def parse_data(self, response):
hxs = HtmlXPathSelector(response)
stock_url = "http://stockpage.10jqka.com.cn/"
for tr_node in hxs.select("//div/table/tbody/tr"):
td_node_list = tr_node.select(".//td")
value_list = []
href = ""
for index, td_node in enumerate(td_node_list):
text = ""
if td_node.select('.//a'):
text = td_node.select(".//a/text()").extract()[0]
href = td_node.select(".//a/@href").extract()[0]
else:
text = td_node.select(".//text()").extract()[0]
value_list.append(text)
print value_list
stock_code = value_list[1]
stock_name = value_list[2]
publish_date_str = safestr(value_list[11].replace("-", "")).strip()
if publish_date_str == "":
continue
publish_date = int(publish_date_str)
print publish_date
if publish_date < self.start_day or publish_date >= self.end_day:
continue
print safestr(stock_code), safestr(stock_name), safestr(href)
yield Request(href, callback=self.parse_stock)
def parse_stock_daily(self, line):
try:
parts = line.split("=")
#print line, parts
content = parts[1].strip('"')
#print content
fields = content.split("~")
#print fields
if len(fields) < 44:
line_str = safestr(line)
self.logger.error(format_log("daily_lack_fields", {'line': line_str, 'content': content}))
return None
# 当日停牌则不能存入
open_price = float(fields[5])
close_price = float(fields[3])
if open_price == 0.0 or close_price == 0.0:
return None
item = dict()
try:
item['name'] = safestr(fields[1])
'''
stock_code = fields[2]
if self.location == 3: # 美股返回为usWUBA.N
code_parts = stock_code.split(".")
stock_code = code_parts[0]
'''
item['code'] = fields[2]
item['sid'] = int(self.datamap['code2id'][item['code']])
item['day'] = self.day
item['last_close_price'] = float(fields[4])
item['open_price'] = open_price
item['high_price'] = float(fields[33])
item['low_price'] = float(fields[34])
item['close_price'] = close_price
# 当前时刻, 格式为HHMMSS
item['time'] = fields[30][8:]
item['vary_price'] = float(fields[31])
item['vary_portion'] = float(fields[32])
# 成交量转化为手
item['volume'] = int(fields[36])
item['predict_volume'] = get_predict_volume(item['volume'], item['time'], self.location)
# 成交额转化为万元
item['amount'] = int(fields[37])
item['exchange_portion'] = fields[38]
item['pe'] = fields[39]
item['swing'] = fields[43]
item['out_capital'] = fields[44]
except Exception:
self.logger.exception("err=parse_daily_index content=%s", content)
return None
except Exception:
self.logger.exception("err=parse_daily_content line=%s content=%s", line, content)
return None
return item
def parse_company(self, response):
hxs = HtmlXPathSelector(response)
item = response.meta['item']
td_list = hxs.select('//table/tr/td/text()').extract()
td_count = len(td_list)
if td_count >= 2:
item['alias'] = safestr(td_list[1])
if td_count >= 9:
item['business'] = safestr(td_list[-1])
#print item
return item
def parse_json(self, response):
parts = response.body.split("=")
content = safestr(parts[1].decode('gbk'))
#print content
data = json.loads(content)
item_list = data['data']['result']
print len(item_list)
for info in item_list:
item = StockItem()
item['location'] = 3
code = info[0]
code_parts = code.split(".")
