def _run(self):
src_dir = self.config['tdx']['dir']
dest_dir = self.config['hdf5']['dir']
hdf5_import_progress = {'SH': {'DAY': 0, '1MIN': 0, '5MIN': 0},
'SZ': {'DAY': 0, '1MIN': 0, '5MIN': 0}}
#正在导入代码表
self.send_message(['START_IMPORT_CODE'])
connect = sqlite3.connect(dest_dir + "/stock.db")
create_database(connect)
tdx_import_stock_name_from_file(connect, src_dir + "\\T0002\\hq_cache\\shm.tnf", 'SH', self.quotations)
tdx_import_stock_name_from_file(connect, src_dir + "\\T0002\\hq_cache\\szm.tnf", 'SZ', self.quotations)
self.send_message(['FINISHED_IMPORT_CODE'])
self.process_list.clear()
for task in self.tasks:
p = Process(target=task)
self.process_list.append(p)
p.start()
finished_count = len(self.tasks)
while finished_count > 0:
message = self.queue.get()
taskname, market, ktype, progress, total = message
if progress is None:
finished_count -= 1
if taskname == 'IMPORT_KDATA':
self.send_message(['IMPORT_KDATA', 'FINISHED', market, ktype, total])
else:
self.send_message([taskname, 'FINISHED'])
continue
if taskname == 'IMPORT_WEIGHT':
if market == 'INFO':
self.send_message(['INFO', ktype])
self.send_message(['IMPORT_WEIGHT', market, total])
elif taskname == 'IMPORT_KDATA':
hdf5_import_progress[market][ktype] = progress
current_progress = (hdf5_import_progress['SH'][ktype] + hdf5_import_progress['SZ'][ktype]) // 2
self.send_message(['IMPORT_KDATA', ktype, current_progress])
else:
print("Unknow task: ", taskname)
def _run(self):
src_dir = self.config['tdx']['dir']
dest_dir = self.config['hdf5']['dir']
hdf5_import_progress = {
'SH': {
'DAY': 0,
'1MIN': 0,
'5MIN': 0
},
'SZ': {
'DAY': 0,
'1MIN': 0,
'5MIN': 0
}
}
trans_progress = {'SH': 0, 'SZ': 0}
time_progress = {'SH': 0, 'SZ': 0}
#正在导入代码表
self.send_message(['INFO', '导入股票代码表'])
connect = sqlite3.connect(dest_dir + "/stock.db")
create_database(connect)
pytdx_api = TdxHq_API()
pytdx_api.connect(self.hosts[0][2], self.hosts[0][3])
count = import_stock_name(connect, pytdx_api, 'SH', self.quotations)
if count > 0:
self.send_message(['INFO', '上证新增股票数：%s' % count])
count = import_stock_name(connect, pytdx_api, 'SZ', self.quotations)
if count > 0:
self.send_message(['INFO', '深证新增股票数：%s' % count])
self.process_list.clear()
for task in self.tasks:
p = Process(target=task)
self.process_list.append(p)
p.start()
finished_count = len(self.tasks)
while finished_count > 0:
message = self.queue.get()
taskname, market, ktype, progress, total = message
if progress is None:
finished_count -= 1
if taskname in ('IMPORT_KDATA', 'IMPORT_TRANS', 'IMPORT_TIME'):
self.send_message(
[taskname, 'FINISHED', market, ktype, total])
else:
self.send_message([taskname, 'FINISHED'])
continue
if taskname == 'IMPORT_WEIGHT':
if market == 'INFO':
self.send_message(['INFO', ktype])
self.send_message([taskname, market, total])
elif taskname == 'IMPORT_FINANCE':
self.send_message([taskname, progress])
elif taskname == 'IMPORT_KDATA':
hdf5_import_progress[market][ktype] = progress
current_progress = (hdf5_import_progress['SH'][ktype] +
hdf5_import_progress['SZ'][ktype]) // 2
self.send_message([taskname, ktype, current_progress])
elif taskname == 'IMPORT_TRANS':
trans_progress[market] = progress
current_progress = (trans_progress['SH'] +
trans_progress['SZ']) // 2
self.send_message([taskname, ktype, current_progress])
elif taskname == 'IMPORT_TIME':
time_progress[market] = progress
current_progress = (time_progress['SH'] +
time_progress['SZ']) // 2
self.send_message([taskname, ktype, current_progress])
else:
print("Unknow task: ", taskname)
def _run(self):
src_dir = self.config['tdx']['dir']
dest_dir = self.config['hdf5']['dir']
hdf5_import_progress = {
'SH': {
'DAY': 0,
'1MIN': 0,
'5MIN': 0
},
'SZ': {
'DAY': 0,
'1MIN': 0,
'5MIN': 0
}
}
#正在导入代码表
self.send_message(['START_IMPORT_CODE'])
connect = sqlite3.connect(dest_dir + "/stock.db")
create_database(connect)
tdx_import_stock_name_from_file(connect,
