def getShMargins(cursor):
# try:
startTime = '1990-01-01'
endTime = '2020-01-01'
# df = ts.sh_margins(start=startTime, end=endTime)
df = ts.sh_margins(start=startTime, end=endTime)
# 处理缺失值
df = df.fillna(0)
print(df)
dfLen = len(df)
uuidList = [] # 添加uuid
for l in range(0, dfLen):
uuidList.append(uuid.uuid1())
df['uuid'] = uuidList
for k in range(0, dfLen):
df2 = df[k:k + 1]
cursor.execute(
"insert into stock_sh_margins(uuid, op_date, rzye, rzmre, "
"rqyl, rqylje, rqmcl, rzrqjyzl ) "
"values(:uuid, to_date(:op_date, 'yyyy-MM-dd'), :rzye, :rzmre, "
":rqyl, :rqylje, :rqmcl, :rzrqjyzl)",
(str(list(df2['uuid'])[0]), str(list(df2['opDate'])[0]),
round(float(df2['rzye']), 4), round(float(df2['rzmre']), 4),
round(float(df2['rqyl']), 4), round(float(df2['rqylje']), 4),
round(float(df2['rqmcl']), 4), round(float(df2['rzrqjyzl']), 4)))
cursor.execute("commit")
def get_financing_securities_sh(start_date=None,
end_date=None,
retry_count=RETRY_COUNT,
pause=PAUSE):
logger.info('Begin get financing securities sh data, start_date is %s,'
' end_date is %s.' % (start_date, end_date))
data_dicts = []
try:
data_df = ts.sh_margins(start=start_date,
end=end_date,
retry_count=retry_count,
pause=pause)
except Exception:
logger.exception(
'Error get financing securities sh data, start_date is %s, '
'end_date is %s.' % (start_date, end_date))
else:
if data_df is None or data_df.empty:
logger.warn(
'Empty get financing securities sh data, start_date is %s,'
' end_date is %s.' % (start_date, end_date))
else:
data_dicts = [{
'op_date': row[0],
'rzye': row[1],
'rzmre': row[2],
'rqyl': row[3],
'rqylje': row[4],
'rqmcl': row[5],
'rzrqjyzl': row[6]
} for row in data_df.values]
logger.info(
'Success get financing securities sh data, start_date is %s,'
' end_date is %s.' % (start_date, end_date))
return data_dicts
def get_margin(start, end):
sh_margins = ts.sh_margins(start=start, end=end)
sz_margins = ts.sz_margins(start=start, end=end)
margins = pd.concat([sh_margins, sz_margins])
margins['rzmre_z'] = (margins['rzmre'] - margins['rzmre'].mean()) / margins['rzmre'].std()
margins['rqmcl_z'] = (margins['rqmcl'] - margins['rqmcl'].mean()) / margins['rqmcl'].std()
return margins
def getShMargins(cursor):
# try:
startTime = '1990-01-01'
endTime = '2020-01-01'
# df = ts.sh_margins(start=startTime, end=endTime)
df = ts.sh_margins(start=startTime, end=endTime)
# 处理缺失值
df = df.fillna(0)
#print(df)
dfLen = len(df)
uuidList = [] # 添加uuid
for l in range(0, dfLen):
uuidList.append(uuid.uuid1())
df['uuid'] = uuidList
for k in range(0, dfLen):
df2 = df[k:k + 1]
try:
cursor.execute(
"insert into stock_sh_margins(uuid, op_date, rzye, rzmre, "
"rqyl, rqylje, rqmcl, rzrqjyzl ) "
"values('%s', '%s', '%.4f', '%.4f', "
"'%.4f', '%.4f', '%.4f', '%.4f')" %
(str(list(df2['uuid'])[0]), str(list(df2['opDate'])[0]),
round(float(df2['rzye']), 4), round(float(df2['rzmre']), 4),
round(float(df2['rqyl']), 4), round(float(
df2['rqylje']), 4), round(float(
df2['rqmcl']), 4), round(float(df2['rzrqjyzl']), 4)))
cursor.execute("commit")
