示例#1
0
def getShMargins(cursor):
    # try:
    startTime = '1990-01-01'
    endTime = '2020-01-01'
    # df = ts.sh_margins(start=startTime, end=endTime)
    df = ts.sh_margins(start=startTime, end=endTime)

    # 处理缺失值
    df = df.fillna(0)
    print(df)

    dfLen = len(df)
    uuidList = []  # 添加uuid
    for l in range(0, dfLen):
        uuidList.append(uuid.uuid1())
    df['uuid'] = uuidList

    for k in range(0, dfLen):
        df2 = df[k:k + 1]

        cursor.execute(
            "insert into stock_sh_margins(uuid, op_date, rzye, rzmre, "
            "rqyl, rqylje, rqmcl, rzrqjyzl ) "
            "values(:uuid, to_date(:op_date, 'yyyy-MM-dd'), :rzye, :rzmre, "
            ":rqyl, :rqylje, :rqmcl, :rzrqjyzl)",
            (str(list(df2['uuid'])[0]), str(list(df2['opDate'])[0]),
             round(float(df2['rzye']), 4), round(float(df2['rzmre']), 4),
             round(float(df2['rqyl']), 4), round(float(df2['rqylje']), 4),
             round(float(df2['rqmcl']), 4), round(float(df2['rzrqjyzl']), 4)))
    cursor.execute("commit")
示例#2
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 def get_financing_securities_sh(start_date=None,
                                 end_date=None,
                                 retry_count=RETRY_COUNT,
                                 pause=PAUSE):
     logger.info('Begin get financing securities sh data, start_date is %s,'
                 ' end_date is %s.' % (start_date, end_date))
     data_dicts = []
     try:
         data_df = ts.sh_margins(start=start_date,
                                 end=end_date,
                                 retry_count=retry_count,
                                 pause=pause)
     except Exception:
         logger.exception(
             'Error get financing securities sh data, start_date is %s, '
             'end_date is %s.' % (start_date, end_date))
     else:
         if data_df is None or data_df.empty:
             logger.warn(
                 'Empty get financing securities sh data, start_date is %s,'
                 ' end_date is %s.' % (start_date, end_date))
         else:
             data_dicts = [{
                 'op_date': row[0],
                 'rzye': row[1],
                 'rzmre': row[2],
                 'rqyl': row[3],
                 'rqylje': row[4],
                 'rqmcl': row[5],
                 'rzrqjyzl': row[6]
             } for row in data_df.values]
             logger.info(
                 'Success get financing securities sh data, start_date is %s,'
                 ' end_date is %s.' % (start_date, end_date))
     return data_dicts
示例#3
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def get_margin(start, end):
    sh_margins = ts.sh_margins(start=start, end=end)
    sz_margins = ts.sz_margins(start=start, end=end)
    margins = pd.concat([sh_margins, sz_margins])
    margins['rzmre_z'] = (margins['rzmre'] - margins['rzmre'].mean()) / margins['rzmre'].std()
    margins['rqmcl_z'] = (margins['rqmcl'] - margins['rqmcl'].mean()) / margins['rqmcl'].std()
    return margins
示例#4
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def getShMargins(cursor):
    # try:
    startTime = '1990-01-01'
    endTime = '2020-01-01'
    # df = ts.sh_margins(start=startTime, end=endTime)
    df = ts.sh_margins(start=startTime, end=endTime)

    # 处理缺失值
    df = df.fillna(0)
    #print(df)

    dfLen = len(df)
    uuidList = []  # 添加uuid
    for l in range(0, dfLen):
        uuidList.append(uuid.uuid1())
    df['uuid'] = uuidList

    for k in range(0, dfLen):
        df2 = df[k:k + 1]

        try:
            cursor.execute(
                "insert into stock_sh_margins(uuid, op_date, rzye, rzmre, "
                "rqyl, rqylje, rqmcl, rzrqjyzl ) "
                "values('%s', '%s', '%.4f', '%.4f', "
                "'%.4f', '%.4f', '%.4f', '%.4f')" %
                (str(list(df2['uuid'])[0]), str(list(df2['opDate'])[0]),
                 round(float(df2['rzye']), 4), round(float(df2['rzmre']), 4),
                 round(float(df2['rqyl']), 4), round(float(
                     df2['rqylje']), 4), round(float(
                         df2['rqmcl']), 4), round(float(df2['rzrqjyzl']), 4)))
            cursor.execute("commit")
        except Exception as e:
            #     pass
            print(e)
示例#5
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文件: Reference.py 项目: dxcv/fQuant
def get_rzrq_sh(date_start, date_end):
    """
        获取沪市融资融券汇总数据
    Parameters
    --------
    date_start          开始日期,e.g. '2010-03-31'
    date_end            截止日期,e.g. '2017-03-28'

