def is_histdata_uptodate(self):
latest_date_str = tt.get_latest_trade_date(date_format='%Y/%m/%d')
last_date_str = tt.get_last_trade_date(date_format='%Y/%m/%d')
latest_datetime_str = latest_date_str + ' 15:00'
last_datetime_str = last_date_str + ' 15:00'
print('last_date = ',last_datetime_str)
print('latest_date_str=',latest_datetime_str)
systime_dict = self.get_systime()
tdx_update_time_str = systime_dict['tdx_update_time']
pos_update_time_str = systime_dict['pos_update_time']
backtest_time_str = systime_dict['backtest_time']
is_tdx_uptodate,is_pos_uptodate,is_backtest_uptodate=False,False,False
"""
if tdx_update_time_str:
is_tdx_uptodate = tdx_update_time_str>=latest_date_str
if pos_update_time_str:
is_pos_uptodate = pos_update_time_str>=latest_date_str
if backtest_time_str:
is_backtest_uptodate = backtest_time_str>=last_datetime_str
"""
#deltatime=datetime.datetime.now()-starttime
#print('update duration=',deltatime.days*24*3600+deltatime.seconds)
this_day = datetime.datetime.now()
if (this_day.hour>=0 and this_day.hour<9) or (this_day.hour==9 and this_day.minute<15):
is_tdx_uptodate = tdx_update_time_str>latest_datetime_str
is_pos_uptodate = pos_update_time_str>latest_datetime_str
is_backtest_uptodate = backtest_time_str>=latest_datetime_str
elif this_day.hour>=16:
is_tdx_uptodate = tdx_update_time_str>=latest_datetime_str
is_pos_uptodate = pos_update_time_str>=latest_datetime_str
is_backtest_uptodate = backtest_time_str>=latest_datetime_str
else:
is_tdx_uptodate = tdx_update_time_str>=last_datetime_str
is_pos_uptodate = pos_update_time_str>=last_datetime_str
is_backtest_uptodate = backtest_time_str>=last_datetime_str
return is_tdx_uptodate,is_pos_uptodate,is_backtest_uptodate,systime_dict
def update_sql_index(self, index_list=['sh','sz','zxb','cyb','hs300','sh50'],force_update=False):
index_symbol_maps = {'sh':'999999','sz':'399001','zxb':'399005','cyb':'399006',
'sh50':'000016','sz300':'399007','zx300':'399008','hs300':'000300'}
FIX_FACTOR = 1.0
scz_code_str='399001'
zxb_code_str='399005'
chy_code_str='399006'
shz ='999999'
shz_50 = '000016'
hs_300 = '000300'
zx_300 ='399008'
sz_300 ='399007'
d_format='%Y/%m/%d'
last_date_str = tt.get_last_trade_date(date_format=d_format)
latest_date_str = tt.get_latest_trade_date(date_format=d_format)
print('last_date_str=',last_date_str)
print('latest_date_str=',latest_date_str)
#next_date_str = tt.get_next_trade_date(date_format=d_format)
#print(next_date_str)
try:
quotation_index_df = qq.get_qq_quotations(['sh','sz','zxb','cyb','hs300','sh50'], ['code','date','open','high','low','close','volume','amount'])
#quotation_index_df = ts.get_index()
except:
sleep(3)
quotation_index_df = qq.get_qq_quotations(['sh','sz','zxb','cyb','hs300','sh50'], ['code','date','open','high','low','close','volume','amount'])
#quotation_index_df[['open','high','low','close']]=quotation_index_df[['open','high','low','close']].round(2)
#quotation_index_df['amount'] = quotation_index_df['amount']*(10**8)
#quotation_index_df['date'] = latest_date_str
quotation_index_df['factor'] = 1.0
#print(quotation_index_df)
need_to_send_mail = []
sub = ''
#table_update_times = self.get_table_update_time()
for index_name in index_list:
yh_symbol = index_symbol_maps[index_name]
