def extract_stock_records(code='sh600000', start=None, end =None,adjust = 'qfq', identifier = 'a'):
#qfq:前复权, hfq:后复权
if identifier == 'a':
result = ak.stock_zh_a_daily(symbol=code, adjust=adjust)
elif identifier == 'hk':
result = ak.stock_hk_daily(symbol=code, adjust=adjust)
elif identifier == 'us':
result = ak.stock_us_daily(symbol=code, adjust=adjust)
result.index = result.index.tz_localize(None)
result['date'] = result.index
result = result[['date','open','close','high','low','volume']]
result['total'] = 'NaN'
result['amp'] = 'NaN'
result.columns = ['date','open_price','close_price','high_price','low_price','trancaction','total','amp']
result['rate'] = pd.Series([0]).append(pd.Series((result['close_price'].iloc[1:].values-result['close_price'].iloc[0:-1].values)/result['close_price'].iloc[0:-1].values)).values*100
if start==None and end==None:
pass
else:
result = result[(result['date']<=pd.Timestamp(end)) & (result['date']>=pd.Timestamp(start))]
result['date'] = result['date'].apply(lambda x: (x.date()-datetime.date(1, 1, 1)).days)
result.index = result.index.rename('')
result = result.reset_index()
return result[['date','open_price','close_price','low_price','high_price','trancaction','total','rate','amp']]
def getHK_stockQuotes(self, scode):
data = ak.stock_hk_daily(symbol=scode, adjust="qfq") #qfq： 前复权 hfq:后复权
data = pd.DataFrame(data)
return data
def get_stock_hk_daily(self, stockcode, adjust):
stock_hk_daily_hfq_df = ak.stock_hk_daily(symbol=stockcode,
adjust=adjust)
return stock_hk_daily_hfq_df
def get_hongkong_ma10(symbol1):
stock_hk_daily_hfq_df = ak.stock_hk_daily(symbol=symbol1, adjust="")
return stock_hk_daily_hfq_df.sort_index(ascending=False).head(10)[[
'close'
]].mean()
def update_hk_all_stock_point_day(self, oneday_str):
'''
更新每一只港股指定的某一天历史行情
:return:
'''
start_time = datetime.now()
print("update_hk_all_stock_point_day 更新每一只港股指定的某一天历史行情 start_time:", start_time)
# 获取所有港股代码字符串
stock_exist = self.get_hk_stock_exist()
stock_exist_list = stock_exist.split(',')
df_list_tuple = []
i = 0
for symbol_name in stock_exist_list:
#if symbol_name == '02936_朗廷－ＳＳ股权':
try:
symbol_name_array = symbol_name.split("_")
if len(symbol_name_array) >= 2:
symbol = symbol_name_array[0]
name = symbol_name_array[1]
stock_hk_daily_df = ak.stock_hk_daily(symbol=symbol)
#print(stock_hk_daily_df, type(stock_hk_daily_df))
except Exception as e:
stock_hk_daily_df = None
print(" stock_us_daily_df exception, reason:", e)
df_list_list = stock_hk_daily_df.values.__array__() if stock_hk_daily_df is not None else []
df_date_list = stock_hk_daily_df.axes[0].array if stock_hk_daily_df is not None else []
count = len(df_date_list)
if count > 0:
oneday_list = oneday_str.split(',')
for oneday in oneday_list:
#print('df_date_list', tuple(df_date_list))
#print('count', count)
last_date = datetime.date(df_date_list[count - 1])
#print('last_date', last_date)
onedate = self.exchange_oneday_to_date(oneday)
#print('onedate', onedate)
days = self.days_reduce(last_date, onedate)
#print('days', days)
onedate_index = count - 1 - days
#print('onedate_index', onedate_index)
if days >= 0 and onedate_index >= 0:
ondedate_lt = df_list_list[onedate_index]
# print('ondedate_lt', tuple(ondedate_lt))
df_list_tuple.append(
(symbol, onedate, float(ondedate_lt[0]), float(ondedate_lt[1]), float(ondedate_lt[2]),
float(ondedate_lt[3]), float(ondedate_lt[4])))
print(name, symbol, onedate, float(ondedate_lt[0]), float(ondedate_lt[1]), float(ondedate_lt[2]),
float(ondedate_lt[3]), float(ondedate_lt[4]))
i += 1
if i % 500 == 0:
df_tuple_tuple = tuple(df_list_tuple)
flag = False
try:
flag = self.hk_stock_service.insert_all_stock_daily_batch(df_tuple_tuple)
df_list_tuple = []
print(oneday_str, flag, i)
except Exception as ex:
print("update_hk_all_stock_point_day exception, reason:", ex)
df_tuple_tuple = tuple(df_list_tuple)
flag = False
try:
flag = self.hk_stock_service.insert_all_stock_daily_batch(df_tuple_tuple)
print(oneday_str, flag, i)
except Exception as ex:
print("update_hk_all_stock_point_day exception, reason:", ex)
end_time = datetime.now()
time = (end_time - start_time)
print("update_hk_all_stock_point_day 更新每一只港股指定的某一天历史行情 end_time:", end_time, "耗时:", time)
def get_hk_all_stock_daily(self):
'''
获取所有港股的历史行情，不包含今天
:return:
'''
start_time = datetime.now()
print("get_hk_all_stock_daily 获取所有港股的历史行情，不包含今天 start_time:", start_time)
# 获取所有港股代码字符串
stock_exist = self.hk_stock_service.get_hk_stock_exist(id=1)
stock_exist_list = stock_exist.split(',')
