def history_fund(engine, session, code):
tsl.log("get data for code : " + code + " start...")
sdate = datetime.date(2013, 1, 1)
edate = datetime.date.today()
df = ts.get_nav_history(code, start=str(sdate), end=str(edate))
df.to_csv('/home/data/f_' + code + '.csv')
tsl.log("get data for code : " + code + " done")
def fund_value_history(self, fund_code, duration='1m'):
"""
Query fund trading history data from Sina finance
:param duration: string
default is '1m', means query one month history.
OR using one of following:
'1m' - one month history,
'3m' - three month history,
'6m' - six month history,
'1y' - one year history,
'2y' - two year history,
'3y' - three year history.
:param fund_code: string
specify the code of the fund you want to query
:return:
DataFrame:
date - index, trading date,
value - fund net / annual income
total - accumulated net value / fund million return
change - fund net growth rate
"""
result = []
kv = {'1m': -1, '3m': -3, '6m': -6, '1y': -12, '2y': -24, '3y': -36}
duration_arrow = self.get_last_trading_info(fund_code)['date'].shift(
months=kv.get(duration, -1))
df = ts.get_nav_history(fund_code, duration_arrow).reset_index()
df.date = df.date.astype(str)
return df
def __init__(self, code, start, end):
self.code = code
self.start = start
self.end = end
self.result = ts.get_nav_history(code=self.code,
start=self.start,
end=self.end)
self.info = ts.get_fund_info(code=self.code)
def load_fund_hist(fund_code, start_date=None, end_date=None):
#fund = Funds.query.filter_by(code=fund_code)
#if not fund:
#get fund detail from Sina
#pass
df = ts.get_nav_history(fund_code, start_date, end_date)
return df.to_html()
def get_last_trading_date(self, fund_code):
today = arrow.now().shift(months=-1)
while True:
latest_df = ts.get_nav_history(fund_code,
today.format('YYYY-MM-DD'))
if (latest_df is not None):
return arrow.get(latest_df.index[0])
else:
today = today.shift(months=-1)
def test_000290(self):
print(tushare.get_fund_info("000290"))
history = tushare.get_nav_history("000290", start="2015-01-01")
print(history)
data_path = "S:/data/funds/000290"
if not os.path.exists(data_path):
os.makedirs(data_path)
data_file = data_path + "/history.csv"
if os.path.exists(data_file):
os.remove(data_file)
history.to_csv(data_file)
def fund_nav_history_worker(engine, codes, sdate, edate):
pid = os.getpid()
tsl.log("pid %i start with %i codes..." % (pid, len(codes)))
temp = []
df = pd.DataFrame()
for code in codes:
try:
newdf = ts.get_nav_history(code[0], code[1], sdate, edate)
if newdf is not None:
newdf['symbol'] = code[0]
df = df.append(newdf)
except BaseException, e:
if 'timed out' in str(e) or 'urlopen error' in str(e):
temp.append(code)
else:
print e
tsl.log("pid %i error for %s" % (pid, code))
def get_fund_nav(fund_id, start_date, end_date, pkl_file=None):
"""
:param fund_id: list
:param start_date: str, start date of query
:param end_date: str, end date of query
:param pkl_file:
:return: pd.DataFrame, index = date, col = fund_id, values = cumul NAV
"""
ret = pd.DataFrame()
for fund in fund_id:
fund_nav = ts.get_nav_history(fund, start_date, end_date)
# 取累计净值数据
if fund_nav is not None:
fund_nav = fund_nav['total']
fund_nav.name = fund
ret = pd.concat([ret, fund_nav], axis=1)
else:
continue
if pkl_file is not None:
pickle_dump_data(ret, pkl_file)
return ret