    Return
    --------
    DataFrame
        date            日期
        rzye_sh         融资余额上海(元)
        rzmre_sh        融资买入额上海(元)
        rqyl_sh         融券余量上海
        rqylje_sh       融券余量金额上海(元)
        rqmcl_sh        融券卖出量上海
        rzrqye_sh       融资融券余额上海(元)
    """
    rzrq = ts.sh_margins(start=date_start, end=date_end)
    # Rename Columns
    columns_map = {
        'opDate': 'date',
        'rzye': 'rzye_sh',
        'rzmre': 'rzmre_sh',
        'rqyl': 'rqyl_sh',
        'rqylje': 'rqylje_sh',
        'rqmcl': 'rqmcl_sh',
        'rzrqjyzl': 'rzrqye_sh'
    }
    rzrq.rename(columns=columns_map, inplace=True)
    return rzrq
示例#6
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def sz_margin_general(start, end, **kwargs):
    if end < _rzrq_start:
        return None
    args = {
        "start": start.strftime("%Y-%m-%d"),
        "end": end.strftime("%Y-%m-%d")
    }
    return ts.sh_margins(**args)
示例#7
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 def setShMargins(self,endTime =None,number =1, isSave = False,tableName = REFERENCE_SH_MARGINS):
     [startTime,endTime] = getStartTime(endTime = endTime, number=number)
     try:
         df = ts.sh_margins(startTime,endTime)
         if isSave is True:
             df.to_sql(tableName,self.engine_sql, if_exists='append')
     except IOError,e:
             print e
示例#8
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 def _sh_margin():
     start = '1990-01-01'
     sh = ts.sh_margins(start)
     sh.rename(columns={
         'opDate': 'date',
         'rqylje': 'rqye',
         'rzrqjyzl': 'rzrqye'
     },
               inplace=True)
     return sh
示例#9
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def get_sh_margins(f, reset_flag=False):
    """
    获取沪市的融资融券
    """
    df = ts.sh_margins(pause=conf.REQUEST_BLANK)
    df = df.sort_values(by=["opDate"])
    if reset_flag is False:
        tool.merge_df_dataset(f, conf.HDF5_FUNDAMENTAL_SH_MARGINS, df)
    else:
        tool.create_df_dataset(f, conf.HDF5_FUNDAMENTAL_SH_MARGINS, df)
    return
示例#10
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def draw_rzye():
    data = ts.sh_margins(start='2015-06-20', end='2015-10-28')
    data['opDate'] = data['opDate'].map(str2date2)
    data = data.sort_index(ascending=True)
    data['rzye'] = data['rzye']/100000000
    data['rzmre'] = data['rzmre']/10000000
    data['rqyl'] = data['rqyl']/1000000
    data['rqmcl'] = data['rqmcl']/1000000
    length = -200
    plt.plot(data['opDate'][length:],data['rzye'][length:],'r',label='rzye')
    plt.plot(data['opDate'][length:],data['rzmre'][length:],'g',label='rzmre')
    plt.show()
示例#11
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文件: margins.py 项目: ccfr32/www
def main(table):
    start='2016-01-01'
    end='2016-05-07'
    if table == 'sh_margins':
        df = ts.sh_margins(start=start, end=end)
    else:
        df = ts.sz_margins(start=start, end=end)
    df.to_sql(name='tablename_temp', con=dbcon.engine, if_exists = 'replace', index=False)
    connection = dbcon.engine.connect()
    sql = """INSERT OR IGNORE INTO %s SELECT * FROM tablename_temp""" % table
    connection.execute(text(sql))
    connection.execute(text('DROP TABLE tablename_temp'))
示例#12
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def get_sh_margins(start=None, end=None):
    """
    投资参考 系列
    融资融券(沪市):沪市融资融券汇总数据
    """
    df = ts.sh_margins(start, end)
    print(df)
    if df is not None:
        res = df.to_sql(invest_stock_ref_sh_margins, engine, if_exists='replace')
        msg = 'ok' if res is None else res
        print('获取沪市融资融券汇总数据: 开始时间:{0} 结束时间:{1}: {2}'.format(start, end, msg) + '\n')
    else:
        print('获取沪市融资融券汇总数据: 开始时间:{0} 结束时间:{1}: {2}'.format(start, end, 'None') + '\n')
示例#13
0
文件: invest.py 项目: cnslyq/ts
def margin_sh_smry(engine, sdate, edate):
    tbl = "invest_margin_sh_smry"
    tsl.log(tbl + " start...")
    try:
        df = ts.sh_margins(sdate, edate)
        df = df.set_index('opDate', drop='true')
        df.to_sql(tbl, engine, if_exists='append')
        print
        tsl.log(tbl + " done")
    except BaseException, e:
        print
        print e
        tsl.log(tbl + " error")
示例#14
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def draw_rzye():
    data = ts.sh_margins(start='2015-06-20', end='2015-10-28')
    data['opDate'] = data['opDate'].map(str2date2)
    data = data.sort_index(ascending=True)
    data['rzye'] = data['rzye'] / 100000000
    data['rzmre'] = data['rzmre'] / 10000000
    data['rqyl'] = data['rqyl'] / 1000000
    data['rqmcl'] = data['rqmcl'] / 1000000
    length = -200
    plt.plot(data['opDate'][length:], data['rzye'][length:], 'r', label='rzye')
    plt.plot(data['opDate'][length:],
             data['rzmre'][length:],
             'g',
             label='rzmre')
    plt.show()
示例#15
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def job_2():
    try:
        print("I'm working......投资参考数据")
        # 分配预案
        profit_data = ts.profit_data(year, top=1000)
        data = pd.DataFrame(profit_data)
        data.to_sql('profit_data',engine,index=True,if_exists='replace')
        print("分配预案......done")