except Exception as e:
# pass
print(e)
def get_rzrq_sh(date_start, date_end):
"""
获取沪市融资融券汇总数据
Parameters
--------
date_start 开始日期，e.g. '2010-03-31'
date_end 截止日期，e.g. '2017-03-28'
Return
--------
DataFrame
date 日期
rzye_sh 融资余额上海(元)
rzmre_sh 融资买入额上海(元)
rqyl_sh 融券余量上海
rqylje_sh 融券余量金额上海(元)
rqmcl_sh 融券卖出量上海
rzrqye_sh 融资融券余额上海(元)
"""
rzrq = ts.sh_margins(start=date_start, end=date_end)
# Rename Columns
columns_map = {
'opDate': 'date',
'rzye': 'rzye_sh',
'rzmre': 'rzmre_sh',
'rqyl': 'rqyl_sh',
'rqylje': 'rqylje_sh',
'rqmcl': 'rqmcl_sh',
'rzrqjyzl': 'rzrqye_sh'
}
rzrq.rename(columns=columns_map, inplace=True)
return rzrq
def sz_margin_general(start, end, **kwargs):
if end < _rzrq_start:
return None
args = {
"start": start.strftime("%Y-%m-%d"),
"end": end.strftime("%Y-%m-%d")
}
return ts.sh_margins(**args)
def setShMargins(self,endTime =None,number =1, isSave = False,tableName = REFERENCE_SH_MARGINS):
[startTime,endTime] = getStartTime(endTime = endTime, number=number)
try:
df = ts.sh_margins(startTime,endTime)
if isSave is True:
df.to_sql(tableName,self.engine_sql, if_exists='append')
except IOError,e:
print e
def _sh_margin():
start = '1990-01-01'
sh = ts.sh_margins(start)
sh.rename(columns={
'opDate': 'date',
'rqylje': 'rqye',
'rzrqjyzl': 'rzrqye'
},
inplace=True)
return sh
def get_sh_margins(f, reset_flag=False):
"""
获取沪市的融资融券
"""
df = ts.sh_margins(pause=conf.REQUEST_BLANK)
df = df.sort_values(by=["opDate"])
if reset_flag is False:
tool.merge_df_dataset(f, conf.HDF5_FUNDAMENTAL_SH_MARGINS, df)
else:
tool.create_df_dataset(f, conf.HDF5_FUNDAMENTAL_SH_MARGINS, df)
return
def draw_rzye():
data = ts.sh_margins(start='2015-06-20', end='2015-10-28')
data['opDate'] = data['opDate'].map(str2date2)
data = data.sort_index(ascending=True)
data['rzye'] = data['rzye']/100000000
data['rzmre'] = data['rzmre']/10000000
data['rqyl'] = data['rqyl']/1000000
data['rqmcl'] = data['rqmcl']/1000000
length = -200
plt.plot(data['opDate'][length:],data['rzye'][length:],'r',label='rzye')
plt.plot(data['opDate'][length:],data['rzmre'][length:],'g',label='rzmre')
plt.show()
def main(table):
start='2016-01-01'
end='2016-05-07'
if table == 'sh_margins':
df = ts.sh_margins(start=start, end=end)
else:
df = ts.sz_margins(start=start, end=end)
df.to_sql(name='tablename_temp', con=dbcon.engine, if_exists = 'replace', index=False)
connection = dbcon.engine.connect()
sql = """INSERT OR IGNORE INTO %s SELECT * FROM tablename_temp""" % table
connection.execute(text(sql))
connection.execute(text('DROP TABLE tablename_temp'))
def get_sh_margins(start=None, end=None):
"""
投资参考 系列
融资融券（沪市）:沪市融资融券汇总数据
"""
df = ts.sh_margins(start, end)
print(df)
if df is not None:
res = df.to_sql(invest_stock_ref_sh_margins, engine, if_exists='replace')
msg = 'ok' if res is None else res
print('获取沪市融资融券汇总数据: 开始时间：{0} 结束时间：{1}: {2}'.format(start, end, msg) + '\n')
else:
print('获取沪市融资融券汇总数据: 开始时间：{0} 结束时间：{1}: {2}'.format(start, end, 'None') + '\n')
def margin_sh_smry(engine, sdate, edate):
tbl = "invest_margin_sh_smry"
tsl.log(tbl + " start...")
