def get_stock_price_in_n_days(code, query_date, trade_date_list):
# 获取起始日，结束日 用于查询行情
# TODO: 优化 trade_date_list 改成 DataFrame ，df.first() df.last()
start_date = trade_date_list[0]
end_date = trade_date_list[len(trade_date_list) - 1]
df_price = ts.pro_bar(ts_code=code,
adj='qfq',
start_date=start_date,
end_date=end_date,
freq='D')
if df_price is None:
print(code + "：无行情数据")
stock_info = {'股票代码': [code], '龙虎榜日期': [query_date]}
stock_info_df = pd.DataFrame(stock_info)
try:
counts = 0
for trade_date in trade_date_list:
if counts == len(trade_date_list):
break
counts = counts + 1
df_price.copy()
open = df_price[df_price['trade_date'] ==
trade_date]['open'].iloc[0]
close = df_price[df_price['trade_date'] ==
trade_date]['close'].iloc[0]
stock_info_df['T+' + str(counts) + '_开盘价'] = open
stock_info_df['T+' + str(counts) + '_收盘价'] = close
except IndexError as e:
# 当日收盘前会出现该异常
raise CustomizeException(None, '查询日期：[' + end_date + ']尚未得到该日行情信息')
return stock_info_df
def get_two_trade_date_open_difference(stock_code, date, trade_date_t1,
trade_date_t2):
price_df = ts.pro_bar(ts_code=stock_code,
adj='qfq',
start_date=trade_date_t1,
end_date=trade_date_t2,
freq='D')
try:
open_t2 = price_df[price_df['trade_date'] ==
trade_date_t2]['open'].iloc[0]
open_t1 = price_df[price_df['trade_date'] ==
trade_date_t1]['open'].iloc[0]
except IndexError as e:
raise CustomizeException(None, '查询日期：[' + trade_date_t2 + ']尚未得到开盘价')
open_different = open_t2 - open_t1
open_info = {
'stock_code': [stock_code],
'query_date': [date],
'open_t1': [open_t1],
'open_t2': [open_t2],
'open_different': [open_different]
}
open_info_df = pd.DataFrame(open_info)
print('查询日期：[' + date + '], 股票代码：[' + stock_code +
'], T+2开盘价 - T+1开盘价：[%.4f' % open_different + ']')
return open_info_df
def get_trade_date_list_by_num(self):
trade_date_df = self.__get_trade_date_list_df()
# TODO: 从trade_date_df中截取即可
if len(trade_date_df) < self.day_num:
raise CustomizeException(None, '查询起始日到今日不足自定义查询天数')
date_list = []
# TODO:
# 1、i 与 index 定义重复，去掉i
# 2、改掉C语言思维模式，多用集成api
i = 0
for index, row in trade_date_df.iterrows():
if i == 0:
i = i + 1
# 当日数据不要
continue
if i == self.day_num:
break
i = i + 1
date_list.append(row['cal_date'])
return date_list
def get_last_two_trade_date(start_date):
trade_date_list = get_trade_date_list(start_date)
if len(trade_date_list) < 3:
raise CustomizeException(None, '查询日期：[' + start_date + ']到今日不足两个交易日')
two_trade_date_list = [trade_date_list[1], trade_date_list[2]]
return two_trade_date_list
def get_one_fund_heavy_stock_hold(self) -> pd.DataFrame:
print('单只基金重仓(多季)：fund_code is ' + self.fund_code)
single_fund_df = pd.DataFrame
if self.__MOCK_MODE:
single_fund_df = md.get_mock_fund_data(self.report_date_list)
else:
url = self.__generate_fund_heavy_stock_url()
headers = self.__generate_headers()
# 拼装data
cmd = '[{"Name":"Common.CloudDynamicPicker","Paras":[{"Key":"command","Value":" Report name=F9_2.Fund.StocInvePortfolio.HeavHeldStockStock23 windCode=[' + \
self.fund_code + '] reportDate=[' + ','.join(self.report_date_list) + \
'] industryType=[''] sort=[10=asc,2=desc] showcolumnname=all "},{"Key":"digits","Value":4}],"CacheLevel":1,"Async":false}]'
data = {'invoke': cmd}
response = requests.post(url=url, data=data, headers=headers)
if 200 == response.status_code:
text = json.loads(response.text)
if text.get('Result') is not None:
data = text.get('Result').get('Data')
single_fund_df = pd.DataFrame(data)
else:
print(text)
raise CustomizeException(
None, "Invalid response: Result is None")
else:
raise CustomizeException(response.status_code,
'Invalid response, status_code=')
single_fund_df.rename(columns={
'StockCode': '股票代码',
'StockName': '股票名称',
'MarketValue': '持仓市值(亿)',
'Share': '持仓数量',
'StockMarketValuePer': '占股票市值比(%)',
'FundNetPer': '占基金净值比(%)',
'TradeableSharePer': '占流通股本比(%)',
'PreSub': '持仓数量变动比(%)',
'PerChange': '股价涨跌幅(%)',
'PreSubVol': '持仓数量变动',
'RptDate': '报告期',
'IndustryName': '所属行业'
},
inplace=True)
return single_fund_df
def get_trade_date_list_to_today(self):
trade_date_df = self.__get_trade_date_list_df()
# TODO: 从trade_date_df中截取即可
if len(trade_date_df) < 0:
raise CustomizeException(None, '查询起始日到今日之间无交易日')
date_list = []
for index, row in trade_date_df.iterrows():
date_list.append(row['cal_date'])
return date_list
def get_last_two_trade_date(date):
now = datetime.datetime.today().strftime('%Y%m%d')
date_df = pro.trade_cal(start_date=date, end_date=now)
trade_date_df = date_df[date_df['is_open'] == 1].head(3)
date_list = []
for index, row in trade_date_df.iterrows():
date_list.append(row['cal_date'])
if len(date_list) < 3:
raise CustomizeException(None, '查询日期到今日不足两个交易日')
trade_date_list = [date_list[1], date_list[2]]
return trade_date_list
def test_customize_exception():
y = 0
if y > 0:
raise CustomizeException(404, 'Invalid response, status_code=')
else:
raise CustomizeException(None, 'Invalid response: Result is None')