hikyuu2/hikyuu/tools/maintain/pytdx_to_mysql.py

# coding:utf-8
#
# The MIT License (MIT)
#
# Copyright (c) 2010-2017 fasiondog/hikyuu
#
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:
#
# The above copyright notice and this permission notice shall be included in all
# copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
# SOFTWARE.

import sys
import math
import datetime
from pytdx.hq import TDXParams

import mysql.connector

from common import MARKETID, STOCKTYPE, get_stktype_list
from mysql_common import (create_database, get_marketid,
                          get_codepre_list, get_stock_list,
                          get_table, get_lastdatetime)
from weight_to_mysql import qianlong_import_weight


def ProgressBar(cur, total):
    percent = '{:.0%}'.format(cur / total)
    sys.stdout.write('\r')
    sys.stdout.write("[%-50s] %s" % ('=' * int(math.floor(cur * 50 / total)),percent))
    sys.stdout.flush()


def to_pytdx_market(market):
    """转换为pytdx的market"""
    pytdx_market = {'SH': TDXParams.MARKET_SH, 'SZ': TDXParams.MARKET_SZ}
    return pytdx_market[market.upper()]


def import_stock_name(connect, api, market, quotations=None):
    """更新每只股票的名称、当前是否有效性、起始日期及结束日期
        如果导入的代码表中不存在对应的代码，则认为该股已失效

        :param connect: sqlite3实例
        :param api: pytdx接口，必须在函数外进行连接
        :param market: 'SH' | 'SZ'
        :param quotations: 待导入的行情类别，空为导入全部 'stock' | 'fund' | 'bond' | None
    """
    cur = connect.cursor()

    newStockDict = {}
    pytdx_market = to_pytdx_market(market.upper())
    stk_count = api.get_security_count(pytdx_market)

    for i in range(int(stk_count/1000)+1):
        stock_list = api.get_security_list(pytdx_market, i * 1000)
        for stock in stock_list:
            newStockDict[stock['code']] = stock['name']

    marketid = get_marketid(connect, market)

    stktype_list = get_stktype_list(quotations)
    cur.execute("select stockid, code, name, valid from `hku_base`.`stock` where marketid={} and type in {}"
                    .format(marketid, stktype_list))
    a = cur.fetchall()
    oldStockDict = {}
    for oldstock in a:
        oldstockid, oldcode, oldname, oldvalid = oldstock[0], oldstock[1], oldstock[2], int(oldstock[3])
        oldStockDict[oldcode] = oldstockid

        # 新的代码表中无此股票，则置为无效
        if (oldvalid == 1) and (oldcode not in newStockDict):
            cur.execute("update `hku_base`.`stock` set valid=0 where stockid=%i" % oldstockid)

        # 股票名称发生变化，更新股票名称;如果原无效，则置为有效
        if oldcode in newStockDict:
            if oldname != newStockDict[oldcode]:
                cur.execute("update `hku_base`.`stock` set name='%s' where stockid=%i" %
                            (newStockDict[oldcode], oldstockid))
            if oldvalid == 0:
                cur.execute("update `hku_base`.`stock` set valid=1, endDate=99999999 where stockid=%i" % oldstockid)

    # 处理新出现的股票
    codepre_list = get_codepre_list(connect, marketid, quotations)

    today = datetime.date.today()
    today = today.year * 10000 + today.month * 100 + today.day
    count = 0
    for code in newStockDict:
        if code not in oldStockDict:
            for codepre in codepre_list:
                length = len(codepre[0])
                if code[:length] == codepre[0]:
                    count += 1
                    #print(market, code, newStockDict[code], codepre)
                    sql = "insert into `hku_base`.`Stock` (marketid, code, name, type, valid, startDate, endDate) \
                           values (%s, '%s', '%s', %s, %s, %s, %s)" \
                          % (marketid, code, newStockDict[code], codepre[1], 1, today, 99999999)
                    cur.execute(sql)
                    break

    #print('%s新增股票数：%i' % (market.upper(), count))
    connect.commit()
    cur.close()
    return count


def guess_day_n_step(last_datetime):
    last_date = int(last_datetime // 10000)
    today = datetime.date.today()

    last_y = last_date // 10000
    n = int((today.year - last_y + 1) * 250 // 800)

    step = 800
    if n < 1:
        last_m = last_date // 100 - last_y * 100
        last_d = last_date - (last_y * 10000 + last_m * 100)
        step = (today - datetime.date(last_y, last_m, last_d)).days

    return (n, step)

def guess_1min_n_step(last_datetime):
    last_date = int(last_datetime // 10000)
    today = datetime.date.today()

