Example #1
0
def gp():
    print(ts.get_index()[:1])
    print(ts.get_index()[12:13])
    print(ts.get_index()[17:18])
    df = ts.get_realtime_quotes([
        '002291', '002939', '002475', '000034', '601607', '000100', '002241',
        '601099', '600728', '000998', '601800'
    ])[['code', 'name', 'price', 'bid', 'ask', 'volume', 'amount', 'time']]
    print(df, end='\n{0}\n'.format('-' * 50))

    sh = ts.get_index()[:1][['amount']].values[0][0]
    sz = ts.get_index()[12:13][['amount']].values[0][0]
    print('沪深成交额:{:.2f}亿'.format(float(sh) + float(sz)))
Example #2
0
    def notrealdata():
        cursor.execute(
            """SELECT distinct(tradeDate) FROM mkt_mktindex group by tradeDate order by tradeDate desc
						""")
        tradetimesql = cursor.fetchone()
        count = cursor.rowcount
        if count == 0:
            dfindex = ts.get_index()
            inserttable(dfindex, '15:00')
        elif inputtradetime != tradetimesql[0]:
            dfindex = ts.get_index()
            #dfindex.insert(2,'tradeTimehm','15:00')
            inserttable(dfindex, '15:00')
Example #3
0
    def notrealdatanoon():
        cursor.execute(
            """SELECT distinct(tradeTimehm) FROM mkt_mktindex where tradeDate=%s order by tradeTimehm desc
						""", (inputtradetime))
        tradetimesql = cursor.fetchone()
        count = cursor.rowcount
        print count
        print tradetimesql[0]
        if count == 0:
            dfindex = ts.get_index()
            inserttable(dfindex, '11:30')
        elif (tradetimesql[0] != '11:30'):
            dfindex = ts.get_index()
            inserttable(dfindex, '11:30')
Example #4
0
    def notrealdatanight():
        cursor.execute(
            """SELECT distinct(tradeTimehm) FROM mkt_mktindex where tradeDate=%s order by tradeTimehm desc
						""", (inputtradetime))
        tradetimesql = cursor.fetchone()
        print tradetimesql[0]
        count = cursor.rowcount
        if count == 0:
            dfindex = ts.get_index()
            inserttable(dfindex, '15:00')
        if (tradetimesql[0] != '15:00'):
            dfindex = ts.get_index()
            #dfindex.insert(2,'tradeTimehm','15:00')
            inserttable(dfindex, '15:00')
Example #5
0
def get_last_exchange_day():
    from datetime import datetime, date, timedelta
    print 'entering get_last_exchange_day'
    import sys
    reload(sys)
    sys_temp = sys
    sys_temp.setdefaultencoding('utf-8')
    date_time= datetime.now().strftime("%Y-%m-%d %H:%M:%S")
    hour = int(date_time[11:13])
    minute = int(date_time[14:16])
    try:
        print 'entering try1'
        file_changetime,file_date = get_FileModifyTime(data_const.My_Store_Dir+'sh.csv')
        file_hour = int(file_changetime[11:13])
        file_minute= int(file_changetime[14:16]);time_thresh=5
        if file_date ==  getDatetimeToday().strftime("%Y-%m-%d") and (hour-file_hour)*60+minute-file_minute <time_thresh:
            data_sh_index = pd.read_csv(data_const.My_Store_Dir+'sh.csv')[data_const.Meta_Index_Needing]#避免下面重复计算
            prep_d.compute_item(data_sh_index,'MACD_d').to_csv(data_const.My_Store_Dir+'sh'+data_const.Suffix)
            last_date = data_sh_index.loc[len(data_sh_index)-1]['date']
            print 'today:',hour ,minute,'file_changetime:',file_hour,file_minute,'time_thresh:',time_thresh,'minutes'
            print 'within timethresh needing file not need change,leaving get_last_exchange_day',last_date
            return last_date
    except :
        pass
    try:
        print 'entering try 2'
        #环境数据,股票基本资料
        basic = 'basic.csv'
        ts.get_stock_basics().to_csv(data_const.My_Store_Dir+basic)
        print basic ,'ok'
        #实时行情数据
        realtime = 'realtime_data.csv'
        ts.get_today_all().to_csv(data_const.My_Store_Dir+realtime)
        print '\n',realtime,'ok'
        wholeindex = 'whole_index.csv'
