def __generate_MA_5_10_20(code, day, *args):
try:
ma5 = 0
ma10 = 0
ma20 = 0
sql = "select TCLOSE,DAY from DAY_DATAS where CODE=%s and DAY <= '%s' order by DAY desc limit %d" % (
code, day, 20)
df = pd.read_sql_query(sql, engine)
series = df["TCLOSE"]
if len(series) >= 5:
ma5 = series[0:5].sum() / 5
if len(series) >= 10:
ma10 = series[0:10].sum() / 10
if len(series) == 20:
ma20 = series[0:20].sum() / 20
dbpool.executeUpdate([
"update DAY_DATAS set MA5=%.2f,MA10=%.2f,MA20=%.2f where CODE=%s and DAY='%s'"
% (ma5, ma10, ma20, code, day)
])
#print("update DAY_DATAS set MA5=%.2f,MA10=%.2f,MA20=%.2f where CODE=%s and DAY='%s'" % (ma5,ma10,ma20,code,day))
except Exception as e:
logger.exception("生成股票[%s]MA参数时出错 >> " % (code))
logger.exception(e)
finally:
if args and isinstance(args[0], ThreadPool): #如果第一个参数是线程池，则执行添加新线程操作
args[0].add_thread()
def generate_lists():
#stocks = {}
sqls = []
url = "http://quote.eastmoney.com/stocklist.html"
headers = {
'Accept':
'*/*',
'Referer':
'http://www.huawa.com/orders',
'User-Agent':
'Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/55.0.2883.87 Safari/537.36'
}
req = urllib.request.Request(url, headers=headers)
try:
with urllib.request.urlopen(req) as resp:
content = resp.read().decode('gb18030')
#print(content.decode('gb18030'))
soup = BeautifulSoup(content, 'html.parser')
div_1 = soup.find('div', class_='quotebody')
for html in div_1.find_all('li', recursive=True):
o = html.find('a').get_text().strip()
if o[-7:-5] == '00' or o[-7:-5] == '60': #只取上证60和深证00
#stocks[o[-7:-1]] = o[:-8]
sqls.append(
"insert into LISTS(CODE,NAME)VALUES('%s','%s')" %
(o[-7:-1], o[:-8]))
dbpool.executeUpdate(sqls)
except urllib.error.URLError as e:
logger.exception(">>获取股票清单失败>>")
if hasattr(e, 'reason'):
logger.exception(e.reason)
def __collect_Two(code, name, sday, eday, *args):
data_sqls = []
url = "http://q.stock.sohu.com/hisHq?code=cn_%s&start=%s&end=%s&stat=1&order=D&period=d&callback=historySearchHandler&rt=jsonp" % (
code, sday, eday)
headers = {
'Accept':
'*/*',
'Referer':
'http://www.huawa.com/orders',
'User-Agent':
'Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/55.0.2883.87 Safari/537.36'
}
req = urllib.request.Request(url, headers=headers)
try:
with urllib.request.urlopen(req, timeout=5) as resp:
content = resp.read().decode('gb18030')
i = content.find('[[')
if i < 0: return #当天没有数据
ii = content.find(']]')
s = content[i + 2:ii].replace('"', '').replace('%', '')
ls = s.split(",")
data_sqls.append(
"insert into DAY_DATAS(CODE,NAME,TOPEN,HIGH,LOW,TCLOSE,LCLOSE,CHG,PCHG,VOTURNOVER,TURNOVER,VATURNOVER,TCAP,MCAP,DAY,CREATE_TIME) VALUES"
"('%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s',now())"
% (code, name, ls[1], ls[6], ls[5], ls[2], 0, ls[3], ls[4],
int(ls[7]) * 100, ls[9], float(ls[8]) * 10000, 0, 0, ls[0]))
dbpool.executeUpdate(data_sqls)
except Exception as e:
logger.exception("采集股票[%s-%s]交易数据时出错 >> " % (code, name))
logger.exception(e)
__failed_one(code, name)
finally:
if args and isinstance(args[0], ThreadPool): #如果第一个参数是线程池，则执行添加新线程操作
args[0].add_thread()
def cal_CHANGEHAND(day):
try:
dbpool.executeUpdate([
"update DAY_DATAS set CHANGEHAND = VOTURNOVER/(MCAP/TCLOSE)*100 where DAY='%s'"
% (day)
])
except Exception as e:
logger.exception("计算换手率出错 >> ")
def filter_rule_1004(stock, ybts, changehand, match_ls, *args):
try:
df = __getData(stock.CODE, ybts)
if analyzer_engine.rule_1004(df, ybts, changehand):
