def updateOne(filter, col: str, doc, upsert=False):
client = pymongo.MongoClient(ct.conf('MONGODB')['uri'])
db = client.stock
updateResult = db[col].update_one(filter, {"$set": doc}, upsert)
client.close()
return ((0 if updateResult.upserted_id is None else 1) +
updateResult.modified_count)
def get_hs_stock_list(param):
"""
沪深股市股票列表
Parameters
------
Dict
is_hs: 是否沪深港通标的，N否 H沪股通 S深股通
list_status: 上市状态： L上市 D退市 P暂停上市
exchange: 交易所 SSE上交所 SZSE深交所 HKEX港交所(未上线)
fields: ts_code,symbol,name,area,industry,list_date
Return
-------
DataFrame
股票列表(DataFrame):
ts_code ts股票代码
symbol 市场代码
name 名称
area 上市地区
industry 行业
list_date 上市日期
"""
ts.set_token(ct.conf('TOKEN'))
pro = ts.pro_api()
df = pro.stock_basic(
list_status=param['list_status'], exchange=param['exchange'],
filelds=param['fields'])
new = pd.DataFrame({'ts_code': ['399300.SZ'],
'symbol': ['399300']})
df = df.append(new)
return df
def get_adj_price(param):
"""
获取复权行情
Parameters
------
Dict
ts_code: str ts股票代码
start_date: str 开始日期 (格式：YYYYMMDD)
end_date: str 结束日期 (格式：YYYYMMDD)
adj: 复权类型(只针对股票)：None未复权 qfq前复权 hfq后复权 , 默认None
freq: 数据频度 ：1MIN表示1分钟（1/5/15/30/60分钟） D日线 ，默认D
ma: list 均线，支持任意周期的均价和均量，输入任意合理int数值
Return
-------
DataFrame
股票列表(DataFrame):
ts_code ts股票代码
symbol 市场代码
name 名称
area 上市地区
industry 行业
list_date 上市日期
"""
ts.set_token(ct.conf('TOKEN'))
ts.pro_api()
df = ts.pro_bar(ts_code=param['ts_code'],
adj=param['adj'],
start_date=param['start_date'],
asset=param['asset'],
freq=param['freq'],
end_date=param['end_date'])
return df
def redisHGet(key: str, field):
connConfig = ct.conf('REDIS')
conn = redis.Redis(host=connConfig['host'],
port=connConfig['port'],
password=connConfig['password'])
val = conn.hget(connConfig['keyPrefix'] + key, field)
return val
def redisSet(key: str, value) -> bool:
connConfig = ct.conf('REDIS')
conn = redis.Redis(host=connConfig['host'],
port=connConfig['port'],
password=connConfig['password'])
val = conn.set(connConfig['keyPrefix'] + key, value)
return val
def queryMany(_filter, _projection, _limit, _sort, col: str):
client = pymongo.MongoClient(ct.conf('MONGODB')['uri'])
db = client.stock
result = db[col].find(filter=_filter,
projection=_projection,
limit=_limit,
sort=_sort)
client.close()
return result
def create_index(index_name: str):
ret_jsons = None
try:
html = requests.put(ct.conf('ES')['url'] + index_name)
ret_jsons = json.loads(html.text)
except Exception as err:
logger.error(err)
return None
return ret_jsons
def delete_document(index_name: str, key: str):
ret_jsons = None
try:
html = requests.delete(
ct.conf('ES')['url'] + index_name + '/_doc/' + key)
ret_jsons = json.loads(html.text)
except Exception as err:
logger.error(err)
return None
return ret_jsons
def insert_document(index_name: str, document: str, key: str):
ret_jsons = None
headers = {"Content-Type": "application/json"}
try:
html = requests.put(ct.conf('ES')['url'] + index_name + '/_doc/' + key,
data=document,
headers=headers)
ret_jsons = json.loads(html.text)
except Exception as err:
logger.error(err)
return None
return ret_jsons
def create_index_setting(index_name: str, settings: str):
ret_jsons = None
try:
headers = {"Content-Type": "application/json"}
html = requests.put(ct.conf('ES')['url'] + index_name,
data=settings,
headers=headers)
ret_jsons = json.loads(html.text)
except Exception as err:
logger.error(err)
return None
return ret_jsons
def create_mapping(index_name: str, mapping_obj: str):
ret_jsons = None
headers = {"Content-Type": "application/json"}
try:
html = requests.post(ct.conf('ES')['url'] + index_name +
'/_doc/_mapping',
data=mapping_obj,
headers=headers)
ret_jsons = json.loads(html.text)
except Exception as err:
logger.error(err)
return None
return ret_jsons
def his_fq_stock_price_task():
logger.info(f'*******his_fq_stock_price_task start*******')
back_track_datys = ct.conf('BACK_TRACK_DAYS')
exchange = ''
if len(sys.argv) > 2 and sys.argv[2].isdigit():
back_track_datys = int(sys.argv[2])
# 获取交易市场
if len(sys.argv) > 3 and (sys.argv[3] == 'SSE' or sys.argv[3] == 'SZSE'):
exchange = sys.argv[3]
# 获取个股代码
if len(sys.argv) > 4:
given_stock = sys.argv[4]
task.run_his_given_stock_adj_price_task(given_stock, back_track_datys)
logger.info(
f'*******given stock****{given_stock}**{back_track_datys}*')
return
logger.info(
f'fetch stock price data {back_track_datys} days ago market is \
{exchange} ')
task.run_his_stock_adj_price_task(back_track_datys, exchange)
logger.info(f'*******his_fq_stock_price_task end*******')
def queryMinLowPrice(col: str, code: str, date: int) -> []:
client = pymongo.MongoClient(ct.conf('MONGODB')['uri'])
db = client.stock
query = [{
'$match': {
'code': code,
'date': {
'$gt': date
}
}
}, {
'$group': {
'_id': 'min',
'min_value': {
'$min': '$low'
}
}
}]
result = None
docs = db[col].aggregate(query)
for doc in docs:
result = doc
client.close()
return result
import sys
from loguru import logger
from config import cons as ct
from elasticsearch import init_es
from elasticsearch import es
from stock import task
if __name__ == "__main__":
logger.add(sys.stderr,
format='{time} {level} {message}',
filter="es",
level="ERROR")
logger.add(sys.stdout,
colorize=True,
format="<green>{time}</green> <level>{message}</level>",
level="INFO")
logger.add("es_{time}.log", rotation="1 day", level="INFO")
env = ct.conf('ENV')
logger.info(f'env is {env}')
es.delete_index('cbond')
es.delete_index('stock')
init_es.init_cbond_es()
init_es.init_stock_es()
task.run_stock_insert_es_task()
task.run_his_cb_basic_ino_task()