yh_file_name = YH_SOURCE_DATA_DIR+symbol+'.'+file_type
#yh_index_df = get_yh_raw_hist_df(code_str=symbol)
yh_index_df = pd.read_csv(yh_file_name)
yh_index_df['factor'] = FIX_FACTOR
try:
date_data = self.query_data(table=index_name,fields='date',condition="date>='%s'" % last_date_str)
data_len = len(date_data)
#this_table_update_time = table_update_times[index_name]
#print('this_table_update_time=', this_table_update_time)
if len(date_data)==0: #no update more than two day
"""需要手动下载银河客户端数据"""
print('Need to manual update %s index from YH APP! Please make suere you have sync up YH data' % index_name)
need_to_send_mail.append(index_name)
sub = '多于两天没有更新指数数据库'
self.drop_table(table_name=index_name)
self.insert_table(data_frame=yh_index_df,table_name=index_name)
elif len(date_data) == 1: # update by last date
"""只需要更新当天数据"""
self.update_sql_index_today(index_name,latest_date_str,quotation_index_df,index_symbol_maps)
pass
elif len(date_data) == 2: #update to latest date
"""要更新盘中获取的当天数据"""
print(' %s index updated to %s.' % (index_name,latest_date_str))
if force_update:
print(' force update %s index' % index_name)
self.delete_data(table_name=index_name,condition="date='%s'" % latest_date_str)
self.update_sql_index_today(index_name,latest_date_str,quotation_index_df,index_symbol_maps)
pass
else:
pass
else:
pass
#print(date_data)
except:
sub = '数据表不存在'
need_to_send_mail.append(index_name)
print('Table %s not exist.'% index_name)
try:
self.drop_table(table_name=yh_index_df)
except:
pass
self.insert_table(data_frame=yh_index_df,table_name=index_name,is_index=False)
print('Created the table %s.' % index_name)
if need_to_send_mail:
content = '%s 数据表更新可能异常' % need_to_send_mail
sm.send_mail(sub,content,mail_to_list=None)
def update_one_stock(self, symbol,force_update=False):
index_symbol_maps = {'sh':'999999','sz':'399001','zxb':'399005','cyb':'399006',
'sh50':'000016','sz300':'399007','zx300':'399008','hs300':'000300'}
FIX_FACTOR = 1.0
d_format='%Y/%m/%d'
last_date_str = tt.get_last_trade_date(date_format=d_format)
latest_date_str = tt.get_latest_trade_date(date_format=d_format)
print('last_date_str=',last_date_str)
print('latest_date_str=',latest_date_str)
next_date_str = tt.get_next_trade_date(date_format=d_format)
#print(next_date_str)
quotation_date = ''
try:
quotation_index_df = qq.get_qq_quotations([symbol], ['code','date','open','high','low','close','volume','amount'])
quotation_date = quotation_index_df.iloc[0]['date']
#quotation_index_df = ts.get_index()
except:
sleep(3)
quotation_index_df = qq.get_qq_quotations([symbol], ['code','date','open','high','low','close','volume','amount'])
quotation_date = quotation_index_df.iloc[0]['date']
print('quotation_date=',quotation_date)
print(quotation_index_df)
quotation_index_df['factor'] = 1.0
quotation_index_df = quotation_index_df[['date','open','high','low','close','volume','amount','factor']]
#quotation_index_df.iloc[0]['volume'] = 0
#quotation_index_df.iloc[0]['amount'] = 0
print(quotation_index_df)
#print(quotation_index_df)
need_to_send_mail = []
sub = ''
index_name = symbol
#table_update_times = self.get_table_update_time()
if quotation_date:
yh_symbol = symbol
if symbol in index_symbol_maps.keys():
yh_symbol = index_symbol_maps[index_name]