        # 业绩预告
        forecast_data = ts.forecast_data(year,1)
        data = pd.DataFrame(forecast_data)
        data.to_sql('forecast_data',engine,index=True,if_exists='replace')
        print("业绩预告......done")

        # 限售股解禁
        xsg_data = ts.xsg_data()
        data = pd.DataFrame(xsg_data)
        data.to_sql('xsg_data',engine,index=True,if_exists='replace')
        print("限售股解禁......done")

        # 基金持股
        fund_holdings = ts.fund_holdings(year, 1)
        data = pd.DataFrame(fund_holdings)
        data.to_sql('fund_holdings',engine,index=True,if_exists='replace')
        print("基金持股......done")
    
        # 新股数据
        new_stocks = ts.new_stocks()
        data = pd.DataFrame(new_stocks)
        data.to_sql('new_stocks',engine,index=True,if_exists='replace')
        print("新股数据......done")

        # 融资融券(沪市)
        sh_margins = ts.sh_margins()
        data = pd.DataFrame(sh_margins)
        data.to_sql('sh_margins',engine,index=True,if_exists='replace')
        print("融资融券(沪市)......done")

        # 融资融券(深市)
        sz_margins = ts.sz_margins()
        data = pd.DataFrame(sz_margins)
        data.to_sql('sz_margins',engine,index=True,if_exists='replace')
        print("融资融券(深市)......done")
    except Exception as e:
        print(e)
示例#16
0
def sh_margins(request):
    try:
        start = request.POST.get('start', '')  #选填
        end = request.POST.get('end', '')  #选填
        data = ts.sh_margins(start, end)
        res = {
            'columns': [
                '信用交易日期', '本日融资余额(元)', '本日融资买入额(元)', '本日融券余量', '本日融券余量金额(元)',
                '本日融券卖出量', '本日融资融券余额(元)'
            ],
            'data':
            json.loads(json.dumps(data.values, cls=DateEncoder))
        }
    except (BaseException):
        return HttpResponse(BaseException)
    else:

        return HttpResponse(json.dumps(res), content_type="application/json")
示例#17
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def show_margins(startdate, enddate, isSH):
    if isSH == 'sh':
        df = ts.sh_margins(start=startdate, end=enddate)
        # 反序
        df1 = df[::-1]
        y1 = df1['rzye']
        y2 = df1['rqylje']
        # 数值太大,降低用与比较
        y = (y1 - y2)/100000000
        x = df.index
        xlist = x.tolist()
        ylist = y.tolist()
    else:
        # 取深市
        df = ts.sz_margins(start=startdate, end=enddate)
        y1 = df['rzye']
        y2 = df['rqye']
        y = (y1 - y2)/100000000
        xlist = np.arange(0, len(df)).tolist()
        ylist = y.tolist()

    #取上证同期指数
    if isSH == 'sh':
        shdf = ts.get_hist_data('sh',start=startdate,end=enddate)
        shdf1 = shdf[::-1]
        ysh = shdf1['close']
        yy = ysh + ysh
    else:
        szdf = ts.get_hist_data('sz',start=startdate,end=enddate)
        szdf1 = szdf[::-1]
        ysh = szdf1['close']
        yy = (ysh + ysh)/10
    if len(ysh) > len(xlist):
        yshlist = yy[1:].tolist()
    else:
        yshlist = yy.tolist()
    plt.plot(xlist, ylist,label="rzye")
    # 放大上证指数,用于对比 sz
    plt.plot(xlist,yshlist,label="sh*2,sz*2")
    plt.legend()
    plt.show()
示例#18
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 def getData(self, mongo, func):
     if (func == 'profit_data'):
         df = fd.profit_data(top=self.top)
     elif (func == 'xsg_data'):
         df = fd.xsg_data()
     elif (func == 'new_stocks'):
         df = fd.new_stocks()
     elif (func == 'sh_margins'):
         df = ts.sh_margins(self.start, self.end)
     elif (func == 'sz_margins'):
         df = ts.sz_margins(self.start, self.end)
     elif (func == 'sz_margin_details'):
         df = ts.sz_margin_details(self.end)
     else:
         df = {}
     print("func:")
     print(func)
     print("type:")
     print(type(df))
     insert_string = df.to_json(orient='records')
     items = json.loads(insert_string)
示例#19
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import talib
import numpy as np
import pandas as pd
import tushare as ts

