更新mysql数据导入

hikyuu/data/common_mysql.py

@@ -23,11 +23,12 @@
 # SOFTWARE.
 
 import os
+import datetime
 from pathlib import Path
 
 import mysql.connector
 
-from .common import MARKETID, get_stktype_list
+from hikyuu.data.common import MARKETID, get_stktype_list
 
 
 def is_exist_db(connect):
@@ -117,9 +118,27 @@ def get_stock_list(connect, market, quotations):
 
 
 def get_table(connect, market, code, ktype):
-    """note: ktype: 'DAY' | 'MIN' | 'MIN5' """
     cur = connect.cursor()
-    schema = "{market}_{ktype}".format(market=market, ktype=ktype).lower()
+    ktype_dict = {
+        'day': 'day',
+        'week': 'week',
+        'month': 'month',
+        'quarter': 'quarter',
+        'halfyear': 'halfyear',
+        'year': 'year',
+        'min': 'min',
+        '1min': 'min',
+        '5min': 'min5',
+        '15min': 'min15',
+        '30min': 'min30',
+        '60min': 'min60',
+        'min1': 'min',
+        'min5': 'min5',
+        'min15': 'min15',
+        'min30': 'min30',
+        'min60': 'min60',
+    }
+    schema = "{market}_{ktype}".format(market=market, ktype=ktype_dict[ktype.lower()]).lower()
     cur.execute("SELECT 1 FROM information_schema.SCHEMATA where SCHEMA_NAME='{}'".format(schema))
     a = cur.fetchone()
     if not a:
@@ -164,6 +183,281 @@ def get_lastdatetime(connect, tablename):
     return a[0]
 