yh_file_name = YH_SOURCE_DATA_DIR+symbol+'.'+file_type
#yh_index_df = get_yh_raw_hist_df(code_str=symbol)
yh_index_df = pd.read_csv(yh_file_name)
yh_index_df['factor'] = FIX_FACTOR
yh_last_date = yh_index_df.tail(1).iloc[0]['date']
print('yh_last_date=',yh_last_date)
print( yh_index_df)#.head(len(yh_index_df)-1))
if True:
#date_data = self.query_data(table=index_name,fields='date',condition="date>='%s'" % last_date_str)
#data_len = len(date_data)
#this_table_update_time = table_update_times[index_name]
#print('this_table_update_time=', this_table_update_time)
if yh_last_date<last_date_str: #no update more than two day
"""需要手动下载银河客户端数据"""
print('Need to manual update %s index from YH APP! Please make suere you have sync up YH data' % index_name)
need_to_send_mail.append(index_name)
sub = '多于两天没有更新指数数据库'
content = '%s 数据表更新可能异常' % need_to_send_mail
sm.send_mail(sub,content,mail_to_list=None)
elif yh_last_date==last_date_str: # update by last date
"""只需要更新当天数据"""
yh_index_df = yh_index_df.append(quotation_index_df, ignore_index=True)
print(yh_index_df)
pass
else:# yh_last_date>latest_date_str: #update to latest date
"""YH已经更新到今天，要更新盘中获取的当天数据"""
print(' %s index updated to %s; not need to update' % (index_name,latest_date_str))
if force_update:
print(' force update %s index' % index_name)
yh_index_df0 = yh_index_df.head(len(yh_index_df)-1)
print(yh_index_df0)
yh_index_df = yh_index_df0.append(quotation_index_df, ignore_index=True)
print(yh_index_df)
else:
pass
yh_index_df = yh_index_df.set_index('date')
dir='C:/hist/day/data/'
file_name = dir+ '%s.csv' % index_name
try:
os.remove(file_name)
print('Delete and update the csv file')
except:
pass
yh_index_df.to_csv(file_name ,encoding='utf-8')
return yh_index_df
def get_exit_price(hold_codes=['300162'],data_path='C:/中国银河证券海王星/T0002/export/' ):#, has_update_history=False):
#exit_dict={'300162': {'exit_half':22.5, 'exit_all': 19.0},'002696': {'exit_half':17.10, 'exit_all': 15.60}}
has_update_history = True
"""
if not has_update_history:
easyhistory.init('D', export='csv', path="C:/hist",stock_codes=hold_codes)
easyhistory.update(path="C:/hist",stock_codes=hold_codes)
#has_update_history = True
"""
#his = easyhistory.History(dtype='D', path='C:/hist',codes=hold_codes)
#data_path = 'C:/hist/day/data/'
#data_path = 'C:/中国银河证券海王星/T0002/export/'
exit_dict = dict()
his = easyhistory.History(dtype='D', path=data_path, type='csv',codes=hold_codes)
d_format='%Y/%m/%d'
last_date_str = tt.get_last_trade_date(date_format=d_format)
latest_date_str = tt.get_latest_trade_date(date_format=d_format)
for code in hold_codes:
#code_hist_df = hist[code].MA(1).tail(3).describe()
if code=='sh000001' or code=='sh':
code = '999999'
if code=='cyb':
code = '399006'
exit_data = dict()
hist_df =his[code].ROC(1)
hist_last_date = hist_df.tail(1).iloc[0].date
#print('hist_last_date=',hist_last_date)
tolerance_exit_rate = 0.0
t_rate = 0.0
min_close = 0.0
min_low =0.0
if hist_last_date<last_date_str:
hist_df['l_change'] = ((hist_df['low']-hist_df['close'].shift(1))/hist_df['close'].shift(1)).round(3)
hist_df['h_change'] = ((hist_df['high']-hist_df['close'].shift(1))/hist_df['close'].shift(1)).round(3)
hist_low_describe = hist_df.tail(60).describe()
#print(hist_low_describe)
