class DataManager:
def __init__(self, dbinfo=ct.DB_INFO, redis_host=None):
self.dbinfo = dbinfo
self.logger = getLogger(__name__)
self.index_objs = dict()
self.stock_objs = dict()
self.updating_date = None
self.combination_objs = dict()
self.cal_client = CCalendar(dbinfo, redis_host)
self.index_info_client = IndexInfo()
self.cvaluation_client = CValuation()
self.reviewer = CReivew(dbinfo, redis_host)
self.comb_info_client = CombinationInfo(dbinfo, redis_host)
self.stock_info_client = CStockInfo(dbinfo, redis_host)
self.rindex_stock_data_client = RIndexStock(dbinfo, redis_host)
self.industry_info_client = IndustryInfo(dbinfo, redis_host)
self.rindustry_info_client = RIndexIndustryInfo(dbinfo, redis_host)
self.animation_client = CAnimation(dbinfo, redis_host)
self.subscriber = Subscriber()
self.quote_handler = StockQuoteHandler()
self.ticker_handler = TickerHandler()
self.connect_client = StockConnect(market_from=ct.SH_MARKET_SYMBOL,
market_to=ct.HK_MARKET_SYMBOL,
dbinfo=dbinfo,
redis_host=redis_host)
self.margin_client = Margin(dbinfo=dbinfo, redis_host=redis_host)
self.emotion_client = Emotion(dbinfo=dbinfo, redis_host=redis_host)
self.sh_exchange_client = StockExchange(ct.SH_MARKET_SYMBOL)
self.sz_exchange_client = StockExchange(ct.SZ_MARKET_SYMBOL)
def is_collecting_time(self):
now_time = datetime.now()
_date = now_time.strftime('%Y-%m-%d')
y, m, d = time.strptime(_date, "%Y-%m-%d")[0:3]
aft_open_hour, aft_open_minute, aft_open_second = (17, 10, 00)
aft_open_time = datetime(y, m, d, aft_open_hour, aft_open_minute,
aft_open_second)
aft_close_hour, aft_close_minute, aft_close_second = (23, 59, 59)
aft_close_time = datetime(y, m, d, aft_close_hour, aft_close_minute,
aft_close_second)
#self.logger.info("collecting now time. open_time:%s < now_time:%s < close_time:%s" % (aft_open_time, now_time, aft_close_time))
return aft_open_time < now_time < aft_close_time
def is_morning_time(self, now_time=datetime.now()):
_date = now_time.strftime('%Y-%m-%d')
y, m, d = time.strptime(_date, "%Y-%m-%d")[0:3]
mor_open_hour, mor_open_minute, mor_open_second = (0, 0, 0)
mor_open_time = datetime(y, m, d, mor_open_hour, mor_open_minute,
mor_open_second)
mor_close_hour, mor_close_minute, mor_close_second = (6, 30, 0)
mor_close_time = datetime(y, m, d, mor_close_hour, mor_close_minute,
mor_close_second)
return mor_open_time < now_time < mor_close_time
def collect_combination_runtime_data(self):
def _combination_run(code_id):
self.combination_objs[code_id].run()
return (code_id, True)
todo_iplist = list(self.combination_objs.keys())
return concurrent_run(_combination_run, todo_iplist, num=10)
def collect_stock_runtime_data(self):
if self.ticker_handler.empty(): return
datas = self.ticker_handler.getQueue()
while not datas.empty():
df = datas.get()
df = df.set_index('time')
df.index = pd.to_datetime(df.index)
for code_str in set(df.code):
code_id = code_str.split('.')[1]
self.stock_objs[code_id].run(df.loc[df.code == code_str])
def init_real_stock_info(self):
concerned_list = self.comb_info_client.get_concerned_list()
prefix_concerned_list = [add_prifix(code) for code in concerned_list]
ret = self.subscriber.subscribe(prefix_concerned_list, SubType.TICKER,
self.ticker_handler)
if 0 == ret:
for code in concerned_list:
if code not in self.stock_objs:
self.stock_objs[code] = CStock(code,
self.dbinfo,
should_create_influxdb=True,
should_create_mysqldb=True)
return ret