# 沪市融资融券汇总数据
# opDate:信用交易日期  rzye:本日融资余额(元)  rzmre: 本日融资买入额(元)  rqyl: 本日融券余量
# rqylje: 本日融券余量金额(元)  rqmcl: 本日融券卖出量  rzrqjyzl:本日融资融券余额(元)
open('rzrq_sz1.csv', 'w')
df = ts.sh_margins(start='2015-01-01', end='2015-06-01')
df.to_csv('rzrq_sz1.csv')

open('rzrq_sz2.csv', 'w')
df = ts.sh_margin_details(start='2015-06-01', end='2015-12-31')
df.to_csv('rzrq_sz2.csv')

# 深市融资融券汇总数据
open('rzrq_ss1.csv', 'w')
df = ts.sz_margins(start='2015-01-01', end='2015-06-01')
df.to_csv('rzrq_ss1.csv')

open('rzrq_ss2.csv', 'w')
df = ts.sz_margins(start='2015-06-01', end='2015-12-31')
df.to_csv('rzrq_ss2.csv')

# 沪市融资融券明细数据
# opDate:信用交易日期,stockCode:标的证券代码,securityAbbr:标的证券简称,rzye:本日融资余额(元),rzmre: 本日融资买入额(元)
# rzche:本日融资偿还额(元),rqyl: 本日融券余量,rqmcl: 本日融券卖出量,rqchl: 本日融券偿还量
# open('rzrq.csv', 'w')
# df = ts.sh_margin_details(start='2015-01-01', end='2015-06-31', symbol='601989')
# df.to_csv('rzrq.csv')
示例#20
0
 def margin_trading(self, stock):
     today = datetime.today().strftime("%Y-%m-%d")
     data = ts.sh_margins(start='2015-08-20', end=today)
示例#21
0
import pymongo
import json

# 600547:山东黄金
# 600362:江西铜业
# 600312:平高电气
# 600499:科达洁能
# 603993:洛阳钼业
db = "InvestInfos"
coll = "sh_margins"
ty = "600547"
market = 'SH'

conn = pymongo.MongoClient('127.0.0.1', port=27017)
if ty == 'all':
    df = ts.sh_margins(start='2017-01-01', end='2017-12-22')
else:
    df = ts.sh_margin_details(start='2016-01-01', end='2017-01-01', symbol=ty)
# index data columns(14 columns)
dicIndex = json.loads(df.to_json(orient='split'))
for i, ind in enumerate(dicIndex['index']):
    jsonstr = {
        '_id': dicIndex['data'][i][0] + "-" + ty,
        'type': ty,
        'market': market,
        dicIndex['columns'][0]: dicIndex['data'][i][0],
        dicIndex['columns'][1]: dicIndex['data'][i][1],
        dicIndex['columns'][2]: dicIndex['data'][i][2],
        dicIndex['columns'][3]: dicIndex['data'][i][3],
        dicIndex['columns'][4]: dicIndex['data'][i][4],
        dicIndex['columns'][5]: dicIndex['data'][i][5],
示例#22
0
    print each
    if each in resultfm20.sort(columns='bvalues', ascending=False).head(300).index:
        if each in resultfm10.sort(columns='bvalues', ascending=False).head(300).index:
            if each in resultfm5.sort(columns='bvalues', ascending=False).head(300).index:
                final[each] = [resultfm5['bvalues'].loc[each], resultfm10['bvalues'].loc[each], resultfm20['bvalues'].loc[each], resultfm30['bvalues'].loc[each]]
                print 'get'


finfm = pd.DataFrame(final)
finfm1=finfm.T
finfm1.to_csv('fin_0504.csv')

fm = td.get_i_ma(20.0, '20160303','2016-05-04', 300)

# 取两融数据
df = ts.sh_margins(start='2015-01-01',end='2016-05-04')
df = ts.sh_margin_details(start='2016-01-01',end='2016-05-04')
df = ts.sh_margin_details(start='2015-01-01', end='2015-04-19', symbol='601989')
df = ts.sz_margins(start='2015-06-01',end='2016-05-04')
# 只能一天天取
df = ts.sz_margin_details('2015-04-20')
# 取 沪深 日,周,分钟
df = ts.get_hist_data('sh', ktype='W')
df = ts.get_hist_data('sz', ktype='60')
df = ts.get_hist_data('cyb')
df = ts.get_hist_data('zxb')

