mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-02 03:48:19 +08:00
data tool(continue)
This commit is contained in:
fasiondog
parent
8b9fefb454
commit
c95d1ad46d
@ -26,7 +26,7 @@ import os
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import sqlite3
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import urllib.request
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from tdx_to_h5 import qianlong_import_weight
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from weight_to_sqlite import qianlong_import_weight
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class ImportWeightToSqliteTask:
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def __init__(self, queue, sqlitefile, dest_dir):
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@ -25,7 +25,7 @@
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import datetime
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import tables as tb
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HDF5_COMPRESS_LEVEL = 9
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HDF5_COMPRESS_LEVEL = 6
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class H5Record(tb.IsDescription):
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"""HDF5基础K线数据格式（日线、分钟线、5分钟线"""
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@ -63,7 +63,6 @@ class MyMainWindow(QMainWindow, Ui_MainWindow):
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self.initUI()
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self.initThreads()
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def closeEvent(self, event):
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if self.import_running:
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QMessageBox.about(self, '提示', '正在执行导入任务，请耐心等候！')
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@ -78,11 +77,9 @@ class MyMainWindow(QMainWindow, Ui_MainWindow):
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self.escape_time_thread.stop()
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event.accept()
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def getUserConfigDir(self):
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return os.path.expanduser('~') + '/.hikyuu'
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def saveConfig(self):
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current_config = self.getCurrentConfig()
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filename = self.getUserConfigDir() + '/importdata-gui.ini'
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@ -94,7 +91,6 @@ class MyMainWindow(QMainWindow, Ui_MainWindow):
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with open(filename, 'w', encoding='utf-8') as f:
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f.write(hikyuu_hdf5_config_template.format(dir=data_dir))
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def initUI(self):
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self.setWindowIcon(QIcon("./hikyuu.ico"))
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self.setFixedSize(self.width(), self.height())
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@ -103,7 +99,7 @@ class MyMainWindow(QMainWindow, Ui_MainWindow):
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self.reset_progress_bar()
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#读取保存的配置文件信息，如果不存在，则使用默认配置
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this_dir = os.path.dirname(__file__)
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this_dir = self.getUserConfigDir()
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import_config = ConfigParser()
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if os.path.exists(this_dir + '/importdata-gui.ini'):
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import_config.read(this_dir + '/importdata-gui.ini', encoding = 'utf-8')
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@ -164,7 +160,6 @@ class MyMainWindow(QMainWindow, Ui_MainWindow):
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self.mysql_usr_lineEdit.setText(mysql_usr)
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self.mysql_pwd_lineEdit.setText(mysql_pwd)
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def getCurrentConfig(self):
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import_config = ConfigParser()
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import_config['quotation'] = {'stock': self.import_stock_checkBox.isChecked(),
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@ -190,7 +185,6 @@ class MyMainWindow(QMainWindow, Ui_MainWindow):
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'pwd': self.mysql_pwd_lineEdit.text()}
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return import_config
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def initThreads(self):
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self.escape_time_thread = None
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self.hdf5_import_thread = None
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@ -208,7 +202,6 @@ class MyMainWindow(QMainWindow, Ui_MainWindow):
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self.tdx_servers_comboBox.setEnabled(not tdx_enable)
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self.tdx_port_lineEdit.setEnabled(not tdx_enable)
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@pyqtSlot()
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def on_select_tdx_dir_pushButton_clicked(self):
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dlg = QFileDialog()
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30
hikyuu_python/tools/maintain/mysql_common.py
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30
hikyuu_python/tools/maintain/mysql_common.py
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@ -0,0 +1,30 @@
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# coding:utf-8
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#
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# The MIT License (MIT)
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#
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# Copyright (c) 2010-2017 fasiondog/hikyuu
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#
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# Permission is hereby granted, free of charge, to any person obtaining a copy
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# of this software and associated documentation files (the "Software"), to deal
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# in the Software without restriction, including without limitation the rights
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# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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# copies of the Software, and to permit persons to whom the Software is
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# furnished to do so, subject to the following conditions:
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#
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# The above copyright notice and this permission notice shall be included in all
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# copies or substantial portions of the Software.