def init_index_info(self):
index_list = ct.INDEX_DICT.keys()
prefix_index_list = [add_index_prefix(code) for code in index_list]
ret = self.subscriber.subscribe(prefix_index_list, SubType.QUOTE,
self.quote_handler)
if 0 != ret:
self.logger.error("subscribe for index list failed")
return ret
for code in index_list:
if code not in self.index_objs:
self.index_objs[code] = CIndex(code,
should_create_influxdb=True,
should_create_mysqldb=True)
return 0
def collect_index_runtime_data(self):
if self.quote_handler.empty(): return
datas = self.quote_handler.getQueue()
while not datas.empty():
df = datas.get()
df['time'] = df.data_date + ' ' + df.data_time
df = df.drop(['data_date', 'data_time'], axis=1)
df = df.set_index('time')
df.index = pd.to_datetime(df.index)
for code_str in set(df.code):
code_id = code_str.split('.')[1]
self.index_objs[code_id].run(df.loc[df.code == code_str])
def run(self, sleep_time):
while True:
try:
self.logger.debug("enter run")
if self.cal_client.is_trading_day():
if is_trading_time():
t_sleep_time = 1
if not self.subscriber.status():
self.subscriber.start()
if 0 == self.init_index_info(
) and 0 == self.init_real_stock_info():
self.init_combination_info()
else:
self.logger.debug("enter stop subscriber")
self.subscriber.stop()
else:
self.collect_stock_runtime_data()
self.collect_combination_runtime_data()
self.collect_index_runtime_data()
self.animation_client.collect()
else:
t_sleep_time = sleep_time
if self.subscriber.status():
self.subscriber.stop()
else:
t_sleep_time = sleep_time
except Exception as e:
#traceback.print_exc()
self.logger.error(e)
gevent.sleep(t_sleep_time)
def set_update_info(self,
step_length,
exec_date,
cdate=None,
filename=ct.STEPFILE):
step_info = dict()
if cdate is None: cdate = 'none'
step_info[cdate] = dict()
step_info[cdate]['step'] = step_length
step_info[cdate]['date'] = exec_date
with open(filename, 'w') as f:
json.dump(step_info, f)
self.logger.info("finish step :%s" % step_length)
def get_update_info(self,
cdate=None,
exec_date=None,
filename=ct.STEPFILE):
if cdate is None: cdate = 'none'
if not os.path.exists(filename): return (0, exec_date)
with open(filename, 'r') as f:
step_info = json.load(f)
if cdate not in step_info: return (0, exec_date)
return (step_info[cdate]['step'], step_info[cdate]['date'])
def bootstrap(self,
cdate=None,
exec_date=datetime.now().strftime('%Y-%m-%d'),
ndays=3):
finished_step, exec_date = self.get_update_info(cdate, exec_date)
self.logger.info("enter updating.%s" % finished_step)
if finished_step < 1:
if not self.cal_client.init():
self.logger.error("cal client init failed")
return False
self.set_update_info(1, exec_date, cdate)
if finished_step < 2:
if not self.index_info_client.update():
self.logger.error("index info init failed")
return False
self.set_update_info(2, exec_date, cdate)
if finished_step < 3:
if not self.stock_info_client.update():
self.logger.error("stock info init failed")
return False
self.set_update_info(3, exec_date, cdate)
if finished_step < 4:
if not self.comb_info_client.update():
self.logger.error("comb info init failed")
return False
self.set_update_info(4, exec_date, cdate)
if finished_step < 5:
if not self.industry_info_client.update():
self.logger.error("industry info init failed")
return False
self.set_update_info(5, exec_date, cdate)
if finished_step < 6:
if not self.init_tdx_index_info(cdate):
self.logger.error("init tdx index info failed")
