def save_quotes(q, c, first_quote=False):
if first_quote:
# 看一下需不需要补齐申购数据
if not c.name.endswith('指数'):
if not c.offers_at or abs((c.offers_at - q['quote_at']).days) >= 7:
c.offers_at = q['quote_at'] - timedelta(days=2)
c.offer_price = q['high'] / 1.3
if 'quantity' in q:
# 假定申购是全部数量的1/10
c.offer_quantity = q['quantity'] // 10
log.info('补齐数据:{}_{}, 申购价:{}, 申购量:{}, 时间:{}'
''.format(c.exchange, c.symbol, c.offer_price,
c.offer_quantity, c.offers_at))
# 然而实际上不补齐
# c.upsert()
Quote(q).upsert()
def realtime(site):
conf = get_conf(site)
exchange = conf['abbr']
url = conf['quote']['realtime']['url']
type_ = conf['quote']['realtime']['type']
today = datetime.utcnow().replace(
minute=0, second=0, microsecond=0) + timedelta(hours=8)
if not url:
log.warning('{}尚未配置实时行情url'.format(exchange))
return
if today.hour < 9 or today.hour > 22:
log.warning('不在9点到22点之间, 不做解析')
return
today = today.replace(hour=0)
text = session.get(url, timeout=(3, 7)).text
quotes = parse_quotes(type_, text)
saved = 0
for q in quotes:
Collection.update_one({'exchange': exchange,
'symbol': q['symbol'].strip()},
{'$set': {'name': q['name']}},
upsert=True)
q['exchange'] = exchange
q['quote_type'] = '1d'
q['quote_at'] = today
if q['open_'] in ['—', '-', None, '']:
continue
else:
# 找到上一个交易日的数据, 如果和lclose不符则舍弃
# 需要保证数据每天更新/不足时需要把日线补足才能正常显示
lq = Quote.query_one({'exchange': exchange,
'symbol': q['symbol'].strip(),
'quote_type': '1d',
'quote_at': {'$lt': today}},
sort=[('quote_at', -1)])
if not lq or abs(lq.close - q['lclose']) < 0.01:
Quote(q).upsert()
saved += 1
log.info('{} 导入 {}/{} 条实时交易记录'.format(exchange, saved, len(quotes)))