Esempio n. 1
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    def get_minute_data(self, code, period='1', adjust="", expire=60 * 6):
        """
        获取一支股票分钟级数据保存到本地
        """
        UT.check_dir(CT.MINUTE_DIR + '/' + period)
        file_path = CT.MINUTE_DIR + '/' + period + '/' + code

        expired = UT.check_file_expired(file_path, expire)
        if expired or not os.path.exists(file_path):
            symbol = self._code_to_symbol(code)
            start_date = CT.START
            end_date = date_time.get_today_str()
            adjust = 'qfq'
            # d = ak.stock_zh_a_minute(symbol, period, adjust)
            d = self.stock_zh_a_minute(symbol, period, adjust)
            if d is None:
                return d
            d.to_csv(file_path, sep='\t')

        if not os.path.exists(file_path):
            return None
        #d = pd.read_csv(file_path, sep='\t', index_col=1)
        d = pd.read_csv(file_path,
                        sep='\t',
                        skiprows=0,
                        parse_dates=True,
                        header=0,
                        index_col=0)
        return d
Esempio n. 2
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    def get_daily_data(self, code, expire=60 * 6):
        """
        获取一支股票所有历史数据保存到本地
        """
        UT.check_dir(CT.DAILY_DIR)
        file_path = CT.DAILY_DIR + code
        expired = UT.check_file_expired(file_path, expire)

        if expired or not os.path.exists(file_path):
            symbol = self._code_to_symbol(code)
            start_date = CT.START
            end_date = date_time.get_today_str()
            adjust = 'qfq'
            if is_index(code):
                d = ak.stock_zh_index_daily(symbol)
            else:
                d = ak.stock_zh_a_daily(symbol, start_date, end_date, adjust)
            if d is None:
                return d
            d.to_csv(file_path, sep='\t')

        if not os.path.exists(file_path):
            return None
        #d = pd.read_csv(file_path, sep='\t', index_col=0)
        d = pd.read_csv(file_path,
                        sep='\t',
                        skiprows=0,
                        parse_dates=True,
                        header=0,
                        index_col=0)
        return d
Esempio n. 3
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def main(argv):
    #get_all_tick_data('000001')
    try:
        opts, args = getopt.getopt(argv[1:], "dhe:m:i:t:s:a:")
    except getopt.GetoptError as err:
        print(err)
        return -1
    log_level = logging.INFO
    mode = ''
    index = 0
    thread = 1
    symbol = '000000'
    date = date_time.get_today_str()
    for ok, ov in opts:
        if ok in ('-d', '--debug'):
            log_level = logging.DEBUG
        if ok in ('-e', '--expire'):
            global g_expire
            g_expire = int(ov)
        if ok in ('-m', '--mode'):
            mode = ov
        if ok in ('-i', '--index'):
            index = int(ov)
        if ok in ('-t', '--thread'):
            thread = int(ov)
        if ok in ('-s', '--symbol'):
            symbol = ov
        if ok in ('-a', '--date'):
            date = ov
        if ok in ('-h', '--help'):
            help()
            return

    logging.basicConfig(
        level=log_level,
        format=
        '%(levelname)s: %(asctime)s [%(pathname)s:%(lineno)d] %(message)s',
        datefmt='%Y-%M-%d %H:%M:%S',
        filename=CT.LOG_DIR + 'tick.log',
        filemode='a')

    log_str = 'running model[%s] index[%d] thread[%d] symbol[%s] date[%s]' % (
        mode, index, thread, symbol, date)
    print(log_str)
    logging.info(log_str)
    if mode == 'symbol':
        get_tick_data_symbol(symbol, index, thread)
    elif mode == 'date':
        get_tick_data_date(date, index, thread)
    elif mode == 'allsince':
        get_tick_data_since(date, index, thread)
    elif mode == 'since':
        get_symbol_tick_data_since(symbol, date)
    elif mode == 'tick':
        q = Quotation()
        q.get_tick_data(symbol, date)
    else:
        print(('args err mode[%s]' % (mode)))
        logging.error('args err mode[%s]' % (mode))
    return
Esempio n. 4
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 def get_sina_dd(self, code, date='', vol=400):
     """
     大单交易数据
     """
     if date == '':
         date = date_time.get_today_str()
     d = ts.get_sina_dd(code, date=date, vol=vol)
     return d
Esempio n. 5
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 def get_h_data(self, symbol, expire=60):
     """
     获取一支股票所有历史数据保存到本地
     """
     if not os.path.exists(CT.HIS_DIR):
         os.makedirs(CT.HIS_DIR)
     file_path = CT.HIS_DIR + symbol
     expired = date_time.check_file_expired(file_path, expire)
     if expired:
         today = date_time.get_today_str()
         d = ts.get_h_data(symbol,
                           autype=None,
                           start=CT.START,
                           end=today,
                           drop_factor=False)
         d.to_csv(CT.HIS_DIR + symbol)
         return d
     else:
         d = pd.read_csv(file_path)
         return d
Esempio n. 6
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    def get_h_data(self, symbol, expire=60*6):
        """
        获取一支股票所有历史数据保存到本地
        """
        if not os.path.exists(CT.HIS_DIR):
            os.makedirs(CT.HIS_DIR)
        file_path = CT.HIS_DIR + symbol
        expired = date_time.check_file_expired(file_path, expire)
        if expired or not os.path.exists(file_path):
            today = date_time.get_today_str()
            d = ts.get_h_data(symbol, autype=None, start=CT.START, end=today, drop_factor=False)
            #index = []
            #for i in list(d.index):
            #    index.append(date_time.date_to_str(i))
            #d = d.reindex(index, method='ffill')
            if d is None:
                return d
            d.to_csv(CT.HIS_DIR + symbol, sep='\t')
            #return d

        if not os.path.exists(file_path):
            return None
        d = pd.read_csv(file_path, sep='\t', index_col=0)
        return d
Esempio n. 7
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    '''.encode('utf-8'))


def main(argv):
    #get_all_tick_data('000001')
    try:
        opts, args = getopt.getopt(argv[1:], "dhe:m:i:t:s:a:")
    except getopt.GetoptError, err:
        print err
        return -1
    log_level = logging.INFO
    mode = ''
    index = 0
    thread = 1
    symbol = '000000'
    date = date_time.get_today_str()
    for ok, ov in opts:
        if ok in ('-d', '--debug'):
            log_level = logging.DEBUG
        if ok in ('-e', '--expire'):
            global g_expire
            g_expire = int(ov)
        if ok in ('-m', '--mode'):
            mode = ov
        if ok in ('-i', '--index'):
            index = int(ov)
        if ok in ('-t', '--thread'):
            thread = int(ov)
        if ok in ('-s', '--symbol'):
            symbol = ov
        if ok in ('-a', '--date'):