return False
self.set_update_info(6, exec_date, cdate)
if finished_step < 7:
if not self.sh_exchange_client.update(exec_date, num=ndays):
self.logger.error("sh exchange update failed")
return False
self.set_update_info(7, exec_date, cdate)
if finished_step < 8:
if not self.sz_exchange_client.update(exec_date, num=ndays):
self.logger.error("sz exchange update failed")
return False
self.set_update_info(8, exec_date, cdate)
if finished_step < 9:
if not self.init_index_components_info(exec_date):
self.logger.error("init index components info failed")
return False
self.set_update_info(9, exec_date, cdate)
if finished_step < 10:
if not self.init_industry_info(cdate):
self.logger.error("init industry info failed")
return False
self.set_update_info(10, exec_date, cdate)
if finished_step < 11:
if not self.rindustry_info_client.update(exec_date, num=ndays):
self.logger.error("init %s rindustry info failed" % exec_date)
return False
self.set_update_info(11, exec_date, cdate)
if finished_step < 12:
if not self.init_yesterday_hk_info(exec_date, num=ndays):
self.logger.error("init yesterday hk info failed")
return False
self.set_update_info(12, exec_date, cdate)
if finished_step < 13:
if not self.margin_client.update(exec_date, num=ndays):
self.logger.error("init yesterday margin failed")
return False
self.set_update_info(13, exec_date, cdate)
if finished_step < 14:
if not self.init_stock_info(cdate):
self.logger.error("init stock info set failed")
return False
self.set_update_info(14, exec_date, cdate)
if finished_step < 15:
if not self.init_base_float_profit():
self.logger.error("init base float profit for all stock")
return False
self.set_update_info(15, exec_date, cdate)
if finished_step < 16:
if not self.init_valuation_info(cdate):
self.logger.error("init stock valuation info failed")
return False
self.set_update_info(16, exec_date, cdate)
if finished_step < 17:
if not self.init_rvaluation_info(cdate):
self.logger.error("init r stock valuation info failed")
return False
self.set_update_info(17, exec_date, cdate)
if finished_step < 18:
if not self.init_rindex_valuation_info(cdate):
self.logger.error("init r index valuation info failed")
return False
self.set_update_info(18, exec_date, cdate)
if finished_step < 19:
if not self.rindex_stock_data_client.update(exec_date, num=ndays):
self.logger.error("rstock data set failed")
return False
self.set_update_info(19, exec_date, cdate)
if finished_step < 20:
if not self.set_bull_stock_ratio(exec_date, num=ndays):
self.logger.error("bull ratio set failed")
return False
self.set_update_info(20, exec_date, cdate)
self.logger.info("updating succeed")
return True
def clear_network_env(self):
kill_process("google-chrome")
kill_process("renderer")
kill_process("Xvfb")
kill_process("zygote")
kill_process("defunct")
kill_process("show-component-extension-options")
def update(self, sleep_time):
succeed = False
while True:
self.logger.debug("enter daily update process. %s" %
datetime.now().strftime('%Y-%m-%d %H:%M:%S'))
try:
if self.cal_client.is_trading_day():
#self.logger.info("is trading day. %s, succeed:%s" % (datetime.now().strftime('%Y-%m-%d %H:%M:%S'), succeed))
if self.is_collecting_time():
self.logger.debug(
"enter collecting time. %s, succeed:%s" %
(datetime.now().strftime('%Y-%m-%d %H:%M:%S'),
succeed))
if not succeed:
self.clear_network_env()
mdate = datetime.now().strftime('%Y-%m-%d')