 
+def update_extern_data(connect, market, code, data_type):
+    """更新周线、月线、15分钟线等扩展数据索引"""
+    def getWeekDate(olddate):
+        y = olddate // 100000000
+        m = olddate // 1000000 - y * 100
+        d = olddate // 10000 - (y * 10000 + m * 100)
+        tempdate = datetime.date(y, m, d)
+        # python中周一是第0天，周五的第4天
+        startdate = tempdate + datetime.timedelta(0 - tempdate.weekday())
+        enddate = tempdate + datetime.timedelta(4 - tempdate.weekday())
+        return (
+            startdate.year * 100000000 + startdate.month * 1000000 + startdate.day * 10000,
+            enddate.year * 100000000 + enddate.month * 1000000 + enddate.day * 10000
+        )
+
+    def getMonthDate(olddate):
+        y = olddate // 100000000
+        m = olddate // 1000000 - y * 100
+        import calendar
+        _, d = calendar.monthrange(y, m)
+        return (y * 100000000 + m * 1000000 + 10000, y * 100000000 + m * 1000000 + d * 10000)
+
+    def getQuarterDate(olddate):
+        startDict = {1: 1, 2: 1, 3: 1, 4: 4, 5: 4, 6: 4, 7: 7, 8: 7, 9: 7, 10: 10, 11: 10, 12: 10}
+        endDict = {1: 3, 2: 3, 3: 3, 4: 6, 5: 6, 6: 6, 7: 9, 8: 9, 9: 9, 10: 12, 11: 12, 12: 12}
+        d_dict = {3: 310000, 6: 300000, 9: 300000, 12: 310000}
+        y = olddate // 100000000
+        m = olddate // 1000000 - y * 100
+        start_m = startDict[m]
+        end_m = endDict[m]
+        return (
+            y * 100000000 + start_m * 1000000 + 10000,
+            y * 100000000 + end_m * 1000000 + d_dict[end_m]
+        )
+
+    def getHalfyearDate(olddate):
+        y = olddate // 100000000
+        m = olddate // 1000000 - y * 100
+        return (
+            y * 100000000 + (1010000 if m < 7 else 7010000),
+            y * 100000000 + (6300000 if m < 7 else 12310000)
+        )
+
+    def getYearDate(olddate):
+        y = olddate // 100000000
+        return (y * 100000000 + 1010000, y * 100000000 + 12310000)
+
+    def getMin60Date(olddate):
+        mint = olddate - olddate // 10000 * 10000
+        newdate = olddate // 10000 * 10000
+        if mint <= 1030:
+            startdate = newdate + 931
+            enddate = newdate + 1030
+        elif mint <= 1130:
+            startdate = newdate + 1031
+            enddate = newdate + 1130
+        elif mint <= 1400:
+            startdate = newdate + 1301
+            enddate = newdate + 1400
+        else:
+            startdate = newdate + 1401
+            enddate = newdate + 1500
+        return (startdate, enddate)
+
+    def getMin15Date(olddate):
+        mint = olddate - olddate // 10000 * 10000
+        newdate = olddate // 10000 * 10000
+        if mint <= 945:
+            startdate = newdate + 931
+            enddate = newdate + 945
+        elif mint <= 1000:
+            startdate = newdate + 946
+            enddate = newdate + 1000
+        elif mint <= 1015:
+            startdate = newdate + 1001
+            enddate = newdate + 1015
+        elif mint <= 1030:
+            startdate = newdate + 1016
+            enddate = newdate + 1030
+        elif mint <= 1045:
+            startdate = newdate + 1031
+            enddate = newdate + 1045
+        elif mint <= 1100:
+            startdate = newdate + 1046
+            enddate = newdate + 1100
+        elif mint <= 1115:
+            startdate = newdate + 1101
+            enddate = newdate + 1115
+        elif mint <= 1130:
+            startdate = newdate + 1116
+            enddate = newdate + 1130
+        elif mint <= 1315:
+            startdate = newdate + 1301
+            enddate = newdate + 1315
+        elif mint <= 1330:
+            startdate = newdate + 1316
+            enddate = newdate + 1330
+        elif mint <= 1345:
+            startdate = newdate + 1331
+            enddate = newdate + 1345
+        elif mint <= 1400:
+            startdate = newdate + 1346
+            enddate = newdate + 1400
+        elif mint <= 1415:
+            startdate = newdate + 1401
+            enddate = newdate + 1415
+        elif mint <= 1430:
+            startdate = newdate + 1416
+            enddate = newdate + 1430
+        elif mint <= 1445:
+            startdate = newdate + 1431
+            enddate = newdate + 1445
+        else:
+            startdate = newdate + 1446
+            enddate = newdate + 1500
+        return (startdate, enddate)
+
+    def getMin30Date(olddate):
+        mint = olddate - olddate // 10000 * 10000
+        newdate = olddate // 10000 * 10000
+        if mint <= 1000:
+            startdate = newdate + 931
+            enddate = newdate + 1000
+        elif mint <= 1030:
+            startdate = newdate + 1001
+            enddate = newdate + 1030
+        elif mint <= 1100:
+            startdate = newdate + 1031
+            enddate = newdate + 1100
+        elif mint <= 1130:
+            startdate = newdate + 1101
+            enddate = newdate + 1130
+        elif mint <= 1330:
+            startdate = newdate + 1301
+            enddate = newdate + 1330
+        elif mint <= 1400:
+            startdate = newdate + 1331
+            enddate = newdate + 1400
+        elif mint <= 1430:
+            startdate = newdate + 1401
+            enddate = newdate + 1430
+        else:
