except Exception, e:
log.error('insert error:%s ', e)
log.info('%s stock insert finished,%s,%s', i, row['code'],
row['name'].decode('utf-8'))
i += 1
def insert_hist_trade(self):
self.set_data()
db = Db()
engine = db._get_engine()
sql_stocklist = "select code,name from stock_code"
codes = pd.read_sql_query(sql_stocklist, engine)
codes = codes.to_dict('records')
i = 1
for row in codes:
gta = td.get_hist_data(code=row['code'],
start=self.nowdate,
end=self.nowdate,
ktype='D',
retry_count=3,
pause=0.001)
gta['datain_date'] = self.nowtime
gta['code'] = row['code']
gta['name'] = row['name']
gta['c_yearmonthday'] = gta.index
gta = gta.to_dict('records')
try:
db.insertmany(
"""INSERT INTO trade_hist(c_yearmonthday,code,name,open,high,close,low,volume,price_change,p_change,ma5,ma10,ma20,v_ma5,v_ma10,v_ma20,turnover,datain_date)
VALUES (%(c_yearmonthday)s,%(code)s,%(name)s,%(open)s,%(high)s,%(close)s,%(low)s,%(volume)s,%(price_change)s,%(p_change)s,%(ma5)s,%(ma10)s,%(ma20)s,%(v_ma5)s,%(v_ma10)s,%(v_ma20)s,%(turnover)s,%(datain_date)s)""",
gta)
except Exception, e:
log.error('insert error:%s ', e)
log.info('%s stock insert finished,%s,%s', i, row['code'],
row['name'].decode('utf-8'))
i += 1
def hdf():
df = fd.get_hist_data('000875')
# df.to_hdf('c:/day/store.h5','table')
store = HDFStore(path + '/data/store.h5')
store['000875'] = df
store.close()
def appends():
filename = path + '/data/bigfile.csv'
for code in ['000875', '600848', '000981']:
df = fd.get_hist_data(code)
if os.path.exists(filename):
df.to_csv(filename, mode='a', header=None)
else:
df.to_csv(filename)
def test_get_hist_data(self):
self.set_data()
print(fd.get_hist_data(self.code, self.start))
def test_histData(self):
self.set_data()
print td.get_hist_data(self.code, start=self.start, end=self.end)
def test_histData(self):
self.set_data()
print td.get_hist_data(self.code, start=self.start, end=self.end)
def json():
df = fd.get_hist_data('000875')
df.to_json(path + '/data/000875.json', orient='records')
# 或者直接使用
print(df.to_json(orient='records'))
def xls():
df = fd.get_hist_data('000875')
# 直接保存
df.to_excel(path + '/data/000875.xlsx', startrow=2, startcol=5)
def csv():
df = fd.get_hist_data('000875')
df.to_csv(path + '/data/000875.csv',
columns=['open', 'high', 'low', 'close'])