mirror of
https://gitee.com/fasiondog/hikyuu.git
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249 lines
8.8 KiB
Python
249 lines
8.8 KiB
Python
# 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) 2010-2019 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 requests
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import re
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import akshare as ak
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import pandas as pd
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import datetime
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from hikyuu.util import *
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class MARKET:
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SH = 'SH'
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SZ = 'SZ'
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BJ = 'BJ'
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g_market_list = [MARKET.SH, MARKET.SZ, MARKET.BJ]
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class MARKETID:
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SH = 1
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SZ = 2
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BJ = 3
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class STOCKTYPE:
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BLOCK = 0 # 板块
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A = 1 # A股
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INDEX = 2 # 指数
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B = 3 # B股
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FUND = 4 # 基金（非ETF）
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ETF = 5 # ETF
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ND = 6 # 国债
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BOND = 7 # 其他债券
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GEM = 8 # 创业板
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START = 9 # 科创板
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A_BJ = 11 # 北交所A股
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def get_a_stktype_list():
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"""获取A股市场证券类型元组，含B股"""
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return (STOCKTYPE.A, STOCKTYPE.INDEX, STOCKTYPE.B, STOCKTYPE.GEM, STOCKTYPE.START, STOCKTYPE.A_BJ)
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def get_stktype_list(quotations=None):
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"""
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根据行情类别获取股票类别元组
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:param quotations: 'stock'（股票） | 'fund'（基金） | 'bond'（债券）
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:rtype: tuple
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:return: 股票类别元组
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"""
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if not quotations:
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return (1, 2, 3, 4, 5, 6, 7, 8, 9, 11)
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result = []
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for quotation in quotations:
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new_quotation = quotation.lower()
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if new_quotation == 'stock':
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result += list(get_a_stktype_list())
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elif new_quotation == 'fund':
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result += [STOCKTYPE.FUND, STOCKTYPE.ETF]
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elif new_quotation == 'bond':
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result += [STOCKTYPE.ND, STOCKTYPE.BOND]
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else:
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print('Unknow quotation: {}'.format(quotation))
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return tuple(result)
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@hku_catch(ret=[], trace=True)
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@timeout(30)
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def get_stk_code_name_list(market: str) -> list:
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"""
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获取指定证券交易所股票代码与名称列表
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:return: 代码名称对组成的列表：[{'code': 'code1': 'name': 'name1'}, ...]
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"""
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# 获取深圳股票代码表
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if market == MARKET.SZ:
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ind_list = ["A股列表", "B股列表"]
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df = None
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for ind in ind_list:
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tmp_df = ak.stock_info_sz_name_code(ind)
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tmp_df.rename(columns={'A股代码': 'code', 'A股简称': 'name'}, inplace=True)
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df = pd.concat([df, tmp_df]) if df is not None else tmp_df
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hku_info("获取深圳证券交易所股票数量: {}", len(df) if df is not None else 0)
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return df[['code', 'name']].to_dict(orient='records') if df is not None else []
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# 获取上证股票代码表
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if market == MARKET.SH:
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ind_list = ["主板A股", "主板B股", "科创板"]
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df = None
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for ind in ind_list:
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tmp_df = ak.stock_info_sh_name_code(ind)
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tmp_df.rename(columns={'证券代码': 'code', '证券简称': 'name'}, inplace=True)
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df = pd.concat([df, tmp_df]) if df is not None else tmp_df
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hku_info("获取上海证券交易所股票数量: {}", len(df) if df is not None else 0)
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return df[['code', 'name']].to_dict(orient='records') if df is not None else []
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# 获取北京股票代码表
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if market == MARKET.BJ:
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df = ak.stock_info_bj_name_code()
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df.rename(columns={'证券代码': 'code', '证券简称': 'name'}, inplace=True)
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hku_info("获取北京证券交易所股票数量: {}", len(df) if df is not None else 0)
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return df[['code', 'name']].to_dict(orient='records') if df is not None else []
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@hku_catch(ret=[], trace=True)
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@timeout(60)
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def get_index_code_name_list() -> list:
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"""
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获取所有股票指数代码名称列表
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从新浪获取，多次频繁调用会被封禁IP，需10分钟后再试
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:return: [{'market_code': 'SHxxx'}, ...]