tolerance_exit_rate = round(hist_low_describe.loc['25%'].l_change,4)
t_rate = round(hist_low_describe.loc['75%'].h_change,4)
#print('hist_low_change=',hist_low_change)
#if hist_low_change< tolerance_exit_rate:
#tolerance_exit_rate = hist_low_change
#print('tolerance_exit_rate=',tolerance_exit_rate)
else:
hist_df['l_change'] = ((hist_df['low']-hist_df['close'].shift(1))/hist_df['close'].shift(1)).round(3)
hist_df['h_change'] = ((hist_df['high']-hist_df['close'].shift(1))/hist_df['close'].shift(1)).round(3)
hist_low_describe = hist_df.tail(60).describe()
tolerance_exit_rate = round(hist_low_describe.loc['25%'].l_change,4)
t_rate = round(hist_low_describe.loc['75%'].h_change,4)
#tolerance_exit_rate = hist_low_change
#print('tolerance_exit_rate=',tolerance_exit_rate)
hist_df = hist_df[hist_df.date<=last_date_str]
describe_df = his[code].MA(1).tail(3).describe()
min_low =round(describe_df.loc['min'].low, 2)
min_close = round(round(describe_df.loc['min'].close,2),2)
max_close = round(describe_df.loc['max'].close,2)
max_high = round(describe_df.loc['max'].high,2)
exit_data['exit_half'] = min_close
exit_data['exit_all'] = min_low
exit_data['exit_rate'] = tolerance_exit_rate
exit_data['t_rate'] = t_rate
exit_dict[code] = exit_data
#print('exit_dict=%s' % exit_dict)
return exit_dict
def update_one_stock(symbol,realtime_update=False,dest_dir='C:/hist/day/data/', force_update_from_YH=False):
"""
运行之前先下载及导出YH历史数据
"""
"""
:param symbol: string type, stock code
:param realtime_update: bool type, True for K data force update during trade time
:param dest_dir: string type, like csv dir
:param force_update_from_YH: bool type, force update K data from YH
:return: Dataframe, history K data for stock
"""
index_symbol_maps = {'sh':'999999','sz':'399001','zxb':'399005','cyb':'399006',
'sh50':'000016','sz300':'399007','zx300':'399008','hs300':'000300'}
qq_index_symbol_maps = {'sh':'000001','sz':'399001','zxb':'399005','cyb':'399006',
'sh50':'000016','sz300':'399007','zx300':'399008','hs300':'000300'}
FIX_FACTOR = 1.0
d_format='%Y/%m/%d'
last_date_str = tt.get_last_trade_date(date_format=d_format)
latest_date_str = tt.get_latest_trade_date(date_format=d_format)
#print('last_date_str=',last_date_str)
#print('latest_date_str=',latest_date_str)
next_date_str = tt.get_next_trade_date(date_format=d_format)
#print(next_date_str)
dest_file_name = dest_dir+ '%s.csv' % symbol
dest_df = get_raw_hist_df(code_str=symbol)
file_type='csv'
RAW_HIST_DIR = "C:/中国银河证券海王星/T0002/export/"
yh_file_name = RAW_HIST_DIR+symbol+'.'+file_type
if dest_df.empty:
if symbol in index_symbol_maps.keys():
symbol = index_symbol_maps[symbol]
yh_file_name = RAW_HIST_DIR+symbol+'.'+file_type
#yh_index_df = get_yh_raw_hist_df(code_str=symbol)
yh_index_df = pd.read_csv(yh_file_name)
yh_index_df['factor'] = 1.0
yh_df = yh_index_df.set_index('date')
yh_df.to_csv(dest_file_name ,encoding='utf-8')
dest_df = yh_index_df
#del dest_df['rmb']
return yh_df
#print(dest_df)
dest_df_last_date = dest_df.tail(1).iloc[0]['date']
#print('dest_df_last_date=',dest_df_last_date)
if dest_df_last_date<latest_date_str:
quotation_date = ''
try:
quotation_index_df = qq.get_qq_quotations([symbol], ['code','date','open','high','low','close','volume','amount'])
