def get_stock_suspension_dict_by_date(start_date, end_date, sus_type=1):
if sus_type == 0: #全部
type_list = [
"444001000", "444002000", "444003000", "444004000", "444007000",
"444016000"
]
elif sus_type == 1: #一天及以上
type_list = ["444003000", "444016000"]
elif sus_type == 2: #早盘停牌
type_list = ["444001000", "444003000", "444016000"]
elif sus_type == 3: #尾盘停牌
type_list = ["444002000", "444003000", "444016000"]
else:
print "Not now..."
daily_date_list = xyk_common_wind_db_interaction.get_calendar(
start_date, end_date, 0)
stock_sus_list = db_interaction.get_data_list(
"stock_suspension", ["stock_id", "entry_date", "remove_date", "type"])
stock_sus_dict = {}
for date in daily_date_list:
stock_sus_dict[date] = []
i = 0
while i < len(stock_sus_list):
if str(stock_sus_list[i][3]) in type_list:
if stock_sus_dict.has_key(str(stock_sus_list[i][1])):
stock_sus_dict[str(stock_sus_list[i][1])].append(
str(stock_sus_list[i][0]))
else:
pass
else:
pass
i += 1
return stock_sus_dict
def get_daily_data_dict_1_key(start_date, end_date, table_name, attribute_list, stock_list = [], is_str = 0, date_for_key = 0, to_df = 0):
attribute_str = get_attribute_str(attribute_list)
stock_str = get_stock_str(stock_list)
thbase=database('sql_myhost.txt')
if len(stock_list) == 0:
str1="select stock_id, curr_date, " + attribute_str + " from " + table_name + " \
where curr_date >= '%s' and curr_date <= '%s'" %(start_date, end_date)
else:
str1="select stock_id, curr_date, " + attribute_str + " from " + table_name + " \
where curr_date >= '%s' and curr_date <= '%s' and stock_id in %s" %(start_date, end_date, stock_str)
rows1=thbase.select(str1)
data_dict = {}
if date_for_key == 0:
daily_date_list = xyk_common_wind_db_interaction.get_calendar(start_date, end_date, 0)
for line in rows1:
#print line
this_date_str = str(line[1].strftime('%Y%m%d'))
if this_date_str in daily_date_list:
if not data_dict.has_key(line[0]):
data_dict[line[0]] = []
daily_data = [this_date_str]
j = 0
while j < len(attribute_list):
if line[j + 2] != None:
if is_str == 1:
daily_data.append(str(line[j + 2]))
else:
daily_data.append(float(line[j + 2]))
else:
daily_data.append(None)
j += 1
data_dict[line[0]].append(daily_data)
if to_df != 0:
for key in data_dict.keys():
data_dict[key] = pd.DataFrame(data_dict[key], columns = ['curr_date'] + attribute_list).set_index('curr_date')
else:
for line in rows1:
#print line
if not data_dict.has_key(str(line[1].strftime('%Y%m%d'))):
data_dict[str(line[1].strftime('%Y%m%d'))] = []
daily_data = [str(line[0])]
j = 0
while j < len(attribute_list):
if line[j + 2] != None:
if is_str == 1:
daily_data.append(str(line[j + 2]))
else:
daily_data.append(float(line[j + 2]))
else:
daily_data.append(None)
j += 1
data_dict[str(line[1].strftime('%Y%m%d'))].append(daily_data)
if to_df != 0:
for key in data_dict.keys():
data_dict[key] = pd.DataFrame(data_dict[key], columns = ['stock_id'] + attribute_list).set_index('stock_id')
return data_dict
def get_stock_st_dict(start_date, end_date, st_type=0):
if st_type == 0: #全部
type_list = ["S", "Z", "P", "L", "X", "T"]
else:
print "Not now..."
daily_date_list = xyk_common_wind_db_interaction.get_calendar(
start_date, end_date, 0)
natural_date_list = xyk_common_data_processing.get_natural_datelist(
start_date, end_date)
date_index_dict = xyk_common_data_processing.construct_date_hirabiki_dict(
daily_date_list, natural_date_list)
stock_st_list = db_interaction.get_data_list(
"stock_st", ["stock_id", "entry_date", "remove_date", "type"])
stock_st_dict = {}
for date in daily_date_list:
stock_st_dict[date] = []
i = 0
while i < len(stock_st_list):
if str(stock_st_list[i][3]) in type_list:
if stock_st_list[i][2] == 'NULL' or stock_st_list[i][2] == "":
this_start_date = str(stock_st_list[i][1])
if this_start_date <= end_date:
if this_start_date < start_date:
this_start_date = start_date
this_start_date_index = date_index_dict[this_start_date][1]
j = this_start_date_index
while j < len(daily_date_list):
stock_st_dict[daily_date_list[j]].append(
str(stock_st_list[i][0]))
j += 1
else:
pass
else:
this_start_date = str(stock_st_list[i][1])
this_end_date = str(stock_st_list[i][2])
if this_start_date > end_date or this_end_date < start_date or this_start_date > this_end_date:
pass
else:
if this_start_date < start_date:
this_start_date = start_date
if this_end_date > end_date:
this_end_date = end_date
this_start_date_index = date_index_dict[this_start_date][1]
this_end_date_index = date_index_dict[this_end_date][0]
j = this_start_date_index
while j <= this_end_date_index:
stock_st_dict[daily_date_list[j]].append(
str(stock_st_list[i][0]))
j += 1
else:
pass
i += 1
return stock_st_dict
'''
***获取每日指数成分股和全部A股的代码***
'''
if Now_Range == "all":
components_dict = db_data_pre_treat.get_normal_stocklist_dict(start_date,
end_date,
year=0,
month=6)
else:
where = Now_Range + " = 1"
components_dict = db_interaction.get_data_commonly(