ndate = get_latest_data_date()
if ndate is not None:
if ndate >= transfer_date_string_to_int(mdate):
if self.updating_date is None:
self.updating_date = mdate
succeed = self.bootstrap(
cdate=self.updating_date,
exec_date=self.updating_date)
if succeed: self.updating_date = None
else:
self.logger.debug("%s is older for %s" %
(ndate, mdate))
else:
succeed = False
gevent.sleep(sleep_time)
except Exception as e:
time.sleep(1)
self.logger.error(e)
def init_combination_info(self):
trading_info = self.comb_info_client.get()
for _, code_id in trading_info['code'].iteritems():
if str(code_id) not in self.combination_objs:
self.combination_objs[str(code_id)] = Combination(
code_id, self.dbinfo)
def init_base_float_profit(self):
def _set_base_float_profit(code_id):
if CStock(code_id).set_base_floating_profit():
self.logger.info("%s set base float profit success" % code_id)
return (code_id, True)
else:
self.logger.error("%s set base float profit failed" % code_id)
return (code_id, False)
df = self.stock_info_client.get()
if df.empty: return False
failed_list = df.code.tolist()
return process_concurrent_run(_set_base_float_profit,
failed_list,
num=8)
def init_rindex_valuation_info(self, cdate):
for code in ct.INDEX_DICT:
if not self.cvaluation_client.set_index_valuation(code, cdate):
self.logger.error(
"{} set {} data for rvaluation failed".format(code, mdate))
return False
return True
def init_rvaluation_info(self, cdate=None):
def cget(mdate, code):
return code, CStock(code).get_val_data(mdate)
df = self.stock_info_client.get()
code_list = df.code.tolist()
try:
obj_pool = Pool(5000)
all_df = pd.DataFrame()
cfunc = partial(cget, cdate)
for code_data in obj_pool.imap_unordered(cfunc, code_list):
if code_data[1] is not None and not code_data[1].empty:
tem_df = code_data[1]
tem_df['code'] = code_data[0]
all_df = all_df.append(tem_df)
obj_pool.join(timeout=5)
obj_pool.kill()
all_df = all_df.reset_index(drop=True)
file_name = "{}.csv".format(cdate)
file_path = Path(ct.RVALUATION_DIR) / file_name
all_df.to_csv(file_path,
index=False,
header=True,
mode='w',
encoding='utf8')
return True
except Exception as e:
self.logger.error(e)
return False
def init_valuation_info(self, cdate=None):
df = self.stock_info_client.get()
code_list = df['code'].tolist()
time2market_list = df['timeToMarket'].tolist()
code2timedict = dict(zip(code_list, time2market_list))
cfun = partial(self.cvaluation_client.set_stock_valuation,
code2timedict, cdate)
return process_concurrent_run(cfun,
code_list,
num=15,
black_list=list())
def init_stock_info(self, cdate=None):
def _set_stock_info(mdate, bonus_info, index_info, code_id):
try:
if CStock(code_id).set_k_data(bonus_info, index_info, mdate):
self.logger.info("%s set k data success for date:%s",
code_id, mdate)
return (code_id, True)
else:
self.logger.error("%s set k data failed for date:%s",
code_id, mdate)
return (code_id, False)
except Exception as e:
self.logger.error("%s set k data for date %s exception:%s",
code_id, mdate, e)
return (code_id, False)
#get stock bonus info
bonus_info = pd.read_csv("/data/tdx/base/bonus.csv",
sep=',',
dtype={
'code': str,
'market': int,
'type': int,
'money': float,
'price': float,
'count': float,
'rate': float,
'date': int
})
index_info = CIndex('000001').get_k_data()
if index_info is None or index_info.empty: return False
df = self.stock_info_client.get()
if df.empty: return False