quotation_date = quotation_index_df.iloc[0]['date']
if dest_df_last_date==quotation_date:
return dest_df
#quotation_index_df = ts.get_index()
except:
time.sleep(3)
quotation_index_df = qq.get_qq_quotations([symbol], ['code','date','open','high','low','close','volume','amount'])
quotation_date = quotation_index_df.iloc[0]['date']
if dest_df_last_date==quotation_date:
return dest_df
#print('quotation_date=',quotation_date)
#print(quotation_index_df)
quotation_index_df['factor'] = 1.0
quotation_index_df = quotation_index_df[['date','open','high','low','close','volume','amount','factor']]
#quotation_index_df.iloc[0]['volume'] = 0
#quotation_index_df.iloc[0]['amount'] = 0
#print(quotation_index_df)
#print(quotation_index_df)
need_to_send_mail = []
sub = ''
index_name = symbol
#table_update_times = self.get_table_update_time()
if quotation_date:
yh_symbol = symbol
if symbol in index_symbol_maps.keys():
yh_symbol = index_symbol_maps[index_name]
yh_file_name = RAW_HIST_DIR+yh_symbol+'.'+file_type
#yh_index_df = get_yh_raw_hist_df(code_str=symbol)
yh_index_df = pd.read_csv(yh_file_name,encoding='GBK')
yh_index_df['factor'] = FIX_FACTOR
yh_last_date = yh_index_df.tail(1).iloc[0]['date']
#print('yh_last_date=',yh_last_date)
#print( yh_index_df)#.head(len(yh_index_df)-1))
if yh_last_date>dest_df_last_date: #dest_df_last_date<latest_date_str
#date_data = self.query_data(table=index_name,fields='date',condition="date>='%s'" % last_date_str)
#data_len = len(date_data)
#this_table_update_time = table_update_times[index_name]
#print('this_table_update_time=', this_table_update_time)
if yh_last_date<last_date_str: #no update more than two day
"""需要手动下载银河客户端数据"""
print('Need to manual update %s index from YH APP! Please make suere you have sync up YH data' % index_name)
need_to_send_mail.append(index_name)
sub = '多于两天没有更新指数数据库'
content = '%s 数据表更新可能异常' % need_to_send_mail
sm.send_mail(sub,content,mail_to_list=None)
elif yh_last_date==last_date_str: # update by last date
"""只需要更新当天数据"""
if realtime_update and yh_last_date<latest_date_str:
print(' force update %s index' % symbol)
yh_index_df = yh_index_df.append(quotation_index_df, ignore_index=True)
#print(yh_index_df)
pass
else:# yh_last_date>latest_date_str: #update to latest date
"""YH已经更新到今天，要更新盘中获取的当天数据"""
print(' %s index updated to %s; not need to update' % (index_name,latest_date_str))
"""
if force_update:
print(' force update %s index' % index_name)
yh_index_df0 = yh_index_df.head(len(yh_index_df)-1)
print(yh_index_df0)
yh_index_df = yh_index_df0.append(quotation_index_df, ignore_index=True)
print(yh_index_df)
else:
pass
"""
yh_index_df = yh_index_df.set_index('date')
"""
try:
os.remove(file_name)
print('Delete and update the csv file')
except:
pass
"""
yh_index_df.to_csv(dest_file_name ,encoding='utf-8')
else:
if force_update_from_YH and yh_last_date==dest_df_last_date:
yh_index_df = yh_index_df.set_index('date')
yh_index_df.to_csv(dest_file_name ,encoding='utf-8')
pass
else:
print('No need to update data')
if realtime_update:
quotation_index_df = qq.get_qq_quotations([symbol], ['code','date','open','high','low','close','volume','amount'])
quotation_index_df['factor'] = 1.0
quotation_index_df = quotation_index_df[['date','open','high','low','close','volume','amount','factor']]