        ts.get_index().to_csv(data_const.My_Store_Dir+wholeindex)
        print wholeindex,'ok'
        for item,_ in data_const.INDEX_LIST.items():
            prep_d.compute_item(ts.get_k_data(item),'MACD_d').to_csv(data_const.My_Store_Dir+item+data_const.Suffix)
            print item,'ok'
        data_sh_index = pd.read_csv(data_const.My_Store_Dir+'sh.csv')
        last_date = data_sh_index.loc[len(data_sh_index)-1]['date']
        print 'leaving get_last_exchange_day',last_date
        return last_date
    except Exception,e:
        print e
        time.sleep(25)
        return get_last_exchange_day()
Example #6
0
def dump_index():
    df = ts.get_index()
    df.to_sql('index_data',
              engine,
              if_exists='append',
              index=False,
              index_label='code')
Example #7
0
def get_code1(conn):
    """
    使用常规存储方式存储大盘指数行情数据获取 可获得上证指数、深证指数
    :return:
    """
    df_index = ts.get_index()
    sql_market = """
    INSERT INTO middle_news_market(
        code, name, change_market, open_market, preclose, close_market, high, low, volume, amount
        ) 
    VALUES(%s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
    """
    for i in range(0, 25):
        code = df_index['code'][i]
        name = df_index['name'][i]
        change_market = str('%.2f' % df_index['change'][i])
        open_market = str('%.4f' % df_index['open'][i])
        preclose = str('%.4f' % df_index['preclose'][i])
        close = str('%.4f' % df_index['close'][i])
        high = str('%.4f' % df_index['high'][i])
        low = str('%.4f' % df_index['low'][i])
        volume = str(df_index['volume'][i])
        amount = str('%.4f' % df_index['amount'][i])
        sql_params = [
            code, name, change_market, open_market, preclose, close, high, low,
            volume, amount
        ]
        logger.debug(sql_market)
        logger.debug(sql_params)
        # 存入数据库
        execute_sql(conn, sql_market, sql_params)
Example #8
0
def save_big_index_data():
    """获取大盘指数实时行情列表,以表格的形式展示大盘指数实时行情。"""
    logger.info('Begin get and save big index data, date is: %s.' % today_line)
    try:
        data_df = ts.get_index()
    except Exception as e:
        logger.exception('Error get big index data, date is: %s.' % today_line)
    else:
        if data_df is not None and not data_df.empty:
            data = data_df.values
            data_dicts = [{
                'date': today_line,
                'code': row[0],
                'name': row[1],
                'change': row[2],
                'open': row[3],
                'preclose': row[4],
                'close': row[5],
                'high': row[6],
                'low': row[7],
                'volume': row[8],
                'amount': row[9]
            } for row in data]
            try:
                BigIndexData.insert_many(data_dicts).execute()
            except Exception as e:
                logger.exception('Error save big index data, date is: %s.' %
                                 today_line)
                logger.error('Error data is: %s.' % data)
            else:
                logger.info('Success save big index data, date is: %s.' %
                            today_line)
        else:
            logger.warn('Empty save big index data, date is: %s.' % today_line)
Example #9
0
    def get_rel_price(self):
        df_index = ts.get_index()
        # 上证指数
        df_sh = df_index[df_index["code"] == '000001']
        df_sz = df_index[df_index["code"] == '399001']
        df_hs300 = df_index[df_index["code"] == '000300']
        df_zz500 = df_index[df_index["code"] == '000905']

        hsi_price, hsi_pre_close = yahoo_finance_api.get_real_price('^HSI')
        gspc_price, gspc_pre_close = yahoo_finance_api.get_real_price('^GSPC')
        ixic_price, ixic_pre_close = yahoo_finance_api.get_real_price('^IXIC')