# 龙虎榜
df = ts.top_list('2016-05-04')

# 计算macd
示例#23
0
#!/usr/bin/env python
import tushare as ts
import sys

begin_date = sys.argv[1]
end_date = sys.argv[2]
#begin_date = '2015-01-01'
#end_date = '2015-08-09'

df = ts.sh_margins(start=begin_date, end=end_date)
df.to_csv('../../data/sh_rzrq_all.txt')
示例#24
0
from datetime import datetime


class StockInfo(object):
    def __init__(self, stock):
        self.dl = DownLoad()

    def reference_info(self, stock):
        data = ts.profit_data(top=60)
        data.sort('shares', ascending=False)
        print data[data.shares >= 10]

    def forcast_data(self, stock):
        data = ts.forecast_data(2015, 3)
        print data[-100:]

    def new_stock(self, stock):
        pass

    def margin_trading(self, stock):
        today = datetime.today().strftime("%Y-%m-%d")
        data = ts.sh_margins(start='2015-08-20', end=today)


if __name__ == '__main__':
    data = ts.sh_margins(start='2015-10-20', end='2015-10-28')
    data['rzye'] = data['rzye'] / 100000000
    data['rzmre'] = data['rzmre'] / 100000000
    data['rqyl'] = data['rqyl'] / 1000000
    data['rqmcl'] = data['rqmcl'] / 1000000
示例#25
0
 def sh_margins(self, conns, start, end):
     self.base = Base()
     self.financial_data = conns['financial_data']
     self.df = ts.sh_margins(start, end)
     self.base.batchwri(self.df, 'rongzirongquan_sh', self.financial_data)
示例#26
0
投资参考数据:
    一级:业绩预告、分配预案、限售解禁
    二级:基金持股、融资融券
    其它:新股上市
'''
#业绩预告(2017年第4季度)
Forecast_data = ts.forecast_data(2017, 4)
#分配预案(最近公布60条数据)
Profit_data = ts.profit_data(top=60)
#限售解禁(2017-12解禁股票)
Xsg_data = ts.xsg_data(year=2017, month=12)

#基金持股(2017年第4季度)
Fund_holdings = ts.fund_holdings(2017, 3)
#融资融券
Sh_margins = ts.sh_margins(start='2017-12-01', end='2017-12-15')  #总的
Sh_margin_details = ts.sh_margin_details(start='2017-12-01',
                                         end='2017-12-15',
                                         symbol='601989')  #指定股票
Sz_margins = ts.sz_margins(start='2017-12-01', end='2017-12-14')  #总
Sz_margin_details = ts.sz_margin_details('2017-12-14')  #个股列表

#新股上市
New_stocks = ts.new_stocks()
'''
数据储存:csv,mysql
'''
#csv
import os
filename = 'D:/VNPY/bigfile.csv'
for code in ['000875', '600848', '000981']:
示例#27
0
    retry_count:当网络异常后重试次数,默认为3
    pause:重试时停顿秒数,默认为0

返回值说明:

    opDate:信用交易日期
    rzye:本日融资余额(元)
    rzmre: 本日融资买入额(元)
    rqyl: 本日融券余量
    rqylje: 本日融券余量金额(元)
    rqmcl: 本日融券卖出量
    rzrqjyzl:本日融资融券余额(元)

'''

ts.sh_margins(start='2017-01-01', end='2017-12-15')
'''
沪市融资融券明细数据

参数说明:

    date:日期 format:YYYY-MM-DD 默认为空’‘,数据返回最近交易日明细数据
    symbol:标的代码,6位数字e.g.600848,默认为空’‘
    start:开始日期 format:YYYY-MM-DD 默认为空’‘
    end:结束日期 format:YYYY-MM-DD 默认为空’‘
    retry_count:当网络异常后重试次数,默认为3
    pause:重试时停顿秒数,默认为0

返回值说明:

    opDate:信用交易日期
示例#28
0
 def margin_trading(self, stock):
     today = datetime.today().strftime("%Y-%m-%d")
     data = ts.sh_margins(start='2015-08-20', end=today)
示例#29
0
from download import DownLoad
from datetime import datetime

class StockInfo(object):
    def __init__(self, stock):
        self.dl = DownLoad()

    def reference_info(self, stock):
        data = ts.profit_data(top=60)
        data.sort('shares',ascending=False)
        print data[data.shares>=10]

    def forcast_data(self,stock):
        data = ts.forecast_data(2015,3)
        print data[-100:]

    def new_stock(self, stock):
        pass

    def margin_trading(self, stock):
        today = datetime.today().strftime("%Y-%m-%d")
        data = ts.sh_margins(start='2015-08-20', end=today)
if __name__ == '__main__':
    data = ts.sh_margins(start='2015-10-20', end='2015-10-28')
    data['rzye'] = data['rzye']/100000000
    data['rzmre'] = data['rzmre']/100000000
    data['rqyl'] = data['rqyl']/1000000
    data['rqmcl'] = data['rqmcl']/1000000