try:
df = ts.sh_margins(sdate, edate)
df = df.set_index('opDate', drop='true')
df.to_sql(tbl, engine, if_exists='append')
print
tsl.log(tbl + " done")
except BaseException, e:
print
print e
tsl.log(tbl + " error")
def draw_rzye():
data = ts.sh_margins(start='2015-06-20', end='2015-10-28')
data['opDate'] = data['opDate'].map(str2date2)
data = data.sort_index(ascending=True)
data['rzye'] = data['rzye'] / 100000000
data['rzmre'] = data['rzmre'] / 10000000
data['rqyl'] = data['rqyl'] / 1000000
data['rqmcl'] = data['rqmcl'] / 1000000
length = -200
plt.plot(data['opDate'][length:], data['rzye'][length:], 'r', label='rzye')
plt.plot(data['opDate'][length:],
data['rzmre'][length:],
'g',
label='rzmre')
plt.show()
def job_2():
try:
print("I'm working......投资参考数据")
# 分配预案
profit_data = ts.profit_data(year, top=1000)
data = pd.DataFrame(profit_data)
data.to_sql('profit_data',engine,index=True,if_exists='replace')
print("分配预案......done")
# 业绩预告
forecast_data = ts.forecast_data(year,1)
data = pd.DataFrame(forecast_data)
data.to_sql('forecast_data',engine,index=True,if_exists='replace')
print("业绩预告......done")
# 限售股解禁
xsg_data = ts.xsg_data()
data = pd.DataFrame(xsg_data)
data.to_sql('xsg_data',engine,index=True,if_exists='replace')
print("限售股解禁......done")
# 基金持股
fund_holdings = ts.fund_holdings(year, 1)
data = pd.DataFrame(fund_holdings)
data.to_sql('fund_holdings',engine,index=True,if_exists='replace')
print("基金持股......done")
# 新股数据
new_stocks = ts.new_stocks()
data = pd.DataFrame(new_stocks)
data.to_sql('new_stocks',engine,index=True,if_exists='replace')
print("新股数据......done")
# 融资融券（沪市）
sh_margins = ts.sh_margins()
data = pd.DataFrame(sh_margins)
data.to_sql('sh_margins',engine,index=True,if_exists='replace')
print("融资融券（沪市）......done")
# 融资融券（深市）
sz_margins = ts.sz_margins()
data = pd.DataFrame(sz_margins)
data.to_sql('sz_margins',engine,index=True,if_exists='replace')
print("融资融券（深市）......done")
except Exception as e:
print(e)
def sh_margins(request):
try:
start = request.POST.get('start', '') #选填
end = request.POST.get('end', '') #选填
data = ts.sh_margins(start, end)
res = {
'columns': [
'信用交易日期', '本日融资余额(元)', '本日融资买入额(元)', '本日融券余量', '本日融券余量金额(元)',
'本日融券卖出量', '本日融资融券余额(元)'
],
'data':
json.loads(json.dumps(data.values, cls=DateEncoder))
}
except (BaseException):
return HttpResponse(BaseException)
else:
return HttpResponse(json.dumps(res), content_type="application/json")
def show_margins(startdate, enddate, isSH):
if isSH == 'sh':
df = ts.sh_margins(start=startdate, end=enddate)
# 反序
df1 = df[::-1]
y1 = df1['rzye']
y2 = df1['rqylje']
# 数值太大，降低用与比较
y = (y1 - y2)/100000000
x = df.index
xlist = x.tolist()
ylist = y.tolist()
else:
# 取深市
df = ts.sz_margins(start=startdate, end=enddate)
y1 = df['rzye']
y2 = df['rqye']
y = (y1 - y2)/100000000
xlist = np.arange(0, len(df)).tolist()
ylist = y.tolist()
#取上证同期指数
if isSH == 'sh':
shdf = ts.get_hist_data('sh',start=startdate,end=enddate)
shdf1 = shdf[::-1]
ysh = shdf1['close']
yy = ysh + ysh
else:
szdf = ts.get_hist_data('sz',start=startdate,end=enddate)
szdf1 = szdf[::-1]
ysh = szdf1['close']
yy = (ysh + ysh)/10
if len(ysh) > len(xlist):
yshlist = yy[1:].tolist()
else:
yshlist = yy.tolist()
plt.plot(xlist, ylist,label="rzye")
# 放大上证指数，用于对比 sz
plt.plot(xlist,yshlist,label="sh*2,sz*2")