src_dir + "\\T0002\\hq_cache\\shm.tnf",
'SH', self.quotations)
tdx_import_stock_name_from_file(connect,
src_dir + "\\T0002\\hq_cache\\szm.tnf",
'SZ', self.quotations)
self.send_message(['FINISHED_IMPORT_CODE'])
self.process_list.clear()
for task in self.tasks:
p = Process(target=task)
self.process_list.append(p)
p.start()
finished_count = len(self.tasks)
while finished_count > 0:
message = self.queue.get()
taskname, market, ktype, progress, total = message
if progress is None:
finished_count -= 1
if taskname == 'IMPORT_KDATA':
self.send_message(
['IMPORT_KDATA', 'FINISHED', market, ktype, total])
else:
self.send_message([taskname, 'FINISHED'])
continue
if taskname == 'IMPORT_WEIGHT':
if market == 'INFO':
self.send_message(['INFO', ktype])
self.send_message(['IMPORT_WEIGHT', market, total])
elif taskname == 'IMPORT_KDATA':
hdf5_import_progress[market][ktype] = progress
current_progress = (hdf5_import_progress['SH'][ktype] +
hdf5_import_progress['SZ'][ktype]) // 2
self.send_message(['IMPORT_KDATA', ktype, current_progress])
else:
self.logger.error("Unknow task: {}".format(taskname))
def _run(self):
src_dir = self.config['tdx']['dir']
dest_dir = self.config['hdf5']['dir']
hdf5_import_progress = {'SH': {'DAY': 0, '1MIN': 0, '5MIN': 0},
'SZ': {'DAY': 0, '1MIN': 0, '5MIN': 0}}
trans_progress = {'SH': 0, 'SZ': 0}
time_progress = {'SH': 0, 'SZ': 0}
#正在导入代码表
self.send_message(['INFO', '导入股票代码表'])
connect = sqlite3.connect(dest_dir + "/stock.db")
create_database(connect)
pytdx_api = TdxHq_API()
pytdx_api.connect(self.hosts[0][2], self.hosts[0][3])
count = import_stock_name(connect, pytdx_api, 'SH', self.quotations)
if count > 0:
self.send_message(['INFO', '上证新增股票数：%s' % count])
count = import_stock_name(connect, pytdx_api, 'SZ', self.quotations)
if count > 0:
self.send_message(['INFO', '深证新增股票数：%s' % count])
self.process_list.clear()
for task in self.tasks:
p = Process(target=task)
self.process_list.append(p)
p.start()
finished_count = len(self.tasks)
while finished_count > 0:
message = self.queue.get()
taskname, market, ktype, progress, total = message
if progress is None:
finished_count -= 1
if taskname in ('IMPORT_KDATA', 'IMPORT_TRANS', 'IMPORT_TIME'):
self.send_message([taskname, 'FINISHED', market, ktype, total])
else:
self.send_message([taskname, 'FINISHED'])
continue
if taskname == 'IMPORT_WEIGHT':
if market == 'INFO':
self.send_message(['INFO', ktype])
self.send_message([taskname, market, total])
elif taskname == 'IMPORT_FINANCE':
self.send_message([taskname, progress])
elif taskname == 'IMPORT_KDATA':
hdf5_import_progress[market][ktype] = progress
current_progress = (hdf5_import_progress['SH'][ktype] + hdf5_import_progress['SZ'][ktype]) // 2
self.send_message([taskname, ktype, current_progress])
elif taskname == 'IMPORT_TRANS':
trans_progress[market] = progress
current_progress = (trans_progress['SH'] + trans_progress['SZ']) // 2
self.send_message([taskname, ktype, current_progress])
elif taskname == 'IMPORT_TIME':
time_progress[market] = progress
current_progress = (time_progress['SH'] + time_progress['SZ']) // 2
self.send_message([taskname, ktype, current_progress])
else:
print("Unknow task: ", taskname)
connect.commit()
h5file.close()
return add_record_count
if __name__ == '__main__':
import time
starttime = time.time()
src_dir = "D:\\TdxW_HuaTai"
dest_dir = "c:\\stock"
quotations = ['stock', 'fund'] #通达信盘后数据没有债券
connect = sqlite3.connect(dest_dir + "\\stock.db")
create_database(connect)
add_count = 0
print("导入股票代码表")
add_count = tdx_import_stock_name_from_file(
connect, src_dir + "\\T0002\\hq_cache\\shm.tnf", 'SH', quotations)
add_count += tdx_import_stock_name_from_file(
connect, src_dir + "\\T0002\\hq_cache\\szm.tnf", 'SZ', quotations)
print("新增股票数：", add_count)
print("\n导入上证日线数据")
add_count = tdx_import_data(connect, 'SH', 'DAY', quotations,
src_dir + "\\vipdoc\\sh\\lday", dest_dir)
print("\n导入数量：", add_count)