#print(quotation_index_df)
print(' force update %s index' % symbol)
dest_df0 = dest_df
if dest_df_last_date==latest_date_str:
dest_df0 = dest_df.head(len(dest_df)-1)
#print(dest_df0)
dest_df = dest_df0.append(quotation_index_df, ignore_index=True)
#print(dest_df)
if quotation_index_df.empty:
pass
else:
dest_df.to_csv(dest_file_name ,encoding='utf-8')
else:
pass
return dest_df
def get_stock_exit_price(hold_codes=['300162'],data_path='C:/中国银河证券海王星/T0002/export/' ):#, has_update_history=False):
"""获取包括股票的止损数据"""
#exit_dict={'300162': {'exit_half':22.5, 'exit_all': 19.0},'002696': {'exit_half':17.10, 'exit_all': 15.60}}
has_update_history = True
"""
if not has_update_history:
easyhistory.init('D', export='csv', path="C:/hist",stock_codes=hold_codes)
easyhistory.update(path="C:/hist",stock_codes=hold_codes)
#has_update_history = True
"""
#his = easyhistory.History(dtype='D', path='C:/hist',codes=hold_codes)
#data_path = 'C:/hist/day/data/'
#data_path = 'C:/中国银河证券海王星/T0002/export/'
exit_dict = dict()
his = easyhistory.History(dtype='D', path=data_path, type='csv',codes=hold_codes)
d_format='%Y/%m/%d'
last_date_str = tt.get_last_trade_date(date_format=d_format)
latest_date_str = tt.get_latest_trade_date(date_format=d_format)
for code in hold_codes:
#code_hist_df = hist[code].MA(1).tail(3).describe()
if code=='sh000001' or code=='sh':
code = '999999'
if code=='cyb':
code = '399006'
exit_data = dict()
hist_df =his[code].ROC(1)
hist_last_date = hist_df.tail(1).iloc[0].date
#print('hist_last_date=',hist_last_date)
tolerance_exit_rate = 0.0
t_rate = 0.0
min_close = 0.0
min_low =0.0
if hist_last_date<last_date_str:
hist_df['l_change'] = ((hist_df['low']-hist_df['close'].shift(1))/hist_df['close'].shift(1)).round(3)
hist_df['h_change'] = ((hist_df['high']-hist_df['close'].shift(1))/hist_df['close'].shift(1)).round(3)
hist_low_describe = hist_df.tail(60).describe()
#print(hist_low_describe)
tolerance_exit_rate = round(hist_low_describe.loc['25%'].l_change,4)
t_rate = round(hist_low_describe.loc['75%'].h_change,4)
#print('hist_low_change=',hist_low_change)
#if hist_low_change< tolerance_exit_rate:
#tolerance_exit_rate = hist_low_change
#print('tolerance_exit_rate=',tolerance_exit_rate)
else:
hist_df['l_change'] = ((hist_df['low']-hist_df['close'].shift(1))/hist_df['close'].shift(1)).round(3)
hist_df['h_change'] = ((hist_df['high']-hist_df['close'].shift(1))/hist_df['close'].shift(1)).round(3)
hist_low_describe = hist_df.tail(60).describe()
tolerance_exit_rate = round(hist_low_describe.loc['25%'].l_change,4)
t_rate = round(hist_low_describe.loc['75%'].h_change,4)
#tolerance_exit_rate = hist_low_change
#print('tolerance_exit_rate=',tolerance_exit_rate)
hist_df = hist_df[hist_df.date<=last_date_str]
describe_df = his[code].MA(1).tail(3).describe()
min_low =round(describe_df.loc['min'].low, 2)
min_close = round(round(describe_df.loc['min'].close,2),2)
max_close = round(describe_df.loc['max'].close,2)
max_high = round(describe_df.loc['max'].high,2)
exit_data['exit_half'] = min_close
exit_data['exit_all'] = min_low
exit_data['exit_rate'] = tolerance_exit_rate
exit_data['t_rate'] = t_rate
exit_dict[code] = exit_data
#print('exit_dict=%s' % exit_dict)
return exit_dict
