def CalcuatePeriodDayData(self, period, aryDate, aryYClose, aryOpen,
aryHigh, aryLow, aryClose, aryVol, aryAmount):
# 新的周期数据
aryDate2 = []
aryYClose2 = []
aryOpen2 = []
aryHigh2 = []
aryLow2 = []
aryClose2 = []
aryVol2 = []
aryAmount2 = []
startDate = 0
newData = None
count = len(aryDate)
dayCount = 0
for i in range(count):
isNewData = False
date = aryDate[i]
if period == 1: # 周线
fridayDate = IHQData.GetFirday(date)
if fridayDate != startDate:
isNewData = True
startDate = fridayDate
elif period == 2: # 月线
if int(date / 100) != int(startDate / 100):
isNewData = True
startDate = date
elif period == 3: # 年线
if int(date / 10000) != int(startDate / 10000):
isNewData = True
startDate = date
elif (period >= 40001 and period < 50000):
dayPeriod = period - 40000
if (dayCount >= dayPeriod):
dayCount = 0
if (dayCount == 0):
isNewData = True
startDate = date
dayCount += 1
yClose = aryYClose[i]
open = aryOpen[i]
high = aryHigh[i]
low = aryLow[i]
close = aryClose[i]
vol = aryVol[i]
amount = aryAmount[i]
if isNewData:
if (newData != None):
aryYClose2.append(newData.YClose)
aryOpen2.append(newData.Open)
aryHigh2.append(newData.High)
aryLow2.append(newData.Low)
aryClose2.append(newData.Close)
aryVol2.append(newData.Vol)
aryAmount2.append(newData.Amount)
aryDate2.append(newData.Date)
newData = HistoryData()
newData.Date = date
if open == None or close == None:
continue
newData.Open = open
newData.High = high
newData.Low = low
newData.YClose = yClose
newData.Close = close
newData.Vol = vol
newData.Amount = amount
else:
if newData == None:
continue
if open == None or close == None:
continue
if newData.Open == None or newData.Close == None:
newData.Open = open
newData.High = high
newData.Low = low
newData.YClose = yClose
newData.Close = close
newData.Vol = vol
newData.Amount = amount
else:
if newData.High < high:
newData.High = high
if newData.Low > low:
newData.Low = low
newData.Close = close
newData.Vol += vol
newData.Amount += amount
newData.Date = date
if (newData != None):
aryYClose2.append(newData.YClose)
aryOpen2.append(newData.Open)
aryHigh2.append(newData.High)
aryLow2.append(newData.Low)
aryClose2.append(newData.Close)
aryVol2.append(newData.Vol)
aryAmount2.append(newData.Amount)
aryDate2.append(newData.Date)
return {
"date": aryDate2,
"yclose": aryYClose2,
"open": aryOpen2,
"high": aryHigh2,
"low": aryLow2,
"close": aryClose2,
"vol": aryVol2,
"amount": aryAmount2
}
def GetKLineAPIData(self, symbol, period, right, startDate, endDate):
# 复权 0=不复权 1=前复权 2=后复权
fq = None # 复权
if (right == 1): # 前复权
fq = "qfq"
elif (right == 2): # 后复权
fq = "hfq"
# 周期 0=日线 1=周线 2=月线 3=年线 4=1分钟 5=5分钟 6=15分钟 7=30分钟 8=60分钟 9=季线 10=分笔
freq = 'D'
if (period == 1):
freq = "W"
elif (period == 2):
freq = "M"
elif (period == 4):
freq = "1MIN"
elif (period == 5):
freq = "5MIN"
elif (period == 6):
freq = "15MIN"
elif (period == 7):
freq = "30MIN"
elif (period == 8):
freq = "60MIN"
# 指数
if (IHQData.IsSHSZIndex(symbol)):
fq = None
try:
print(
"[TushareHQChartData::GetKLineAPIData] 指数 ts.pro_bar(ts_code={0}, adj={1}, start_date={2}, end_date={3}, freq={4}, asset='I')"
.format(symbol, fq, startDate, endDate, freq))
df = ts.pro_bar(ts_code=symbol,
adj=fq,
start_date=str(startDate),
end_date=str(endDate),
freq=freq,
asset='I')
except Exception as e:
print(
'[TushareHQChartData::GetKLineAPIData] Error. throw exception {0},'
.format(e))
return {"error": str(e)}
else:
try:
print(
"[TushareHQChartData::GetKLineAPIData] 股票 ts.pro_bar(ts_code={0}, adj={1}, start_date={2}, end_date={3}, freq={4})"
.format(symbol, fq, startDate, endDate, freq))