        dict = [{
            'sh_direction':
            cal_direction(float(df_sh["change"].values[0])),
            'sz_direction':
            cal_direction(float(df_sz["change"].values[0])),
            'hs300_direction':
            cal_direction(float(df_hs300["change"].values[0])),
            'zz500_direction':
            cal_direction(float(df_zz500["change"].values[0])),
            'hsi_direction':
            cal_direction(hsi_price - hsi_pre_close),
            'gspc_direction':
            cal_direction(gspc_price - gspc_pre_close),
            'ixic_direction':
            cal_direction(ixic_price - ixic_pre_close)
        }]

        df = pd.DataFrame(dict)

        return df
Example #10
0
File: trade.py Project: cnslyq/ts
def daily(engine, session, cdate):
    if not tsu.is_holiday(cdate):
        tsl.log("trade_index_today start...")
        try:
            df = ts.get_index()
            df = df.set_index('code', drop='true')
            df['date'] = cdate
            df.to_sql('trade_index_today', engine, if_exists='append')
            tsl.log("trade_index_today done")
        except BaseException, e:
            print e
            tsl.log("trade_index_today error")

        tsl.log("trade_market_today start...")
        try:
            df = ts.get_today_all()
            df = df.set_index('code', drop='true')
            df['date'] = cdate
            df.to_sql('trade_market_today', engine, if_exists='append')
            print
            tsl.log("trade_market_today done")
        except BaseException, e:
            print
            print e
            tsl.log("trade_market_today error")
Example #11
0
def stat_today_all(tmp_datetime):
    datetime_str = (tmp_datetime).strftime("%Y-%m-%d")
    datetime_int = (tmp_datetime).strftime("%Y%m%d")
    print("datetime_str:", datetime_str)
    print("datetime_int:", datetime_int)
    data = ts.get_today_all()
    # 处理重复数据,保存最新一条数据。最后一步处理,否则concat有问题。
    if not data is None and len(data) > 0:
        # 插入数据库。
        # del data["reason"]
        data["date"] = datetime_int  # 修改时间成为int类型。
        data = data.drop_duplicates(subset="code", keep="last")
        data.head(n=1)
        common.insert_db(data, "ts_today_all", False, "`date`,`code`")
    else:
        print("no data .")

    time.sleep(5)  # 停止5秒

    data = ts.get_index()
    # 处理重复数据,保存最新一条数据。最后一步处理,否则concat有问题。
    if not data is None and len(data) > 0:
        # 插入数据库。
        # del data["reason"]
        data["date"] = datetime_int  # 修改时间成为int类型。
        data = data.drop_duplicates(subset="code", keep="last")
        data.head(n=1)
        common.insert_db(data, "ts_index_all", False, "`date`,`code`")
    else:
        print("no data .")

    print(datetime_str)
def get_index_data(starttime):
    sql = "REPLACE INTO algo_today_stock(CODE,changepercent,trade,OPEN,high,low,settlement,TYPE,time,volume,amount) VALUES"
    try:
        result = ts.get_index()
    except Exception, e:
        print(e)
        return
Example #13
0
def work():
    db = db_init()

    """
    stock_id = "601899"
    log_debug("stock: %s", stock_id)
    k_index_day_one_stock(stock_id, db)
    """

    # step1: get from web
    stocks = ts.get_index()

    # step2: to db
    begin = get_micro_second()

    # to db
    for row_index, row in stocks.iterrows():
        stock_id = row['code']
        log_debug("stock: %s", stock_id)

        # import to DB
        k_index_day_one_stock(stock_id, db)

    log_info("save-all costs %d us", get_micro_second()-begin)

    db_end(db)
Example #14
0
	def get_info():
			df = ts.get_index()
			new_df = df[['name', 'change', 'open', 'preclose', 'close', 'high', 'low', 'volume', 'amount']]
			index_name = new_df.columns.values

			info = {
				'名称': '',
				'涨跌幅': 0,
				'今日开盘': 0,
				'昨日收盘': 0,
				'今日收盘': 0,
				'今日最高': 0,
				'今日最低': 0,
				'成交量(手)': 0,
				'成交金额(亿元)': 0,
	        }

