'size': size,
'level': self.level,
'ccxt_level': self.ccxt_trading_level
}
if __name__ == '__main__':
parser = argparse.ArgumentParser()
parser.add_argument('--level',
help='trading level',
default='15m',
choices=[item.value for item in TradingLevel])
parser.add_argument('--exchanges',
help='exchanges',
default='binance',
nargs='+',
choices=[item for item in COIN_EXCHANGES])
parser.add_argument('--codes',
help='codes',
default='EOS/USDT',
nargs='+',
choices=[item for item in COIN_PAIRS])
args = parser.parse_args()
level = TradingLevel(args.level)
init_process_log('coin_{}_kdata.log'.format(args.level))
CoinKdataRecorder(codes=['EOS/USDT'], level=level).run()
help='trading level',
default='1m',
choices=[item.value for item in TradingLevel])
parser.add_argument('--exchanges',
help='exchanges',
default='binance',
nargs='+',
choices=[item for item in COIN_EXCHANGES])
parser.add_argument('--codes',
help='codes',
default='EOS/USDT',
nargs='+',
choices=[item for item in COIN_PAIRS])
args = parser.parse_args()
level = TradingLevel(args.level)
exchanges = args.exchanges
if type(exchanges) != list:
exchanges = [exchanges]
codes = args.codes
if type(codes) != list:
codes = [codes]
init_process_log('coin_{}_{}_{}_kdata.log'.format(
'-'.join(exchanges), '-'.join(codes).replace('/', ''), args.level))
CoinKdataRecorder(exchanges=exchanges, codes=codes, level=level).run()
stock_code = category['code']
stock_id = china_stock_code_to_id(stock_code)
index_id = index_item.id
the_list.append({
'id':
'{}_{}'.format(index_id, stock_id),
'index_id':
index_id,
'stock_id':
stock_id
})
if the_list:
df = pd.DataFrame.from_records(the_list)
df_to_db(data_schema=self.data_schema,
df=df,
provider=self.provider)
self.logger.info('finish recording index:{},{}'.format(
index_item.category, index_item.name))
except Exception as e:
self.logger.error("error:,resp.text:", e, resp.text)
self.sleep()
if __name__ == '__main__':
init_process_log('sina_china_stock_category.log')
recorder = SinaChinaStockCategoryRecorder()
recorder.run()
from zvt.recorders.eastmoney.holder.top_ten_holder_recorder import TopTenHolderRecorder
from zvt.recorders.eastmoney.holder.top_ten_tradable_holder_recorder import TopTenTradableHolderRecorder
from zvt.utils.utils import init_process_log
logger = logging.getLogger(__name__)
sched = BackgroundScheduler()
@sched.scheduled_job('cron', hour=1, minute=00)
def run():
while True:
try:
TopTenHolderRecorder().run()
TopTenTradableHolderRecorder().run()
break
except Exception as e:
logger.exception('holder runner error:{}'.format(e))
time.sleep(60)
if __name__ == '__main__':
init_process_log('eastmoney_holder.log')
run()
sched.start()
sched._thread.join()
}
kdata_list.append(kdata_json)
return kdata_list
except Exception as e:
logger.exception("record_kdata for security:{} failed".format(
entity.id))
else:
logger.warning("exchange:{} not support fetchOHLCV".format(
entity.exchange))
if __name__ == '__main__':
parser = argparse.ArgumentParser()
parser.add_argument('--exchanges',
help='exchanges',
default='binance',
nargs='+',
choices=[item for item in COIN_EXCHANGES])
parser.add_argument('--codes',
help='codes',
default='EOS/USDT',
nargs='+',
choices=[item for item in COIN_PAIRS])
args = parser.parse_args()
init_process_log('coin_tick_kdata.log')
CoinKdataRecorder(codes=['EOS/USDT']).run()
to_time_str(start), to_time_str(end))
response = requests.get(url,
headers=EASTMONEY_ETF_NET_VALUE_HEADER)
response_json = demjson.decode(response.text)
response_df = pd.DataFrame(response_json['Data']['LSJZList'])
# 最后一页
if response_df.empty:
break
response_df['FSRQ'] = pd.to_datetime(response_df['FSRQ'])
response_df['JZZZL'] = pd.to_numeric(response_df['JZZZL'],
errors='coerce')
response_df['LJJZ'] = pd.to_numeric(response_df['LJJZ'],
errors='coerce')
response_df = response_df.fillna(0)
response_df.set_index('FSRQ', inplace=True, drop=True)
df = pd.concat([df, response_df])
page += 1
self.sleep()
return df
if __name__ == '__main__':
init_process_log('sina_china_etf_day_kdata.log')
ChinaETFDayKdataRecorder(level=TradingLevel.LEVEL_1DAY).run()
from zvt.recorders.sina.meta.sina_china_stock_category_recorder import SinaChinaStockCategoryRecorder
from zvt.recorders.sina.money_flow.sina_index_money_flow_recorder import SinaIndexMoneyFlowRecorder
from zvt.utils.utils import init_process_log
logger = logging.getLogger(__name__)
sched = BackgroundScheduler()
@sched.scheduled_job('cron', hour=17, minute=00)
def run():
while True:
try:
SinaChinaStockCategoryRecorder().run()
SinaIndexMoneyFlowRecorder().run()
break
except Exception as e:
logger.exception('sina runner error:{}'.format(e))
time.sleep(60)
if __name__ == '__main__':
init_process_log('sina_runner.log')
run()
sched.start()
sched._thread.join()
kdata.hfq_low = df.loc[kdata.timestamp, 'low']
kdata.factor = df.loc[kdata.timestamp, 'factor']
self.session.commit()
latest_factor = df.factor[-1]