def update_one_stock(symbol,realtime_update=False,dest_dir='C:/中国银河证券海王星/T0002/export/', force_update_from_YH=False):
"""
运行之前先下载及导出YH历史数据
"""
"""
:param symbol: string type, stock code
:param realtime_update: bool type, True for K data force update during trade time
:param dest_dir: string type, like csv dir
:param force_update_from_YH: bool type, force update K data from YH
:return: Dataframe, history K data for stock
"""
index_symbol_maps = {'sh':'999999','sz':'399001','zxb':'399005','cyb':'399006',
'sh50':'000016','sz300':'399007','zx300':'399008','hs300':'000300'}
qq_index_symbol_maps = {'sh':'000001','sz':'399001','zxb':'399005','cyb':'399006',
'sh50':'000016','sz300':'399007','zx300':'399008','hs300':'000300'}
FIX_FACTOR = 1.0
d_format='%Y/%m/%d'
last_date_str = tt.get_last_trade_date(date_format=d_format)
latest_date_str = tt.get_latest_trade_date(date_format=d_format)
#print('last_date_str=',last_date_str)
#print('latest_date_str=',latest_date_str)
next_date_str = tt.get_next_trade_date(date_format=d_format)
#print(next_date_str)
dest_file_name = dest_dir+ '%s.csv' % symbol
dest_df = get_raw_hist_df(code_str=symbol)
file_type='csv'
RAW_HIST_DIR = "C:/中国银河证券海王星/T0002/export/"
yh_file_name = RAW_HIST_DIR+symbol+'.'+file_type
if symbol in index_symbol_maps.keys():
symbol = index_symbol_maps[symbol]
dest_file_name = dest_dir+ '%s.csv' % symbol
#print('dest_file_name=',dest_file_name)
if dest_df.empty:
if symbol in index_symbol_maps.keys():
symbol = index_symbol_maps[symbol]
yh_file_name = RAW_HIST_DIR+symbol+'.'+file_type
#yh_index_df = get_yh_raw_hist_df(code_str=symbol)
yh_index_df = pd.read_csv(yh_file_name)
#yh_index_df['factor'] = 1.0
yh_df = yh_index_df.set_index('date')
yh_df.to_csv(dest_file_name ,encoding='utf-8')
dest_df = yh_index_df
#del dest_df['rmb']
return yh_df
#print(dest_df)
dest_df_last_date = dest_df.tail(1).iloc[0]['date']
#print('dest_df_last_date=',dest_df_last_date)
quotation_datetime = datetime.datetime.now()
if dest_df_last_date<latest_date_str:
quotation_date = ''
try:
quotation_index_df = qq.get_qq_quotations_df([symbol], ['code','date','open','high','low','close','volume','amount'])
quotation_date = quotation_index_df.iloc[0]['date']
#quotation_date = quotation_index_df.iloc[0]['date']
#quotation_datetime = quotation_index_df.iloc[0]['datetime']
#del quotation_index_df['datetime']
if dest_df_last_date==quotation_date:
return dest_df
#quotation_index_df = ts.get_index()
except:
time.sleep(3)
quotation_index_df = qq.get_qq_quotations_df([symbol], ['code','date','open','high','low','close','volume','amount'])
print(quotation_index_df)
quotation_date = quotation_index_df.iloc[0]['date']
#quotation_datetime = quotation_index_df.iloc[0]['datetime']
#del quotation_index_df['datetime']
if dest_df_last_date==quotation_date:
return dest_df
#print('quotation_date=',quotation_date)
#print(quotation_index_df)
#quotation_index_df['factor'] = 1.0
quotation_index_df = quotation_index_df[['date','open','high','low','close','volume','amount']]#,'factor']]
#quotation_index_df.iloc[0]['volume'] = 0
#quotation_index_df.iloc[0]['amount'] = 0
#print(quotation_index_df)
#print(quotation_index_df)
need_to_send_mail = []
sub = ''
index_name = symbol
#table_update_times = self.get_table_update_time()