match_ls.append(stock)
except Exception as e:
logger.exception("对股票[%s-%s]数据进行分析时出错 >> " % (stock.CODE, stock.NAME))
logger.exception(e)
finally:
if args and isinstance(args[0], ThreadPool): # 如果第一个参数是线程池，则执行添加新线程操作
args[0].add_thread()
def filter_rule_3003(stock, day, match_ls, *args):
try:
df = __getData(stock.CODE, 3)
if analyzer_engine.rule_3003(df, day):
match_ls.append(stock)
return False
except Exception as e:
logger.exception("对股票[%s-%s]数据进行分析时出错 >> " % (stock.CODE, stock.NAME))
logger.exception(e)
finally:
if args and isinstance(args[0], ThreadPool): # 如果第一个参数是线程池，则执行添加新线程操作
args[0].add_thread()
def executeQuery(sql):
conn = dbpool.connection()
cur = conn.cursor()
try:
cur.execute(sql)
res = cur.fetchall()
return res
except Exception as es:
logger.exception(es)
return None
finally:
cur.close()
conn.close()
def executeUpdate(sqls):
conn = dbpool.connection()
cur = conn.cursor()
try:
for sql in sqls:
logger.debug(sql)
cur.execute(sql)
conn.commit()
except Exception as es:
logger.exception(es)
conn.rollback()
finally:
cur.close()
conn.close()
def filter_rule_2001(stock, tag, throwBaby, k3up, vol_increase, match_ls,
*args):
try:
if tag == '2d':
df = __getData(stock.CODE, 2)
if tag == '3d':
df = __getData(stock.CODE, 3)
if analyzer_engine.rule_2001(df, tag, throwBaby, k3up, vol_increase):
match_ls.append(stock)
except Exception as e:
logger.exception("对股票[%s-%s]数据进行分析时出错 >> " % (stock.CODE, stock.NAME))
logger.exception(e)
finally:
if args and isinstance(args[0], ThreadPool): # 如果第一个参数是线程池，则执行添加新线程操作
args[0].add_thread()
def __collect_One(code, name, sday, eday, *args):
data_sqls = []
if code[0:2] == '00':
_code = "1" + code
if code[0:2] == '60':
_code = "0" + code
if code[0:2] == '68':
_code = "0" + code
if code[0:2] == '30':
_code = "1" + code
url = "http://quotes.money.163.com/service/chddata.html?code=%s&start=%s&end=%s&fields=TCLOSE;HIGH;LOW;TOPEN;LCLOSE;CHG;PCHG;TURNOVER;VOTURNOVER;VATURNOVER;TCAP;MCAP" % (
_code, sday, eday)
headers = {
'Accept':
'*/*',
'Referer':
'http://www.huawa.com/orders',
'User-Agent':
'Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/55.0.2883.87 Safari/537.36'
}
req = urllib.request.Request(url, headers=headers)
try:
with urllib.request.urlopen(req, timeout=5) as resp:
content = resp.read().decode('gb18030')
data = content.split("\r\n")
data.remove(data[0])
for i in data:
if i == '':
break
x = i.split(",")
if x[6] == '0.0': #开盘价为0.0,代表该股今日停牌
break
data_sqls.append(
"insert into DAY_DATAS(CODE,NAME,TOPEN,HIGH,LOW,TCLOSE,LCLOSE,CHG,PCHG,VOTURNOVER,TURNOVER,VATURNOVER,TCAP,MCAP,DAY,CREATE_TIME) VALUES"
"('%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s',now())"
% (code, name, x[6], x[4], x[5], x[3], x[7], x[8], x[9],
x[11], x[10], x[12], x[13], x[14], x[0]))
dbpool.executeUpdate(data_sqls)
except Exception as e:
logger.exception("采集股票[%s-%s]交易数据时出错 >> " % (code, name))
#logger.exception(e)
__failed_one(code, name)
finally:
if args and isinstance(args[0], ThreadPool): #如果第一个参数是线程池，则执行添加新线程操作
args[0].add_thread()
def clear_tmp_failed():
try:
dbpool.executeUpdate(["truncate table TMP_FAILED"])
except Exception as e:
logger.exception(e)
def clear_day_datas(day):
try:
dbpool.executeUpdate(["delete from DAY_DATAS where DAY='%s'" % day])
except Exception as e:
logger.exception(e)
def clear_lists():
try:
dbpool.executeUpdate(["truncate table LISTS"])
except Exception as e:
logger.exception(e)