    
示例#30
0
def load_data():
    start_date=get_date_add_days(get_max_date_sh_margins(),1)
    print(start_date,end_date)
    rs=ts.sh_margins(start=start_date, end=end_date)
    pd.DataFrame.to_sql(rs, table_name, con=conn, flavor='mysql', if_exists='append', index=False)
示例#31
0
文件: rzrq.py 项目: halyma/lionfish
import matplotlib.pyplot as plt
import tushare as ts
from jaqs.data import DataApi

if __name__ == '__main__':
    _start_date = '2014-01-01'
    _end_date = '2018-02-02'

    phone = '13706519134'
    token = 'eyJhbGciOiJIUzI1NiJ9.eyJjcmVhdGVfdGltZSI6IjE1MTM0ODE2NTM4MTAiLCJpc3MiOiJhdXRoMCIsImlkIjoiMTM3MDY1MTkxMzQifQ.6wOPdEDGnSBwMzb3dDVp_8LPBT0UbHqnFFvCc15bL_U'

    api = DataApi("tcp://data.tushare.org:8910")
    df, msg = api.login(phone, token)

    #获取融资余额
    df1 = ts.sh_margins(start=_start_date, end=_end_date)
    df1.index = pd.to_datetime(df1.opDate)
    df1.sort_index(inplace=True)

    #获取上证日收盘价
    df_sh, msg = api.daily(symbol='000001.SH', start_date=_start_date, end_date = _end_date, fields = '', freq = '1d')
    df_sh.trade_date = pd.Series(df_sh.trade_date, index=df_sh.index, dtype=str)
    df_sh.index = pd.to_datetime(df_sh.trade_date)
    df_sh.sort_index(inplace=True)

    df_a = df1['rzye']/100000000
    df_b = df_sh['close']

    fig = plt.figure()
    ax1 = fig.add_subplot(111)
    ax1.set_xlabel('Daily')
示例#32
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#coding=utf-8
'''
Created on 2015年6月4日

@author: Administrator
'''
import tushare as ts

# 分配预案
#每到季报、年报公布的时段,就经常会有上市公司利润分配预案发布,而一些高送转高分红的股票往往会成为市场炒作的热点。
df = ts.profit_data(top=60)
df.sort('shares',ascending=False)
df[df.shares>=10]#选择每10股送转在10以上的

# 业绩预告
ts.forecast_data(2014,2)#获取2014年中报的业绩预告数据

# 限售股解禁
# 以月的形式返回限售股解禁情况,通过了解解禁股本的大小,判断股票上行的压力。可通过设定年份和月份参数获取不同时段的数据。
ts.xsg_data()

# 新股数据
ts.new_stocks()

# 融资融券
ts.sh_margins(start='2015-01-01', end='2015-04-19')
ts.sz_margins(start='2015-01-01', end='2015-04-19')
#如果不设symbol参数或者开始和结束日期时段设置过长,数据获取可能会比较慢,建议分段分步获取,比如一年为一个周期
ts.sh_margin_details(start='2015-01-01', end='2015-04-19', symbol='601989')
ts.sz_margin_details('2015-04-20')
	def getShMargins(self):
		file_name = self.startDate+'_'+self.endDate+'_sh_margins.csv'
		path = self.index + self.index_sh_margins + file_name
		data = ts.sh_margins(start = self.startDate, end = self.endDate)
		data.to_csv(path, encoding='utf-8')
		print(file_name)
示例#34
0
#coding=utf-8
'''
Created on 2015年7月3日

@author: Administrator
'''
import tushare as ts
startDate = '2015-06-01'
endDate = '2015-07-02'
df_sh = ts.sh_margins(start=startDate, end=endDate)
df_sh.to_csv(r'd:\stock\shMargin.csv',index = False)
df_sz = ts.sz_margins(start=startDate, end=endDate)
df_sz.to_csv(r'd:\stock\szMargin.csv',index = False)
print 'finished'
示例#35
0
async def do_main_task():
	day = time.strftime("%Y-%m-%d", time.localtime())
	print(day)
	day = "2016-02-26"
	# r = await asyncio.sleep(1)
	cursor = db.tasks.find({"date":day})
	status = 0
	for document in cursor:
		status = document["status"]
	# 获取指数
	if status < 1:
		print("task 1")
		df = ts.get_index()
		indexes = json.loads(df.to_json(orient='records'))
		for index in indexes:
			# print(index)
			index["date"] = day
			db.index_data.insert(index)
		status = 1
		db.tasks.update({"date":day}, {"date":day, "status":status}, upsert=True)	

