def get_sina_Market_json(market='sh', showtime=True, num='1000', retry_count=3, pause=0.001):
start_t = time.time()
# url="http://vip.stock.finance.sina.com.cn/quotes_service/api/json_v2.php/Market_Center.getHQNodeData?page=1&num=50&sort=changepercent&asc=0&node=sh_a&symbol="
# SINA_REAL_PRICE_DD = '%s%s/quotes_service/api/json_v2.php/Market_Center.getHQNodeData?page=1&num=%s&sort=changepercent&asc=0&node=%s&symbol=%s'
"""
一次性获取最近一个日交易日所有股票的交易数据
return
-------
DataFrame
属性：代码，名称，涨跌幅，现价，开盘价，最高价，最低价，最日收盘价，成交量，换手率
"""
# ct._write_head()
if market=='all':
url_list=[]
# for m in ct.SINA_Market_KEY.values():
for m in ['sh_a','sz_a']:
list=_get_sina_Market_url(m, num=num)
for l in list:url_list.append(l)
# print url_list
else:
url_list=_get_sina_Market_url(ct.SINA_Market_KEY[market], num=num)
# print url_list
log.debug("Market_jsonURL: %s" % url_list[0])
# print url_list
# print "url:",url_list
df = pd.DataFrame()
# data['code'] = symbol
# df = df.append(data, ignore_index=True)
# results = cct.to_mp_run(_parsing_Market_price_json, url_list)
results = cct.to_asyncio_run(url_list, _parsing_Market_price_json)
if len(results)>0:
df = df.append(results, ignore_index=True)
# df['volume']= df['volume'].apply(lambda x:x/100)
df['ratio']=df['ratio'].apply(lambda x:round(x,1))
df['percent']=df['percent'].apply(lambda x:round(x,1))
df=df.drop_duplicates()
# print df[:1]
# for url in url_list:
# # print url
# data = _parsing_Market_price_json(url)
# # print data[:1]
# df = df.append(data, ignore_index=True)
# # break
if df is not None:
# for i in range(2, ct.PAGE_NUM[0]):
# newdf = _parsing_dayprice_json(i)
# df = df.append(newdf, ignore_index=True)
# print len(df.index)
if showtime: print (
"Market-df:%s %s" % (format((time.time() - start_t), '.1f'), len(df))),
# print type(df)
return df
else:
if showtime:print ("no data Market-df:%s" % (format((time.time() - start_t), '.2f')))
return []
def get_sina_all_json_dd(vol='0', type='3', num='10000', retry_count=3, pause=0.001):
start_t = time.time()
# url="http://vip.stock.finance.sina.com.cn/quotes_service/api/json_v2.php/Market_Center.getHQNodeData?page=1&num=50&sort=changepercent&asc=0&node=sh_a&symbol="
# SINA_REAL_PRICE_DD = '%s%s/quotes_service/api/json_v2.php/Market_Center.getHQNodeData?page=1&num=%s&sort=changepercent&asc=0&node=%s&symbol=%s'
"""
一次性获取最近一个日交易日所有股票的交易数据
return
-------
DataFrame
属性：代码，名称，涨跌幅，现价，开盘价，最高价，最低价，最日收盘价，成交量，换手率
"""
# ct._write_head()
url_list = _get_sina_json_dd_url(vol, type, num)
# print url_list
df = pd.DataFrame()
# data['code'] = symbol
# df = df.append(data, ignore_index=True)
if len(url_list)>0:
log.info("json_dd_url:%s"%url_list[0])
data = cct.to_asyncio_run(url_list, _parsing_sina_dd_price_json)
# data = cct.to_mp_run(_parsing_sina_dd_price_json, url_list)
# data = cct.to_mp_run_async(_parsing_sina_dd_price_json, url_list)
# if len(url_list)>cct.get_cpu_count():
# divs=cct.get_cpu_count()
# else:
# divs=len(url_list)
#
# if len(url_list)>=divs:
# print len(url_list),
# dl=cct.get_div_list(url_list,divs)
# data=cct.to_mp_run_async(cct.to_asyncio_run,dl,_parsing_sina_dd_price_json)
# else:
# data=cct.to_asyncio_run(url_list,_parsing_sina_dd_price_json)
if len(data)>0:
df = df.append(data, ignore_index=True)
log.debug("dd.columns:%s" % df.columns.values)
#['code' 'name' 'ticktime' 'price' 'volume' 'prev_price' 'kind']
log.debug("get_sina_all_json_dd:%s" % df[:1])
if not df.empty:
# for i in range(2, ct.PAGE_NUM[0]):
# newdf = _parsing_dayprice_json(i)
# df = df.append(newdf, ignore_index=True)
# print len(df.index)
print (" dd-df: %0.2f" % ((time.time() - start_t))),
return df
else:
print
print ("no data json-df: %0.2f"%((time.time() - start_t))),
return ''
else:
print ("Url null json-df: %0.2f "%((time.time() - start_t))),
return ''
