def TSreadSingleStock(Ticker,
Factor=["close"],
TsAccount=None,
TsPassword=None):
if (TsAccount == None) or (TsPassword == None):
try:
acc_f = pd.read_csv("D:/TSaccount.csv")
except Exception as e:
return e
try:
ts.ConnectServer("tsl.tinysoft.com.cn", 443)
dl = ts.LoginServer(acc_f.Account[0],
acc_f.Password[0]) #Tuple(ErrNo,ErrMsg) Login
ts.Disconnect() # Log out.
except Exception as e:
return e
# 2. GetData
# 3. Export(save data)
def update_cangdan(self):
tsl = tslFunctions()
tsl.tsl_login()
conn_Local = create_engine(
str(r"mysql+pymysql://root:xxxx@localhost:3306/test"))
self.__start=(dt.parser.parse(str(pd.read_sql("select max(date) from register_values",con=conn_Local\
).values[0][0]))+datetime.timedelta(days=1)).strftime('%Y-%m-%d')
print(self.__start)
tradedaysList = tsl.getTradeDays(self.__start, self.__end)
if len(tradedaysList) == 0:
print("已经更新至最新日期%s" % self.__end)
return
update_cangdan_raw = pd.DataFrame(
tsl.tsbytestostr(
ts.RemoteExecute(
f'''X:=getbk('期货品种代码');
r:=array();
for i:=0 to length(X)-1 do
begin
SetSysParam(PN_Stock(),x[i]);
Ret:=GetFuturesDailyWarehouse(inttodate({self.__start.replace('-','')}),inttodate({self.__end.replace('-','')}),t);
r&=t;
end;
return r;''', {})[1]))
if len(update_cangdan_raw) == 0:
print("No Datas")
else:
print('1')
can_l = update_cangdan_raw.截止日.unique() #记录下返回表的所有日期
update_cangdan_raw['utime'] = datetime.datetime.now()
update_cangdan_raw.to_sql('register_raw',
conn_Local,
if_exists='append',
index=False,
chunksize=5000)
update_cangdan = update_cangdan_raw.loc[~(
update_cangdan_raw.是否小计 == '小计')]
#print(len(update_cangdan))
update_cangdan.fillna(value=0, inplace=True)
update_cangdan['value']=update_cangdan['已制成仓单的货物数量']+\
update_cangdan['今日注册仓单量']+update_cangdan['仓单数量']
update_cangdan[
'change'] = update_cangdan['当日增减'] + update_cangdan['仓单变动量']
rlt = update_cangdan.groupby(['代码', '截止日'],
as_index=False)['value', 'change'].sum()
rlt.columns = ['code', 'date', 'value', 'change']
rlt['code'] = rlt['code'].apply(lambda x: x.upper())
rlt.to_sql('register_values',
conn_Local,
if_exists='append',
index=False,
chunksize=5000)
ts.Disconnect()
def get_sCode_sDate(sDate):
while True:
ts.ConnectServer('211.100.23.205', 443)
# ts.LoginServer('chancehunt', 'chnchnt')
ts.LoginServer('fuchunguang', 'Fcg=888888')
if ts.Logined() == True:
print('已登录')
# sql = 'stocks:=GetBk(\'上证A股;深证A股;创业板;中小企业板\');return stocks;'
# result = (ts.RemoteExecute(sql, {}))[1]
sCode = []
# for data in result:
# sCode.append(data.decode('utf8'))
sCode.append('SH000300')
sCode.append('SH000016')
sCode.append('SH000905')
ts.Disconnect()
break
return (sCode)
def getData(sCode, sDate):
while True:
ts.ConnectServer('211.100.23.205', 443)
ts.LoginServer('fuchunguang', 'Fcg=888888')
if ts.Logined() == True:
print('已登录')
daycount = 0
for code in sCode:
#########deal min1
hCodeInfo1min = {}
with open('./{}_5s.csv'.format(code), 'w') as f:
f.write('code,mtime,open,high,low,close,vol,amount\n')
for date in sDate:
daycount += 1
# sql = 'setsysparam(pn_stock(),\'{}\');' \
# 'setsysparam(PN_Cycle(), cy_1m());setsysparam(pn_date(),inttodate({}));' \
# 'return nday({},"mdate",datetimetostr(sp_time()),"open",Open(),"high",High(),"low",Low(),"close",Close(),"vol",Vol(),"amount",Amount());' \
# .format(code, date, 240) # 240个正好是一天
sql = 'setsysparam(pn_stock(),\'{}\');' \
