mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-02 03:48:19 +08:00
465 lines
16 KiB
Python
465 lines
16 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 os.path
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import struct
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import datetime
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import math
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import sys
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import mysql.connector
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import tables as tb
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from io import SEEK_END, SEEK_SET
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from hikyuu.data.common import get_stktype_list, MARKETID
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from hikyuu.data.common_mysql import (
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create_database, get_marketid, get_codepre_list, get_table, get_lastdatetime
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)
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from hikyuu.data.weight_to_mysql import qianlong_import_weight
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def ProgressBar(cur, total):
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percent = '{:.0%}'.format(cur / total)
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sys.stdout.write('\r')
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sys.stdout.write("[%-50s] %s" % ('=' * int(math.floor(cur * 50 / total)), percent))
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sys.stdout.flush()
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def tdx_import_stock_name_from_file(connect, filename, market, quotations=None):
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"""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
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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
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:param connect: mysql实例
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:param filename: 代码表文件名
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:param market: 'SH' | 'SZ'
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:param quotations: 待导入的行情类别列表，空为导入全部 'stock' | 'fund' | 'bond' | None
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"""
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cur = connect.cursor()
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newStockDict = {}
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with open(filename, 'rb') as f:
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data = f.read(50)
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data = f.read(314)
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while data:
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a = struct.unpack('6s 17s 8s 283s', data)
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stockcode = a[0].decode()
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try:
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stockname = a[2].decode(encoding='gbk').encode('utf8')
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except:
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print(stockname)
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data = f.read(314)
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continue
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pos = stockname.find(0x00)
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if pos >= 0:
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stockname = stockname[:pos]
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newStockDict[stockcode] = stockname.decode(encoding='utf8').strip()
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data = f.read(314)
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marketid = get_marketid(connect, market)
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stktype_list = get_stktype_list(quotations)
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cur.execute(
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"select stockid, code, name, valid from `hku_base`.`stock` where marketid={} and type in {}"
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.format(marketid, stktype_list)
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)
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a = cur.fetchall()
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oldStockDict = {}
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for oldstock in a:
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oldstockid, oldcode, oldname, oldvalid = oldstock[0], oldstock[1], oldstock[2], int(
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oldstock[3]
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)
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oldStockDict[oldcode] = oldstockid
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# 新的代码表中无此股票，则置为无效
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if (oldvalid == 1) and (oldcode not in newStockDict):
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cur.execute("update `hku_base`.`stock` set valid=0 where stockid=%i" % oldstockid)
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# 股票名称发生变化，更新股票名称;如果原无效，则置为有效
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if oldcode in newStockDict:
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if oldname != newStockDict[oldcode]:
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cur.execute(
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"update `hku_base`.`stock` set name='%s' where stockid=%i" %
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(newStockDict[oldcode], oldstockid)
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)
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if oldvalid == 0:
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cur.execute(
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"update `hku_base`.`stock` set valid=1, endDate=99999999 where stockid=%i" %
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oldstockid
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)
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# 处理新出现的股票
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codepre_list = get_codepre_list(connect, marketid, quotations)
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today = datetime.date.today()
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today = today.year * 10000 + today.month * 100 + today.day
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count = 0
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for code in newStockDict:
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if code not in oldStockDict:
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for codepre in codepre_list:
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length = len(codepre[0])
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if code[:length] == codepre[0]:
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count += 1
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#print(market, code, newStockDict[code], codepre)
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sql = "insert into `hku_base`.`stock` (marketid, code, name, type, valid, startDate, endDate) \
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values (%s, '%s', '%s', %s, %s, %s, %s)" \
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% (marketid, code, newStockDict[code], codepre[1], 1, today, 99999999)
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cur.execute(sql)
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break
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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 to_mysql_ktype(ktype):
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n_ktype = ktype.upper()
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if n_ktype == 'DAY':
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return n_ktype
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if n_ktype == '1MIN':
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return 'MIN'
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if n_ktype == '5MIN':
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return 'MIN5'
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def tdx_import_day_data_from_file(connect, filename, ktype, market, stock_record):
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"""从通达信盘后数据导入日K线
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:param connect : 数据库连接实例
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:param filename: 通达信日线数据文件名
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:param ktype : 'DAY' | '1MIN' | '5MIN'
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:param stock_record: 股票的相关数据 (stockid, marketid, code, valid, type)
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:return: 导入的记录数
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"""
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add_record_count = 0
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if not os.path.exists(filename):
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return add_record_count