    last_y = last_date // 10000
    last_m = last_date // 100 - last_y * 100
    last_d = last_date - (last_y * 10000 + last_m * 100)

    n = int((today - datetime.date(last_y, last_m, last_d)).days * 240 // 800)
    step = 800
    if n < 1:
        step = (today - datetime.date(last_y, last_m, last_d)).days * 240
    elif n > 99:
        n = 99

    return (n, step)

def guess_5min_n_step(last_datetime):
    last_date = int(last_datetime // 10000)
    today = datetime.date.today()

    last_y = last_date // 10000
    last_m = last_date // 100 - last_y * 100
    last_d = last_date - (last_y * 10000 + last_m * 100)

    n = int((today - datetime.date(last_y, last_m, last_d)).days * 48 // 800)
    step = 800
    if n < 1:
        step = (today - datetime.date(last_y, last_m, last_d)).days * 48
    elif n > 99:
        n = 99

    return (n, step)


def import_one_stock_data(connect, api, market, ktype, stock_record):
    market = market.upper()
    pytdx_market = to_pytdx_market(market)

    stockid, marketid, code, valid, stktype = stock_record[0], stock_record[1], stock_record[2], stock_record[3], \
                                              stock_record[4]

    table = get_table(connect, market, code, ktype)
    last_datetime = get_lastdatetime(connect, table)
    if last_datetime is None:
        last_datetime = 199012191500

    today = datetime.date.today()
    if ktype == 'DAY':
        n, step = guess_day_n_step(last_datetime)
        pytdx_kline_type = TDXParams.KLINE_TYPE_RI_K
        today_datetime = (today.year * 10000 + today.month * 100 + today.day) * 10000

    elif ktype == '1MIN':
        n, step = guess_1min_n_step(last_datetime)
        pytdx_kline_type = TDXParams.KLINE_TYPE_1MIN
        today_datetime = (today.year * 10000 + today.month * 100 + today.day) * 10000 + 1500

    elif ktype == '5MIN':
        n, step = guess_5min_n_step(last_datetime)
        pytdx_kline_type = TDXParams.KLINE_TYPE_5MIN
        today_datetime = (today.year * 10000 + today.month * 100 + today.day) * 10000 + 1500
    else:
        return 0

    if today_datetime <= last_datetime:
        return 0

    get_bars = api.get_index_bars if stktype == STOCKTYPE.INDEX else api.get_security_bars

    buf = []
    while n >= 0:
        bar_list = get_bars(pytdx_kline_type, pytdx_market, code, n * 800, step)
        n -= 1
        if bar_list is None:
            #print(code, "invalid!!")
            continue

        for bar in bar_list:
            try:
                tmp = datetime.date(bar['year'], bar['month'], bar['day'])
                bar_datetime = (tmp.year * 10000 + tmp.month * 100 + tmp.day) * 10000
                if ktype != 'DAY':
                    bar_datetime += bar['hour'] * 100 + bar['minute']
            except:
                continue

            if today_datetime >= bar_datetime > last_datetime \
                    and bar['high'] >= bar['open'] >= bar['low'] > 0 \
                    and bar['high'] >= bar['close'] >= bar['low'] > 0 \
                    and bar['vol'] >= 0 and bar['amount'] >= 0:
                buf.append((bar_datetime, bar['open'], bar['high'], bar['low'],
                            bar['close'], bar['amount'] * 0.001,
                            bar['vol'] if stktype == 2 else round(bar['vol'] * 0.01)))

    if len(buf) > 0:
        cur = connect.cursor()
        sql = "INSERT INTO {tablename} (date, open, high, low, close, amount, count) " \
              "VALUES (%s, %s, %s, %s, %s, %s, %s)".format(tablename=table)
        cur.executemany(sql, buf)
        #connect.commit()
        #print(market, stock_record)

        if ktype == 'DAY':
            # 更新基础信息数据库中股票对应的起止日期及其有效标志
            if valid == 0:
                sql = "update `hku_base`.`stock` set valid=1, " \
                      "startdate=(select min(date)/10000 from {table}), " \
                      "enddate=(select max(date)/10000 from {table}) " \
                      "where stockid={stockid}".format(table=table, stockid=stockid)
                cur.execute("sql")
                #connect.commit()

            # 记录最新更新日期
            if (code == '000001' and marketid == MARKETID.SH) \
                    or (code == '399001' and marketid == MARKETID.SZ):
                sql = "update `hku_base`.`market` set lastdate=(select max(date)/10000 from {table}) " \
                      "where marketid={marketid}".format(table=table, marketid=marketid)
                try:
                    cur.execute(sql)
                except:
                    print(sql)

        connect.commit()

    return len(buf)


def import_data(connect, market, ktype, quotations, api, progress=ProgressBar):
    """导入通达信指定盘后数据路径中的K线数据。注：只导入基础信息数据库中存在的股票。