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#
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# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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# SOFTWARE.
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import mysql.connector
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from common import MARKETID, get_stktype_list
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def create_database(connect):
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"""创建数据库"""
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pass
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@ -35,6 +35,7 @@ from sqlite3_common import (get_codepre_list, create_database,
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from h5_common import (H5Record, H5Index,
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open_h5file, get_h5table,
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update_hdf5_extern_data)
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from weight_to_sqlite import qianlong_import_weight
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def ProgressBar(cur, total):
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@ -115,6 +116,7 @@ def import_stock_name(connect, api, market, quotations=None):
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#print('%s新增股票数：%i' % (market.upper(), count))
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connect.commit()
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cur.close()
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return count
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def guess_day_n_step(last_datetime):
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@ -275,6 +277,8 @@ def import_data(connect, market, ktype, quotations, api, dest_dir, progress=Prog
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total = len(stock_list)
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for i, stock in enumerate(stock_list):
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if stock[3] == 0:
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if progress:
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progress(i, total)
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continue
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this_count = import_one_stock_data(connect, api, h5file, market, ktype, stock)
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@ -293,13 +297,14 @@ def import_data(connect, market, ktype, quotations, api, dest_dir, progress=Prog
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if __name__ == '__main__':
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import os
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import time
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starttime = time.time()
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dest_dir = "c:\\stock"
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tdx_server = '119.147.212.81'
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tdx_port = 7709
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quotations = ['stock', 'fund', 'bond']
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quotations = ['stock', 'fund']
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connect = sqlite3.connect(dest_dir + "\\stock.db")
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create_database(connect)
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@ -308,20 +313,55 @@ if __name__ == '__main__':
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api = TdxHq_API()
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api.connect(tdx_server, tdx_port)
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print("导入股票代码表")
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#import_stock_name(connect, api, 'SH', quotations)
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#import_stock_name(connect, api, 'SZ', quotations)
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add_count = 0
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"""
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print("导入股票代码表")
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add_count = import_stock_name(connect, api, 'SH', quotations)
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add_count += import_stock_name(connect, api, 'SZ', quotations)
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print("新增股票数：", add_count)
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print("\n导入上证日线数据")
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#add_count = import_data(connect, 'SH', 'DAY', ['bond'], api, dest_dir, progress=ProgressBar)
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add_count = import_data(connect, 'SH', 'DAY', quotations, api, dest_dir, progress=ProgressBar)
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print("\n导入数量：", add_count)
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print("\n导入深证日线数据")
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#add_count = import_data(connect, 'SZ', 'DAY', ['stock'], api, dest_dir, progress=ProgressBar)
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add_count = import_data(connect, 'SZ', 'DAY', quotations, api, dest_dir, progress=ProgressBar)
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print("\n导入数量：", add_count)
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print("\n导入上证5分钟线数据")
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add_count = import_data(connect, 'SH', '5MIN', quotations, api, dest_dir, progress=ProgressBar)
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print("\n导入数量：", add_count)
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print("\n导入深证5分钟线数据")
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add_count = import_data(connect, 'SZ', '5MIN', quotations, api, dest_dir, progress=ProgressBar)
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print("\n导入数量：", add_count)
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print("\n导入上证分钟线数据")
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add_count = import_data(connect, 'SH', '1MIN', quotations, api, dest_dir, progress=ProgressBar)
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print("\n导入数量：", add_count)
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print("\n导入深证分钟线数据")
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add_count = import_data(connect, 'SZ', '1MIN', quotations, api, dest_dir, progress=ProgressBar)
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print("\n导入数量：", add_count)
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print("\n导入权息数据")
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print("正在下载权息数据...")