if len(code_parts) >= 2:
ecode = code_parts[-1]
if "N" == ecode:
item['ecode'] = "NYSE"
elif "OQ" == ecode:
item['ecode'] = "NASDAQ"
item['name'] = info[2]
item['code'] = info[1]
stock_url = "http://stockhtm.finance.qq.com/astock/ggcx/" + code + ".htm"
#print stock_url
request = Request(stock_url, callback=self.parse_data)
request.meta['item'] = item
yield request
def core(self, item):
scode = item
url = "http://qt.gtimg.cn/r=" + str(random.random()) + "q=" + scode
#print url
try:
response = urllib2.urlopen(url, timeout=1)
content = response.read()
except urllib2.HTTPError as e:
self.logger.warning("err=get_stock_daily scode=%s code=%s", scode,
str(e.code))
return
except urllib2.URLError as e:
self.logger.warning("err=get_stock_daily scode=%s reason=%s",
scode, str(e.reason))
return
if content:
content = safestr(content.decode('gbk'))
#self.logger.info("desc=daily_content content=%s", content)
lines = content.strip("\r\n").split(";")
for line in lines:
if 0 == len(line):
continue
daily_item = self.parse_stock_daily(line)
if daily_item is None:
continue
# 追加到redis队列中
if self.conn:
self.conn.rpush("daily-queue", json.dumps(daily_item))
self.logger.info(format_log("fetch_daily", daily_item))
def name2pinyin(name):
input = name.decode('utf-8')
letter_list = pinyin(input, 4)
#print letter_list
output = "".join([ x[0] for x in letter_list])
output = safestr(output)
#print safestr(name), safestr(input), output
return output
def parse_quotes(self, response):
content = safestr(response.body)
quotes_data = json.loads(content)
for quote_info in quotes_data['quotes']:
# 已退市
if 3 == int(quote_info['flag']):
print "op=stock_quit code=" + safestr(quote_info['symbol']) + " name=" + safestr(quote_info['name'])
continue
item = StockItem()
item['location'] = 3
item['code'] = quote_info['symbol']
item['name'] = quote_info['name']
stock_name = safestr(quote_info['name'])
exchange = safestr(quote_info['exchange'])
if exchange == "NASDAQ":
item['ecode'] = 4
elif exchange == "NYSE":
item['ecode'] = 5
else: # 非nasdaq/nyse的美股忽略
#print quote_info
print "op=stock_ignore code=" + safestr(quote_info['symbol']) + " name=" + stock_name + " exchange=" + exchange
continue
# 总股本
if len(quote_info['totalShares']) > 0:
item['out_captial'] = float(quote_info['totalShares']) / 100000000
# 股息
if len(quote_info['dividend']) > 0:
item['dividend'] = float(quote_info['dividend'])
# 每股净利润
if len(quote_info['eps']) > 0:
item['profit'] = float(quote_info['eps'])
# 每股净资产
if len(quote_info['net_assets']) > 0:
item['assets'] = float(quote_info['net_assets'])
#print item
yield item
def serialize(self, item):
sid = item['sid']
key = "ts-" + str(sid) + "-" + str(item['day'])
last_time = 0
ts_map = dict()
if sid in self.time_map:
last_time = self.time_map[sid]
else:
self.time_map[sid] = last_time
if sid in self.vary_map:
ts_map = self.vary_map[sid]
else: #TODO: 需要验证ts_map变化后vary_map里的值是否更新
self.vary_map[sid] = ts_map
old_last_time = last_time
for ts_item in item['items']:
ts_item['time'] = int(ts_item['time'])
item_time = int(ts_item['time'] / 100)
price = ts_item['price']
self.redis_conn.rpush(key, json.dumps(ts_item))
if item_time >= last_time:
price_pair = [0.0, float("inf")]
if item_time in ts_map:
price_pair = ts_map[item_time]
if price > price_pair[0]:
price_pair[0] = price
if price < price_pair[1]:
price_pair[1] = price
last_time = max(item_time, last_time)
ts_map[item_time] = price_pair
# 更新last_time和每分钟的成交差异
self.time_map[sid] = last_time
self.logger.debug(
"desc=refresh_ts sid=%d last_time=%d vary_map=%s", sid, last_time,
"|".join(
[safestr(k) + "-" + safestr(v) for k, v in ts_map.items()]))