			seq = 0
			for num in range(1):  # num=0 => A股指数, 表示目前只取A股指数信息
				for k in list(info.keys()):
					info[k] = new_df[index_name[seq]][num]
					seq += 1
			#  显示文本内容
			content = '时间:%s\n\n' % datetime.now().time().strftime('%H:%M:%S')
			#  字符串输出+显示当日涨幅
			for k, v in info.items():
				if k == '今日收盘':
					if float(v) <= float(info['昨日收盘']):
						tip = '📉'
					else:
						tip = '📈'
					v = '%s   %s' % (v, tip)
				content += '%s: %s\n' % (k, v)
			return content, info
Example #15
0
    def getDataRelateLessWithCode(self, mongo, func):
        if (func == "stock_basics"):
            df = ts.get_stock_basics()
            date = df.ix['600848']['timeToMarket']  # 上市日期YYYYMMDD
            # ts.get_h_data('002337')  # 前复权
            # ts.get_h_data('002337', autype='hfq')  # 后复权
            # ts.get_h_data('002337', autype=None)  # 不复权
            # ts.get_h_data('002337', start='2015-01-01', end='2015-03-16')  # 两个日期之间的前复权数据
            #
            # ts.get_h_data('399106', index=True)  # 深圳综合指数
            print(date)
        elif (func == "today_all"):
            df = ts.get_today_all()
            tmpJson = json.loads(df.to_json(orient='records'))
            coll = mongo.trading[func]
            for i in range(len(tmpJson)):
                tmpJson[i][u'now'] = str(self.now)
                coll.insert(tmpJson[i])
            return
        elif (func == "index"):
            df = ts.get_index()
        else:
            df = {}

        insert_string = df.to_json(orient='records')
        items = json.loads(insert_string)
        coll = mongo.trading[func]
        coll.insert(items)
Example #16
0
File: views.py Project: Qiumy/FIF
def index():
    whole_indicators = json.loads(ts.get_index()[:4].to_json(orient='records'))

    getLatestNews()
    whole_news = News.query.order_by(News.time.desc()).limit(7)
    # 站点公告
    notice = Article.query.order_by(Article.updated_time.desc()).limit(7)

    dates = datetime.datetime.now()
    week = datetime.datetime.now().weekday()
    if week in [5, 6]:
        days = 4 - week
        dates = dates + datetime.timedelta(days=days)
    dates = dates.strftime('%Y-%m-%d')

    recommend_stocks = Stock.query.filter(Stock.code != 'ALL').limit(8).all()
    if current_user.is_authenticated:
        for i in range(len(recommend_stocks)):
            if Follow_Stock.query.filter_by(user_id=current_user.id,
                                            stock_id=recommend_stocks[i].code).first() is not None:
                recommend_stocks[i].flag = True
            else:
                recommend_stocks[i].flag = False

    return render_template('main/index.html',
                           whole_indicators=whole_indicators,
                           news=whole_news,
                           notices=notice,
                           dates=dates,
                           stocks=recommend_stocks)
Example #17
0
def GetPrice():
    print("GetPrice run...")
    out = {}
    try:
        df = ts.get_index()
        # print(df)
        # 这里有问题,应该是和昨天收盘比涨跌,不是今天开盘
        AStock = df.loc[df.code == '000001']

        out['code'] = AStock.loc[0, 'code']
        out['name'] = AStock.loc[0, 'name']
        out['close'] = AStock.loc[0, 'close']
        out['open'] = AStock.loc[0, 'open']
        out['preclose'] = AStock.loc[0, 'preclose']
        out['error'] = 0