    :param connect   : sqlit3链接
    :param market    : 'SH' | 'SZ'
    :param ktype     : 'DAY' | '1MIN' | '5MIN'
    :param quotations: 'stock' | 'fund' | 'bond'
    :param src_dir   : 盘后K线数据路径，如上证5分钟线：D:\\Tdx\\vipdoc\\sh\\fzline
    :param dest_dir  : HDF5数据文件所在目录
    :param progress  : 进度显示函数
    :return: 导入记录数
    """
    add_record_count = 0
    market = market.upper()

    stock_list = get_stock_list(connect, market, quotations)

    total = len(stock_list)
    for i, stock in enumerate(stock_list):
        if stock[3] == 0:
            if progress:
                progress(i, total)
            continue

        this_count = import_one_stock_data(connect, api, market, ktype, stock)
        add_record_count += this_count
        """
        if this_count > 0:
            if ktype == 'DAY':
                update_hdf5_extern_data(h5file, market.upper() + stock[2], 'DAY')
            elif ktype == '5MIN':
                update_hdf5_extern_data(h5file, market.upper() + stock[2], '5MIN')
        """
        if progress:
            progress(i, total)

    connect.commit()
    return add_record_count


if __name__ == '__main__':
    import os
    import time
    starttime = time.time()

    host = '127.0.0.1'
    port = 3306
    usr = 'root'
    pwd = ''
    tdx_server = '119.147.212.81'
    tdx_port = 7709
    quotations = ['stock', 'fund']

    connect = mysql.connector.connect(user=usr, password=pwd, host=host, port=port)
    create_database(connect)

    from pytdx.hq import TdxHq_API, TDXParams
    api = TdxHq_API()
    api.connect(tdx_server, tdx_port)

    add_count = 0

    print("导入股票代码表")
    #add_count = import_stock_name(connect, api, 'SH', quotations)
    #add_count += import_stock_name(connect, api, 'SZ', quotations)
    print("新增股票数：", add_count)

    print("\n导入上证日线数据")
    add_count = import_data(connect, 'SH', 'DAY', quotations, api, progress=ProgressBar)
    print("\n导入数量：", add_count)

    """
    print("\n导入深证日线数据")
    add_count = import_data(connect, 'SZ', 'DAY', quotations, api, dest_dir, progress=ProgressBar)
    print("\n导入数量：", add_count)

    print("\n导入上证5分钟线数据")
    add_count = import_data(connect, 'SH', '5MIN', quotations, api, dest_dir, progress=ProgressBar)
    print("\n导入数量：", add_count)

    print("\n导入深证5分钟线数据")
    add_count = import_data(connect, 'SZ', '5MIN', quotations, api, dest_dir, progress=ProgressBar)
    print("\n导入数量：", add_count)

    print("\n导入上证分钟线数据")
    add_count = import_data(connect, 'SH', '1MIN', quotations, api, dest_dir, progress=ProgressBar)
    print("\n导入数量：", add_count)

    print("\n导入深证分钟线数据")
    add_count = import_data(connect, 'SZ', '1MIN', quotations, api, dest_dir, progress=ProgressBar)
    print("\n导入数量：", add_count)

    print("\n导入权息数据")
    print("正在下载权息数据...")
    import urllib.request
    net_file = urllib.request.urlopen('http://www.qianlong.com.cn/download/history/weight.rar', timeout=60)
    dest_filename = dest_dir + '/weight.rar'
    with open(dest_filename, 'wb') as file:
        file.write(net_file.read())

    print("下载完成，正在解压...")
    os.system('unrar x -o+ -inul {} {}'.format(dest_filename, dest_dir))

    print("解压完成，正在导入...")
    add_count = qianlong_import_weight(connect, dest_dir + '/weight', 'SH')
    add_count += qianlong_import_weight(connect, dest_dir + '/weight', 'SZ')
    print("导入数量：", add_count)
    """

    #for i in range(10):
    #    x = api.get_history_transaction_data(TDXParams.MARKET_SZ, '000001', (9-i)*2000, 2000, 20181112)
        #x = api.get_transaction_data(TDXParams.MARKET_SZ, '000001', (9-i)*800, 800)
    #    if x is not None and len(x) > 0:
    #        print(i, len(x), x[0], x[-1])


    api.disconnect()
    connect.close()

    endtime = time.time()
    print("\nTotal time:")
    print("%.2fs" % (endtime - starttime))
    print("%.2fm" % ((endtime - starttime) / 60))