+            startdate = newdate + 1431
+            enddate = newdate + 1500
+        return (startdate, enddate)
+
+    def getNewDate(index_type, olddate):
+        if index_type == 'week':
+            return getWeekDate(olddate)
+        elif index_type == 'month':
+            return getMonthDate(olddate)
+        elif index_type == 'quarter':
+            return getQuarterDate(olddate)
+        elif index_type == 'halfyear':
+            return getHalfyearDate(olddate)
+        elif index_type == 'year':
+            return getYearDate(olddate)
+        elif index_type == 'min15':
+            return getMin15Date(olddate)
+        elif index_type == 'min30':
+            return getMin30Date(olddate)
+        elif index_type == 'min60':
+            return getMin60Date(olddate)
+        else:
+            return None
+
+    if data_type.lower() == 'day':
+        index_list = ('week', 'month', 'quarter', 'halfyear', 'year')
+        #index_list = ('week', )
+        base_table = get_table(connect, market, code, 'day')
+    else:
+        index_list = ('min15', 'min30', 'min60')
+        #index_list = ('min15', )
+        base_table = get_table(connect, market, code, 'min5')
+
+    base_lastdate = get_lastdatetime(connect, base_table)
+    if base_lastdate is None:
+        return
+
+    for index_type in index_list:
+        index_table = get_table(connect, market, code, index_type)
+        index_last_date = get_lastdatetime(connect, index_table)
+
+        # 获取当前日期大于等于索引表最大日期的基础表日期列表
+        cur = connect.cursor()
+        if index_last_date is None:
+            cur.execute(
+                'select date, open, high, low, close, amount, count from {} order by date asc '.
+                format(base_table)
+            )
+        else:
+            start_date, _ = getNewDate(index_type, index_last_date)
+            cur.execute(
+                'select date, open, high, low, close, amount, count from {} where date>={}'.format(
+                    base_table, start_date
+                )
+            )
+        base_list = [x for x in cur]
+        cur.close()
+
+        last_start_date = 199012010000
+        last_end_date = 199012010000
+
+        update_buffer = []
+        insert_buffer = []
+        #for current_base in base_list:
+        length_base_all = len(base_list)
+        for x in range(length_base_all):
+            current_date = base_list[x][0]
+            if current_date <= last_end_date:
+                continue
+            last_start_date, last_end_date = getNewDate(index_type, current_date)
+
+            #cur = connect.cursor()
+            #cur.execute(
+            #    'select date, open, high, low, close, amount, count from {} \
+            #    where date>={} and date<={} order by date asc'.format(
+            #        base_table, last_start_date, last_end_date
+            #    )
+            #)
+            #base_record_list = [r for r in cur]
+            #cur.close()
+            base_record_list = []
+            start_ix = x
+            ix_date = current_date
+            while start_ix < length_base_all and \
+                    ix_date >= last_start_date and ix_date <= last_end_date:
+                base_record_list.append(base_list[start_ix])
+                ix_date = base_list[start_ix][0]
+                start_ix += 1
+
+            if not base_record_list:
+                continue
+
+            length = len(base_record_list)
+            open_price = base_record_list[0][1]
+            high_price = base_record_list[0][2]
+            low_price = base_record_list[0][3]
+            close_price = base_record_list[length - 1][4]
+            amount = base_record_list[0][5]
+            count = base_record_list[0][6]
+            for i in range(1, length):
+                if base_record_list[i][2] > high_price:
+                    high_price = base_record_list[i][2]
+                if base_record_list[i][3] < low_price:
+                    low_price = base_record_list[i][3]
+                amount += base_record_list[i][5]
+                count += base_record_list[i][6]
+            if last_end_date == index_last_date:
+                update_buffer.append(
+                    (open_price, high_price, low_price, close_price, amount, count, last_end_date)
+                )
+            else:
+                insert_buffer.append(
+                    (last_end_date, open_price, high_price, low_price, close_price, amount, count)
+                )
+
+        if update_buffer:
+            cur = connect.cursor()
+            cur.executemany(
+                "update {} set open=%s, high=%s, low=%s, close=%s, amount=%s, count=%s \
+                 where date=%s".format(index_table), update_buffer
+            )
+            connect.commit()
+            cur.close()
+        if insert_buffer:
+            cur = connect.cursor()
+            cur.executemany(
+                "insert into {} (date, open, high, low, close, amount, count) \
+                 values (%s, %s, %s, %s, %s, %s, %s)".format(index_table), insert_buffer
+            )
+            connect.commit()
+            cur.close()
+
+
 if __name__ == '__main__':
     host = '127.0.0.1'
     port = 3306
@@ -172,18 +466,5 @@ if __name__ == '__main__':
 