        # re.code = AStock.loc[0, 'code']
        # re.name = AStock.loc[0, 'name']
        # re.closePrice = AStock.loc[0, 'close']
        # re.openPrice = AStock.loc[0, 'open']
        # re.error = 0
    except Exception as e:
        print(e)
        out['error'] = -1

    out2 = json.dumps(out)
    return out2
Example #18
0
def get_indeces():
    current = datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')
    try:
        index_df = ts.get_index()
    except Exception as err:
        err = str(err)
        print(err)
        result = {'status': 'failed', 'content': err}
        return Response(json.dumps(result), mimetype='application/json')

    index_df.drop_duplicates(subset=["code"], inplace=True)
    # index_df.drop(['preclose'], axis=1, inplace=True)
    index_df.rename(columns={
        'change': 'change_percent',
        'preclose': 'settlement'
    },
                    inplace=True)
    index_df['time'] = current

    try:
        index_df.to_sql(name=index_table,
                        con=engine,
                        if_exists='append',
                        index=False)
        print(index_df.head())
    except Exception as err:
        err = str(err)
        print(err)
        result = {'status': 'failed', 'content': err}
        return Response(json.dumps(result), mimetype='application/json')

    result = {'status': '200'}
    return Response(json.dumps(result), mimetype='application/json')
Example #19
0
def show_current_market():
    # a = ts.get_today_all()
    stf = lambda v: float(v)
    codes = ['603188', '002940', '300694', '603156', '600128', '000622']
    buy_falg = ['', '', '', '', 'B', '']
    while True:
        try:
            for code, flag in zip(codes, buy_falg):
                s1 = ts.get_realtime_quotes(code)
                current_p = stf(s1['price'])
                open_p = stf(s1['open'])
                preclose_p = stf(s1['pre_close'])
                change = (current_p - preclose_p) / preclose_p * 100
                buy_1 = stf(s1['b1_v'])
                print('[{}] code: {}, cp: {}, change: {:.2F}, buy one: {}'.
                      format(flag, code, current_p, change, buy_1))
            print('')

            inds = [0, 12, 17]
            df = ts.get_index()
            for ind in inds:
                print('code: {}, change: {:.2F}'.format(
                    df['code'][ind], df['change'][ind]))
            for _ in range(3):
                print('')
            time.sleep(5)
        except:
            print('try again!')
        finally:
            pass
Example #20
0
 def store_index(self, trading_date=None):
     """获取大盘指数实时行情列表,以表格的形式展示大盘指数实时行情, 收盘后就是日K历史的行情"""
     print("store_index()......")
     trading_date = self.last_trading_date if trading_date is None else trading_date
     df = ts.get_index()
     df['date'] = trading_date
     self.mysqlUtils.append_data(df, 'index_data')
Example #21
0
    def __call__(self, conns):
        self.base = Base()
        self.finacial_data = conns['financial_data']

        #清空表
        # self.finacial_data.dopost('TRUNCATE TABLE dapan_hangqing_date')
        # self.finacial_data.dopost('TRUNCATE TABLE dapan_code_name')

        # 实时行情
        hangqing = ts.get_index()
        today = self.base.gettoday()
        hangqing['date'] = today.replace('/', '-')
        #大盘指数每日行情数据
        self.base.batchwri(hangqing, 'dapan_hangqing_date', self.finacial_data)
        #大盘代码-名字对照表
        self.base.batchwri(hangqing[['code', 'name']], 'dapan_code_name',
                           self.finacial_data)