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stockid, marketid, code, valid, stktype = stock_record[0], stock_record[1], stock_record[
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2], stock_record[3], stock_record[4]
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table = get_table(connect, market, code, to_mysql_ktype(ktype))
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lastdatetime = get_lastdatetime(connect, table)
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if lastdatetime is not None:
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lastdatetime = lastdatetime / 10000
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buf = []
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cur = connect.cursor()
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with open(filename, 'rb') as src_file:
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data = src_file.read(32)
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while data:
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record = struct.unpack('iiiiifii', data)
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if lastdatetime and record[0] <= lastdatetime:
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data = src_file.read(32)
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continue
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if record[2] >= record[1] >= record[3] > 0 \
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and record[2] >= record[4] >= record[3] > 0 \
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and record[5] >= 0 \
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and record[6] >= 0:
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buf.append(
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(
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record[0] * 10000, record[1] * 0.01, record[2] * 0.01, record[3] * 0.01,
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record[4] * 0.01, round(record[5] * 0.001),
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record[6] if stktype == 2 else round(record[6] * 0.01)
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)
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)
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add_record_count += 1
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data = src_file.read(32)
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if add_record_count > 0:
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sql = "INSERT INTO {tablename} (date, open, high, low, close, amount, count) " \
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"VALUES (%s, %s, %s, %s, %s, %s, %s)".format(tablename=table)
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cur.executemany(sql, buf)
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connect.commit()
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#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
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if valid == 0:
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sql = "update `hku_base`.`stock` set valid=1, " \
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"startdate=(select min(date)/10000 from {table}), " \
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"enddate=(select max(date)/10000 from {table}) " \
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"where stockid={stockid}".format(table=table, stockid=stockid)
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cur.execute("sql")
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connect.commit()
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#记录最新更新日期
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if (code == '000001' and marketid == MARKETID.SH) \
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or (code == '399001' and marketid == MARKETID.SZ):
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sql = "update `hku_base`.`market` set lastdate=(select max(date)/10000 from {table}) " \
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"where marketid={marketid}".format(table=table, marketid=marketid)
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try:
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cur.execute(sql)
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except:
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print(sql)
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connect.commit()
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#connect.commit()
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cur.close()
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return add_record_count
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def tdx_import_min_data_from_file(connect, filename, ktype, market, stock_record):
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"""从通达信盘后数据导入1分钟或5分钟K线
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:param connect : sqlite3连接实例
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:param filename: 通达信K线数据文件名
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:param ktype: 'DAY' | '1MIN' | '5MIN'
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:param stock_record: 股票的相关数据 (stockid, marketid, code, valid, type)
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:return: 导入的记录数
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"""
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add_record_count = 0
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if not os.path.exists(filename):
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return add_record_count
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stockid, marketid, code, valid, stktype = stock_record[0], stock_record[1], stock_record[
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2], stock_record[3], stock_record[4]
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table = get_table(connect, market, code, to_mysql_ktype(ktype))
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lastdatetime = get_lastdatetime(connect, table)
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cur = connect.cursor()
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with open(filename, 'rb') as src_file:
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def trans_date(yymm, hhmm):
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tmp_date = yymm >> 11
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remainder = yymm & 0x7ff
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year = tmp_date + 2004
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month = remainder // 100
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day = remainder % 100
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hh = hhmm // 60
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mm = hhmm % 60
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return year * 100000000 + month * 1000000 + day * 10000 + hh * 100 + mm
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def get_date(pos):
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src_file.seek(pos * 32, SEEK_SET)
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data = src_file.read(4)
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a = struct.unpack('HH', data)
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return trans_date(a[0], a[1])
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def find_pos():
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src_file.seek(0, SEEK_END)
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pos = src_file.tell()
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total = pos // 32
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if lastdatetime is None:
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return total, 0
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low, high = 0, total - 1
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mid = high // 2
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while mid <= high:
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cur_date = get_date(low)
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if cur_date > lastdatetime:
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mid = low
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break
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cur_date = get_date(high)
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if cur_date <= lastdatetime:
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mid = high + 1
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break
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cur_date = get_date(mid)
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if cur_date <= lastdatetime:
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low = mid + 1
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else:
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high = mid - 1
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mid = (low + high) // 2
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return total, mid
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file_total, pos = find_pos()
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if pos < file_total:
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src_file.seek(pos * 32, SEEK_SET)
