def get_trade_rank(self, date):
url = 'http://www.dce.com.cn/publicweb/quotesdata/exportMemberDealPosiQuotesBatchData.html'
year, month, day = split_date(date, '%Y-%m-%d')
data = {
"year": year,
"month": month - 1, # 脑残程序员的设计
"day": day,
"batchExportFlag": 'batch',
}
response = self.do_request(url, data, "POST", type='binary')
zip_ref = zipfile.ZipFile(io.BytesIO(response))
df_list = []
for finfo in zip_ref.infolist():
file = zip_ref.open(finfo, 'r')
df = self._parse_trade_file(file)
df_list.append(df)
df_result = _concat_df(df_list)
df_result['date'] = date
df_result.reset_index(level=['名次'], inplace=True)
_rename_df(df_result)
return df_result, ""
def _get_url_by_date(self, date):
year, month, day = split_date(date, '%Y-%m-%d')
date_int = int(date_convert(date, '%Y-%m-%d', "%Y%m%d"))
url = 'http://old.czce.com.cn/portal/DFSStaticFiles/Future/%d/%d/FutureDataHolding.txt'
url_old = 'http://old.czce.com.cn/portal/exchange/%d/datatradeholding/%d.txt'
if date < '2015-10-01':
return url_old % (year, date_int)
else:
return url % (year, date_int)
def get_trade_rank(self, date):
url = 'http://www.czce.com.cn/portal/DFSStaticFiles/Future/%d/%d/FutureDataHolding.txt'
year, month, day = split_date(date, '%Y-%m-%d')
date_int = int(date_convert(date, '%Y-%m-%d', "%Y%m%d"))
url = url % (year, date_int)
response = self.do_request(url, None, "GET", type='binary')
df = self._parse_trade_file(io.StringIO(response.decode('gbk')))
df['date'] = date
_rename_df(df)
return df, ""
def _get_trade_rank_by_product(self, date, product):
url = 'http://www.cffex.com.cn/sj/ccpm/%04d%02d/%02d/%s.xml'
year, month, day = split_date(date, '%Y-%m-%d')
url = url % (year, month, day, product)
response = self.do_request(url, None, "GET")
root = ElementTree.fromstring(response)
data_list = []
for dataElements in root:
if dataElements.tag != 'data':
continue
data = {}
for subElement in dataElements:
key = subElement.tag
value = subElement.text
if key in [
'instrumentid', 'datatypeid', 'rank', 'shortname',
'volume', 'varvolume'
]:
data[key] = value
# print(data[key])
# print(data)
data_list.append(data)
df = pd.DataFrame(data_list)
datatype_map = {
"0": "成交量",
"1": "持买单量",
"2": "持卖单量",
}
df_list = []
for type, name in datatype_map.items():
# warnning
df_tmp = df[df['datatypeid'] == type].copy()
df_tmp['rank'] = df_tmp['rank'].apply(lambda x: int(x))
df_tmp.rename(columns={"instrumentid": "symbol"}, inplace=True)
df_tmp.rename(columns={"rank": "名次"}, inplace=True)
df_tmp.rename(columns={"shortname": name + "期货公司"}, inplace=True)
df_tmp.rename(columns={"volume": name}, inplace=True)
df_tmp.rename(columns={"varvolume": name + "增减"}, inplace=True)
# print(df_tmp)
df_tmp.drop(['datatypeid'], axis=1, inplace=True)
df_tmp.set_index(['symbol', '名次'], inplace=True)
df_list.append(df_tmp)
return _merge_df(df_list)
def get_trade_rank(self, date):
url = 'http://old.czce.com.cn/portal/DFSStaticFiles/Future/%d/%d/FutureDataHolding.txt'
url_old = 'http://old.czce.com.cn/portal/exchange/%d/datatradeholding/%d.txt'
year, month, day = split_date(date, '%Y-%m-%d')
date_int = int(date_convert(date, '%Y-%m-%d', "%Y%m%d"))
if date_int < 20151001:
url_old = url_old % (year, date_int)
response = self.do_request(url_old, None, "GET", type='binary')
df = self._parse_trade_file(io.StringIO(response.decode('gbk')),
old=True)
df['date'] = date
_rename_df(df)
else:
url = url % (year, date_int)
response = self.do_request(url, None, "GET", type='binary')
df = self._parse_trade_file(io.StringIO(response.decode('gbk')))
df['date'] = date
_rename_df(df)
df = df[df.variety == df.symbol]
return transform(df), ""