'setsysparam(PN_Cycle(), cy_5s());setsysparam(pn_date(),inttodate({}));' \
'return nday({},"mdate",datetimetostr(sp_time()),"open",Open(),"high",High(),"low",Low(),"close",Close(),"vol",Vol(),"amount",Amount());' \
.format(code, date, 2880) # 240个正好是一天
result = (ts.RemoteExecute(sql, {}))[1]
if result:
for data in result:
temp = data[b'mdate'].decode('gbk').replace(
':', '').replace('-', '').replace(' ', '')
if temp[:4] == '2019' or temp[:4] == '2020':
print(data[b'vol'])
f.write('{},{},{},{},{},{},{},{}\n'.format(
code, temp, data[b'open'],
data[b'high'], data[b'low'],
data[b'close'], data[b'vol'],
data[b'amount']))
print('{},{},{},{},{},{},{},{}\n'.format(
code, temp, data[b'open'],
data[b'high'], data[b'low'],
data[b'close'], data[b'vol'],
data[b'amount']))
ts.Disconnect()
break
else:
print('天软未登录')
return 0
def initTradeDayFlag():
startDayStr = '2018-01-01'
day = datetime.datetime.strptime(startDayStr, "%Y-%m-%d")
result = TSLPy3.DefaultConnectAndLogin('jyu')
print(result)
#if result[0] == 0:
while day.strftime("%Y-%m-%d") != '2018-06-20':
tradeDayData = TSLPy3.RemoteCallFunc(
"isTradeDayDS",
[int(day.strftime("%Y%m%d")),
int(day.strftime("%Y%m%d"))], {})
if tradeDayData[1]:
print(day.strftime("%Y-%m-%d") + ': Y')
StockTradeDay.objects.create(date=day.strftime("%Y-%m-%d"),
isTradeDay='Y')
else:
print(day.strftime("%Y-%m-%d") + ': N')
StockTradeDay.objects.create(date=day.strftime("%Y-%m-%d"),
isTradeDay='N')
day = day + datetime.timedelta(days=1)
TSLPy3.Disconnect()
def __exit__(self, *arg):
ts.Disconnect()
print('天软连接断开')
def getData(sDate, intervel, sContract):
#intervel 表示数据间隔要5秒的，还是一分钟数据，还是日线数据 e.g "5s"
#contract 合约名称 e.g "sc"
try:
os.makedirs('E:\CLionProjects\HedgeArbitrage/data')
except:
pass
while True:
ts.ConnectServer('211.100.23.205', 443)
ts.LoginServer('fuchunguang', 'Fcg=888888')
if ts.Logined() == True:
print('already login')
daycount = 0
for code in sContract:
hdateInfo = {}
notNullcounter = 0
for date in sDate:
daycount += 1
if intervel == '1m':
temp1 = 'cy_1m()'
temp2 = 240
elif intervel == '5s':
temp1 = 'cy_5s()'
temp2 = 2880
sql = 'setsysparam(pn_stock(),\'{}\');' \
'setsysparam(PN_Cycle(), {});setsysparam(pn_date(),inttodate({}));' \
'return nday({},"mdate",datetimetostr(sp_time()),"open",Open(),"high",High(),"low",Low(),"close",Close(),"vol",Vol(),"amount",Amount());' \
.format(code, temp1,date, temp2)
result = (ts.RemoteExecute(sql, {}))[1]
if result:
for data in result:
temp = data[b'mdate'].decode('gbk').replace(
':', '').replace('-', '').replace(' ', '')
if len(temp) < 14:
temp += '0' * (14 - len(temp))
if int(sDate[0]) <= int(temp[:8]) <= int(
sDate[-1]):
notNullcounter += 1
hdateInfo[temp] = [
data[b'open'], data[b'high'], data[b'low'],
data[b'close'], data[b'vol'],
data[b'amount']
]
print(temp)
# print('{},{},{},{},{},{},{},{}\n'.format(code,
# temp,
# data[b'open'],
# data[b'high'],
# data[b'low'],
# data[b'close'],
# data[b'vol'],
# data[b'amount']))
if notNullcounter:
with open(
'E:\CLionProjects\HedgeArbitrage/data/{}_{}.js'.