	# 刷新股票列表,刷新股票交易数据
	if status < 2:
		print("task 2")
		df = ts.get_stock_basics()
		df.reset_index(level=0, inplace=True)
		df = df[['code','name','industry','area','pe','outstanding','totals','totalAssets','liquidAssets','fixedAssets','reserved','reservedPerShare','bvps','pb','timeToMarket']]
		stocks = json.loads(df.to_json(orient='records'))
		print("getting stock list")
		for stock in stocks:
			# print(stock)
			db.stocks.update_one({"code":stock["code"]}, {"$set":stock}, upsert=True)
		
		for stock in stocks:
			one_data = db.his_data.find_one({"code":stock["code"], "date":day})
			if one_data != None:
				continue
			
			try:
				df = ts.get_hist_data(stock["code"], start=day, end=day)
				h_data = json.loads(df.to_json(orient='records'))
				if len(h_data) > 0:
					print("get %s his data " % stock["code"])
					h_data = h_data[0]
					h_data["date"] = day
					h_data["code"] = stock["code"]
					db.his_data.update_one({"code":stock["code"], "date":day}, {"$set":h_data}, upsert=True)
			except Exception as e:
				print(e)

		status = 2
		db.tasks.update({"date":day}, {"date":day, "status":status}, upsert=True)
	
	if status < 3 :
		up_top = db.his_data.count({"date":day, "p_change":{"$gt":9.8}})
		down_top = db.his_data.count({"date":day, "p_change":{"$lt":-9.8}})
		up_num = db.his_data.count({"date":day, "p_change":{"$gte":0}})
		down_num = db.his_data.count({"date":day, "p_change":{"$lt":0}})

		db.day_stat.update_one({"date":day}, {"$set":{"date":day, "up_top":up_top, "down_top":down_top, "up_num":up_num, "down_num":down_num}}, upsert=True)
		status = 3
		db.tasks.update({"date":day}, {"date":day, "status":status}, upsert=True)

	if status < 4 :
		df = ts.sh_margins(start=day, end=day)
		sh_margin = json.loads(df.to_json(orient='records'))
		# print(sh_margin)
		sh_margin = sh_margin[0]
		db.day_stat.update_one({"date":day}, {"$set":{"sh_rzye":sh_margin["rzye"]}}, upsert=True)

		status = 4
		db.tasks.update({"date":day}, {"date":day, "status":status}, upsert=True)		
	print(status)
示例#36
0
    def dealMarginData(self, startDate, endDate):

        dbtable_sh = self.magin_sh

        dbtable_sz = self.magin_sz

        engine = self.engine

        #生成目录字典

        allTimedf = self.getAllTrdingDate(startDate, endDate)

        if len(allTimedf) > 0:

            allTimelist = list(allTimedf)

            #获取每天融资融券数据
            for atl in allTimelist:

                #上海融资融券数据
                marginSh_df = pd.DataFrame()

                #深圳融资融券数据
                marginSz_df = pd.DataFrame()

                #深圳融资融券数据
                marginTmp_df = pd.DataFrame()

                #获取沪市融资融券汇总数据
                allsh_df = ts.sh_margins(start=atl, end=atl)

                marginTmp_df['mt_rzye'] = allsh_df['rzye']
                marginTmp_df['mt_rzmre'] = allsh_df['rzmre']

                marginTmp_df['mt_rzche'] = 0
                marginTmp_df['mt_rqyl'] = allsh_df['rqyl']

                marginTmp_df['mt_rqylje'] = allsh_df['rqylje']
                marginTmp_df['mt_rqmcl'] = allsh_df['rqmcl']

                marginTmp_df['mt_rqchl'] = 0
                marginTmp_df['mt_rzrqjyzl'] = allsh_df['rzrqjyzl']

                marginTmp_df['mt_code'] = '000002'
                marginTmp_df['mt_name'] = u'上海A股'
                marginTmp_df['mt_date'] = atl

                marginSh_df = marginSh_df.append(marginTmp_df)

                #获取沪市融资融券个股数据
                allsh_df = ts.sh_margin_details(start=atl, end=atl)

                marginTmp_df = pd.DataFrame()

                marginTmp_df['mt_code'] = allsh_df['stockCode']
                marginTmp_df['mt_name'] = allsh_df['securityAbbr']
                marginTmp_df['mt_date'] = allsh_df['opDate']

                marginTmp_df['mt_rzye'] = allsh_df['rzye']
                marginTmp_df['mt_rzmre'] = allsh_df['rzmre']

                marginTmp_df['mt_rzche'] = allsh_df['rzche']
                marginTmp_df['mt_rqyl'] = allsh_df['rqyl']

                marginTmp_df['mt_rqylje'] = 0
                marginTmp_df['mt_rqmcl'] = allsh_df['rqmcl']

                marginTmp_df['mt_rqchl'] = allsh_df['rqchl']
                marginTmp_df['mt_rzrqjyzl'] = 0

                marginSh_df = marginSh_df.append(marginTmp_df)

                marginSh_series = marginSh_df['mt_date'].astype('str')

                marginSh_index = marginSh_series.values

                marginSh_df = marginSh_df.set_index(marginSh_index)