plt.legend()
plt.show()
def getData(self, mongo, func):
if (func == 'profit_data'):
df = fd.profit_data(top=self.top)
elif (func == 'xsg_data'):
df = fd.xsg_data()
elif (func == 'new_stocks'):
df = fd.new_stocks()
elif (func == 'sh_margins'):
df = ts.sh_margins(self.start, self.end)
elif (func == 'sz_margins'):
df = ts.sz_margins(self.start, self.end)
elif (func == 'sz_margin_details'):
df = ts.sz_margin_details(self.end)
else:
df = {}
print("func:")
print(func)
print("type:")
print(type(df))
insert_string = df.to_json(orient='records')
items = json.loads(insert_string)
import talib
import numpy as np
import pandas as pd
import tushare as ts
# 沪市融资融券汇总数据
# opDate:信用交易日期 rzye:本日融资余额(元) rzmre: 本日融资买入额(元) rqyl: 本日融券余量
# rqylje: 本日融券余量金额(元) rqmcl: 本日融券卖出量 rzrqjyzl:本日融资融券余额(元)
open('rzrq_sz1.csv', 'w')
df = ts.sh_margins(start='2015-01-01', end='2015-06-01')
df.to_csv('rzrq_sz1.csv')
open('rzrq_sz2.csv', 'w')
df = ts.sh_margin_details(start='2015-06-01', end='2015-12-31')
df.to_csv('rzrq_sz2.csv')
# 深市融资融券汇总数据
open('rzrq_ss1.csv', 'w')
df = ts.sz_margins(start='2015-01-01', end='2015-06-01')
df.to_csv('rzrq_ss1.csv')
open('rzrq_ss2.csv', 'w')
df = ts.sz_margins(start='2015-06-01', end='2015-12-31')
df.to_csv('rzrq_ss2.csv')
# 沪市融资融券明细数据
# opDate:信用交易日期,stockCode:标的证券代码,securityAbbr:标的证券简称,rzye:本日融资余额(元),rzmre: 本日融资买入额(元)
# rzche:本日融资偿还额(元),rqyl: 本日融券余量,rqmcl: 本日融券卖出量,rqchl: 本日融券偿还量
# open('rzrq.csv', 'w')
# df = ts.sh_margin_details(start='2015-01-01', end='2015-06-31', symbol='601989')
# df.to_csv('rzrq.csv')
def margin_trading(self, stock):
today = datetime.today().strftime("%Y-%m-%d")
data = ts.sh_margins(start='2015-08-20', end=today)
import pymongo
import json
# 600547:山东黄金
# 600362:江西铜业
# 600312:平高电气
# 600499：科达洁能
# 603993：洛阳钼业
db = "InvestInfos"
coll = "sh_margins"
ty = "600547"
market = 'SH'
conn = pymongo.MongoClient('127.0.0.1', port=27017)
if ty == 'all':
df = ts.sh_margins(start='2017-01-01', end='2017-12-22')
else:
df = ts.sh_margin_details(start='2016-01-01', end='2017-01-01', symbol=ty)
# index data columns(14 columns)
dicIndex = json.loads(df.to_json(orient='split'))
for i, ind in enumerate(dicIndex['index']):
jsonstr = {
'_id': dicIndex['data'][i][0] + "-" + ty,
'type': ty,
'market': market,
dicIndex['columns'][0]: dicIndex['data'][i][0],
dicIndex['columns'][1]: dicIndex['data'][i][1],
dicIndex['columns'][2]: dicIndex['data'][i][2],
dicIndex['columns'][3]: dicIndex['data'][i][3],
dicIndex['columns'][4]: dicIndex['data'][i][4],
dicIndex['columns'][5]: dicIndex['data'][i][5],
print each
if each in resultfm20.sort(columns='bvalues', ascending=False).head(300).index:
if each in resultfm10.sort(columns='bvalues', ascending=False).head(300).index:
if each in resultfm5.sort(columns='bvalues', ascending=False).head(300).index:
final[each] = [resultfm5['bvalues'].loc[each], resultfm10['bvalues'].loc[each], resultfm20['bvalues'].loc[each], resultfm30['bvalues'].loc[each]]
print 'get'
finfm = pd.DataFrame(final)
finfm1=finfm.T
finfm1.to_csv('fin_0504.csv')
fm = td.get_i_ma(20.0, '20160303','2016-05-04', 300)
# 取两融数据
df = ts.sh_margins(start='2015-01-01',end='2016-05-04')
df = ts.sh_margin_details(start='2016-01-01',end='2016-05-04')
df = ts.sh_margin_details(start='2015-01-01', end='2015-04-19', symbol='601989')
