def _broker_tops_detail(last=5, pageNo=1, retry_count=3, pause=0.001, dataArr=pd.DataFrame()):
ct._write_console()
for _ in range(retry_count):
time.sleep(pause)
try:
request = Request(rv.LHB_SINA_URL%(ct.P_TYPE['http'], ct.DOMAINS['vsf'], rv.LHB_KINDS[1],
ct.PAGES['fd'], last, pageNo))
text = urlopen(request, timeout=10).read()
text = text.decode('GBK')
html = lxml.html.parse(StringIO(text))
res = html.xpath("//table[@id=\"dataTable\"]/tr/td/a")
urls = [a.attrib['href'] for a in res]
if len(urls) <= 0:
return dataArr
for url in urls:
ct._write_console()
time.sleep(pause)
request2 = Request(url)
text2 = urlopen(request2, timeout=10).read()
html2 = lxml.html.parse(StringIO(text2.decode('GBK')))
res2 = html2.xpath("//table[@id=\"dataTable\"]/tr")
broker = html2.xpath("//div[@class=\"page_config\"]")[0].text_content().strip().split(':')[1].strip()
ct._write_msg(broker + "\r\n")
if ct.PY3:
sarr = [etree.tostring(node).decode('utf-8') for node in res2]
else:
sarr = [etree.tostring(node) for node in res2]
sarr = ''.join(sarr)
sarr = '<table>%s</table>'%sarr
df = pd.read_html(sarr)[0]
df.columns = rv.LHB_YYMX_COLS
df['broker'] = pd.Series([broker]*df.index.size, index=list(df.index))
dataArr = dataArr.append(df, ignore_index=True)
nextPage = html.xpath('//div[@class=\"pages\"]/a[last()]/@onclick')
if len(nextPage)>0:
pageNo = re.findall(r'\d+', nextPage[0])[0]
return _broker_tops_detail(last, pageNo, retry_count, pause, dataArr)
else:
return dataArr
except Exception as e:
print(e)
def sz_margins(start=None, end=None, retry_count=3, pause=0.001):
"""
获取深市融资融券数据列表
Parameters
--------
start:string
开始日期 format：YYYY-MM-DD 默认为上一周的今天
end:string
结束日期 format：YYYY-MM-DD 默认为今日
retry_count : int, 默认 3
如遇网络等问题重复执行的次数
pause : int, 默认 0
重复请求数据过程中暂停的秒数，防止请求间隔时间太短出现的问题
Return
------
DataFrame
opDate:信用交易日期(index)
rzmre: 融资买入额(元)
rzye:融资余额(元)
rqmcl: 融券卖出量
rqyl: 融券余量
rqye: 融券余量(元)
rzrqye:融资融券余额(元)
"""
data = pd.DataFrame()
if start is None and end is None:
end = du.today()
start = du.day_last_week()
if start is None or end is None:
ct._write_msg(rv.MAR_SZ_HZ_MSG2)
return None
try:
date_range = pd.date_range(start=start, end=end, freq='B')
if len(date_range) > 261:
ct._write_msg(rv.MAR_SZ_HZ_MSG)
else:
ct._write_head()
for date in date_range:
data = data.append(_sz_hz(str(date.date()), retry_count,
pause))
except:
ct._write_msg(ct.DATA_INPUT_ERROR_MSG)
else:
return data
def sz_margins(start=None, end=None, retry_count=3, pause=0.001):
"""
获取深市融资融券数据列表
Parameters
--------
start:string
开始日期 format：YYYY-MM-DD 默认为上一周的今天
end:string
结束日期 format：YYYY-MM-DD 默认为今日
retry_count : int, 默认 3
如遇网络等问题重复执行的次数
pause : int, 默认 0
重复请求数据过程中暂停的秒数，防止请求间隔时间太短出现的问题
Return
------
DataFrame
opDate:信用交易日期(index)
rzmre: 融资买入额(元)
rzye:融资余额(元)
rqmcl: 融券卖出量
rqyl: 融券余量
rqye: 融券余量(元)
rzrqye:融资融券余额(元)
"""
data = pd.DataFrame()
if start is None and end is None:
end = du.today()
start = du.day_last_week()
if start is None or end is None:
ct._write_msg(rv.MAR_SZ_HZ_MSG2)
return None
try:
date_range = pd.date_range(start=start, end=end, freq='B')
if len(date_range)>261:
ct._write_msg(rv.MAR_SZ_HZ_MSG)
else:
ct._write_head()
for date in date_range:
data = data.append(_sz_hz(str(date.date()), retry_count, pause) )
except:
ct._write_msg(ct.DATA_INPUT_ERROR_MSG)
else:
return data