if quotation_date:
yh_symbol = symbol
if symbol in index_symbol_maps.keys():
yh_symbol = index_symbol_maps[index_name]
yh_file_name = RAW_HIST_DIR+yh_symbol+'.'+file_type
#yh_index_df = get_yh_raw_hist_df(code_str=symbol)
yh_index_df = pd.read_csv(yh_file_name,encoding='GBK')
#yh_index_df['factor'] = FIX_FACTOR
yh_last_date = yh_index_df.tail(1).iloc[0]['date']
#print('yh_last_date=',yh_last_date)
#print( yh_index_df)#.head(len(yh_index_df)-1))
if yh_last_date>dest_df_last_date: #dest_df_last_date<latest_date_str
#date_data = self.query_data(table=index_name,fields='date',condition="date>='%s'" % last_date_str)
#data_len = len(date_data)
#this_table_update_time = table_update_times[index_name]
#print('this_table_update_time=', this_table_update_time)
if yh_last_date<last_date_str: #no update more than two day
"""需要手动下载银河客户端数据"""
print('Need to manual update %s index from YH APP! Please make suere you have sync up YH data' % index_name)
need_to_send_mail.append(index_name)
sub = '多于两天没有更新指数数据库'
content = '%s 数据表更新可能异常' % need_to_send_mail
sm.send_mail(sub,content,mail_to_list=None)
elif yh_last_date==last_date_str: # update by last date
"""只需要更新当天数据"""
realtime_update = tt.is_trade_time_now()
if realtime_update:
if yh_last_date<latest_date_str:
print(' force update %s index' % symbol)
yh_index_df = yh_index_df.append(quotation_index_df, ignore_index=True)
#elif yh_last_date==latest_date_str:
# print(' delete last update, then force update %s index' % symbol)
# yh_index_df=yh_index_df[:-1]
# yh_index_df = yh_index_df.append(quotation_index_df, ignore_index=True)
else:
pass
#print(yh_index_df)
else:
pass
else:# yh_last_date>latest_date_str: #update to latest date
"""YH已经更新到今天，要更新盘中获取的当天数据"""
print(' %s index updated to %s; not need to update' % (index_name,latest_date_str))
"""
if force_update:
print(' force update %s index' % index_name)
yh_index_df0 = yh_index_df.head(len(yh_index_df)-1)
print(yh_index_df0)
yh_index_df = yh_index_df0.append(quotation_index_df, ignore_index=True)
print(yh_index_df)
else:
pass
"""
yh_index_df = yh_index_df.set_index('date')
"""
try:
os.remove(file_name)
print('Delete and update the csv file')
except:
pass
"""
yh_index_df.to_csv(dest_file_name ,encoding='utf-8')
else:
if force_update_from_YH and yh_last_date==dest_df_last_date:
yh_index_df = yh_index_df.set_index('date')
yh_index_df.to_csv(dest_file_name ,encoding='utf-8')
pass
elif dest_df_last_date==latest_date_str:
print('No need to update data')
realtime_update = tt.is_trade_time_now()
if realtime_update:
quotation_index_df = qq.get_qq_quotations([symbol], ['code','date','open','high','low','close','volume','amount'])
#quotation_index_df['factor'] = 1.0
quotation_index_df = quotation_index_df[['date','open','high','low','close','volume','amount']]#'factor']]
#print(quotation_index_df)
print(' force update %s index' % symbol)
dest_df0 = dest_df
if dest_df_last_date==latest_date_str:
dest_df0 = dest_df.head(len(dest_df)-1)
#dest_df0 = dest_df0[:-1]
#print(dest_df0)
dest_df = dest_df0.append(quotation_index_df, ignore_index=True)
#print(dest_df)
if quotation_index_df.empty:
pass
else:
yh_index_df = yh_index_df.set_index('date')
dest_df.to_csv(dest_file_name ,encoding='utf-8')
else:
pass
else:
pass
return dest_df