df = ts.sz_margins(start='2015-06-01',end='2016-05-04')
# 只能一天天取
df = ts.sz_margin_details('2015-04-20')
# 取 沪深 日，周，分钟
df = ts.get_hist_data('sh', ktype='W')
df = ts.get_hist_data('sz', ktype='60')
df = ts.get_hist_data('cyb')
df = ts.get_hist_data('zxb')
# 龙虎榜
df = ts.top_list('2016-05-04')
# 计算macd
#!/usr/bin/env python
import tushare as ts
import sys
begin_date = sys.argv[1]
end_date = sys.argv[2]
#begin_date = '2015-01-01'
#end_date = '2015-08-09'
df = ts.sh_margins(start=begin_date, end=end_date)
df.to_csv('../../data/sh_rzrq_all.txt')
from datetime import datetime
class StockInfo(object):
def __init__(self, stock):
self.dl = DownLoad()
def reference_info(self, stock):
data = ts.profit_data(top=60)
data.sort('shares', ascending=False)
print data[data.shares >= 10]
def forcast_data(self, stock):
data = ts.forecast_data(2015, 3)
print data[-100:]
def new_stock(self, stock):
pass
def margin_trading(self, stock):
today = datetime.today().strftime("%Y-%m-%d")
data = ts.sh_margins(start='2015-08-20', end=today)
if __name__ == '__main__':
data = ts.sh_margins(start='2015-10-20', end='2015-10-28')
data['rzye'] = data['rzye'] / 100000000
data['rzmre'] = data['rzmre'] / 100000000
data['rqyl'] = data['rqyl'] / 1000000
data['rqmcl'] = data['rqmcl'] / 1000000
def sh_margins(self, conns, start, end):
self.base = Base()
self.financial_data = conns['financial_data']
self.df = ts.sh_margins(start, end)
self.base.batchwri(self.df, 'rongzirongquan_sh', self.financial_data)
投资参考数据:
一级：业绩预告、分配预案、限售解禁
二级：基金持股、融资融券
其它：新股上市
'''
#业绩预告（2017年第4季度）
Forecast_data = ts.forecast_data(2017, 4)
#分配预案(最近公布60条数据)
Profit_data = ts.profit_data(top=60)
#限售解禁(2017-12解禁股票)
Xsg_data = ts.xsg_data(year=2017, month=12)
#基金持股（2017年第4季度）
Fund_holdings = ts.fund_holdings(2017, 3)
#融资融券
Sh_margins = ts.sh_margins(start='2017-12-01', end='2017-12-15') #总的
Sh_margin_details = ts.sh_margin_details(start='2017-12-01',
end='2017-12-15',
symbol='601989') #指定股票
Sz_margins = ts.sz_margins(start='2017-12-01', end='2017-12-14') #总
Sz_margin_details = ts.sz_margin_details('2017-12-14') #个股列表
#新股上市
New_stocks = ts.new_stocks()
'''
数据储存：csv,mysql
'''
#csv
import os
filename = 'D:/VNPY/bigfile.csv'
for code in ['000875', '600848', '000981']:
retry_count：当网络异常后重试次数，默认为3
pause:重试时停顿秒数，默认为0
返回值说明：
opDate:信用交易日期
rzye:本日融资余额(元)
rzmre: 本日融资买入额(元)
rqyl: 本日融券余量
rqylje: 本日融券余量金额(元)
rqmcl: 本日融券卖出量
rzrqjyzl:本日融资融券余额(元)
'''
ts.sh_margins(start='2017-01-01', end='2017-12-15')
'''
沪市融资融券明细数据
参数说明：
date:日期 format：YYYY-MM-DD 默认为空’‘,数据返回最近交易日明细数据
symbol：标的代码，6位数字e.g.600848，默认为空’‘
start:开始日期 format：YYYY-MM-DD 默认为空’‘
end:结束日期 format：YYYY-MM-DD 默认为空’‘
retry_count：当网络异常后重试次数，默认为3
pause:重试时停顿秒数，默认为0
返回值说明：
opDate:信用交易日期
def margin_trading(self, stock):
today = datetime.today().strftime("%Y-%m-%d")
data = ts.sh_margins(start='2015-08-20', end=today)
from download import DownLoad
from datetime import datetime
class StockInfo(object):
def __init__(self, stock):
self.dl = DownLoad()
def reference_info(self, stock):
data = ts.profit_data(top=60)
data.sort('shares',ascending=False)
print data[data.shares>=10]
def forcast_data(self,stock):
data = ts.forecast_data(2015,3)
print data[-100:]
def new_stock(self, stock):
pass
def margin_trading(self, stock):
today = datetime.today().strftime("%Y-%m-%d")
