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 __enter__(self):
if ts.Logined() is False:
print('天软未登陆或客户端未打开，将执行登陆操作')
self.__tsLogin()
return self
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 __enter__(self):
if ts.Logined() is False:
self.__tsLogin()
return self