# 获取港股历史行情所有港股代码字符串
all_stock_daily_exist = self.get_hk_all_stock_daily_exist()
hk_all_stock_daily_str = all_stock_daily_exist
hk_all_stock_daily_count = 0
for symbol in stock_exist_list:
# if symbol > '01858' and symbol < '02226':
# flag = hk_stock_service.test(symbol)
# print(symbol, flag)
# if symbol == '00001':
if all_stock_daily_exist.find(symbol) < 0:
# print(symbol)
# 根据港股代码获取某一只港股的所有历史行情
try:
stock_hk_daily_df = ak.stock_hk_daily(symbol=symbol)
# print(stock_hk_daily_hfq_df, type(stock_hk_daily_df))
except Exception as e:
stock_hk_daily_df = None
print(" stock_hk_daily_hfq_df exception, reason:", e)
df_list_list = stock_hk_daily_df.values.__array__() if stock_hk_daily_df is not None else []
df_date_list = stock_hk_daily_df.axes[0].array if stock_hk_daily_df is not None else []
df_list_tuple = []
for i in range(len(df_list_list)):
lt = df_list_list[i]
date = datetime.date(df_date_list[i])
# print(bool(np.isnan(lt[0])))
# print(type(np.isnan(lt[0])))
if np.isnan(lt[0]) == False:
df_list_tuple.append(
(date, float(lt[0]), float(lt[1]), float(lt[2]), float(lt[3]), float(lt[4])))
# print(df_list_tuple)
df_tuple_tuple = tuple(df_list_tuple)
# print(df_tuple_tuple)
flag = False
try:
flag = self.hk_stock_service.insert_one_stock_all_daily_batch(symbol, df_tuple_tuple)
print(symbol, flag)
except Exception as ex:
print("insert_stock_daily_batch exception, reason:", ex)
if flag is True:
hk_all_stock_daily_count += 1
hk_all_stock_daily_str += symbol + ","
# 更新港股历史行情所有港股代码字符串
self.update_hk_stock_daily_exist(hk_all_stock_daily_str, 'hk_stock_daily', hk_all_stock_daily_count)
end_time = datetime.now()
time = (end_time - start_time)
print("get_hk_all_stock_daily 获取所有港股的历史行情，不包含今天 end_time:", end_time, "耗时:", time)
def update(config=None):
import akshare as ak
import pandas as pd
import traceback
import time
today = dt.date.today()
today_weekday = today.isoweekday()
if today_weekday in [6, 7]:
print(f'{today} has no update!')
return
config = config or load_json_settings('mongodb_settings.json')
if not config:
raise Exception('请先配置mongodb')
print(f'connect to {config["host"]}:{config["port"]}')
client = connect(alias='HKStock',
db='HKStock',
host=config['host'],
port=config['port'],
username=config['user'],
password=config['password'],
authentication_source='admin')
client.get_database('admin').authenticate(name=config['user'],
password=config['password'])
db = client.get_database('HKStock')
col_ohlcv = db.get_collection('stock_ohlcv')
col_hfq = db.get_collection('stock_hfq_factor')
col_qfq = db.get_collection('stock_qfq_factor')
col_ohlcv.create_index([("code", 1)])
col_hfq.create_index([("code", 1)])
col_qfq.create_index([("code", 1)])
col_ohlcv.create_index([("code", 1), ("datetime", 1)], unique=True)
col_hfq.create_index([("code", 1), ("datetime", 1)], unique=True)
col_qfq.create_index([("code", 1), ("datetime", 1)], unique=True)
print(f'update code info!')
big_df = ak.stock_hk_spot()[["symbol", "name", "engname"]]
big_df.columns = ["code", "name", "engname"]
big_df["market"] = 'hk'
HKStock_Info_Code_Name.drop_collection()
for _, data in big_df.iterrows():
qs = HKStock_Info_Code_Name(code=data['code'],
name=data['name'],
engname=data['engname'],
market=data['market'])
qs.save()
all_info = HKStock_Info_Code_Name.objects()
print('start update stock data')
for info in all_info:
try:
ohlcv_list = []
hfq_list = []
qfq_list = []
last_day = (col_ohlcv.find_one(
{'code': info.code}, sort=[('datetime', -1)]) or {}).get(
'datetime', dt.datetime(1970, 1, 1)) + dt.timedelta(days=1)
if last_day.date() >= today:
continue
data = ak.stock_hk_daily(info.code)
for d, v in data[last_day:].iterrows():
ohlcv_list.append({
'datetime': d.to_pydatetime(),
'code': info.code,
**v.to_dict()
})
if ohlcv_list:
col_ohlcv.insert_many(ohlcv_list, ordered=False)
hfq_factor = ak.stock_hk_daily(info.code, adjust='hfq-factor')
for d, r in hfq_factor.iterrows():
hfq_list.append({
'datetime': d.to_pydatetime(),
'code': info.code,
'factor': float(r.hfq_factor),
'cash': float(r.cash)
})
col_hfq.delete_many({'code': info.code})
col_hfq.insert_many(hfq_list)
qfq_factor = ak.stock_hk_daily(info.code, adjust='qfq-factor')
for d, r in qfq_factor.iterrows():
qfq_list.append({
'datetime': d.to_pydatetime(),
'code': info.code,
'factor': float(r.qfq_factor)
})
col_qfq.delete_many({'code': info.code})
col_qfq.insert_many(qfq_list)
time.sleep(1)
# except KeyError:
# continue
except Exception:
print(
f'update {info.code} failed with error:\n {traceback.format_exc()})'
)
