def daily(self, symbol=None):
'''
获取日线数据
:return: pd.dataFrame or None
'''
reader = TdxExHqDailyBarReader()
vipdoc = self.find_path(symbol=symbol, subdir='lday', ext='day')
if symbol is not None:
return reader.get_df(vipdoc)
return None
def daily(self, symbol=None):
'''
获取日线数据
:return: pd.dataFrame or None
'''
reader = TdxExHqDailyBarReader()
symbol = self.find_path(symbol)
if symbol is not None:
return reader.get_df(symbol)
return None
def main(input, output, datatype):
"""
通达信数据文件读取
"""
if datatype == 'daily':
reader = TdxDailyBarReader()
elif datatype == 'ex_daily':
reader = TdxExHqDailyBarReader()
elif datatype == 'lc':
reader = TdxLCMinBarReader()
elif datatype == 'gbbq':
reader = GbbqReader()
elif datatype == 'block':
reader = BlockReader()
else:
reader = TdxMinBarReader()
try:
df = reader.get_df(input)
if (output):
click.echo("写入到文件 : " + output)
df.to_csv(output)
else:
print(df)
except Exception as e:
print(str(e))
def main(input, output, datatype):
"""
通达信数据文件读取
"""
if datatype == 'daily':
reader = TdxDailyBarReader()
elif datatype == 'ex_daily':
reader = TdxExHqDailyBarReader()
elif datatype == 'lc':
reader = TdxLCMinBarReader()
elif datatype == 'gbbq':
reader = GbbqReader()
elif datatype == 'block':
reader = BlockReader()
elif datatype == 'customblock':
reader = CustomerBlockReader()
elif datatype == 'history_financial' or datatype == 'hf':
reader = HistoryFinancialReader()
else:
reader = TdxMinBarReader()
try:
df = reader.get_df(input)
if output:
click.echo("写入到文件 : " + output)
df.to_csv(output)
else:
print(df)
except Exception as e:
print(str(e))
def get_source_data(file_path: Path, freq: str) -> pd.DataFrame:
if not file_path.exists():
logger.info(f"{str(file_path)} is not exists!")
return pd.DataFrame()
if file_path.parent.parent.name == "ds":
if freq == "day":
reader = TdxExHqDailyBarReader()
else:
reader = TdxLCMinBarReader()
else:
# Todo 对股票数据进行后复权
if freq == "day":
reader = TdxDailyBarReader()
else:
reader = TdxLCMinBarReader()
try:
df = reader.get_df(str(file_path))
except:
logger.warning(f"Cant read {str(file_path)} ")
return pd.DataFrame()
df = df.reset_index()
df["date"] = df["date"].astype(str).astype(np.datetime64)
return df
def _get_source_data(self, file_path: Path) -> pd.DataFrame:
if file_path.parent.parent.name == "ds":
if self.freq == "day":
reader = TdxExHqDailyBarReader()
else:
reader = TdxLCMinBarReader()
else:
if self.freq == "day":
reader = TdxDailyBarReader()
else:
reader = TdxLCMinBarReader()
try:
df = reader.get_df(str(file_path))
except:
logger.warning(f"Cant read {str(file_path)} ")
return pd.DataFrame()
instrument = self.tdx_files_info[self.tdx_files_info["file_path"] ==
file_path]['instrument'].iloc[0]
if instrument in ['future', 'option']:
df.rename(columns={
'amount': "position",
"jiesuan": "settle"
},
inplace=True)
if "hk_stock_amount" in df.columns:
del df["hk_stock_amount"]
df = df.reset_index()
df[self.date_field_name] = df[self.date_field_name].astype(str).astype(
np.datetime64)
return df
def get_bar(code, start=None, end=None, freq='day', exchange=None):
"""
股票成交量 volume 单位是100股
"""
code = code.upper()
standard_freq = parse_frequency_str(freq)
try:
tdx_code = _get_tdx_code_from_security_dataframe(code, exchange)
except:
util_log_info("Can't get tdx_code from {}".format(code))
return
if standard_freq in ['D', 'w', 'M', 'Q', 'Y']:
file_path = _generate_path(code, 'D', tdx_code)
elif standard_freq in ['1min', '5min', '30min', '60min']:
file_path = _generate_path(code, '5min', tdx_code)
elif standard_freq in ['1min']:
file_path = _generate_path(code, '1min', tdx_code)
else:
util_log_info('Not supported frequency {}'.format(freq))
return
if not os.path.exists(file_path):
util_log_info('=={}== {} file is not exists!'.format(code, file_path))
return
# 统一freq的数据结构
if tdx_code in ['sh', 'sz']:
if standard_freq in ['D', 'w', 'M', 'Q', 'Y']:
reader = TdxDailyBarReader()
df = reader.get_df(file_path)
elif standard_freq in ['1min', '5min', '30min', '60min']:
reader = TdxLCMinBarReader()
df = reader.get_df(file_path)
else:
util_log_info('Not supported frequency {}'.format(freq))
return
else:
if standard_freq in ['D', 'w', 'M', 'Q', 'Y']:
reader = TdxExHqDailyBarReader()
df = reader.get_df(file_path)
elif standard_freq in ['1min', '5min', '30min', '60min']:
reader = TdxLCMinBarReader()
df = reader.get_df(file_path)
else:
util_log_info('Not supported frequency {}'.format(freq))
return
if len(df) < 1:
return
recorder = SECURITY_DATAFRAME.loc[code]
if isinstance(recorder, pd.DataFrame):
instrument = recorder.loc[recorder['tdx_code'] == tdx_code].loc[
code, 'instrument']
exchange = recorder.loc[recorder['tdx_code'] == tdx_code].loc[
code, 'exchange']
else:
instrument = recorder['instrument']
exchange = recorder['exchange']
if instrument in ['future', 'option']:
df.rename(columns={
'amount': "position",
"jiesuan": "settle"
},
inplace=True)
if start:
start = pd.to_datetime(start)
df = df[df.index >= start]
if end:
end = pd.to_datetime(end)
df = df[df.index <= end]
df['date'] = df.index
df = df.assign(code=code, exchange=exchange)
if standard_freq in ['w', 'M', 'Q', 'Y']:
df = resample_from_daily_data(df, standard_freq)
return df