data = ts.sh_margins(start='2015-08-20', end=today)
if __name__ == '__main__':
data = ts.sh_margins(start='2015-10-20', end='2015-10-28')
data['rzye'] = data['rzye']/100000000
data['rzmre'] = data['rzmre']/100000000
data['rqyl'] = data['rqyl']/1000000
data['rqmcl'] = data['rqmcl']/1000000
def load_data():
start_date=get_date_add_days(get_max_date_sh_margins(),1)
print(start_date,end_date)
rs=ts.sh_margins(start=start_date, end=end_date)
pd.DataFrame.to_sql(rs, table_name, con=conn, flavor='mysql', if_exists='append', index=False)
import matplotlib.pyplot as plt
import tushare as ts
from jaqs.data import DataApi
if __name__ == '__main__':
_start_date = '2014-01-01'
_end_date = '2018-02-02'
phone = '13706519134'
token = 'eyJhbGciOiJIUzI1NiJ9.eyJjcmVhdGVfdGltZSI6IjE1MTM0ODE2NTM4MTAiLCJpc3MiOiJhdXRoMCIsImlkIjoiMTM3MDY1MTkxMzQifQ.6wOPdEDGnSBwMzb3dDVp_8LPBT0UbHqnFFvCc15bL_U'
api = DataApi("tcp://data.tushare.org:8910")
df, msg = api.login(phone, token)
#获取融资余额
df1 = ts.sh_margins(start=_start_date, end=_end_date)
df1.index = pd.to_datetime(df1.opDate)
df1.sort_index(inplace=True)
#获取上证日收盘价
df_sh, msg = api.daily(symbol='000001.SH', start_date=_start_date, end_date = _end_date, fields = '', freq = '1d')
df_sh.trade_date = pd.Series(df_sh.trade_date, index=df_sh.index, dtype=str)
df_sh.index = pd.to_datetime(df_sh.trade_date)
df_sh.sort_index(inplace=True)
df_a = df1['rzye']/100000000
df_b = df_sh['close']
fig = plt.figure()
ax1 = fig.add_subplot(111)
ax1.set_xlabel('Daily')
#coding=utf-8
'''
Created on 2015年6月4日
@author: Administrator
'''
import tushare as ts
# 分配预案
#每到季报、年报公布的时段，就经常会有上市公司利润分配预案发布，而一些高送转高分红的股票往往会成为市场炒作的热点。
df = ts.profit_data(top=60)
df.sort('shares',ascending=False)
df[df.shares>=10]#选择每10股送转在10以上的
# 业绩预告
ts.forecast_data(2014,2)#获取2014年中报的业绩预告数据
# 限售股解禁
# 以月的形式返回限售股解禁情况，通过了解解禁股本的大小，判断股票上行的压力。可通过设定年份和月份参数获取不同时段的数据。
ts.xsg_data()
# 新股数据
ts.new_stocks()
# 融资融券
ts.sh_margins(start='2015-01-01', end='2015-04-19')
ts.sz_margins(start='2015-01-01', end='2015-04-19')
#如果不设symbol参数或者开始和结束日期时段设置过长，数据获取可能会比较慢，建议分段分步获取，比如一年为一个周期
ts.sh_margin_details(start='2015-01-01', end='2015-04-19', symbol='601989')
ts.sz_margin_details('2015-04-20')
def getShMargins(self): file_name = self.startDate+'_'+self.endDate+'_sh_margins.csv' path = self.index + self.index_sh_margins + file_name data = ts.sh_margins(start = self.startDate, end = self.endDate) data.to_csv(path, encoding='utf-8') print(file_name)
#coding=utf-8 ''' Created on 2015年7月3日 @author: Administrator ''' import tushare as ts startDate = '2015-06-01' endDate = '2015-07-02' df_sh = ts.sh_margins(start=startDate, end=endDate) df_sh.to_csv(r'd:\stock\shMargin.csv',index = False) df_sz = ts.sz_margins(start=startDate, end=endDate) df_sz.to_csv(r'd:\stock\szMargin.csv',index = False) print 'finished'
async def do_main_task():
day = time.strftime("%Y-%m-%d", time.localtime())
print(day)
day = "2016-02-26"
# r = await asyncio.sleep(1)
cursor = db.tasks.find({"date":day})
status = 0
for document in cursor:
status = document["status"]
# 获取指数
if status < 1:
print("task 1")
df = ts.get_index()
indexes = json.loads(df.to_json(orient='records'))
for index in indexes:
# print(index)
index["date"] = day
db.index_data.insert(index)
status = 1