def core(self, item):
scode = item
cur_timestamp = int(time.time() * 1000)
url = "http://hq.sinajs.cn/rn=" + str(cur_timestamp) + "&list=" + scode
print url
try:
response = urllib2.urlopen(url, timeout=5)
content = response.read()
except urllib2.HTTPError as e:
self.logger.warning("err=get_stock_daily scode=%s code=%s", scode, str(e.code))
return
except urllib2.URLError as e:
self.logger.warning("err=get_stock_daily scode=%s reason=%s", scode, str(e.reason))
return
if content:
content = safestr(content.decode('gbk'))
self.logger.debug("desc=daily_content scode=%s content=%s", scode, content)
lines = content.strip("\r\n").split(";")
for line in lines:
if 0 == len(line):
continue
daily_item = self.parse_stock_daily(line)
if daily_item is None:
continue
# 追加到redis队列中
json_item = json.dumps(daily_item)
if self.conn:
self.conn.rpush("daily-queue", json_item)
self.logger.info(format_log("fetch_daily", daily_item))
#print format_log("fetch_daily", daily_item)
# 设置dump则把数据dump到日志中, 暂定每5mindump一次, 可配置
self.dump(int(daily_item['time'][2:4]), json_item, "daily")
def core(self, item):
scode_list = item
url = "http://qt.gtimg.cn/r=" + str(random.random()) + "q=" + scode_list
print url
try:
response = urllib2.urlopen(url, timeout=1)
content = response.read()
except urllib2.HTTPError as e:
self.logger.warning("err=get_stock_daily scode_list=%s code=%s", scode_list, str(e.code))
return
except urllib2.URLError as e:
self.logger.warning("err=get_stock_daily scode_list=%s reason=%s", scode_list, str(e.reason))
return
if content:
content = safestr(content.decode('gbk'))
#self.logger.info("desc=daily_content content=%s", content)
lines = content.strip("\r\n").split(";")
for line in lines:
if 0 == len(line):
continue
daily_item = self.parse_stock_daily(line)
if daily_item is None:
continue
# 追加到redis队列中
json_data = json.dumps(daily_item)
if self.conn:
self.conn.rpush("daily-queue", json_data)
self.logger.info(format_log("fetch_daily", daily_item))
# 设置dump则把数据dump到日志中, 暂定每5mindump一次, 可配置
self.dump(int(daily_item['time'][2:4]), json_data, "daily")
def parse_stock_daily(self, line):
line = line.strip("\r\n")
parts = line.split("=")
#print line, parts
stock_code = parts[0].replace("var hq_str_gb_", "").upper()
content = parts[1].strip('"')
#print content
fields = content.split(",")
#print fields
if len(fields) < 20:
line_str = safestr(line)
self.logger.error(format_log("daily_lack_fields", {'line': line_str, 'content': content}))
return None
# 当日停牌则不能存入
open_price = float(fields[5])
close_price = float(fields[1])
if open_price == 0.0 or close_price == 0.0:
return None
item = dict()
try:
item['name'] = safestr(fields[0])
item['code'] = stock_code
item['sid'] = int(self.datamap['code2id'][stock_code])
item['day'] = self.day
item['last_close_price'] = float(fields[26])
item['open_price'] = open_price
item['high_price'] = float(fields[6])
item['low_price'] = float(fields[7])
item['close_price'] = close_price
# 当前时刻, 格式为HHMMSS, 这里新浪返回的时间是错的, 改成自己计算, 可能出现不实时的情况
#time_parts = fields[3].split(" ")
#item['time'] = time_parts[1].replace(":", "")
item['time'] = str(get_timenumber(3))
item['vary_price'] = float(fields[4])
item['vary_portion'] = float(fields[2])
# 成交量单位为股
item['volume'] = int(fields[10])
item['predict_volume'] = get_predict_volume(item['volume'], item['time'], self.location)
# 成交额转化为万元
item['amount'] = 0
# 总股本
item['out_capital'] = float(fields[19])
# 总市值
item['cap'] = float(fields[12])
# 计算换手率
if item['out_capital'] > 0:
item['exchange_portion'] = item['volume'] / item['out_capital'] * 100
