def today_ticks_insert():
"""
插入当日历史分笔
:return:
"""
db = myDb.db_connect()
cursor = db.cursor()
hs300 = get_hs300s()
print('获取当日分笔数据并入库......')
for index, row in hs300.iterrows():
date = datetime.datetime.now().strftime('%Y%m%d')
detail = tick_insert1(code=row['code'], date=date)
if detail is None:
continue
for index1, detail_row in detail.iterrows():
sql = "INSERT INTO tick_data(ID, CODE, DATE, TIME, PRICE, PCHANGE, VOLUME, AMOUNT, TYPE) VALUES (" \
+ '\'' + str(row['code']) + str(date) + str(detail_row['time']).replace(":", "") + '\'' + ',' \
+ '\'' + str(row['code']) + '\'' + ',' \
+ '\'' + str(date) + '\'' + ',' \
+ '\'' + str(detail_row['time']) + '\'' + ',' \
+ '\'' + str(detail_row['price']) + '\'' + ',' \
+ '\'' + str(detail_row['change']) + '\'' + ',' \
+ '\'' + str(detail_row['volume']) + '\'' + ',' \
+ '\'' + str(detail_row['amount']) + '\'' + ',' \
+ '\'' + str(detail_row['type']) + '\'' \
+ ')'
myDb.data_insert(db, cursor, sql)
db.close()
print('当日分笔数据并入库完毕')
return
def get_stock_code_date():
db = myDb.db_connect()
cursor = db.cursor()
try:
sql = "select DISTINCT i.CODE, i.TRADE_DATE from daily_info i order by i.CODE desc, i.TRADE_DATE"
cursor.execute(sql)
# 获取所有记录列表
return cursor.fetchall()
except Exception:
print("Error: unable to fetch data")
finally:
db.close()
def hs300_insert():
"""
沪深300成分股入库
:return:
"""
hs300 = tushare_data.get_hs300s()
db = myDb.db_connect()
cursor = db.cursor()
for index, row in hs300.iterrows():
sql = "INSERT INTO INDEX_STOCKS (CODE, NAME, INDEX_TYPE, DATE, WEIGHT) VALUES(" \
+ '\'' + row['code'] + '\'' + ',' \
+ '\'' + row['name'] + '\'' + ',' \
+ '\'' + '300' + '\'' + ',' + '\'' \
+ str(row['date'])[:10] + '\'' + ',' \
+ '\'' + str(row["weight"]) + '\'' \
+ ')'
myDb.data_insert(db, cursor, sql)
db.close()
def fetch_data_db(sql):
"""
获取数据库数据
:param sql:
:return:
"""
db = myDb.db_connect()
cursor = db.cursor()
try:
print(sql)
cursor.execute(sql)
rs = cursor.fetchall()
return rs
except:
print("获取数据")
finally:
db.close()
return
def daily_today_insert(price_type):
"""
沪深300成份股日线数据入库
daily_info
price_type:string 复权类型
qfq：前复权
hfq：后复权
None：不复权,默认值
:return:
"""
print("插入复前权历史日线数据......")
db = myDb.db_connect()
cursor = db.cursor()
hs300 = get_hs300s()
table_2_insert = price_type + "_daily_info" if (
price_type != "bfq") else "daily_info"
for index, stocks in hs300.iterrows():
ts_code = util.stock_code_change(stocks['code'])
date = datetime.datetime.now().strftime('%Y%m%d')
daily = tushare.pro_bar(ts_code=ts_code,
adj=price_type,
start_date=date)
for index, row in daily.iterrows():
sql = "INSERT INTO " + table_2_insert + "(ID, CODE, TRADE_DATE, OPEN, CLOSE, HIGH, " \
+ "LOW, PRE_CLOSE,PCHANGE, PCT_CHANGE, VOL, AMOUNT) VALUES(" \
+ '\'' + str(row['ts_code'][:6]) + str(row['trade_date'][:10]) + '\'' + ',' \
+ '\'' + str(row['ts_code'][:6]) + '\'' + ',' \
+ '\'' + data_convert(row['trade_date'][:8]) + '\'' + ',' \
+ '\'' + str(row['open']) + '\'' + ',' \
+ '\'' + str(row['close']) + '\'' + ',' \
+ '\'' + str(row['high']) + '\'' + ',' \
+ '\'' + str(row['low']) + '\'' + ',' \
+ '\'' + str(row['pre_close']) + '\'' + ',' \
+ '\'' + str(row['change']) + '\'' + ',' \
+ '\'' + str(row['pct_chg']) + '\'' + ',' \
+ '\'' + str(row['vol']) + '\'' + ',' \
+ '\'' + str(row['amount']) + '\'' \
+ ')'
myDb.data_insert(db, cursor, sql)
cursor.close()
print("完成插入前复权历史日线数据")
def hist_daily_insert(price_type):
"""
沪深300成份股历史日线数据入库
daily_info
:return:
"""
print("插入历史复权日线数据......:", price_type)
db = myDb.db_connect()
cursor = db.cursor()
hs300 = get_hs300s()
table_2_insert = price_type + "_daily_info" if (
price_type != "bfq") else "daily_info"
for index, stocks in hs300.iterrows():
ts_code = util.stock_code_change(stocks['code'])
daily = tushare.pro_bar(ts_code=ts_code, adj=price_type)
for index1, row in daily.iterrows():
if row['trade_date'][:8] < '20180630':
continue
sql = "INSERT INTO " + table_2_insert + "(ID, CODE, TRADE_DATE, OPEN, CLOSE, HIGH, LOW, PRE_CLOSE," \
+ "PCHANGE, PCT_CHANGE, VOL, AMOUNT) VALUES(" \
+ '\'' + str(row['ts_code'][:6]) + str(row['trade_date'][:10]) + '\'' + ',' \
+ '\'' + str(row['ts_code'][:6]) + '\'' + ',' \
+ '\'' + str(row['trade_date'][:8]) + '\'' + ',' \
+ '\'' + str(row['open']) + '\'' + ',' \
+ '\'' + str(row['close']) + '\'' + ',' \
+ '\'' + str(row['high']) + '\'' + ',' \
+ '\'' + str(row['low']) + '\'' + ',' \
+ '\'' + str(row['pre_close']) + '\'' + ',' \
+ '\'' + str(row['change']) + '\'' + ',' \
+ '\'' + str(row['pct_chg']) + '\'' + ',' \
+ '\'' + str(row['vol']) + '\'' + ',' \
+ '\'' + str(row['amount']) + '\'' \
+ ')'
myDb.data_insert(db, cursor, sql)
cursor.close()
print("完成插入历史复权日线数据:", price_type)
return
"""
描述本地数据库表属性
优化性能，可参考：
https://docs.sqlalchemy.org/en/13/faq/performance.html#i-m-inserting-400-000-rows-with-the-orm-and-it-s-really-slow
"""
import datetime
from sqlalchemy import Column, String, Sequence, create_engine
from sqlalchemy.ext.declarative import declarative_base
from sqlalchemy.dialects.mysql import FLOAT, INTEGER
from sqlalchemy.orm import sessionmaker
import pandas
import myDb
import params
db = myDb.db_connect()
cursor = db.cursor()
Base = declarative_base()
# 初始化数据库连接:
engine = create_engine(
f'mysql+mysqlconnector://{params.DATABASE_USER}:{params.DATABASE_PASSWORD}@localhost:3306/{params.DATABASE_NAME}'
)
DBSession = sessionmaker(bind=engine)
# 创建Session:
session: object = DBSession()
class DailyInfo(Base):
"""
日线数据
"""