     cnx = mysql.connector.connect(user=usr, password=pwd, host=host, port=port)
 
-    create_database(cnx)
+    update_extern_data(cnx, 'SH', '000001', 'day')
-    #print(get_codepre_list(cnx, 2, ['stock']))
+    cnx.close()
-    #update_last_date(cnx, 1, 20180101)
-    #print(get_last_date(cnx, 1))
-    #print(get_stock_list(cnx, 'sh', ['stock']))
-    #print(get_lastdatetime(cnx, "`hb__min`.`bch_usd`"))
-    print(get_table(cnx, 'sh', '000001', 'MIN'))
-
-    from pathlib import Path
-    #x = list(Path("./mysql_upgrade").glob("*.sql"))
-    #print(x)
-
-    cur = cnx.cursor()
-    cur.close()
-    cnx.commit()

hikyuu/data/mysql_upgrade/createdb.sql

@@ -28,7 +28,7 @@ CREATE TABLE `hku_base`.`stkweight` (
 	`totalCount` DOUBLE UNSIGNED NOT NULL,
 	`freeCount` DOUBLE UNSIGNED NOT NULL,
 	PRIMARY KEY (`id`),
-	INDEX `stockid` (`stockid`)
+	INDEX `ix_stockid_date` (`stockid`, `date`)
 )
 COLLATE='utf8_general_ci'
 ENGINE=InnoDB

hikyuu/data/pytdx_to_mysql.py

@@ -31,7 +31,8 @@ import mysql.connector
 
 from .common import MARKETID, STOCKTYPE, get_stktype_list
 from .common_mysql import (
-    create_database, get_marketid, get_codepre_list, get_stock_list, get_table, get_lastdatetime
+    create_database, get_marketid, get_codepre_list, get_stock_list, get_table, get_lastdatetime,
+    update_extern_data
 )
 from .weight_to_mysql import qianlong_import_weight
 
@@ -316,13 +317,12 @@ def import_data(
 
         this_count = import_one_stock_data(connect, api, market, ktype, stock, startDate)
         add_record_count += this_count
-        """
         if this_count > 0:
             if ktype == 'DAY':
-                update_hdf5_extern_data(h5file, market.upper() + stock[2], 'DAY')
+                update_extern_data(connect, market.upper(), stock[2], 'DAY')
             elif ktype == '5MIN':
-                update_hdf5_extern_data(h5file, market.upper() + stock[2], '5MIN')
+                update_extern_data(connect, market.upper(), stock[2], '5MIN')
-        """
+
         if progress:
             progress(i, total)
 

hikyuu/data/pytdx_weight_to_mysql.py

@@ -178,7 +178,7 @@ if __name__ == '__main__':
     host = '127.0.0.1'
     port = 3306
     usr = 'root'
-    pwd = 'Hikyuu2020*'
+    pwd = ''
     tdx_server = '119.147.212.81'
     tdx_port = 7709
     quotations = ['stock', 'fund']

hikyuu_cpp/hikyuu/data_driver/kdata/mysql/MySQLKDataDriver.cpp

@@ -65,9 +65,10 @@ KRecordList MySQLKDataDriver::_getKRecordList(const string& market, const string
         return result;
     };
 
+    try {
         KRecordTable r(market, code, kType);
-    SQLStatementPtr st = con->getStatement(
+        SQLStatementPtr st = con->getStatement(fmt::format(
-      fmt::format("{} order by date limit {}, {}", r.getSelectSQL(), start_ix, end_ix - start_ix));
+          "{} order by date limit {}, {}", r.getSelectSQL(), start_ix, end_ix - start_ix));
 
         st->exec();
         while (st->moveNext()) {
@@ -87,6 +88,9 @@ KRecordList MySQLKDataDriver::_getKRecordList(const string& market, const string
                 HKU_ERROR("Failed get record: {}", record.str());
             }
         }
+    } catch (...) {
+        // 表可能不存在
+    }
     return result;
 }
 
@@ -103,6 +107,7 @@ KRecordList MySQLKDataDriver::_getKRecordList(const string& market, const string
         return result;
     };
 
+    try {
         KRecordTable r(market, code, ktype);
         SQLStatementPtr st =
           con->getStatement(fmt::format("{} order by date where date >= {} and date < {}",
@@ -125,6 +130,9 @@ KRecordList MySQLKDataDriver::_getKRecordList(const string& market, const string
                 HKU_ERROR("Failed get record: {}", record.str());
             }
         }
+    } catch (...) {
+        // 表可能不存在
+    }
     return result;
 }