db.tasks.update({"date":day}, {"date":day, "status":status}, upsert=True)
# 刷新股票列表，刷新股票交易数据
if status < 2:
print("task 2")
df = ts.get_stock_basics()
df.reset_index(level=0, inplace=True)
df = df[['code','name','industry','area','pe','outstanding','totals','totalAssets','liquidAssets','fixedAssets','reserved','reservedPerShare','bvps','pb','timeToMarket']]
stocks = json.loads(df.to_json(orient='records'))
print("getting stock list")
for stock in stocks:
# print(stock)
db.stocks.update_one({"code":stock["code"]}, {"$set":stock}, upsert=True)
for stock in stocks:
one_data = db.his_data.find_one({"code":stock["code"], "date":day})
if one_data != None:
continue
try:
df = ts.get_hist_data(stock["code"], start=day, end=day)
h_data = json.loads(df.to_json(orient='records'))
if len(h_data) > 0:
print("get %s his data " % stock["code"])
h_data = h_data[0]
h_data["date"] = day
h_data["code"] = stock["code"]
db.his_data.update_one({"code":stock["code"], "date":day}, {"$set":h_data}, upsert=True)
except Exception as e:
print(e)
status = 2
db.tasks.update({"date":day}, {"date":day, "status":status}, upsert=True)
if status < 3 :
up_top = db.his_data.count({"date":day, "p_change":{"$gt":9.8}})
down_top = db.his_data.count({"date":day, "p_change":{"$lt":-9.8}})
up_num = db.his_data.count({"date":day, "p_change":{"$gte":0}})
down_num = db.his_data.count({"date":day, "p_change":{"$lt":0}})
db.day_stat.update_one({"date":day}, {"$set":{"date":day, "up_top":up_top, "down_top":down_top, "up_num":up_num, "down_num":down_num}}, upsert=True)
status = 3
db.tasks.update({"date":day}, {"date":day, "status":status}, upsert=True)
if status < 4 :
df = ts.sh_margins(start=day, end=day)
sh_margin = json.loads(df.to_json(orient='records'))
# print(sh_margin)
sh_margin = sh_margin[0]
db.day_stat.update_one({"date":day}, {"$set":{"sh_rzye":sh_margin["rzye"]}}, upsert=True)
status = 4
db.tasks.update({"date":day}, {"date":day, "status":status}, upsert=True)
print(status)
def dealMarginData(self, startDate, endDate):
dbtable_sh = self.magin_sh
dbtable_sz = self.magin_sz
engine = self.engine
#生成目录字典
allTimedf = self.getAllTrdingDate(startDate, endDate)
if len(allTimedf) > 0:
allTimelist = list(allTimedf)
#获取每天融资融券数据
for atl in allTimelist:
#上海融资融券数据
marginSh_df = pd.DataFrame()
#深圳融资融券数据
marginSz_df = pd.DataFrame()
#深圳融资融券数据
marginTmp_df = pd.DataFrame()
#获取沪市融资融券汇总数据
allsh_df = ts.sh_margins(start=atl, end=atl)
marginTmp_df['mt_rzye'] = allsh_df['rzye']
marginTmp_df['mt_rzmre'] = allsh_df['rzmre']
marginTmp_df['mt_rzche'] = 0
marginTmp_df['mt_rqyl'] = allsh_df['rqyl']
marginTmp_df['mt_rqylje'] = allsh_df['rqylje']
marginTmp_df['mt_rqmcl'] = allsh_df['rqmcl']
marginTmp_df['mt_rqchl'] = 0
marginTmp_df['mt_rzrqjyzl'] = allsh_df['rzrqjyzl']
marginTmp_df['mt_code'] = '000002'
marginTmp_df['mt_name'] = u'上海A股'
marginTmp_df['mt_date'] = atl
marginSh_df = marginSh_df.append(marginTmp_df)
#获取沪市融资融券个股数据
allsh_df = ts.sh_margin_details(start=atl, end=atl)
marginTmp_df = pd.DataFrame()
marginTmp_df['mt_code'] = allsh_df['stockCode']
marginTmp_df['mt_name'] = allsh_df['securityAbbr']
marginTmp_df['mt_date'] = allsh_df['opDate']
marginTmp_df['mt_rzye'] = allsh_df['rzye']
marginTmp_df['mt_rzmre'] = allsh_df['rzmre']
marginTmp_df['mt_rzche'] = allsh_df['rzche']