failed_list = df.code.tolist()
if cdate is None:
cfunc = partial(_set_stock_info, cdate, bonus_info, index_info)
return process_concurrent_run(cfunc, failed_list, num=8)
else:
cfunc = partial(_set_stock_info, cdate, bonus_info, index_info)
succeed = True
if not process_concurrent_run(cfunc, failed_list, num=8):
succeed = False
return succeed
#start_date = get_day_nday_ago(cdate, num = 4, dformat = "%Y-%m-%d")
#for mdate in get_dates_array(start_date, cdate, asending = True):
# if self.cal_client.is_trading_day(mdate):
# self.logger.info("start recording stock info: %s", mdate)
# cfunc = partial(_set_stock_info, mdate, bonus_info, index_info)
# if not process_concurrent_run(cfunc, failed_list, num = 500):
# self.logger.error("compute stock info for %s failed", mdate)
# return False
#return True
def init_industry_info(self, cdate, num=1):
def _set_industry_info(cdate, code_id):
return (code_id, CIndex(code_id).set_k_data(cdate))
df = self.industry_info_client.get()
if cdate is None:
cfunc = partial(_set_industry_info, cdate)
return concurrent_run(cfunc, df.code.tolist(), num=5)
else:
succeed = True
start_date = get_day_nday_ago(cdate, num=num, dformat="%Y-%m-%d")
for mdate in get_dates_array(start_date, cdate, asending=True):
if self.cal_client.is_trading_day(mdate):
cfunc = partial(_set_industry_info, mdate)
if not concurrent_run(cfunc, df.code.tolist(), num=5):
succeed = False
return succeed
def init_yesterday_hk_info(self, cdate, num):
succeed = True
for data in ((ct.SH_MARKET_SYMBOL, ct.HK_MARKET_SYMBOL),
(ct.SZ_MARKET_SYMBOL, ct.HK_MARKET_SYMBOL)):
if not self.connect_client.set_market(data[0], data[1]):
self.logger.error("connect_client for %s failed" % data)
succeed = False
continue
if not self.connect_client.update(cdate, num=num):
succeed = False
self.connect_client.close()
self.connect_client.quit()
return succeed
def get_concerned_index_codes(self):
index_codes = list(ct.INDEX_DICT.keys())
#添加MSCI板块
index_codes.append('880883')
return index_codes
def init_index_components_info(self, cdate=None):
if cdate is None: cdate = datetime.now().strftime('%Y-%m-%d')
def _set_index_info(code_id):
if code_id in self.index_objs:
_obj = self.index_objs[code_id]
else:
_obj = CIndex(code_id) if code_id in list(
ct.INDEX_DICT.keys()) else TdxFgIndex(code_id)
return (code_id, _obj.set_components_data(cdate))
index_codes = self.get_concerned_index_codes()
return concurrent_run(_set_index_info, index_codes, num=10)
def set_bull_stock_ratio(self, cdate, num=10):
def _set_bull_stock_ratio(code_id):
return (code_id, BullStockRatio(code_id).update(cdate, num))
index_codes = self.get_concerned_index_codes()
return concurrent_run(_set_bull_stock_ratio, index_codes)
def init_tdx_index_info(self, cdate=None, num=1):
def _set_index_info(cdate, code_id):
try:
if code_id in self.index_objs:
_obj = self.index_objs[code_id]
else:
_obj = CIndex(code_id) if code_id in list(
ct.TDX_INDEX_DICT.keys()) else TdxFgIndex(code_id)
return (code_id, _obj.set_k_data(cdate))
except Exception as e:
self.logger.error(e)
return (code_id, False)
#index_code_list = self.get_concerned_index_codes()
index_code_list = list(ct.TDX_INDEX_DICT.keys())
if cdate is None:
cfunc = partial(_set_index_info, cdate)
return concurrent_run(cfunc, index_code_list, num=5)
else:
succeed = True
start_date = get_day_nday_ago(cdate, num=num, dformat="%Y-%m-%d")
for mdate in get_dates_array(start_date, cdate, asending=True):
