mirror of
https://gitee.com/fasiondog/hikyuu.git
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486 lines
17 KiB
Python
486 lines
17 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
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import datetime
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from pathlib import Path
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import mysql.connector
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from hikyuu.data.common import get_stktype_list, get_new_holidays
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from hikyuu.util import hku_debug
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def is_exist_db(connect):
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"""数据库是否已存在"""
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cur = connect.cursor()
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cur.execute("SELECT 1 FROM information_schema.SCHEMATA where SCHEMA_NAME='hku_base'")
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a = cur.fetchone()
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cur.close()
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return True if a else False
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def get_db_version(connect):
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try:
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cur = connect.cursor()
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cur.execute("select `version` from `hku_base`.`version`")
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a = cur.fetchone()
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cur.close()
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return a[0] if a else 0
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except:
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return 0
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def create_database(connect):
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"""创建数据库"""
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sql_dir = os.path.dirname(__file__) + "/mysql_upgrade"
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cur = connect.cursor()
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if not is_exist_db(connect):
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filename = sql_dir + "/createdb.sql"
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with open(filename, 'r', encoding='utf8') as f:
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sql = f.read()
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for x in cur.execute(sql, multi=True):
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# print(x.statement)
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pass
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db_version = get_db_version(connect)
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files = [x for x in Path(sql_dir).iterdir()
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if x.is_file()
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and x.name != 'createdb.sql'
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and x.name != '__init__.py'
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and int(x.stem) > db_version and not x.is_dir()]
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files.sort()
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for file in files:
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sql = file.read_text(encoding='utf8')
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for x in cur.execute(sql, multi=True):
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# print(x.statement)
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pass
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connect.commit()
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cur.close()
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def get_marketid(connect, market):
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cur = connect.cursor()
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cur.execute("select marketid, market from `hku_base`.`market` where market='{}'".format(market.upper()))
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marketid = cur.fetchone()
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marketid = marketid[0]
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cur.close()
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return marketid
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def get_codepre_list(connect, marketid, quotations):
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"""获取前缀代码表"""
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stktype_list = get_stktype_list(quotations)
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sql = "select codepre, type from `hku_base`.`coderuletype` " \
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"where marketid={marketid} and type in {type_list} ORDER by length(codepre) DESC"\
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.format(marketid=marketid, type_list=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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cur.close()
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return sorted(a, key=lambda k: len(k[0]), reverse=True)
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def get_stock_list(connect, market, quotations):
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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` where marketid={} and type in {}"\
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.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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connect.commit()
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cur.close()
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return a
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def import_new_holidays(connect):
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"""导入新的交易所休假日历"""
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cur = connect.cursor()
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cur.execute("select date from `hku_base`.`holiday` order by date desc limit 1")
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a = cur.fetchall()
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last_date = a[0][0] if a else 19901219
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holidays = get_new_holidays()
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new_holidays = [(int(v), ) for v in holidays if int(v) > last_date]
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if new_holidays:
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cur.executemany("insert into `hku_base`.`holiday` (date) values (%s)", new_holidays)
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connect.commit()
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cur.close()
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def get_table(connect, market, code, ktype):
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cur = connect.cursor()
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ktype_dict = {
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'day': 'day',
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'week': 'week',
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'month': 'month',
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'quarter': 'quarter',
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'halfyear': 'halfyear',
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'year': 'year',
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'min': 'min',
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'1min': 'min',
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'5min': 'min5',
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'15min': 'min15',
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'30min': 'min30',
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'60min': 'min60',
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'hour2': 'hour2',
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'min1': 'min',
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'min5': 'min5',
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'min15': 'min15',
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'min30': 'min30',