# factor not change yet, no need to reset the qfq past
if latest_factor == self.current_factors.get(security_item.id):
sql = 'UPDATE stock_day_kdata SET qfq_close=hfq_close/{},qfq_high=hfq_high/{}, qfq_open= hfq_open/{}, qfq_low= hfq_low/{} where ' \
'security_id=\'{}\' and level=\'{}\' and (qfq_close isnull or qfq_high isnull or qfq_low isnull or qfq_open isnull)'.format(
latest_factor, latest_factor, latest_factor, latest_factor, security_item.id, self.level.value)
else:
sql = 'UPDATE stock_day_kdata SET qfq_close=hfq_close/{},qfq_high=hfq_high/{}, qfq_open= hfq_open/{}, qfq_low= hfq_low/{} where ' \
'security_id=\'{}\' and level=\'{}\''.format(latest_factor,
latest_factor,
latest_factor,
latest_factor,
security_item.id,
self.level.value)
self.logger.info(sql)
self.session.execute(sql)
self.session.commit()
def on_stop(self):
super().on_stop()
logout()
if __name__ == '__main__':
init_process_log('china_stock_day_kdata.log')
ChinaStockDayKdataRecorder(level=TradingLevel.LEVEL_1DAY).run()
from zvt.recorders.eastmoney.finance.china_stock_balance_sheet_recorder import ChinaStockBalanceSheetRecorder
from zvt.recorders.eastmoney.finance.china_stock_income_statement_recorder import ChinaStockIncomeStatementRecorder
from zvt.utils.utils import init_process_log
logger = logging.getLogger(__name__)
sched = BackgroundScheduler()
@sched.scheduled_job('cron', hour=2, minute=00)
def run():
while True:
try:
ChinaStockBalanceSheetRecorder().run()
ChinaStockIncomeStatementRecorder().run()
break
except Exception as e:
logger.exception('finance runner 1 error:{}'.format(e))
time.sleep(60)
if __name__ == '__main__':
init_process_log('eastmoney_balance_sheet_income_statement.log')
run()
sched.start()
sched._thread.join()
self.logger.info(sql)
self.session.execute(sql)
self.session.commit()
# TODO:use netease provider to get turnover_rate
self.logger.info('use netease provider to get turnover_rate')
def on_stop(self):
super().on_stop()
logout()
if __name__ == '__main__':
parser = argparse.ArgumentParser()
parser.add_argument('--level',
help='trading level',
default='1d',
choices=[item.value for item in TradingLevel])
parser.add_argument('--codes',
help='codes',
default=SAMPLE_STOCK_CODES,
nargs='+')
args = parser.parse_args()
level = TradingLevel(args.level)
codes = args.codes
init_process_log('jq_china_stock_{}_kdata.log'.format(args.level))
JQChinaStockKdataRecorder(level=level, sleeping_time=0, codes=codes).run()
from zvt.utils.utils import init_process_log
logger = logging.getLogger(__name__)
sched = BackgroundScheduler()
@sched.scheduled_job('cron', hour=1, minute=00)
def run():
while True:
try:
ChinaStockListSpider(provider='eastmoney').run()
ChinaStockCategoryRecorder().run()
ChinaStockMetaRecorder().run()
break
except Exception as e:
logger.exception('meta runner error:{}'.format(e))
time.sleep(60)
if __name__ == '__main__':
init_process_log('eastmoney_china_stock_meta.log')
run()
sched.start()
sched._thread.join()
from zvt.recorders.eastmoney.finance.china_stock_cash_flow_recorder import ChinaStockCashFlowRecorder
from zvt.recorders.eastmoney.finance.china_stock_finance_factor_recorder import ChinaStockFinanceFactorRecorder
from zvt.recorders.eastmoney.finance.china_stock_income_statement_recorder import ChinaStockIncomeStatementRecorder
from zvt.utils.utils import init_process_log
logger = logging.getLogger(__name__)
sched = BackgroundScheduler()
@sched.scheduled_job('cron', hour=2, minute=00)
def run():
while True:
try:
ChinaStockFinanceFactorRecorder().run()
ChinaStockCashFlowRecorder().run()
break
except Exception as e:
logger.exception('finance runner 0 error:{}'.format(e))
time.sleep(60)
if __name__ == '__main__':
init_process_log('eastmoney_finance_factor_cash_flow.log')
run()
sched.start()
sched._thread.join()
from zvt.recorders.eastmoney.trading.manager_trading_recorder import ManagerTradingRecorder
from zvt.utils.utils import init_process_log
logger = logging.getLogger(__name__)
sched = BackgroundScheduler()
@sched.scheduled_job('cron', hour=1, minute=00)
def run():
while True:
try:
HolderTradingRecorder().run()
ManagerTradingRecorder().run()
break
except Exception as e:
logger.exception('trading runner error:{}'.format(e))
time.sleep(60)
if __name__ == '__main__':
init_process_log('trading.log')
run()
sched.start()
sched._thread.join()
from zvt.recorders.eastmoney.finance.china_stock_income_statement_recorder import ChinaStockIncomeStatementRecorder
from zvt.utils.utils import init_process_log
logger = logging.getLogger(__name__)
sched = BackgroundScheduler()
@sched.scheduled_job('cron', hour=2, minute=00)
def run():
while True:
try:
ChinaStockFinanceFactorRecorder().run()
ChinaStockCashFlowRecorder().run()
ChinaStockBalanceSheetRecorder().run()
ChinaStockIncomeStatementRecorder().run()
break
except Exception as e:
logger.exception('finance runner error:{}'.format(e))
time.sleep(60)
if __name__ == '__main__':
init_process_log('finance.log')
run()
sched.start()
sched._thread.join()