        #大盘代码-名字对照表去重
        duizhao = self.finacial_data.getdata('dapan_code_name')
        # print(duizhao.size)
        duizhao_qc = duizhao.drop_duplicates().sort_values(
            by='code').reset_index(drop=True)
        # print(df)
        self.finacial_data.dopost('TRUNCATE TABLE dapan_code_name')
        self.base.batchwri(duizhao_qc, 'dapan_code_name', self.finacial_data)
Example #22
0
def realtime(request, code):
    code_list = code.split(',')
    index_change = ts.get_index().loc[0, "change"]
    str = "上证涨幅:%s<br/>-----------<br/>" % index_change
    code_pattern = re.compile("\d{6}$")
    for code in code_list:
        a = re.findall(code_pattern, code)
        if (len(a) != 1):
            db_data = stock_basic.objects.filter(
                name=code).values_list('code')[0]
            code = db_data[0]
        df = ts.get_realtime_quotes(code)
        name = df.loc[0, 'name']
        pre_close = df.loc[0, 'pre_close']
        open_price = df.loc[0, 'open']
        price = df.loc[0, 'price']
        volumn = df.loc[0, 'volume']
        amount = df.loc[0, 'amount']
        b1_p = df.loc[0, 'b1_p']
        b1_v = df.loc[0, 'b1_v']
        a1_p = df.loc[0, 'a1_p']
        a1_v = df.loc[0, 'a1_v']
        avg_price = float(amount) / int(volumn)
        str += '''名字:%s  code:%s<br/>昨日收盘价:%s<br/>今日开盘价:%s<br/>当前价:%s<br/>
        成交股数:%s<br/>成交总额:%s<br/>均价:%f<br/>卖1:price:%svolumn:%s<br/>买1:price:%svolumn:%s<br/>------------------<br/>''' % (
            name, code, pre_close, open_price, price, volumn, amount,
            avg_price, a1_p, a1_v, b1_p, b1_v)
    return HttpResponse(str)
def get_mainland_index():
    df = ts.get_index()
    if len(df) == 0:
        return
    now = datetime.datetime.now()
    df['date'] = now.date()
    df['time'] = now.time()
    df.to_sql('stock_mainland_index', engine, if_exists='append', chunksize=1000, index=False)
Example #24
0
    def index_catcha(self):
        df = pd.DataFrame(ts.get_index())
        a = df[df['name'] == '上证指数'].change[0]
        b = df[df['name'] == '上证指数'].close[0]

        mess = "Change:%s  index:%s" % (a, b)

        return mess
Example #25
0
def avg(request):
    all_data = ts.get_index().iterrows()
    data = {
        'message': 'Hello World!',
        'title': '股市大盘',
        'all_data': all_data,
    }
    return render(request, 'stock_market/avg.html', data)
Example #26
0
def jjs():
    print(ts.get_index()[:1])
    for i in jj_list:
        a = requests.get(
            'http://fundgz.1234567.com.cn/js/{}.js'.format(i)).text
        print(re.findall('name":"(.*?)".*?gszzl":"(.*?)"', a)[0])
        if jj_list.index(i) == 5:
            print('-' * 50)
Example #27
0
def get_index():
    try:
        logger.info('get index data starting...')
        df = ts.get_index()
        logger.info('get index data end...')
    except:
        logger.exception('some errors between get index data end...')
    return df
Example #28
0
 def market_index(self):
     """
     获取大盘指数实时行情列表,以表格的形式展示大盘指数实时行情
     :return:
     """
     df = ts.get_index()
     df = df[["code", "name", "change", "preclose", "close"]]
     return df
Example #29
0
def get_trading_data(ticker,startdate,enddate):
    data={}
    price=ts.get_h_data(ticker,start=startdate,end=enddate)
    tick=ts.get_today_ticks(ticker)
    index=ts.get_index()
    data["price"]=price
    data["tick"]=tick
    data["index"]=index
    return data
Example #30
0
def get_stock_index():
    """
    获取大盘指数行情
    return
    """
    df = ts.get_index()
    res = df.to_sql(table_index_stock, engine, if_exists='replace')
    msg = 'ok' if res is None else res
    print('写入大盘指数行情: ' + msg + '\n')
Example #31
0
 def handle_get_index(self):
     """
     更新大盘指数,目前不存
     """
     info_logger.info(self.handle_get_index.__doc__)
     df = tushare.get_index()
     """:type : DataFrame"""
     clean_table(IndexInTimeList)
     write_dataframe_to_sql(df, TableName.index_in_time, index=False)
 def buildIndexList(self):
     tableName = 'indexList'
     try:
         engine = createDbEngine('database')
         df = ts.get_index()
         df.to_sql(tableName, engine, if_exists='replace')
     except:
         print_exc()
         return False
     return True
Example #33
0
def get_codes_names(filename):
    '''
    Get the latest codes which includes stock and index