format(code, intervel), 'w') as f:
json.dump(hdateInfo, f)
ts.Disconnect()
break
else:
print('not login ')
return 0
def __exit__(self, *arg):
ts.Disconnect()
def update_rank(self):
tsl = tslFunctions()
tsl.tsl_login()
# conn_Local=create_engine(str(r"mysql+pymysql://root:xxxx@localhost:3306/test"))
conn_Local = create_engine(
str(r"mysql+pymysql://root:[email protected]:3306/test"))
self.__start=(dt.parser.parse(str(pd.read_sql("select max(截止日) from rank_raw",con=conn_Local\
).values[0][0]))+datetime.timedelta(days=1)).strftime('%Y-%m-%d')
tradedaysList = tsl.getTradeDays(self.__start, self.__end)
print(tradedaysList)
if len(tradedaysList) == 0:
print("已经更新至最新日期%s" % self.__end)
return
for tday in tradedaysList:
update_rank_raw = pd.DataFrame(
tsl.tsbytestostr(
ts.RemoteExecute(
f'''endt:={tday.replace('-','')+'T'};
X:=GetFuturesID('',endt);
r:=array();
for i:=0 to length(X)-1 do
begin
SetSysParam(PN_Stock(),x[i]);
Ret:= GetFuturesTradeRankingByDate(endt,t);
r&=t;
end;
return r;''', {})[1]))
if len(update_rank_raw) == 0:
print("No Datas")
else:
print(tday)
#can_l=update_cangdan_raw.截止日.unique()#记录下返回表的所有日期
update_rank_raw['utime'] = datetime.datetime.now()
update_rank_raw['机构简称2'] = update_rank_raw['机构简称'].apply(name)
update_rank_raw['code'] = update_rank_raw.代码.apply(
lambda x: re.split('\d+', x.upper())[0])
update_rank_raw.to_sql('rank_raw',
conn_Local,
if_exists='append',
index=False,
chunksize=5000)
#update_rank_raw.dropna(axis=1, inplace=True)
duo = update_rank_raw.loc[update_rank_raw.排名类型 == '持买单量排名']
kong = update_rank_raw.loc[update_rank_raw.排名类型 == '持卖单量排名']
rlt_duo = duo.groupby(['code', '截止日', '机构简称'],
as_index=False)['数量', '比上交易日增减'].sum()
rlt_duo['rename'] = rlt_duo['机构简称'].apply(name)
rank_duo = rankk(rlt_duo)
rank_duo.columns = [
'code', 'date', 'name', 'value', 'change', 'rename', 'rank'
]
rank_duo.to_sql('rank_long',
conn_Local,
if_exists='append',
index=False,
chunksize=5000)
rlt_kong = kong.groupby(['code', '截止日', '机构简称'],
as_index=False)['数量', '比上交易日增减'].sum()
rlt_kong['rename'] = rlt_kong['机构简称'].apply(name)
rank_kong = rankk(rlt_kong)
rank_kong.columns = [
'code', 'date', 'name', 'value', 'change', 'rename', 'rank'
]
rank_kong.to_sql('rank_short',
conn_Local,
if_exists='append',
index=False,
chunksize=5000)
ts.Disconnect()