def get_securities_day_money_flow(security_list, date):
# TODO: 疑问: 净占比有负数，且占比加起来不为100%
fields = [
"change_pct", "net_amount_main", "net_pct_main", "net_amount_xl",
"net_pct_xl", "net_amount_l", "net_pct_l", "net_amount_m", "net_pct_m",
"net_amount_s", "net_pct_s"
]
data_df = jq.get_money_flow(security_list, start_date=date, end_date=date)
if data_df.empty:
return pd.DataFrame(
{field: []
for field in ["security"] + fields + ["date"]})
data_df = data_df.rename(columns={"sec_code": "security"})
data_df["date"] = date
result_df = data_df[["security"] + fields + ["date"]]
return result_df
def get_day_money_flow(security, date):
# TODO: 疑问: 净占比有负数，且占比加起来不为100%
fields = [
"change_pct", "net_amount_main", "net_pct_main", "net_amount_xl",
"net_pct_xl", "net_amount_l", "net_pct_l", "net_amount_m", "net_pct_m",
"net_amount_s", "net_pct_s"
]
data_df = jq.get_money_flow(security,
start_date=date,
end_date=date,
fields=fields)
if data_df.empty:
return pd.DataFrame(
{field: []
for field in ["security"] + fields + ["date"]})
data_df["security"] = security
data_df["date"] = date
result_df = data_df[["security"] + fields + ["date"]]
return result_df
#获取每日大单量,最上面的数据是最新的
dmb_list = []
sql = "SELECT dm FROM dmb order by id "
cursor.execute(sql)
for row in cursor.fetchall():
if row[0].startswith('6'):
r = row[0] + '.XSHG'
else:
r = row[0] + '.XSHE'
dmb_list.append(r)
for o in range(0, len(dmb_list)):
zjl_df = jq.get_money_flow([dmb_list[o]],
start_date='2015-01-01',
end_date='2019-05-10',
fields=[
'date', 'change_pct', 'net_amount_xl',
'net_amount_l', 'net_amount_m',
'net_amount_s'
])
zjl_list = zjl_df.values.tolist()
total = 0
for p in range(0, len(zjl_list)):
sql = "update %s set zdf=%.2f, cdd=%.2f , dd=%.2f , zd=%.2f , xd=%.2f where date='%s'"
data = ('TB' + dmb_list[o][:6], zjl_list[p][1], zjl_list[p][2],
zjl_list[p][3], zjl_list[p][4], zjl_list[p][5],
datetime.date(
datetime.fromtimestamp(zjl_list[p][0].timestamp())))
cursor.execute(sql % data)
connect.commit() # 事务提交
total = total + cursor.rowcount
volandincome_list[0][0][:6], volandincome_list[0][1],
volandincome_list[0][2], volandincome_list[0][3],
volandincome_list[0][4], date_new_list[u])
cursor.execute(sql % data)
except Exception as e:
connect.rollback() # 事务回滚
continue
else:
connect.commit() # 事务提交
print('TB' + dm_insert_sh_list[q][:6], '市值数据获取完成')
#获取资金流向
zjl_df = jq.get_money_flow(dm_insert_sh_list[q],
start_date='2015-01-01',
end_date=d,
fields=[
'date', 'change_pct', 'net_amount_xl',
'net_amount_l', 'net_amount_m',
'net_amount_s'
])
zjl_list = zjl_df.values.tolist()
for p in range(0, len(zjl_list)):
sql = "update %s set zdf=%.2f , cdd=%.2f , dd=%.2f , zd=%.2f , xd=%.2f where date='%s'"
data = ('TB' + dm_insert_list[q][0], zjl_list[p][1], zjl_list[p][2],
zjl_list[p][3], zjl_list[p][4], zjl_list[p][5],
datetime.date(
datetime.fromtimestamp(zjl_list[p][0].timestamp())))
cursor.execute(sql % data)
connect.commit() # 事务提交
print('TB' + dm_insert_sh_list[q][:6], '资金流数据获取完成')
#获取流通股东