def update_margin_buy(new_start_date, new_end_date, margin_df):
future_trade_days = get_trade_days(start_date=margin_df.index[-1], end_date=new_end_date)[1:] # 第一天重复
old_trade_days = get_trade_days(start_date=new_start_date, end_date=margin_df.index[0])[:-1] # 最后一天重复
new_trade_days = list(future_trade_days) + list(old_trade_days)
if len(new_trade_days) > 0:
for date in new_trade_days:
margin_df.loc[date] = np.nan
margin_buy_value.index = pd.to_datetime(margin_buy_value.index) # 最后新加的行index不是datetime
for stock in tqdm(margin_df.columns):
if len(future_trade_days) > 0:
for d in future_trade_days:
margin_df.loc[d] = np.nan
margin_buy_value.index = pd.to_datetime(margin_buy_value.index) # 最后新加的行index不是datetime
df1 = get_mtss(stock, future_trade_days[0], future_trade_days[-1], fields=['date', 'sec_code', 'fin_buy_value'])
df1.index = pd.to_datetime(df1['date'])
margin_df[stock].loc[df1.index] = df1['fin_buy_value'].values
if len(old_trade_days) > 0:
for d in old_trade_days:
margin_df.loc[d] = np.nan
margin_buy_value.index = pd.to_datetime(margin_buy_value.index) # 最后新加的行index不是datetime
df2 = get_mtss(stock, old_trade_days[0], old_trade_days[-1], fields=['date', 'sec_code', 'fin_buy_value'])
df2.index = pd.to_datetime(df2['date'])
margin_df[stock].loc[df2.index] = df2['fin_buy_value'].values
margin_df.to_csv('/Users/caichaohong/Desktop/Zenki/融资融券/margin_buy_value.csv')
else:
print("No need to Update")
def jq_get_mtss(security_list,
start_date=None,
end_date=None,
fields=None,
count=None):
logger.info(
"HTTP GET: mtss, with security_list={}, start_date={}, end_date={}, \
fields={}, count={}".format(security_list, start_date, end_date,
fields, count))
return get_mtss(security_list,
start_date=start_date,
end_date=end_date,
fields=fields,
count=count)
def get_securities_day_mtss(security_list, date):
fields = [
"fin_value", "fin_buy_value", "fin_refund_value", "sec_value",
"sec_sell_value", "sec_refund_value", "fin_sec_value"
]
# start_date 能取到，end_date 取不到
data_df = jq.get_mtss(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_mtss(security, date):
fields = [
"fin_value", "fin_buy_value", "fin_refund_value", "sec_value",
"sec_sell_value", "sec_refund_value", "fin_sec_value"
]
# start_date 能取到，end_date 取不到
data_df = jq.get_mtss(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
def record(self, entity, start, end, size, timestamps):
df = get_mtss(to_jq_entity_id(entity), start_date=start)
if pd_is_not_null(df):
df['entity_id'] = entity.id
df['code'] = entity.code
df.rename(columns={'date': 'timestamp'}, inplace=True)
df['timestamp'] = pd.to_datetime(df['timestamp'])
df['id'] = df[['entity_id', 'timestamp']].apply(
lambda se: "{}_{}".format(
se['entity_id'],
to_time_str(se['timestamp'], fmt=TIME_FORMAT_DAY)),
axis=1)
print(df)
df_to_db(df=df,
data_schema=self.data_schema,
provider=self.provider,
force_update=self.force_update)
return None
end = '2021-05-10'
dateList = get_trade_days(start_date=start, end_date=end)
margin_stock_list = []
for date in tqdm(dateList):
temp = get_margincash_stocks(date=dateList[0])
margin_stock_list = list(set(margin_stock_list).union(set(temp)))
margin_buy_value = pd.DataFrame(index=dateList, columns=margin_stock_list)
margin_total_value = pd.DataFrame(index=dateList, columns=margin_stock_list)
margin_sell_value = pd.DataFrame(index=dateList, columns=margin_stock_list)
for stock in tqdm(margin_stock_list):
temp_df = get_mtss(stock,
start_date=start,
end_date=end,
fields=[
'date', 'sec_code', 'fin_value', 'fin_buy_value',
'fin_refund_value', 'sec_value', 'sec_sell_value',
'sec_refund_value', 'fin_sec_value'
])
margin_buy_value[stock].loc[
temp_df['date']] = temp_df['fin_buy_value'].values
margin_total_value[stock].loc[
temp_df['date']] = temp_df['fin_value'].values
margin_sell_value[stock].loc[
temp_df['date']] = temp_df['sec_sell_value'].values
margin_buy_value = margin_buy_value.sort_index(axis=1)
margin_total_value = margin_total_value.sort_index(axis=1)
margin_sell_value = margin_sell_value.sort_index(axis=1)
margin_buy_value.to_csv(
'/Users/caichaohong/Desktop/Zenki/融资融券/margin_buy_value.csv')
def getSingleMtss(code, date):
return jq.get_mtss(code, end_date=today, count=1)