df = ts.pro_bar(ts_code=symbol,
adj=fq,
start_date=str(startDate),
end_date=str(endDate),
freq=freq)
# df = self.TusharePro.daily(ts_code=symbol, start_date='20200101', end_date='20201231')
except Exception as e:
print(
'[TushareHQChartData::GetKLineAPIData] Error. throw exception {0},'
.format(e))
return {"error": str(e)}
df = df.sort_index(ascending=False) # 数据要降序排
print(df)
cacheData = {}
if (period in (0, 1, 2, 3, 9)):
# 日期转int
aryDate = df["trade_date"]
aryDate[aryDate == ''] = 0
aryDate = aryDate.astype(np.int)
dataCount = len(aryDate)
cacheData['count'] = dataCount # 数据个数
cacheData["date"] = aryDate.tolist()
else:
aryDateTime = df["trade_time"]
dataCount = len(aryDateTime)
cacheData['count'] = dataCount # 数据个数
aryDateTime = pd.to_datetime(aryDateTime,
format="%Y-%m-%d %H:%M:%S")
print(aryDateTime)
aryDate = []
aryTime = []
for item in aryDateTime:
aryDate.append(item.year * 10000 + item.month * 100 + item.day)
aryTime.append(item.hour * 100 + item.minute)
cacheData["time"] = aryTime
cacheData["date"] = aryDate
cacheData['name'] = symbol # 股票名称
cacheData['period'] = period # 周期
cacheData['right'] = right # 不复权
cacheData["yclose"] = np.array(df["pre_close"]).tolist()
cacheData["open"] = np.array(df["open"]).tolist()
cacheData["high"] = np.array(df["high"]).tolist()
cacheData["low"] = np.array(df["low"]).tolist()
cacheData["close"] = np.array(df["close"]).tolist()
cacheData["vol"] = np.array(df["vol"]).tolist()
cacheData["amount"] = np.array(df["amount"]).tolist()
log = "K线:{0} - period={1} right={2} count={3} date=[{4}, {5}]".format(
symbol, period, right, dataCount, startDate, endDate)
print(log)
return cacheData
def GetKLineAPIData(self, symbol, period, right, startDate, endDate):
filePath = '{0}/day/{1}.csv'.format(self.CachePath, symbol)
klineData = pd.read_csv(filePath)
isSHSZIndex = IHQData.IsSHSZIndex(symbol) # 是否是指数
aryDate = []
aryClose = []
aryYClose = []
aryOpen = []
aryHigh = []
aryLow = []
aryVol = []
aryAmount = []
aryDate = list(klineData["date"])
aryClose = list(klineData["close"])
aryYClose = list(klineData["yclose"])
aryOpen = list(klineData["open"])
aryHigh = list(klineData["high"])
aryLow = list(klineData["low"])
aryVol = list(klineData["vol"])
aryAmount = list(klineData["amount"])
# 复权 0=不复权 1=前复权 2=后复权
if (isSHSZIndex == False and right in (1, 2)):
self.CalculateRightDayData(right, aryDate, aryYClose, aryOpen,
aryHigh, aryLow, aryClose)
# 周期
if (period in (1, 2, 3, 9) or (period >= 40001 and period < 50000)):
periodData = self.CalcuatePeriodDayData(period, aryDate, aryYClose,
aryOpen, aryHigh, aryLow,
aryClose, aryVol, aryVol)
aryDate = periodData["date"]
aryYClose = periodData["yclose"]
aryOpen = periodData["open"]
aryHigh = periodData["high"]
aryLow = periodData["low"]
aryClose = periodData["close"]
aryVol = periodData["vol"]
aryAmount = periodData["amount"]
cacheData = {}
cacheData['count'] = len(aryDate) # 数据个数
cacheData['name'] = symbol # 股票名称
cacheData['period'] = period # 周期
cacheData['right'] = right # 复权
cacheData["date"] = aryDate
cacheData["yclose"] = aryYClose
cacheData["open"] = aryOpen
cacheData["high"] = aryHigh
cacheData["low"] = aryLow
cacheData["close"] = aryClose
cacheData["vol"] = aryVol
cacheData["amount"] = aryAmount
start = startDate
end = endDate
if (cacheData['count'] > 0):
start = aryDate[0]
end = aryDate[-1]
log = "[TushareKLocalHQChartData::GetKLineAPIData] K线:{0} - period={1} right={2} count={3} date=[{4}, {5}]".format(
symbol, period, right, cacheData['count'], start, end)
print(log)
return cacheData