def format_yh(self, information): super(Entrust, self).format_yh(information) if self.status == 'error': return 'error' if '委托序号' in information: self.entrust_no = information['委托序号'] self.entrust_status = information['状态说明'] self.stock_name = information['证券名称'] self.stock_code = information['证券代码'] self.entrust_price = information['委托价格'] self.entrust_amount = information['委托数量'] self.business_amount = information['成交数量'] if information['买卖标志'] == '买入': self.iotype = 'buy' elif information['买卖标志'] == '卖出': self.iotype = 'sell' self.time = date_time.str_to_date(information['委托时间'], '%H:%M:%S') else: self.entrust_no = information['entrust_num'] self.entrust_status = information['status'] self.stock_name = information['name'] self.stock_code = information['code'] self.entrust_price = information['price'] self.entrust_amount = information['volume'] self.business_amount = information['trans_vol'] if information['iotype'] == '买入': self.iotype = 'buy' elif information['iotype'] == '卖出': self.iotype = 'sell' self.time = date_time.str_to_date(information['time'], '%H:%M:%S') return True
def format_yh(self, information): super(Entrust, self).format_yh(information) if self.status == 'error': return 'error' if information.has_key(u'委托序号'): self.entrust_no = information[u'委托序号'] self.entrust_status = information[u'状态说明'] self.stock_name = information[u'证券名称'] self.stock_code = information[u'证券代码'] self.entrust_price = information[u'委托价格'] self.entrust_amount = information[u'委托数量'] self.business_amount = information[u'成交数量'] self.time = date_time.str_to_date(information[u'委托时间'], '%H:%M:%S') else: self.entrust_no = information[u'entrust_num'] self.entrust_status = information[u'status'] self.stock_name = information[u'name'] self.stock_code = information[u'code'] self.entrust_price = information[u'price'] self.entrust_amount = information[u'volume'] self.business_amount = information[u'trans_vol'] self.time = date_time.str_to_date(information[u'time'], '%H:%M:%S') return True
def get_tick_data(self, code, trade_date, expire=60 * 24 * 365 * 10): """ 获取一支股票一天的tick数据保存到本地 """ UT.check_dir(CT.TICK_DIR + code) file_path = CT.TICK_DIR + code + '/' + trade_date symbol = self._code_to_symbol(code) trade_date = date_time.date_to_str(date_time.str_to_date(trade_date), '%Y%m%d') expired = UT.check_file_expired(file_path, expire) if expired or not os.path.exists(file_path): d = ak.stock_zh_a_tick_tx(symbol, trade_date) #过掉当天没数据的 if d is None or len(d) < 10: return None d.to_csv(file_path, sep='\t') if not os.path.exists(file_path): return None #d = pd.read_csv(file_path, sep='\t', index_col=1) d = pd.read_csv(file_path, sep='\t', skiprows=0, parse_dates=True, header=0, index_col=0) #过掉当天没数据的 if d is None or len(d) < 10: return None return d
def _gen_tick_data_url(self, code, date): """ 生成历史tick数据获取链接 http://quotes.money.163.com/cjmx/2016/20160520/0600000.xls """ date = date_time.str_to_date(date) y = date_time.date_to_str(date, '%Y') d = date_time.date_to_str(date, '%Y%m%d') symbol = ne_symbol_of(code) if '' == symbol: return '' return self.tick_data_api % (y, d, symbol)
def format_yh(self, information): super(Deal, self).format_yh(information) if self.status == CT.BROKER_NAME_YINHE: return False # 当天的成交有 委托序号 if '委托序号' in information: self.entrust_no = information['委托序号'] self.stock_name = information['证券名称'] self.stock_code = information['证券代码'] self.business_price = information['成交价格'] self.business_amount = information['成交数量'] self.time = date_time.str_to_date(information['成交日期'] + information['成交时间'], '%Y%m%d%H:%M:%S') return True
def format_xq(self, information): super(Entrust, self).format_yh(information) if self.status == Status.STATUS_ERR: return False self.entrust_no = information['entrust_no'] self.entrust_status = information['entrust_status'] self.stock_name = information['stock_name'] self.stock_code = symbol.code_from_symbol(information['stock_code']) self.entrust_price = information['entrust_price'] self.entrust_amount = information['entrust_amount'] self.business_amount = information['business_amount'] self.time = date_time.str_to_date(information['report_time'], '%Y-%m-%d %H:%M:%S') return True
def get_symbol_tick_data_since(symbol, date): """ 获取一支股票从指定日期至今所有的tick数据 -------- symbol: string,000001 date: string,1900-01-01 """ since = date_time.str_to_date(date) today = datetime.datetime.today() days = (today - since).days t = TushareQuotation() for delta in range(0, days + 1): day = date_time.compute_date(since, delta) t.get_tick_data(symbol, day) return True
def format_yh(self, information): super(Deal, self).format_yh(information) if self.status == 'error': return 'error' #当天的成交有 委托序号 if information.has_key(u'委托序号'): self.entrust_no = information[u'委托序号'] self.stock_name = information[u'证券名称'] self.stock_code = information[u'证券代码'] self.business_price = information[u'成交价格'] self.business_amount = information[u'成交数量'] self.time = date_time.str_to_date( information[u'成交日期'] + information[u'成交时间'], '%Y%m%d%H:%M:%S') return True