"daily_index_components", ["stock_id"], ["curr_date"],
one_to_one=0,
where=where)
all_daily_date_list = xyk_common_wind_db_interaction.get_calendar(
start_date, end_date, 0)
daily_date_list = all_daily_date_list[:-1]
index_date_list = all_daily_date_list[1:]
a_stock_no_st_dict = db_data_pre_treat.get_a_stock_no_st_dict(
start_date, end_date, 0, 6, 1, 0)
total_stock_list = xyk_common_data_processing.get_all_element_from_dict(
a_stock_no_st_dict)
'''
***获取行业数据并构建行业哑变量***
'''
citics_data = db_interaction.get_data_commonly(
"stock_citics_industry", ["entry_date", "remove_date", "citics_code"],
["stock_id"], 0, 0, 0)
dummy_variable_dict = db_data_pre_treat.get_indus_dummy_variable_dict(
citics_code_list)
'''
for tt, date in enumerate(sorted_date_list):
if date >= start_date:
if len(sorted_date_list) == (tt + 1):
csv_next_date = ""
else:
csv_next_date = sorted_date_list[tt + 1]
if date[4:6] == "12":
next_date = str(int(date[:4]) + 1) + "0131"
elif date[4:6] in ["09", "10", "11"]:
next_date = date[:4] + str(int(date[4:6]) + 1) + "31"
else:
next_date = date[:5] + str(int(date[4:6]) + 1) + "31"
if csv_next_date != "":
next_date = min(next_date, csv_next_date)
print next_date
daily_date_list = xyk_common_wind_db_interaction.get_calendar(
date, next_date, 0)
for daily_date in daily_date_list:
if daily_date != date:
for stock in code_dict[date]:
output_list.append([stock, daily_date, 1])
output_list.sort()
'''
***输出到数据库***
'''
table_name = "daily_index_components"
db_interaction.insert_attributes_commonly(table_name,
output_list,
['stock_id', 'curr_date', pool_name],
[pool_name],
batch=50000)
def get_a_stock_dict(start_date, end_date, year, month, board=1):
if board == 0: #主板
board_list = ["434006000", "434004000"]
elif board == 1: #全部
board_list = ["434006000", "434004000", "434003000", "434001000"]
elif board == 2: #主板+创业板
board_list = ["434006000", "434004000", "434001000"]
elif board == 3: #创业板
board_list = ["434001000"]
elif board == 4: #主板+中小企业板
board_list = ["434006000", "434004000", "434003000"]
elif board == 5: #创业板+中小企业板
board_list = ["434001000", "434003000"]
elif board == 6: #主板补全
board_list = ["434006000"]
else:
print "What else do you want?!"
daily_date_list = xyk_common_wind_db_interaction.get_calendar(
start_date, end_date, 0)
natural_date_list = xyk_common_data_processing.get_natural_datelist(
start_date, end_date)
date_index_dict = xyk_common_data_processing.construct_date_hirabiki_dict(
daily_date_list, natural_date_list)
a_stock_list = db_interaction.get_data_list(
"a_stock", ["stock_id", "list_date", "delist_date", "board"])
a_stock_dict = {}
for date in daily_date_list:
a_stock_dict[date] = []
i = 0
while i < len(a_stock_list):
if str(a_stock_list[i][3]) in board_list:
if a_stock_list[i][2] == 'NULL' or a_stock_list[i][2] == "":
this_list_date = str(a_stock_list[i][1])
this_start_date = xyk_common_data_processing.get_date_delta(
this_list_date, year, month, 1)
if this_start_date < start_date:
this_start_date = start_date
elif this_start_date > end_date:
i += 1
continue
if date_index_dict.has_key(this_start_date) == False:
this_start_date = this_start_date[:6] + str(
int(this_start_date[6:]) - 1)
if date_index_dict.has_key(this_start_date) == False:
this_start_date = this_start_date[:6] + str(
int(this_start_date[6:]) - 1)
if date_index_dict.has_key(this_start_date) == False:
this_start_date = this_start_date[:6] + str(
int(this_start_date[6:]) - 1)
if this_start_date <= end_date:
if this_start_date < start_date:
this_start_date = start_date
this_start_date_index = date_index_dict[this_start_date][1]
j = this_start_date_index
while j < len(daily_date_list):
a_stock_dict[daily_date_list[j]].append(
str(a_stock_list[i][0]))
j += 1
else:
pass
else:
this_list_date = str(a_stock_list[i][1])
this_start_date = xyk_common_data_processing.get_date_delta(
this_list_date, year, month, 1)
if this_start_date < start_date:
this_start_date = start_date
elif this_start_date > end_date:
i += 1
continue
if date_index_dict.has_key(this_start_date) == False:
this_start_date = this_start_date[:6] + str(
int(this_start_date[6:]) - 1)
if date_index_dict.has_key(this_start_date) == False:
this_start_date = this_start_date[:6] + str(
int(this_start_date[6:]) - 1)
if date_index_dict.has_key(this_start_date) == False:
this_start_date = this_start_date[:6] + str(
int(this_start_date[6:]) - 1)
this_end_date = str(a_stock_list[i][2])
if this_start_date > end_date or this_end_date < start_date or this_start_date > this_end_date:
pass
else:
if this_start_date < start_date:
this_start_date = start_date
if this_end_date > end_date:
this_end_date = end_date
this_start_date_index = date_index_dict[this_start_date][1]
this_end_date_index = date_index_dict[this_end_date][0]
j = this_start_date_index
while j <= this_end_date_index:
a_stock_dict[daily_date_list[j]].append(
str(a_stock_list[i][0]))
j += 1
else:
pass
i += 1
return a_stock_dict