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import urllib.request
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net_file = urllib.request.urlopen('http://www.qianlong.com.cn/download/history/weight.rar', timeout=60)
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dest_filename = dest_dir + '/weight.rar'
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with open(dest_filename, 'wb') as file:
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file.write(net_file.read())
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print("下载完成，正在解压...")
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os.system('unrar x -o+ -inul {} {}'.format(dest_filename, dest_dir))
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print("解压完成，正在导入...")
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add_count = qianlong_import_weight(connect, dest_dir + '/weight', 'SH')
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add_count += qianlong_import_weight(connect, dest_dir + '/weight', 'SZ')
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print("导入数量：", add_count)
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"""
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for i in range(10):
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x = api.get_history_transaction_data(TDXParams.MARKET_SZ, '000001', (9-i)*2000, 2000, 20181112)
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#x = api.get_transaction_data(TDXParams.MARKET_SZ, '000001', (9-i)*800, 800)
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@ -330,11 +370,9 @@ if __name__ == '__main__':
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api.disconnect()
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connect.close()
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endtime = time.time()
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print("\nTotal time:")
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print("%.2fs" % (endtime - starttime))
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print("%.2fm" % ((endtime - starttime) / 60))
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@ -32,13 +32,14 @@ def create_database(connect):
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"""创建SQLITE3数据库表"""
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try:
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cur = connect.cursor()
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filename = os.path.dirname(__file__) + '/sqlite_createdb.sql'
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filename = os.path.dirname(__file__) + '/sqlite_upgrade/createdb.sql'
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with open(filename, 'r', encoding='utf8') as sqlfile:
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cur.executescript(sqlfile.read())
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connect.commit()
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cur.close()
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except sqlite3.OperationalError:
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print("相关数据表可能已经存在，放弃创建。如需重建，请手工删除相关数据表。")
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print("相关数据表可能已经存在，忽略创建。如需重建，请手工删除相关数据表。")
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pass
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except Exception as e:
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raise(e)
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@ -23,7 +23,6 @@
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# SOFTWARE.
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import os.path
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import pathlib
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import struct
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import sqlite3
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import datetime
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@ -40,6 +39,7 @@ from sqlite3_common import (create_database, get_marketid,
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from h5_common import (H5Record, H5Index,
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open_h5file, get_h5table,
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update_hdf5_extern_data)
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from weight_to_sqlite import qianlong_import_weight
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def ProgressBar(cur, total):
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@ -121,6 +121,7 @@ def tdx_import_stock_name_from_file(connect, filename, market, quotations=None):
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#print('%s新增股票数：%i' % (market.upper(), count))
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connect.commit()
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cur.close()
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return count
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def tdx_import_day_data_from_file(connect, filename, h5file, market, stock_record):
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@ -331,6 +332,8 @@ def tdx_import_data(connect, market, ktype, quotations, src_dir, dest_dir, progr
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total = len(a)
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for i, stock in enumerate(a):
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if stock[3] == 0:
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if progress:
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progress(i, total)
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continue
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filename = src_dir + "\\" + market.lower() + stock[2]+ suffix
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@ -349,52 +352,6 @@ def tdx_import_data(connect, market, ktype, quotations, src_dir, dest_dir, progr
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return add_record_count
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def qianlong_import_weight(connect, src_dir, market):
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"""导入钱龙格式的权息数据"""
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cur = connect.cursor()
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marketid = cur.execute("select marketid from Market where market='%s'" % market)
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marketid = [id[0] for id in marketid]
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marketid = marketid[0]
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src_path = pathlib.Path(src_dir + '/shase/weight') if market == 'SH' else pathlib.Path(src_dir + '/sznse/weight')
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wgt_file_list = list(src_path.glob('*.wgt'))
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total_count = 0
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for wgt_file in wgt_file_list:
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code = wgt_file.stem