    '''
    zs = ts.get_index()
    stock = ts.get_today_all()
    codes = np.concatenate( (zs['code'].unique(), stock['code'].unique()))
    names = np.concatenate( (zs['name'].unique(), stock['name'].unique()))
    out = (codes, names)
    if filename:
        write_pickle(out, filename)
    return out
Example #34
0
def get_index(engine):
    df = ts.get_index()
    df.to_sql('index', engine, if_exists='append')
Example #35
0
def getIndex():
    return ts.get_index()
Example #36
0
def download_symbols():
    df = ts.get_stock_basics()
    df.to_csv(SYM["all"])
    index_df = ts.get_index()
    index_df.to_csv(SYM["id"])
Example #37
0
        client = Client()
        client.init('77ac42d684c5dedeca8aa6b62a1a8714f7aeaf6def3198d3a8307f8665c9f694')
        url1='/api/market/getMktIdxd.json?field=&beginDate=20160101&endDate=20160505&indexID=&ticker=399006&tradeDate='
        code, re = client.getData(url1)
        if code==200:
            print (re)
        else:
            print (code)
            print (re)
        url2='/api/market/getMktEqud.json?field=&beginDate=20160101&endDate=20160505&secID=&ticker=000762&tradeDate='
        code, result = client.getData(url2)
        if(code==200):
            file_object = open('thefile.csv', 'w')
            file_object.write(str(result))
            file_object.close( )
        else:
            print (code)
            print (result)
    except Exception as e:
        #traceback.print_exc()
        raise e
import pandas
import tushare as ts
ts.set_token('77ac42d684c5dedeca8aa6b62a1a8714f7aeaf6def3198d3a8307f8665c9f694')
st=ts.Market()
df = st.MktEqud(tradeDate='20160505', field='ticker,secShortName,preClosePrice,openPrice,highestPrice,lowestPrice,closePrice,turnoverVol,turnoverRate')
df1=st.MktEqud(ticker='600836',beginDate='20160101',endDate='20160507',field='ticker,secShortName,preClosePrice,openPrice,highestPrice,lowestPrice,closePrice,turnoverVol,turnoverVole,turnoverRate,negMarketValue,PE,PE1,PB')
df2= ts.get_index()
print (df1)
df1.to_csv('c:/000876.csv',encoding='gbk')
Example #38
0
def sync_market_today():
	'''
	sync current market data
	'''
	df = ts.get_index()
	DataFrameToMongo(df, MongoClient(mongourl)['stoinfo']['market'], ['code'])
Example #39
0
def realtimeUpdate_from_tushare():
    import tushare as ts
    
    #更新股票行情
    df = ts.get_today_all()
    for i in range(len(df)):
        if df.ix[i, 'open'] == 0:
            continue  #停牌
        
        code = df.ix[i][0]
        stock = getStock('sh' + code)
        
        if stock.isNull() == True or stock.type != constant.STOCKTYPE_A:
            stock = getStock('sz' + code)
        if stock.isNull() == True:
            continue
        
        record = KRecord()
        record.openPrice = df.ix[i, 'open']
        record.highPrice = df.ix[i, 'high']
        record.lowPrice = df.ix[i, 'low']
        record.closePrice = df.ix[i, 'trade']
        record.transAmount = float(df.ix[i, 'amount'])
        record.transCount = float(df.ix[i, 'volume'])
        
        from datetime import date
        d = date.today()
        record.datetime = Datetime(d)
        stock.realtimeUpdate(record)
        
    #更新指数行情
    df = ts.get_index()
    for i in range(len(df)):
        code = df.ix[i][0]
        stock = getStock('sh' + code)
        if stock.isNull() == True or stock.type != constant.STOCKTYPE_INDEX:
            stock = getStock('sz' + code)
        if stock.isNull() == True:
            continue
        
        total = stock.getCount(Query.DAY)
        if total == 0:
            continue
            
        last_record = stock.getKRecord(total - 1)
        
        record = KRecord()
        record.openPrice = df.ix[i, 'open']
        record.highPrice = df.ix[i, 'high']
        record.lowPrice = df.ix[i, 'low']
        record.closePrice = df.ix[i, 'close']
        record.transCount = float(df.ix[i, 'volume'])
        record.transAmount = float(df.ix[i, 'amount'])
        
