def get_index_data(self, _date):
df = pd.DataFrame()
for code, name in ct.TDX_INDEX_DICT.items():
self.mysql_client.changedb(CIndex.get_dbname(code))
data = self.mysql_client.get(
"select * from day where date=\"%s\";" % _date)
data['name'] = name
df = df.append(data)
self.mysql_client.changedb()
return df
def collect(self):
cdata = dict()
cdata['name'] = list()
cdata['price'] = list()
cdata['volume'] = list()
cdata['amount'] = list()
cdict = self.get_combination_dict()
if 0 == len(cdict): return False
for code in ct.INDEX_DICT:
df_byte = self.redis.get(
CIndex.get_redis_name(CIndex.get_dbname(code)))
if df_byte is None: continue
df = _pickle.loads(df_byte)
price = float(df.last_price.tolist()[0])
p_volume = float(df.volume.tolist()[0])
p_amount = float(df.turnover.tolist()[0])
cdata['name'].append(ct.INDEX_DICT[code])
cdata['price'].append(price)
cdata['volume'].append(p_volume)
cdata['amount'].append(p_amount)
for code in cdict:
key = cdict[code]
df_byte = self.redis.get(Combination.get_redis_name(code))
if df_byte is None: continue
df = _pickle.loads(df_byte)
price = float(df.price.tolist()[0])
p_volume = float(df.volume.tolist()[0])
p_amount = float(df.amount.tolist()[0])
cdata['name'].append(key)
cdata['price'].append(price)
cdata['volume'].append(p_volume)
cdata['amount'].append(p_amount)
df = pd.DataFrame.from_dict(cdata)
df['time'] = datetime.fromtimestamp(time.time()).strftime('%H:%M:%S')
df['date'] = datetime.fromtimestamp(time.time()).strftime('%Y-%m-%d')
self.mysql_client.set(df, self.table)
return True
class BullStockRatio:
def __init__(self, index_code, dbinfo=ct.DB_INFO, redis_host=None):
self.dbinfo = dbinfo
self.index_code = index_code
self.index_obj = CIndex(index_code,
dbinfo=self.dbinfo,
redis_host=redis_host)
self.db_name = self.index_obj.get_dbname(index_code)
self.logger = getLogger(__name__)
self.ris = RIndexStock(dbinfo, redis_host)
self.bull_stock_ratio_table = self.get_table_name()
self.redis = create_redis_obj(
) if redis_host is None else create_redis_obj(redis_host)
self.mysql_client = CMySQL(self.dbinfo,
dbname=self.db_name,
iredis=self.redis)
if not self.create(): raise Exception("create emotion table failed")
def delete(self):
self.mysql_client.delete(self.bull_stock_ratio_table)
def get_table_name(self):
return "%s_%s" % (self.db_name, ct.BULLSTOCKRATIO_TABLE)
def create(self):
if self.bull_stock_ratio_table not in self.mysql_client.get_all_tables(
):
sql = 'create table if not exists %s(date varchar(10) not null, ratio float, PRIMARY KEY (date))' % self.bull_stock_ratio_table
if not self.mysql_client.create(sql, self.bull_stock_ratio_table):
return False
return True
def is_date_exists(self, table_name, cdate):
if self.redis.exists(table_name):
return cdate in set(
str(tdate, encoding=ct.UTF8)
for tdate in self.redis.smembers(table_name))
return False
def get_k_data_between(self, start_date, end_date):
sql = "select * from %s where date between \"%s\" and \"%s\"" % (
self.get_table_name(), start_date, end_date)
return self.mysql_client.get(sql)
def get_components(self, cdate):
df = self.index_obj.get_components_data(cdate)
if df is None: return list()
if df.empty: return list()
if self.index_code == '000001': df = df[df.code.str.startswith('6')]
return df.code.tolist()
def get_data(self, cdate):
return self.ris.get_data(cdate)
def update(self, end_date=None, num=30):
if end_date is None: end_date = datetime.now().strftime('%Y-%m-%d')
#start_date = "1997-12-30"
start_date = get_day_nday_ago(end_date, num=num, dformat="%Y-%m-%d")
succeed = True
code_list = self.get_components(end_date)
if 0 == len(code_list):
self.logger.error("%s code_list for %s is empty" %
(end_date, self.index_code))
return False
for mdate in get_dates_array(start_date, end_date):
if CCalendar.is_trading_day(mdate, redis=self.redis):
if not self.set_ratio(code_list, mdate):
self.logger.error("set %s score for %s set failed" %
(self.index_code, mdate))
succeed = False
return succeed
def get_profit_stocks(self, df):
data = df[df.profit >= 0]
return data.code.tolist()
def set_ratio(self,
now_code_list,
cdate=datetime.now().strftime('%Y-%m-%d')):
if self.is_date_exists(self.bull_stock_ratio_table, cdate):
self.logger.debug("existed date:%s, date:%s" %
(self.bull_stock_ratio_table, cdate))
return True
code_list = self.get_components(cdate)
if len(code_list) == 0: code_list = now_code_list
df = self.get_data(cdate)
if df is None: return False
if df.empty: return False
df = df[df.code.isin(code_list)]
if df.empty: return True
profit_code_list = self.get_profit_stocks(df)
bull_stock_num = len(profit_code_list)
bull_ration = 100 * bull_stock_num / len(df)
data = {'date': [cdate], 'ratio': [bull_ration]}
df = pd.DataFrame.from_dict(data)
if self.mysql_client.set(df, self.bull_stock_ratio_table):
return self.redis.sadd(self.bull_stock_ratio_table, cdate)
return False