marginTmp_df['mt_rqyl'] = allsh_df['rqyl']
marginTmp_df['mt_rqylje'] = 0
marginTmp_df['mt_rqmcl'] = allsh_df['rqmcl']
marginTmp_df['mt_rqchl'] = allsh_df['rqchl']
marginTmp_df['mt_rzrqjyzl'] = 0
marginSh_df = marginSh_df.append(marginTmp_df)
marginSh_series = marginSh_df['mt_date'].astype('str')
marginSh_index = marginSh_series.values
marginSh_df = marginSh_df.set_index(marginSh_index)
#获取深市融资融券汇总数据
allsz_df = ts.sz_margins(start=atl, end=atl)
marginTmp_df = pd.DataFrame()
marginTmp_df['mt_rzmre'] = allsz_df['rzmre']
marginTmp_df['mt_rzye'] = allsz_df['rzye']
marginTmp_df['mt_rqmcl'] = allsz_df['rqmcl']
marginTmp_df['mt_rqyl'] = allsz_df['rqyl']
marginTmp_df['mt_rqye'] = allsz_df['rqye']
marginTmp_df['mt_rzrqye'] = allsz_df['rzrqye']
marginTmp_df['mt_code'] = '399107'
marginTmp_df['mt_name'] = u'深圳A股'
marginTmp_df['mt_date'] = atl
marginSz_df = marginSz_df.append(marginTmp_df)
#获取深市融资融券个股数据
allsz_df = ts.sz_margin_details(atl)
#清空tmp表
marginTmp_df = pd.DataFrame()
marginTmp_df['mt_code'] = allsz_df['stockCode']
marginTmp_df['mt_name'] = allsz_df['securityAbbr']
marginTmp_df['mt_date'] = allsz_df['opDate']
marginTmp_df['mt_rzmre'] = allsz_df['rzmre']
marginTmp_df['mt_rzye'] = allsz_df['rzye']
marginTmp_df['mt_rqmcl'] = allsz_df['rqmcl']
marginTmp_df['mt_rqyl'] = allsz_df['rqyl']
marginTmp_df['mt_rqye'] = allsz_df['rqye']
marginTmp_df['mt_rzrqye'] = allsz_df['rzrqye']
marginSz_df = marginSz_df.append(marginTmp_df)
marginSz_series = marginSz_df['mt_date'].astype('str')
marginSz_index = marginSz_series.values
marginSz_df = marginSz_df.set_index(marginSz_index)
marginSh_df.to_sql(dbtable_sh, con=engine, if_exists='append')
marginSz_df.to_sql(dbtable_sz, con=engine, if_exists='append')
print atl
m = 1
import tushare as ts # 获取分配预案数据 df = ts.profit_data(top=60) # 业绩预告 # 按年度、季度获取业绩预告数据，接口提供从1998年以后每年的业绩预告数据，需指定年度、季度两个参数。 fd = ts.forecast_data(2014, 2) print(fd) # 限售股解禁 # 以月的形式返回限售股解禁情况，通过了解解禁股本的大小，判断股票上行的压力。可通过设定年份和月份参数获取不同时段的数据。 xsg = ts.xsg_data() # 基金持股 # 获取每个季度基金持有上市公司股票的数据。 fh = ts.fund_holdings(2014, 4) print(fh) # 新股数据 ns = ts.new_stocks() print(ns) # 融资融券（沪市） # 沪市的融资融券数据从上海证券交易所网站直接获取，提供了有记录以来的全部汇总和明细数据。根据上交所网站提示：数据根据券商申报的数据汇总，由券商保证数据的真实、完整、准确。 sm = ts.sh_margins(start='2015-01-01', end='2015-04-19') print(sm) # 融资融券（深市） ts.sz_margins(start='2015-01-01', end='2015-04-19')
import sys
sys.path.append('/home/renlei/work/stock/tushare' )
import tushare as ts
# This program accept 3 parameters:
# python3 index_sh.py <start_date> <end_date> <data_file>
start = sys.argv[1]
end = sys.argv[2]
data_file = sys.argv[3]
results = ts.sh_margins(start=start, end=end )
results.to_json(data_file, orient='records' )
import pymysql
import re
if __name__ == '__main__':
cons = ts.get_apis()
# 建立数据库连接,剔除已入库的部分
db = pymysql.connect(host='127.0.0.1',
user='******',
passwd='admin',
db='stock',
charset='utf8')
cursor = db.cursor()
try:
temp_day = ts.sh_margins(start='2016-01-01', end='2018-02-15')
for i in range(temp_day.shape[0]):
resu0 = list(temp_day.ix[i])
print(resu0)
try:
sql_insert = "insert into stock_rzrq(state_dt,ctype,rzye,rqye)values('%s','%s','%.2f','%.2f')" % (
str(resu0[0]), 'SH', float(resu0[1]), float(resu0[4]))
cursor.execute(sql_insert)
db.commit()
except Exception as exp:
print(exp)
continue
except Exception as ex:
print(ex)
try: