def get_realtime_quotes(self,
symbols=None,
dataframe=True,
loop=None,
split=False):
self.quote = None
if symbols is None:
symbols = self.get_symbols()
if loop is None:
loop = asyncio.get_event_loop()
else:
asyncio.set_event_loop(loop)
if isinstance(symbols, str):
symbolList = symbols.split(',')
else:
symbolList = list(symbols)
[symbols_sz, symbols_sh] = util.split_symbols(symbolList)
symbolListSlice = util.slice_list(step=800, dataList=symbols_sz)
symbolListSlice.extend(util.slice_list(step=800, dataList=symbols_sh))
loop.run_until_complete(
self.get_quote_task(symbolListSlice=symbolListSlice,
dataframe=dataframe))
if dataframe:
self.quote = self.quote.drop('ms', axis=1)
self.quote.convert_objects(convert_dates=False,
convert_numeric=True,
convert_timedeltas=False)
if split:
quote_sz = self.quote[self.quote.symbol > 'sz']
quote_sh = self.quote[self.quote.symbol < 'sz']
return [quote_sz, quote_sh]
return self.quote
def get_quotation(self,
symbol=None,
symbolSet=None,
dataframe=True,
threadNum=3):
if 'quotation' in self.__dict__.keys():
del (self.quotation)
# Cut symbolList
symbolList = list(symbolSet)
threads = []
symbolListSlice = util.slice_list(num=threadNum, dataList=symbolList)
for symbolList in symbolListSlice:
loop = asyncio.new_event_loop()
symbolsList = util.slice_list(step=50, dataList=symbolList)
tasks = [
self.get_quotation_task(symbols=symbols)
for symbols in symbolsList
]
t = threading.Thread(target=util.thread_loop, args=(loop, tasks))
threads.append(t)
for t in threads:
t.start()
for t in threads:
t.join()
if dataframe:
self.quotation = DataFrame.from_records(self.quotation).T
return (self.quotation)
def get_realtime_quotes(self, symbols = None, dataframe = True, loop = None, split = False):
self.quote = None
if symbols is None:
symbols = self.symbols
if loop is None:
loop = asyncio.get_event_loop()
else:
asyncio.set_event_loop(loop)
if isinstance(symbols, str):
symbolList = symbols.split(',')
else:
symbolList = list(symbols)
[ symbols_sz, symbols_sh ] = util.split_symbols(symbolList)
symbolListSlice = util.slice_list(step = 800, data_list = symbols_sz)
symbolListSlice.extend( util.slice_list(step = 800, data_list = symbols_sh) )
loop.run_until_complete( self.get_quote_task(symbolListSlice=symbolListSlice, dataframe = dataframe) )
if dataframe:
self.quote = self.quote.drop( 'ms', axis = 1 )
self.quote.convert_objects(convert_dates=False,convert_numeric=True,convert_timedeltas=False)
if split:
quote_sz = self.quote[ self.quote.symbol > 'sz' ]
quote_sh = self.quote[ self.quote.symbol < 'sz' ]
return [ quote_sz, quote_sh ]
return self.quote
def get_history_data(self, code, year, season):
"""
新浪历史复权数据接口
"""
res = self.session.get(url=URL_HISTORY_DATA(code, year, season))
if res.status_code == 200:
pattern_data = r'<div align="center">([\d\.]+)</div>'
data = re.findall(pattern_data, res.text)
records = util.slice_list(step=7, data_list=data)
print(records)
df = DataFrame.from_records(
records,
columns=[
'open',
'high',
'close',
'low',
'volume',
'amount',
'restoration_factor'
]
)
pattern_date = r'date=([\d]{4}-[\d]{2}-[\d]{2})'
date = re.findall(pattern_date, res.text)
df["date"] = date
return df
else:
self.logger.debug("Status Code: {}".format(res.status_code))
return False
def get_history_data(self, code, year, season):
"""
新浪历史复权数据接口
"""
res = self.session.get(url=URL_HISTORY_DATA(code, year, season))
if res.status_code == 200:
pattern_data = r'<div align="center">([\d\.]+)</div>'
data = re.findall(pattern_data, res.text)
records = util.slice_list(step=7, data_list=data)
print(records)
df = DataFrame.from_records(
records,
columns=[
'open',
'high',
'close',
'low',
'volume',
'amount',
'restoration_factor'
]
)
pattern_date = r'date=([\d]{4}-[\d]{2}-[\d]{2})'
date = re.findall(pattern_date, res.text)
df["date"] = date
return df
else:
self.logger.debug("Status Code: {}".format(res.status_code))
return False
def get_quotation(self, symbol=None, symbolSet=None, dataframe = True, threadNum = 3): if 'quotation' in self.__dict__.keys(): del(self.quotation) # Cut symbolList symbolList = list(symbolSet) threads = [] symbolListSlice = util.slice_list(num = threadNum,data_list = symbolList) for symbolList in symbolListSlice: loop = asyncio.new_event_loop() symbolsList = util.slice_list(step=50, data_list = symbolList) tasks = [self.get_quotation_task(symbols=symbols) for symbols in symbolsList] t = threading.Thread(target = util.thread_loop,args=(loop,tasks) ) threads.append(t) for t in threads: t.start() for t in threads: t.join() if dataframe: self.quotation = DataFrame.from_records( self.quotation ).T return(self.quotation)