def QA_fetch_get_stock_transaction(code, start, end, retry=2, ip=best_ip['stock'], port=7709):
'历史逐笔成交 buyorsell 1--sell 0--buy 2--盘前'
api = TdxHq_API()
real_start, real_end = QA_util_get_real_datelist(start, end)
if real_start is None:
return None
real_id_range = []
with api.connect(ip, port):
data = pd.DataFrame()
for index_ in range(trade_date_sse.index(real_start), trade_date_sse.index(real_end) + 1):
try:
data_ = __QA_fetch_get_stock_transaction(
code, trade_date_sse[index_], retry, api)
if len(data_) < 1:
return None
except:
QA_util_log_info('Wrong in Getting %s history transaction data in day %s' % (
code, trade_date_sse[index_]))
else:
QA_util_log_info('Successfully Getting %s history transaction data in day %s' % (
code, trade_date_sse[index_]))
data = data.append(data_)
if len(data) > 0:
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)[0:19]))
else:
return None
def QA_ts_update_daily_basic():
"""
更新每日全市场重要基本面指标，用于选股分析和报表展示
"""
coll = DATABASE.daily_basic
coll.create_index(
[("code", ASCENDING), ("trade_date_stamp", ASCENDING)],
unique=True,
)
coll.create_index([("trade_date_stamp", ASCENDING)], )
ref = coll.find({})
cnt = coll.count()
start_date = "1990-01-01"
if cnt > 0:
start_date = ref[cnt - 1]["trade_date"]
end_date = datetime.date.today().strftime("%Y-%m-%d")
if end_date != start_date:
start_trade_date = QA_util_get_next_trade_date(start_date)
end_trade_date = QA_util_get_pre_trade_date(end_date)
else:
return
for trade_date in trade_date_sse[trade_date_sse.index(start_trade_date):
trade_date_sse.index(end_trade_date) + 1]:
print(f"saveing {trade_date} daily basic")
df = QA_fetch_get_daily_basic(trade_date=trade_date)
if df.empty:
continue
df = df.where(df.notnull(), None).reset_index()
df["trade_date_stamp"] = df["trade_date"].apply(QA_util_date_stamp)
js = QA_util_to_json_from_pandas(df)
coll.insert_many(js)
def QA_fetch_get_stock_transaction(code,
start,
end,
retry=2,
ip='221.231.141.60',
port=7709):
api = TdxHq_API()
real_start, real_end = QA_util_get_real_datelist(start, end)
real_id_range = []
with api.connect():
data = pd.DataFrame()
for index_ in range(trade_date_sse.index(real_start),
trade_date_sse.index(real_end) + 1):
try:
data_ = __QA_fetch_get_stock_transaction(
code, trade_date_sse[index_], retry, api)
if len(data_) < 1:
return None
except:
QA_util_log_info(
'Wrong in Getting %s history transaction data in day %s' %
(code, trade_date_sse[index_]))
else:
QA_util_log_info(
'Successfully Getting %s history transaction data in day %s'
% (code, trade_date_sse[index_]))
data = data.append(data_)
return data
def QA_fetch_get_future_transaction(code, start, end, retry=2, ip=None, port=None):
'期货历史成交分笔'
ip, port = get_extensionmarket_ip(ip, port)
apix = TdxExHq_API()
global extension_market_list
extension_market_list = QA_fetch_get_extensionmarket_list(
) if extension_market_list is None else extension_market_list
real_start, real_end = QA_util_get_real_datelist(start, end)
if real_start is None:
return None
real_id_range = []
with apix.connect(ip, port):
code_market = extension_market_list.query('code=="{}"'.format(code))
data = pd.DataFrame()
for index_ in range(trade_date_sse.index(real_start), trade_date_sse.index(real_end) + 1):
try:
data_ = __QA_fetch_get_future_transaction(
code, trade_date_sse[index_], retry, int(code_market.market), apix)
if len(data_) < 1:
return None
except Exception as e:
QA_util_log_info('Wrong in Getting {} history transaction data in day {}'.format(
code, trade_date_sse[index_]))
else:
QA_util_log_info('Successfully Getting {} history transaction data in day {}'.format(
code, trade_date_sse[index_]))
data = data.append(data_)
if len(data) > 0:
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)[0:19]))
else:
return None
def QA_SU_update_stock_day(client=QA_Setting.client):
def save_stock_day(code, start, end, coll):
QA_util_log_info('##JOB01 Now Updating STOCK_DAY==== %s' % (str(code)))
data = QA_util_to_json_from_pandas(
QA_fetch_get_stock_day(str(code), start, end, '00'))
if len(data) > 0:
coll.insert_many(data)
else:
pass
coll_stock_day = client.quantaxis.stock_day
for item in QA_fetch_get_stock_time_to_market().index:
if coll_stock_day.find({'code': str(item)[0:6]}).count() > 0:
# 加入这个判断的原因是因为如果股票是刚上市的 数据库会没有数据 所以会有负索引问题出现
start_date = str(coll_stock_day.find({'code': str(item)[0:6]})[
coll_stock_day.find({'code': str(item)[0:6]}).count() - 1]['date'])
print('*' * 20)