                #获取深市融资融券汇总数据
                allsz_df = ts.sz_margins(start=atl, end=atl)

                marginTmp_df = pd.DataFrame()

                marginTmp_df['mt_rzmre'] = allsz_df['rzmre']
                marginTmp_df['mt_rzye'] = allsz_df['rzye']

                marginTmp_df['mt_rqmcl'] = allsz_df['rqmcl']
                marginTmp_df['mt_rqyl'] = allsz_df['rqyl']

                marginTmp_df['mt_rqye'] = allsz_df['rqye']
                marginTmp_df['mt_rzrqye'] = allsz_df['rzrqye']

                marginTmp_df['mt_code'] = '399107'
                marginTmp_df['mt_name'] = u'深圳A股'
                marginTmp_df['mt_date'] = atl

                marginSz_df = marginSz_df.append(marginTmp_df)

                #获取深市融资融券个股数据
                allsz_df = ts.sz_margin_details(atl)

                #清空tmp表
                marginTmp_df = pd.DataFrame()

                marginTmp_df['mt_code'] = allsz_df['stockCode']
                marginTmp_df['mt_name'] = allsz_df['securityAbbr']
                marginTmp_df['mt_date'] = allsz_df['opDate']

                marginTmp_df['mt_rzmre'] = allsz_df['rzmre']
                marginTmp_df['mt_rzye'] = allsz_df['rzye']

                marginTmp_df['mt_rqmcl'] = allsz_df['rqmcl']
                marginTmp_df['mt_rqyl'] = allsz_df['rqyl']

                marginTmp_df['mt_rqye'] = allsz_df['rqye']
                marginTmp_df['mt_rzrqye'] = allsz_df['rzrqye']

                marginSz_df = marginSz_df.append(marginTmp_df)

                marginSz_series = marginSz_df['mt_date'].astype('str')

                marginSz_index = marginSz_series.values

                marginSz_df = marginSz_df.set_index(marginSz_index)

                marginSh_df.to_sql(dbtable_sh, con=engine, if_exists='append')

                marginSz_df.to_sql(dbtable_sz, con=engine, if_exists='append')

                print atl

        m = 1
示例#37
0
import tushare as ts

# 获取分配预案数据
df = ts.profit_data(top=60)

# 业绩预告
# 按年度、季度获取业绩预告数据,接口提供从1998年以后每年的业绩预告数据,需指定年度、季度两个参数。
fd = ts.forecast_data(2014, 2)
print(fd)

# 限售股解禁
# 以月的形式返回限售股解禁情况,通过了解解禁股本的大小,判断股票上行的压力。可通过设定年份和月份参数获取不同时段的数据。
xsg = ts.xsg_data()

# 基金持股
# 获取每个季度基金持有上市公司股票的数据。
fh = ts.fund_holdings(2014, 4)
print(fh)

# 新股数据
ns = ts.new_stocks()
print(ns)

# 融资融券(沪市)
# 沪市的融资融券数据从上海证券交易所网站直接获取,提供了有记录以来的全部汇总和明细数据。根据上交所网站提示:数据根据券商申报的数据汇总,由券商保证数据的真实、完整、准确。
sm = ts.sh_margins(start='2015-01-01', end='2015-04-19')
print(sm)

# 融资融券(深市)
ts.sz_margins(start='2015-01-01', end='2015-04-19')
示例#38
0
import sys
sys.path.append('/home/renlei/work/stock/tushare' )
import tushare as ts

# This program accept 3 parameters:
# python3 index_sh.py <start_date> <end_date> <data_file>
start = sys.argv[1]
end = sys.argv[2]
data_file = sys.argv[3]

results = ts.sh_margins(start=start, end=end )
results.to_json(data_file, orient='records' )
示例#39
0
import pymysql
import re

if __name__ == '__main__':
    cons = ts.get_apis()

    # 建立数据库连接,剔除已入库的部分
    db = pymysql.connect(host='127.0.0.1',
                         user='******',
                         passwd='admin',
                         db='stock',
                         charset='utf8')
    cursor = db.cursor()

    try:
        temp_day = ts.sh_margins(start='2016-01-01', end='2018-02-15')
        for i in range(temp_day.shape[0]):
            resu0 = list(temp_day.ix[i])
            print(resu0)
            try:
                sql_insert = "insert into stock_rzrq(state_dt,ctype,rzye,rqye)values('%s','%s','%.2f','%.2f')" % (
                    str(resu0[0]), 'SH', float(resu0[1]), float(resu0[4]))
                cursor.execute(sql_insert)
                db.commit()
            except Exception as exp:
                print(exp)
                continue
    except Exception as ex:
        print(ex)

    try: