def bar2h5(market='', date='', freq='D', asset='E', filepath=''):
cons = get_apis()
stks = get_stock_basics()
fname = "%s%s%sbar%s.h5" % (filepath, market, date, freq)
store = pd.HDFStore(fname, "a")
if market in ['SH', 'SZ']:
if market == 'SH':
stks = stks.ix[stks.index.str[0] == '6', :]
elif market == 'SZ':
stks = stks.ix[stks.index.str[0] != '6', :]
else:
stks = ''
market = 1 if market == 'SH' else 0
for stk in stks.index:
symbol = '%s.SH' % stk
if 'min' in freq:
df = bar(stk,
conn=cons,
start_date=date,
end_date=date,
freq=freq,
market=market,
asset=asset)
df['Time'] = df.index
df['Time'] = df['Time'].apply(get_dt_time)
df.index = df['Time']
df.drop(['code', 'Time'], axis=1, inplace=True)
df.rename(columns={'open': 'OPEN'}, inplace=True)
df.rename(columns={'close': 'CLOSE'}, inplace=True)
df.rename(columns={'low': 'LOW'}, inplace=True)
df.rename(columns={'high': 'HIGH'}, inplace=True)
df.rename(columns={'vol': 'VOLUME'}, inplace=True)
df.rename(columns={'amount': 'TURNOVER'}, inplace=True)
df.loc[:, 'HIGH'] = df.loc[:, 'HIGH'].astype("int64")
df.loc[:, 'LOW'] = df.loc[:, 'LOW'].astype("int64")
df.loc[:, 'OPEN'] = df.loc[:, 'OPEN'].astype("int64")
df.loc[:, 'CLOSE'] = df.loc[:, 'CLOSE'].astype("int64")
df.loc[:, 'VOLUME'] = df.loc[:, 'VOLUME'].astype("int64")
df.loc[:, 'TURNOVER'] = df.loc[:, 'TURNOVER'].astype("int64")
df.loc[:, 'OPEN'] *= 10000
df.loc[:, 'CLOSE'] *= 10000
df.loc[:, 'HIGH'] *= 10000
df.loc[:, 'LOW'] *= 10000
df.loc[:, 'ASKPRICE1'] = 0
df.loc[:, 'ASKPRICE2'] = 0
df.loc[:, 'ASKPRICE3'] = 0
df.loc[:, 'ASKPRICE4'] = 0
df.loc[:, 'ASKPRICE5'] = 0
df.loc[:, 'ASKPRICE6'] = 0
df.loc[:, 'ASKPRICE7'] = 0
df.loc[:, 'ASKPRICE8'] = 0
df.loc[:, 'ASKPRICE9'] = 0
df.loc[:, 'ASKPRICE10'] = 0
df.loc[:, 'BIDPRICE1'] = 0
df.loc[:, 'BIDPRICE2'] = 0
df.loc[:, 'BIDPRICE3'] = 0
df.loc[:, 'BIDPRICE4'] = 0
df.loc[:, 'BIDPRICE5'] = 0
df.loc[:, 'BIDPRICE6'] = 0
df.loc[:, 'BIDPRICE7'] = 0
df.loc[:, 'BIDPRICE8'] = 0
df.loc[:, 'BIDPRICE9'] = 0
df.loc[:, 'BIDPRICE10'] = 0
df.loc[:, 'ASKVOL1'] = 0
df.loc[:, 'ASKVOL2'] = 0
df.loc[:, 'ASKVOL3'] = 0
df.loc[:, 'ASKVOL4'] = 0
df.loc[:, 'ASKVOL5'] = 0
df.loc[:, 'ASKVOL6'] = 0
df.loc[:, 'ASKVOL7'] = 0
df.loc[:, 'ASKVOL8'] = 0
df.loc[:, 'ASKVOL9'] = 0
df.loc[:, 'ASKVOL10'] = 0
df.loc[:, 'BIDVOL1'] = 0
df.loc[:, 'BIDVOL2'] = 0
df.loc[:, 'BIDVOL3'] = 0
df.loc[:, 'BIDVOL4'] = 0
df.loc[:, 'BIDVOL5'] = 0
df.loc[:, 'BIDVOL6'] = 0
df.loc[:, 'BIDVOL7'] = 0
df.loc[:, 'BIDVOL8'] = 0
df.loc[:, 'BIDVOL9'] = 0
df.loc[:, 'BIDVOL10'] = 0
df.loc[:, 'VWAP'] = 0.0
df.loc[:, 'VOL30'] = 0.0
df.loc[:, 'TOTAL_VOLUME'] = 0.0
df.loc[:, 'TOTAL_TURNOVER'] = 0.0
df.loc[:, 'INTEREST'] = 0.0
print(df)
# if market == 1 and stk[0] == '6':
# df = bar(stk, conn=cons, start_date=date, end_date=date, freq=freq, market=market, asset=asset)
store[symbol] = df
store.close()
close_apis(cons)
df = pd.read_csv(
ct.SHS_FAC_URL %
(ct.P_TYPE['http'], ct.DOMAINS['oss'], code))[['datetime', 'floats']]
df = df.set_index('datetime')
return df
def _random(n=13):
from random import randint
start = 10**(n - 1)
end = (10**n) - 1
return str(randint(start, end))
# 调试入口
if __name__ == '__main__':
cons = conns.get_apis()
print(cons)
pd = bar(code='000001',
conn=cons,
start_date='2017-01-01',
end_date='2017-10-31',
freq='1MIN',
asset='E',
market='',
adj=None,
ma=[],
factors=[],
retry_count=1)
# print(pd)
def factor_adj(code):