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stockid = cur.execute("select stockid from Stock where marketid=%s and code='%s'" % (marketid, code))
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stockid = [id[0] for id in stockid]
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if not stockid:
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continue
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with wgt_file.open('rb') as sourcefile:
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stockid = stockid[0]
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a = cur.execute("select date from stkweight where stockid=%s" % stockid)
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dateDict = dict([(i[0], None) for i in a])
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records = []
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data = sourcefile.read(36)
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while data:
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a = struct.unpack('iiiiiiiii', data)
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date = (a[0] >> 20) * 10000 + (((a[0] << 12) & 4294967295) >> 28) * 100 + ((a[0] & 0xffff) >> 11)
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if date not in dateDict:
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records.append((stockid, date, a[1], a[2], a[3], a[4], a[5], a[6], a[7]))
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data = sourcefile.read(36)
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sourcefile.close()
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if records:
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cur.executemany("INSERT INTO StkWeight(stockid, date, countAsGift, \
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countForSell, priceForSell, bonus, countOfIncreasement, totalCount, freeCount) \
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VALUES (?,?,?,?,?,?,?,?,?)",
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records)
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total_count += len(records)
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connect.commit()
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cur.close()
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return total_count
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if __name__ == '__main__':
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import time
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@ -402,34 +359,57 @@ if __name__ == '__main__':
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src_dir = "D:\\TdxW_HuaTai"
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dest_dir = "c:\\stock"
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quotations = ['stock', 'fund', 'bond'] #通达信盘后数据没有债券
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quotations = ['stock', 'fund'] #通达信盘后数据没有债券
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connect = sqlite3.connect(dest_dir + "\\stock.db")
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create_database(connect)
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add_count = 0
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print("导入股票代码表")
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tdx_import_stock_name_from_file(connect, src_dir + "\\T0002\\hq_cache\\shm.tnf", 'SH', quotations)
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tdx_import_stock_name_from_file(connect, src_dir + "\\T0002\\hq_cache\\szm.tnf", 'SZ', quotations)
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add_count = tdx_import_stock_name_from_file(connect, src_dir + "\\T0002\\hq_cache\\shm.tnf", 'SH', quotations)
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add_count += tdx_import_stock_name_from_file(connect, src_dir + "\\T0002\\hq_cache\\szm.tnf", 'SZ', quotations)
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print("新增股票数：", add_count)
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print("\n导入上证日线数据")
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add_count = 0
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#add_count = tdx_import_data(connect, 'SH', 'DAY', ['stock', 'fund'], src_dir + "\\vipdoc\\sh\\lday", dest_dir)
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#add_count = tdx_import_data(connect, 'SZ', 'DAY', 'stock', src_dir + "\\vipdoc\\sz\\lday", dest_dir)
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add_count = tdx_import_data(connect, 'SH', 'DAY', quotations, src_dir + "\\vipdoc\\sh\\lday", dest_dir)
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print("\n导入数量：", add_count)
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print("\n导入深证日线数据")
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add_count = tdx_import_data(connect, 'SZ', 'DAY', quotations, src_dir + "\\vipdoc\\sz\\lday", dest_dir)
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print("\n导入数量：", add_count)
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print("\n导入上证5分钟数据")
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#add_count = tdx_import_data(connect, 'SH', '5MIN', 'stock', src_dir + "\\vipdoc\\sh\\fzline", dest_dir)
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add_count = tdx_import_data(connect, 'SH', '5MIN', quotations, src_dir + "\\vipdoc\\sh\\fzline", dest_dir)
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print("\n导入数量：", add_count)
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print("\n导入深证5分钟数据")
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add_count = tdx_import_data(connect, 'SZ', '5MIN', quotations, src_dir + "\\vipdoc\\sz\\fzline", dest_dir)
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print("\n导入数量：", add_count)
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print("\n导入上证1分钟数据")
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#add_count = tdx_import_data(connect, 'SH', '1MIN', 'stock', src_dir + "\\vipdoc\\sh\\minline", dest_dir)
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add_count = tdx_import_data(connect, 'SH', '1MIN', quotations, src_dir + "\\vipdoc\\sh\\minline", dest_dir)
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print("\n导入数量：", add_count)
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print("\n导入深证1分钟数据")
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add_count = tdx_import_data(connect, 'SZ', '1MIN', quotations, src_dir + "\\vipdoc\\sz\\minline", dest_dir)
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print("\n导入数量：", add_count)
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print("\n导入权息数据")
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total_count = 0
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#total_count = qianlong_import_weight(connect, r'C:\stock\weight', 'SH')
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#total_count += qianlong_import_weight(connect, r'C:\stock\weight', 'SZ')
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print(total_count)
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print("正在下载权息数据...")