        if (last_record.closePrice != record.closePrice 
                or last_record.highPrice != record.highPrice 
                or last_record.lowPrice != record.lowPrice
                or last_record.openPrice != record.openPrice):
            from datetime import date
            d = date.today()
            record.datetime = Datetime(d)
            stock.realtimeUpdate(record)
Example #40
0
if not is_exist:
    spam_asset_writer_sh.writerow(['date', 'code', 'amount', 'growth'])

is_exist = os.path.exists('./ClassifyHistory/AssetFow' + sz_index + '.csv')
asset_flow_csv_sz = open('./ClassifyHistory/AssetFow' + sz_index + '.csv', 'ab+')
spam_asset_writer_sz = csv.writer(asset_flow_csv_sz, dialect='excel')
if not is_exist:
    spam_asset_writer_sz.writerow(['date', 'code', 'amount', 'growth'])

is_exist = os.path.exists('./ClassifyHistory/AssetFow' + cy_index + '.csv')
asset_flow_csv_cy = open('./ClassifyHistory/AssetFow' + cy_index + '.csv', 'ab+')
spam_asset_writer_cy = csv.writer(asset_flow_csv_cy, dialect='excel')
if not is_exist:
    spam_asset_writer_cy.writerow(['date', 'code', 'amount', 'growth'])

index_all = ts.get_index()
sh_amount = index_all.loc[index_all['code'] == sh_index, 'amount'].values[0]
sh_growth = index_all.loc[index_all['code'] == sh_index, 'change'].values[0]
cy_amount = index_all.loc[index_all['code'] == cy_index, 'amount'].values[0]
cy_growth = index_all.loc[index_all['code'] == cy_index, 'change'].values[0]
sz_amount = index_all.loc[index_all['code'] == sz_index, 'amount'].values[0]
sz_growth = index_all.loc[index_all['code'] == sz_index, 'change'].values[0]

spam_asset_writer_sh.writerow([format_time_asset, sh_index, sh_amount, sh_growth])
spam_asset_writer_sz.writerow([format_time_asset, sz_index, sz_amount, sz_growth])
spam_asset_writer_cy.writerow([format_time_asset, cy_index, cy_amount, cy_growth])

asset_flow_csv_sh.close()
asset_flow_csv_cy.close()
asset_flow_csv_sz.close()
Example #41
0
#coding=utf-8

import tushare as ts
import datetime

df = ts.get_index()
df.to_csv('Index_data.csv')

#d0 = datetime.datetime.today()
#d1 = d0 + datetime.timedelta(days = -730)
#tmp = ts.get_h_data('000001', index=True, start=d1.strftime('%Y-%m-%d'), end=d0.strftime('%Y-%m-%d'))
#while True:
#	d0 = d1 + datetime.timedelta(days = -1)
#	d1 = d0 + datetime.timedelta(days = -730)
#	final = ts.get_h_data('000001', index=True, start=d1.strftime('%Y-%m-%d'), end=d0.strftime('%Y-%m-%d'))
#	try:
#		tmp = tmp.append(final)
#	except:
#		break
#tmp.to_csv('IN000001.csv')
for index, row in df.iterrows():
	print index, df.ix[index]['code'], df.ix[index]['name']

final = ts.get_h_data('000001', index=True, start='1991-01-01', end='2016-02-20')
final.to_csv('IN000001.csv')
Example #42
0
#-*- coding:utf-8 -*-

'''
Created on 2015年11月25日

@author: LeoBrilliant

#获取大盘指数历史行情
'''
import MySQLdb
import tushare as ts
from datetime import datetime

#连接数据库,当前参数为地址、用户、密码(可控)、数据库
#db = MySQLdb.connect("localhost", "root", "", "Data")
db = MySQLdb.connect(host="localhost", user="******", passwd="", db="Data", charset="utf8")

data = ts.get_index()

tradingday = datetime.strftime(datetime.today(), "%Y%m%d")

data['tradingday'] = tradingday
indexdata = data.set_index(['tradingday', 'code'])

ret = indexdata.to_sql("t_index_data", db, flavor="mysql", if_exists="append")

#关闭连接
db.close()

print("Success")