if self.cal_client.is_trading_day(mdate):
cfunc = partial(_set_index_info, mdate)
if not concurrent_run(cfunc, index_code_list, num=5):
succeed = False
return succeed
class MValuation(object):
def __init__(self):
self.logger = getLogger(__name__)
self.cval_client = CValuation()
self.stock_info_client = CStockInfo()
def collect_financial_data(
self,
spath="/data/crawler/china_security_industry_valuation/stock",
tpath='/data/valuation/cstocks'):
def myfunc(code, mdate):
tmp_df = df.loc[(df.code == code) & (df.date == mdate)]
tmp_df = tmp_df.reset_index(drop=True)
CStock(code).set_val_data(tmp_df, fpath="/data/valuation/cstocks")
spath_obj = Path(spath)
csvs = spath_obj.glob('*.csv')
xfiles = [xfile.name for xfile in csvs]
xfiles.sort()
use_cols = ['code', 'date', 'pe', 'pb', 'ttm', 'dividend']
dtype_dict = {
'code': str,
'date': str,
'pe': float,
'pb': float,
'ttm': float,
'dividend': float
}
for fname in xfiles:
df = pd.read_csv(spath_obj / fname,
header=0,
encoding="utf8",
usecols=use_cols,
dtype=dtype_dict)
df = df[use_cols]
vfunc = np.vectorize(myfunc)
vfunc(df['code'].values, df['date'].values)
def set_financial_data(self, code='688122', mdate='2019-07-30'):
try:
df = self.stock_info_client.get()
code_list = df['code'].tolist()
time2market_list = df['timeToMarket'].tolist()
code2timedict = dict(zip(code_list, time2market_list))
self.cval_client.set_stock_valuation(code2timedict, mdate, code)
except Exception as e:
self.logger.error(e)
traceback.print_exc()
def set_r_financial_data(self, mdate, code_list):
def cget(mdate, code):
return code, CStock(code).get_val_data(mdate)
try:
obj_pool = Pool(5000)
all_df = pd.DataFrame()
cfunc = partial(cget, mdate)
for code_data in obj_pool.imap_unordered(cfunc, code_list):
if code_data[1] is not None and not code_data[1].empty:
tem_df = code_data[1]
tem_df['code'] = code_data[0]
all_df = all_df.append(tem_df)
obj_pool.join(timeout=5)
obj_pool.kill()
all_df = all_df.reset_index(drop=True)
file_name = self.get_r_financial_name(mdate)
file_path = Path(self.rvaluation_dir) / file_name
all_df.to_csv(file_path,
index=False,
header=True,
mode='w',
encoding='utf8')
return True
except Exception as e:
self.logger.error(e)
traceback.print_exc()
return False
def update_index(self,
end_date=datetime.now().strftime('%Y-%m-%d'),
num=3361):
succeed = True
start_date = get_day_nday_ago(end_date, num=num, dformat="%Y-%m-%d")
date_array = get_dates_array(start_date, end_date, asending=True)
for mdate in date_array:
if CCalendar.is_trading_day(mdate):
for code in ct.INDEX_DICT:
if not self.cval_client.set_index_valuation(code, mdate):
self.logger.error(
"{} set {} data for rvaluation failed".format(
code, mdate))
succeed = False
return succeed
def update(self, end_date=datetime.now().strftime('%Y-%m-%d'), num=7):
succeed = True
base_df = self.stock_info_client.get_basics()
code_list = base_df.code.tolist()
start_date = get_day_nday_ago(end_date, num=num, dformat="%Y-%m-%d")
date_array = get_dates_array(start_date, end_date)
for mdate in date_array:
if CCalendar.is_trading_day(mdate):
if not self.set_r_financial_data(mdate, code_list):
self.logger.error("set %s data for rvaluation failed" %
mdate)
succeed = False
return succeed
def get_min_val_in_range(self, dtype, code):
vdf = self.cval_client.get_horizontal_data(code)
vdf = vdf[(vdf['date'] - 1231) % 10000 == 0]
vdf = vdf[-5:]
return vdf[dtype].median()