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data = src_file.read(32)
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while data:
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record = struct.unpack('HHfffffii', data)
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if record[3] >= record[2] >= record[4] > 0\
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and record[3] >= record[5] >= record[4] >0\
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and record[5] >=0 \
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and record[6] >=0:
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sql = "INSERT INTO {tablename} (date, open, high, low, close, amount, count) " \
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"VALUES (%s, %s, %s, %s, %s, %s, %s)".format(tablename=table)
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cur.execute(
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sql, (
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trans_date(record[0], record[1]), round(record[2], 2),
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round(record[3], 2), round(record[4], 2), round(record[5],
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2), record[6] * 0.001,
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record[7] if stktype == 2 else round(record[7] * 0.01)
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)
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)
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add_record_count += 1
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data = src_file.read(32)
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if add_record_count > 0:
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connect.commit()
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cur.close()
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return add_record_count
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def tdx_import_data(connect, market, ktype, quotations, src_dir, progress=ProgressBar):
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"""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。
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:param connect : sqlit3链接
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:param market : 'SH' | 'SZ'
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:param ktype : 'DAY' | '1MIN' | '5MIN'
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:param quotations: 'stock' | 'fund' | 'bond'
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:param src_dir : 盘后K线数据路径，如上证5分钟线：D:\\Tdx\\vipdoc\\sh\\fzline
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:param progress : 进度显示函数
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:return: 导入记录数
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"""
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add_record_count = 0
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market = market.upper()
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if ktype.upper() == "DAY":
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suffix = ".day"
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func_import_from_file = tdx_import_day_data_from_file
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elif ktype.upper() == "1MIN":
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suffix = ".lc1"
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func_import_from_file = tdx_import_min_data_from_file
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elif ktype.upper() == "5MIN":
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suffix = ".lc5"
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func_import_from_file = tdx_import_min_data_from_file
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marketid = get_marketid(connect, market)
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stktype_list = get_stktype_list(quotations)
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sql = "select stockid, marketid, code, valid, type from `hku_base`.`stock` " \
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"where marketid={} and type in {}".format(marketid, stktype_list)
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cur = connect.cursor()
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cur.execute(sql)
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a = cur.fetchall()
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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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this_count = func_import_from_file(connect, filename, ktype, market, stock)
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add_record_count += this_count
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if this_count > 0:
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if ktype == 'DAY':
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#update_hdf5_extern_data(h5file, market.upper() + stock[2], 'DAY')
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pass
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elif ktype == '5MIN':
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#update_hdf5_extern_data(h5file, market.upper() + stock[2], '5MIN')
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pass
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if progress:
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progress(i, total)
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connect.commit()
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return add_record_count
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if __name__ == '__main__':
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import time
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starttime = time.time()
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host = '127.0.0.1'
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port = 3306
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usr = 'root'
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pwd = ''
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src_dir = "D:\\TdxW_HuaTai"
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quotations = ['stock', 'fund'] #通达信盘后数据没有债券
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connect = mysql.connector.connect(user=usr, password=pwd, host=host, port=port)
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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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add_count = tdx_import_stock_name_from_file(
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connect, src_dir + "\\T0002\\hq_cache\\shm.tnf", 'SH', quotations
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)
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add_count += tdx_import_stock_name_from_file(
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connect, src_dir + "\\T0002\\hq_cache\\szm.tnf", 'SZ', quotations
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)
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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 = tdx_import_data(connect, 'SH', 'DAY', quotations, src_dir + "\\vipdoc\\sh\\lday")
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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")
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print("\n导入数量：", add_count)
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"""
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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', quotations, src_dir + "\\vipdoc\\sh\\fzline")
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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")
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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(
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connect, 'SH', '1MIN', quotations, src_dir + "\\vipdoc\\sh\\minline"
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)
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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(
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connect, 'SZ', '1MIN', quotations, src_dir + "\\vipdoc\\sz\\minline"
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)
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print("\n导入数量：", add_count)
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"""
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"""
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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(
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'http://www.qianlong.com.cn/download/history/weight.rar', timeout=60
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)
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dest_dir = os.path.expanduser('~/.hikyuu')
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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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connect.commit()
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connect.close()
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"""
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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))
|