df = pd.read_csv(ct.ADJ_FAC_URL %
(ct.P_TYPE['http'], ct.DOMAINS['oss'], code))
df = df.set_index('datetime')
return df
def factor_shares(code):
df = pd.read_csv(
ct.SHS_FAC_URL %
(ct.P_TYPE['http'], ct.DOMAINS['oss'], code))[['datetime', 'floats']]
df = df.set_index('datetime')
return df
def _random(n=13):
from random import randint
start = 10**(n - 1)
end = (10**n) - 1
return str(randint(start, end))
if __name__ == '__main__':
from tushare.util.conns import get_apis, close_apis
cons = get_apis()
df = bar('rb2001', conn=cons, asset='X', freq='1min')
print(df)
close_apis(cons)
def bar2h5(market='', date='', freq='D', asset='E', filepath=''):
cons = get_apis()
stks = get_stock_basics()
fname = "%s%s%sbar%s.h5"%(filepath, market, date, freq)
store = pd.HDFStore(fname, "a")
if market in ['SH', 'SZ']:
if market == 'SH':
stks = stks.ix[stks.index.str[0]=='6', :]
elif market == 'SZ':
stks = stks.ix[stks.index.str[0]!='6', :]
else:
stks = ''
market = 1 if market == 'SH' else 0
for stk in stks.index:
symbol = '%s.SH'%stk
if 'min' in freq:
df = bar(stk, conn=cons, start_date=date, end_date=date, freq=freq,
market=market, asset=asset)
df['Time'] = df.index
df['Time'] = df['Time'].apply(get_dt_time)
df.index = df['Time']
df.drop(['code','Time'], axis = 1, inplace=True)
df.rename(columns={'open':'OPEN'}, inplace=True)
df.rename(columns={'close':'CLOSE'}, inplace=True)
df.rename(columns={'low':'LOW'}, inplace=True)
df.rename(columns={'high':'HIGH'}, inplace=True)
df.rename(columns={'vol':'VOLUME'}, inplace=True)
df.rename(columns={'amount':'TURNOVER'}, inplace=True)
df.loc[:,'HIGH'] = df.loc[:,'HIGH'].astype("int64")
df.loc[:,'LOW'] = df.loc[:,'LOW'].astype("int64")
df.loc[:,'OPEN'] = df.loc[:,'OPEN'].astype("int64")
df.loc[:,'CLOSE'] = df.loc[:,'CLOSE'].astype("int64")
df.loc[:,'VOLUME'] = df.loc[:,'VOLUME'].astype("int64")
df.loc[:,'TURNOVER'] = df.loc[:,'TURNOVER'].astype("int64")
df.loc[:,'OPEN'] *= 10000
df.loc[:,'CLOSE'] *= 10000
df.loc[:,'HIGH'] *= 10000
df.loc[:,'LOW'] *= 10000
df.loc[:,'ASKPRICE1'] = 0
df.loc[:,'ASKPRICE2'] = 0
df.loc[:,'ASKPRICE3'] = 0
df.loc[:,'ASKPRICE4'] = 0
df.loc[:,'ASKPRICE5'] = 0
df.loc[:,'ASKPRICE6'] = 0
df.loc[:,'ASKPRICE7'] = 0
df.loc[:,'ASKPRICE8'] = 0
df.loc[:,'ASKPRICE9'] = 0
df.loc[:,'ASKPRICE10'] = 0
df.loc[:,'BIDPRICE1'] = 0
df.loc[:,'BIDPRICE2'] = 0
df.loc[:,'BIDPRICE3'] = 0
df.loc[:,'BIDPRICE4'] = 0
df.loc[:,'BIDPRICE5'] = 0
df.loc[:,'BIDPRICE6'] = 0
df.loc[:,'BIDPRICE7'] = 0
df.loc[:,'BIDPRICE8'] = 0
df.loc[:,'BIDPRICE9'] = 0
df.loc[:,'BIDPRICE10'] = 0
df.loc[:,'ASKVOL1'] = 0
df.loc[:,'ASKVOL2'] = 0
df.loc[:,'ASKVOL3'] = 0
df.loc[:,'ASKVOL4'] = 0
df.loc[:,'ASKVOL5'] = 0
df.loc[:,'ASKVOL6'] = 0
df.loc[:,'ASKVOL7'] = 0
df.loc[:,'ASKVOL8'] = 0
df.loc[:,'ASKVOL9'] = 0
df.loc[:,'ASKVOL10'] = 0
df.loc[:,'BIDVOL1'] = 0
df.loc[:,'BIDVOL2'] = 0
df.loc[:,'BIDVOL3'] = 0
df.loc[:,'BIDVOL4'] = 0
df.loc[:,'BIDVOL5'] = 0
df.loc[:,'BIDVOL6'] = 0
df.loc[:,'BIDVOL7'] = 0
df.loc[:,'BIDVOL8'] = 0
df.loc[:,'BIDVOL9'] = 0
df.loc[:,'BIDVOL10'] = 0
df.loc[:,'VWAP'] = 0.0
df.loc[:,'VOL30']=0.0
df.loc[:,'TOTAL_VOLUME']=0.0
df.loc[:,'TOTAL_TURNOVER']=0.0
df.loc[:,'INTEREST']=0.0
print(df)
# if market == 1 and stk[0] == '6':
# df = bar(stk, conn=cons, start_date=date, end_date=date, freq=freq, market=market, asset=asset)
store[symbol] = df
store.close()
close_apis(cons)