item['swing'] = (item['high_price'] - item['low_price']) / item['last_close_price'] * 100
except Exception as e:
traceback.print_exc()
self.logger.exception("err=parse_daily_ex code=%s line=%s", stock_code, line)
return None
if item['out_capital'] > 0:
capital = item['out_capital'] / 10000
self.logger.debug("op=update_sql sql={update t_stock set capital=%.2f, out_capital=%.2f where id = %d;}", capital, capital, item['sid'])
return item
start_day = int(sys.argv[2])
end_day = int(sys.argv[3])
stock_list = get_stock_list(db_config, 1, 1)
vary_list = []
start_hq_data = get_stock_data(db_config, start_day)
end_hq_data = get_stock_data(db_config, end_day)
for sid in stock_list.keys():
# 忽略其中停牌的股票
if sid not in start_hq_data or sid not in end_hq_data:
continue
stock_info = stock_list[sid]
start_close_price = float(start_hq_data[sid]['close_price'])
end_close_price = float(end_hq_data[sid]['close_price'])
vary_portion = (start_close_price -
end_close_price) / start_close_price * 100
#print format_log("vary_stock", {'sid': sid, 'code': stock_info['code'], 'name': stock_info['name'], 'start_close_price': start_close_price, 'end_close_price': end_close_price, 'vary_portion': vary_portion})
vary_list.append((sid, stock_info['code'], stock_info['name'],
start_close_price, end_close_price, vary_portion))
# 按照跌幅的高低排序
vary_list.sort(key=lambda item: item[5], reverse=True)
for item in vary_list:
#print item
str = "\t".join([safestr(v) for v in item])
print str
config_info['REDIS']['port'] = int(config_info['REDIS']['port'])
db_config = config_info['DB']
start_day = int(sys.argv[2])
end_day = int(sys.argv[3])
stock_list = get_stock_list(db_config, 1, 1)
vary_list = []
start_hq_data = get_stock_data(db_config, start_day)
end_hq_data = get_stock_data(db_config, end_day)
for sid in stock_list.keys():
# 忽略其中停牌的股票
if sid not in start_hq_data or sid not in end_hq_data:
continue
stock_info = stock_list[sid]
start_close_price = float(start_hq_data[sid]['close_price'])
end_close_price = float(end_hq_data[sid]['close_price'])
vary_portion = (start_close_price - end_close_price) / start_close_price * 100
#print format_log("vary_stock", {'sid': sid, 'code': stock_info['code'], 'name': stock_info['name'], 'start_close_price': start_close_price, 'end_close_price': end_close_price, 'vary_portion': vary_portion})
vary_list.append((sid, stock_info['code'], stock_info['name'], start_close_price, end_close_price, vary_portion))
# 按照跌幅的高低排序
vary_list.sort(key = lambda item :item[5], reverse=True)
for item in vary_list:
#print item
str = "\t".join([safestr(v) for v in item])
print str
def serialize(self, item):
sid = item['sid']
key = "ts-" + str(sid) + "-" + str(item['day'])
last_time = 0
ts_map = dict()
if sid in self.time_map:
last_time = self.time_map[sid]
else:
self.time_map[sid] = last_time
if sid in self.vary_map:
ts_map = self.vary_map[sid]
else: #TODO: 需要验证ts_map变化后vary_map里的值是否更新
self.vary_map[sid] = ts_map
old_last_time = last_time
for ts_item in item['items']:
ts_item['time'] = int(ts_item['time'])
item_time = int(ts_item['time'] / 100)
price = ts_item['price']
self.redis_conn.rpush(key, json.dumps(ts_item))
if item_time >= last_time:
price_pair = [0.0, float("inf")]
if item_time in ts_map:
price_pair = ts_map[item_time]
if price > price_pair[0]:
price_pair[0] = price
if price < price_pair[1]:
price_pair[1] = price
last_time = max(item_time, last_time)
ts_map[item_time] = price_pair
# 更新last_time和每分钟的成交差异
self.time_map[sid] = last_time
self.logger.debug("desc=refresh_ts sid=%d last_time=%d vary_map=%s", sid, last_time, "|".join([ safestr(k) + "-" + safestr(v) for k,v in ts_map.items()]))