end_date = str(now_time())[0:10]
start_date = trade_date_sse[trade_date_sse.index(
start_date) + 1]
QA_util_log_info(' UPDATE_STOCK_DAY \n Trying updating %s from %s to %s' %
(item, start_date, end_date))
save_stock_day(item, start_date, end_date, coll_stock_day)
else:
save_stock_day(item, '1990-01-01',
str(now_time())[0:10], coll_stock_day)
QA_util_log_info('Done == \n')
def QA_fetch_get_future_transaction(code, start, end, retry=2, ip=None, port=None):
'期货历史成交分笔'
global best_ip
if ip is None and port is None and best_ip['future']['ip'] is None and best_ip['future']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['future']['ip']
port = best_ip['future']['port']
elif ip is None and port is None and best_ip['future']['ip'] is not None and best_ip['future']['port'] is not None:
ip = best_ip['future']['ip']
port = best_ip['future']['port']
else:
pass
apix = TdxExHq_API()
global extension_market_info
extension_market_info = QA_fetch_get_future_list(
) if extension_market_info is None else extension_market_info
real_start, real_end = QA_util_get_real_datelist(start, end)
if real_start is None:
return None
real_id_range = []
with apix.connect(ip, port):
code_market = extension_market_info.query('code=="{}"'.format(code))
data = pd.DataFrame()
for index_ in range(trade_date_sse.index(real_start), trade_date_sse.index(real_end) + 1):
try:
data_ = __QA_fetch_get_future_transaction(
code, trade_date_sse[index_], retry,int(code_market.market), apix)
if len(data_) < 1:
return None
except Exception as e:
QA_util_log_info('Wrong in Getting {} history transaction data in day {}'.format(
code, trade_date_sse[index_]))
else:
QA_util_log_info('Successfully Getting {} history transaction data in day {}'.format(
code, trade_date_sse[index_]))
data = data.append(data_)
if len(data) > 0:
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)[0:19]))
else:
return None
def QA_fetch_get_stock_transaction(code, start, end, retry=2, ip=None, port=None):
'历史分笔成交 buyorsell 1--sell 0--buy 2--盘前'
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
else:
pass
api = TdxHq_API()
real_start, real_end = QA_util_get_real_datelist(start, end)
if real_start is None:
return None
real_id_range = []
with api.connect(ip, port):
data = pd.DataFrame()
for index_ in range(trade_date_sse.index(real_start), trade_date_sse.index(real_end) + 1):
try:
data_ = __QA_fetch_get_stock_transaction(
code, trade_date_sse[index_], retry, api)
if len(data_) < 1:
return None
except:
QA_util_log_info('Wrong in Getting {} history transaction data in day {}'.format(
code, trade_date_sse[index_]))
else:
QA_util_log_info('Successfully Getting {} history transaction data in day {}'.format(
code, trade_date_sse[index_]))
data = data.append(data_)
if len(data) > 0:
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)[0:19]))
else:
return None
def QA_fetch_get_stock_day(code, start_date,end_date,ip='119.147.212.81',port=7709):
if str(code)[0]=='6':
#0 - 深圳， 1 - 上海
market_code=1
else:
market_code=0
start_date=QA_util_get_real_date(start_date,trade_date_sse,1)
end_date=QA_util_get_real_date(end_date,trade_date_sse,-1)
with api.connect(ip, port):
# 判断end_date在哪个位置
index_0=str(datetime.date.today())
index_of_index_0=trade_date_sse.index(index_0)
index_of_index_end=trade_date_sse.index(end_date)
index_of_index_start=trade_date_sse.index(start_date)
index_of_end=index_of_index_0-index_of_index_end
index_length=index_of_index_end+1-index_of_index_start
#data = api.get_security_bars(9, market_code, code,index_of_end, index_length) # 返回普通list
data = api.to_df(api.get_security_bars(9, market_code, code,index_of_end, index_length)) # 返回DataFrame
return data
def QA_fetch_get_stock_transaction(code, start, end, retry=2, ip=best_ip, port=7709):
api = TdxHq_API()
real_start, real_end = QA_util_get_real_datelist(start, end)
real_id_range = []
with api.connect(ip, port):
data = pd.DataFrame()
for index_ in range(trade_date_sse.index(real_start), trade_date_sse.index(real_end) + 1):
try:
data_ = __QA_fetch_get_stock_transaction(
code, trade_date_sse[index_], retry, api)
if len(data_) < 1:
return None
except:
QA_util_log_info('Wrong in Getting %s history transaction data in day %s' % (
code, trade_date_sse[index_]))
else:
QA_util_log_info('Successfully Getting %s history transaction data in day %s' % (
code, trade_date_sse[index_]))
data = data.append(data_)
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)[0:19]))