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import urllib.request
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net_file = urllib.request.urlopen('http://www.qianlong.com.cn/download/history/weight.rar', timeout=60)
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dest_filename = dest_dir + '/weight.rar'
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with open(dest_filename, 'wb') as file:
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file.write(net_file.read())
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print("下载完成，正在解压...")
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os.system('unrar x -o+ -inul {} {}'.format(dest_filename, dest_dir))
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|
||||
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)
|
||||
|
||||
connect.close()
|
||||
|
||||
|
||||
70
hikyuu_python/tools/maintain/weight_to_sqlite.py
Normal file
70
hikyuu_python/tools/maintain/weight_to_sqlite.py
Normal file
@ -0,0 +1,70 @@
|
||||
# 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
|
||||
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
||||
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
||||
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
||||
# SOFTWARE.
|
||||
|
||||
import struct
|
||||
import pathlib
|
||||
|
||||
def qianlong_import_weight(connect, src_dir, market):
|
||||
"""导入钱龙格式的权息数据"""
|
||||
cur = connect.cursor()
|
||||
marketid = cur.execute("select marketid from Market where market='%s'" % market)
|
||||
marketid = [id[0] for id in marketid]
|
||||
marketid = marketid[0]
|
||||
|
||||
src_path = pathlib.Path(src_dir + '/shase/weight') if market == 'SH' else pathlib.Path(src_dir + '/sznse/weight')
|
||||
wgt_file_list = list(src_path.glob('*.wgt'))
|
||||
|
||||
total_count = 0
|
||||
for wgt_file in wgt_file_list:
|
||||
code = wgt_file.stem
|
||||
stockid = cur.execute("select stockid from Stock where marketid=%s and code='%s'" % (marketid, code))
|
||||
stockid = [id[0] for id in stockid]
|
||||
if not stockid:
|
||||
continue
|
||||
|
||||
with wgt_file.open('rb') as sourcefile:
|
||||
stockid = stockid[0]
|
||||
a = cur.execute("select date from stkweight where stockid=%s" % stockid)
|
||||
dateDict = dict([(i[0], None) for i in a])
|
||||
|
||||
records = []
|
||||
data = sourcefile.read(36)
|
||||
while data:
|
||||
a = struct.unpack('iiiiiiiii', data)
|
||||
date = (a[0] >> 20) * 10000 + (((a[0] << 12) & 4294967295) >> 28) * 100 + ((a[0] & 0xffff) >> 11)
|
||||
if date not in dateDict:
|
||||
records.append((stockid, date, a[1], a[2], a[3], a[4], a[5], a[6], a[7]))
|
||||
data = sourcefile.read(36)
|
||||
sourcefile.close()
|
||||
|
||||
if records:
|
||||
cur.executemany("INSERT INTO StkWeight(stockid, date, countAsGift, \
|
||||
countForSell, priceForSell, bonus, countOfIncreasement, totalCount, freeCount) \
|
||||
VALUES (?,?,?,?,?,?,?,?,?)",
|
||||
records)
|
||||
total_count += len(records)
|
||||
|
||||
connect.commit()
|
||||
cur.close()
|
||||
return total_count
|
||||
Loading…
Reference in New Issue
Block a user