# coding:utf-8 # # The MIT License (MIT) # # Copyright (c) 2010-2019 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 sys import math import datetime from pytdx.hq import TDXParams from hikyuu.util.mylog import hku_error, hku_debug import mysql.connector from .common import MARKETID, STOCKTYPE, get_stktype_list from .common_pytdx import to_pytdx_market from .common_mysql import ( 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 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 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) if stock_list is None: continue 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, startDate=199012191500): 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] hku_debug("{}{}".format(market, code)) table = get_table(connect, market, code, ktype) last_datetime = get_lastdatetime(connect, table) if last_datetime is None: last_datetime = startDate 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: try: buf.append( ( bar_datetime, bar['open'], bar['high'], bar['low'], bar['close'], bar['amount'] * 0.001, bar['vol'] #bar['vol'] if stktype == 2 else round(bar['vol'] * 0.01) ) ) except Exception as e: hku_error("Can't trans record({}), {}".format(bar, e)) last_datetime = bar_datetime 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, dest_dir, startDate=199012190000, 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, startDate) add_record_count += this_count if this_count > 0: if ktype == 'DAY': update_extern_data(connect, market.upper(), stock[2], 'DAY') elif ktype == '5MIN': update_extern_data(connect, 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))