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"""
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if hasattr(ak, 'stock_zh_index_spot_sina'):
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df = ak.stock_zh_index_spot_sina()
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elif hasattr(ak, 'stock_zh_index_spot_em'):
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df = ak.stock_zh_index_spot_em()
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else:
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df = ak.stock_zh_index_spot()
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res = [{'market_code': df.loc[i]['代码'].upper(), 'name': df.loc[i]['名称']} for i in range(len(df))]
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ret = [v for v in res if len(v['market_code']) == 8]
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return ret
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g_fund_code_name_list = {}
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for market in g_market_list:
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g_fund_code_name_list[market] = []
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g_last_get_fund_code_name_list_date = datetime.date(1990, 12, 9)
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@hku_catch(ret=[], trace=True)
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@timeout(60)
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def get_fund_code_name_list(market: str) -> list:
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"""
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获取基金代码名称列表 (来源: sina)
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"""
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# 保证一天只获取一次基金股票代码表，防止对 sina 的频繁访问
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global g_last_get_fund_code_name_list_date
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now = datetime.date.today()
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if now <= g_last_get_fund_code_name_list_date:
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return g_fund_code_name_list[market]
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ind_list = "封闭式基金", "ETF基金", "LOF基金"
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for ind in ind_list:
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df = ak.fund_etf_category_sina(ind)
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for i in range(len(df)):
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loc = df.loc[i]
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try:
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code, name = str(loc['代码']), str(loc['名称'])
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g_fund_code_name_list[code[:2].upper()].append(dict(code=code[2:], name=name))
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except Exception as e:
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hku_error("{}! {}", str(e), loc)
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hku_info("获取基金列表数量: {}", len(g_fund_code_name_list[market]))
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g_last_get_fund_code_name_list_date = now
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return g_fund_code_name_list[market]
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@hku_catch(ret=[], trace=True)
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def get_new_holidays():
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"""获取新的交易所休假日历"""
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res = requests.get('https://www.tdx.com.cn/url/holiday/', timeout=60)
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res.encoding = res.apparent_encoding
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ret = re.findall(r'<textarea id="data" style="display:none;">([\s\w\d\W]+)</textarea>', res.text, re.M)[0].strip()
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day = [d.split('|')[:4] for d in ret.split('\n')]
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return [v[0] for v in day if len(v) >= 3 and v[2] == '中国']
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@hku_catch(ret=[], trace=True)
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@timeout(60)
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def get_china_bond10_rate(start_date="19901219"):
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"""获取中国国债收益率10年"""
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bond_zh_us_rate_df = ak.bond_zh_us_rate(start_date)
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df = bond_zh_us_rate_df[['中国国债收益率10年', '日期']].dropna()
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return [(v[1].strftime('%Y%m%d'), int(v[0]*10000)) for v in df.values]
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def modifiy_code(code):
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if code.startswith(('0', '3')):
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return 'SZ' + code
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if code.startswith(('4', '8', '92')):
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return 'BJ' + code
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if code.startswith('6'):
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return 'SH' + code
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else:
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hku_warn("Unknow code: {}", code)
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return None
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def historyfinancialreader(filepath):
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"""
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读取解析通达信目录的历史财务数据（来源: onefish, 公众号：一鱼策略）
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:param filepath: 字符串类型。传入文件路径
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:return: DataFrame格式。返回解析出的财务文件内容
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"""
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import struct
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cw_file = open(filepath, 'rb')
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header_pack_format = '<1hI1H3L'
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header_size = struct.calcsize(header_pack_format)
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stock_item_size = struct.calcsize("<6s1c1L")
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data_header = cw_file.read(header_size)
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stock_header = struct.unpack(header_pack_format, data_header)
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max_count = stock_header[2]
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file_date = stock_header[1]
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print(file_date)
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report_size = stock_header[4]
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report_fields_count = int(report_size / 4)
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report_pack_format = '<{}f'.format(report_fields_count)
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results = []
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for stock_idx in range(0, max_count):
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cw_file.seek(header_size + stock_idx * struct.calcsize("<6s1c1L"))
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si = cw_file.read(stock_item_size)
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stock_item = struct.unpack("<6s1c1L", si)
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code = stock_item[0].decode("utf-8")
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foa = stock_item[2]
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cw_file.seek(foa)
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info_data = cw_file.read(struct.calcsize(report_pack_format))
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cw_info = list(struct.unpack(report_pack_format, info_data))
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report_date = int(cw_info[313]) # 财务公告日期
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report_date = 19000000 + report_date if report_date > 800000 else 20000000 + report_date
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results.append((file_date, modifiy_code(code), report_date, info_data))
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cw_file.close()
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return results
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