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'min60': 'min60',
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}
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schema = "{market}_{ktype}".format(market=market, ktype=ktype_dict[ktype.lower()]).lower()
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cur.execute("SELECT 1 FROM information_schema.SCHEMATA where SCHEMA_NAME='{}'".format(schema))
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a = cur.fetchone()
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if not a:
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cur.execute("CREATE SCHEMA `{}`".format(schema))
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connect.commit()
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tablename = code.lower()
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cur.execute(
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"SELECT 1 FROM information_schema.tables "
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"where table_schema='{schema}' and table_name='{name}'".format(schema=schema, name=tablename)
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)
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a = cur.fetchone()
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if not a:
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sql = """
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CREATE TABLE `{schema}`.`{name}` (
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`date` BIGINT(20) UNSIGNED NOT NULL,
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`open` DOUBLE UNSIGNED NOT NULL,
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`high` DOUBLE UNSIGNED NOT NULL,
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`low` DOUBLE UNSIGNED NOT NULL,
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`close` DOUBLE UNSIGNED NOT NULL,
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`amount` DOUBLE UNSIGNED NOT NULL,
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`count` DOUBLE UNSIGNED NOT NULL,
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PRIMARY KEY (`date`)
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)
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COLLATE='utf8mb4_general_ci'
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ENGINE=MyISAM
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;
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""".format(schema=schema, name=tablename)
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cur.execute(sql)
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connect.commit()
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cur.close()
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return "`{schema}`.`{name}`".format(schema=schema, name=tablename)
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def get_lastdatetime(connect, tablename):
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cur = connect.cursor()
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cur.execute("select max(date) from {}".format(tablename))
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a = cur.fetchone()
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return a[0]
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def update_extern_data(connect, market, code, data_type):
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"""更新周线、月线、15分钟线等扩展数据索引"""
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def getWeekDate(olddate):
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y = olddate // 100000000
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m = olddate // 1000000 - y * 100
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d = olddate // 10000 - (y * 10000 + m * 100)
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tempdate = datetime.date(y, m, d)
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# python中周一是第0天，周五的第4天
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startdate = tempdate + datetime.timedelta(0 - tempdate.weekday())
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enddate = tempdate + datetime.timedelta(4 - tempdate.weekday())
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return (
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startdate.year * 100000000 + startdate.month * 1000000 + startdate.day * 10000,
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enddate.year * 100000000 + enddate.month * 1000000 + enddate.day * 10000
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)
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def getMonthDate(olddate):
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y = olddate // 100000000
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m = olddate // 1000000 - y * 100
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import calendar
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_, d = calendar.monthrange(y, m)
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return (y * 100000000 + m * 1000000 + 10000, y * 100000000 + m * 1000000 + d * 10000)
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def getQuarterDate(olddate):
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startDict = {1: 1, 2: 1, 3: 1, 4: 4, 5: 4, 6: 4, 7: 7, 8: 7, 9: 7, 10: 10, 11: 10, 12: 10}
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endDict = {1: 3, 2: 3, 3: 3, 4: 6, 5: 6, 6: 6, 7: 9, 8: 9, 9: 9, 10: 12, 11: 12, 12: 12}
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d_dict = {3: 310000, 6: 300000, 9: 300000, 12: 310000}
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y = olddate // 100000000
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m = olddate // 1000000 - y * 100
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start_m = startDict[m]
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end_m = endDict[m]
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return (y * 100000000 + start_m * 1000000 + 10000, y * 100000000 + end_m * 1000000 + d_dict[end_m])
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def getHalfyearDate(olddate):
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y = olddate // 100000000
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m = olddate // 1000000 - y * 100
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return (y * 100000000 + (1010000 if m < 7 else 7010000), y * 100000000 + (6300000 if m < 7 else 12310000))
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def getYearDate(olddate):
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y = olddate // 100000000
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return (y * 100000000 + 1010000, y * 100000000 + 12310000)
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def getMin60Date(olddate):
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mint = olddate - olddate // 10000 * 10000
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newdate = olddate // 10000 * 10000
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if mint <= 1030:
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startdate = newdate + 931
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enddate = newdate + 1030
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elif mint <= 1130:
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startdate = newdate + 1031
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enddate = newdate + 1130
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elif mint <= 1400:
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startdate = newdate + 1301
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enddate = newdate + 1400
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else:
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startdate = newdate + 1401
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enddate = newdate + 1500
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return (startdate, enddate)
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def getHour2Date(olddate):
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mint = olddate - olddate // 10000 * 10000
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newdate = olddate // 10000 * 10000
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if mint <= 1130:
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startdate = newdate + 931
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enddate = newdate + 1130
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else:
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startdate = newdate + 1301
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enddate = newdate + 1500
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return (startdate, enddate)
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def getMin15Date(olddate):
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mint = olddate - olddate // 10000 * 10000
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newdate = olddate // 10000 * 10000
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if mint <= 945:
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startdate = newdate + 931
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enddate = newdate + 945
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elif mint <= 1000:
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startdate = newdate + 946
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enddate = newdate + 1000
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elif mint <= 1015:
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startdate = newdate + 1001
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enddate = newdate + 1015
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elif mint <= 1030:
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startdate = newdate + 1016
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enddate = newdate + 1030
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elif mint <= 1045:
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startdate = newdate + 1031
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enddate = newdate + 1045
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elif mint <= 1100:
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startdate = newdate + 1046
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enddate = newdate + 1100
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elif mint <= 1115:
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startdate = newdate + 1101
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enddate = newdate + 1115
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elif mint <= 1130:
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startdate = newdate + 1116
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enddate = newdate + 1130
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elif mint <= 1315:
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startdate = newdate + 1301
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enddate = newdate + 1315
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elif mint <= 1330:
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startdate = newdate + 1316
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enddate = newdate + 1330
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elif mint <= 1345:
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startdate = newdate + 1331
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enddate = newdate + 1345
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elif mint <= 1400:
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startdate = newdate + 1346
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enddate = newdate + 1400
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elif mint <= 1415:
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startdate = newdate + 1401
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enddate = newdate + 1415
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elif mint <= 1430:
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startdate = newdate + 1416
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enddate = newdate + 1430
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elif mint <= 1445:
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startdate = newdate + 1431
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enddate = newdate + 1445
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else:
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startdate = newdate + 1446
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enddate = newdate + 1500
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return (startdate, enddate)
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def getMin30Date(olddate):
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mint = olddate - olddate // 10000 * 10000
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newdate = olddate // 10000 * 10000
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if mint <= 1000:
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startdate = newdate + 931
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enddate = newdate + 1000
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elif mint <= 1030:
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startdate = newdate + 1001
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enddate = newdate + 1030
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elif mint <= 1100:
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startdate = newdate + 1031
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enddate = newdate + 1100
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elif mint <= 1130:
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startdate = newdate + 1101
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enddate = newdate + 1130
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elif mint <= 1330:
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startdate = newdate + 1301
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enddate = newdate + 1330
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elif mint <= 1400:
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startdate = newdate + 1331
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enddate = newdate + 1400
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elif mint <= 1430:
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startdate = newdate + 1401
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enddate = newdate + 1430
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else:
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startdate = newdate + 1431
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enddate = newdate + 1500
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return (startdate, enddate)
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def getNewDate(index_type, olddate):
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if index_type == 'week':
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return getWeekDate(olddate)
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elif index_type == 'month':
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return getMonthDate(olddate)
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elif index_type == 'quarter':
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return getQuarterDate(olddate)
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elif index_type == 'halfyear':
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return getHalfyearDate(olddate)
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elif index_type == 'year':
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return getYearDate(olddate)
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elif index_type == 'min15':
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return getMin15Date(olddate)
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elif index_type == 'min30':
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return getMin30Date(olddate)
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elif index_type == 'min60':
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return getMin60Date(olddate)
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elif index_type == 'hour2':
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return getHour2Date(olddate)
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else:
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return None
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if data_type.lower() == 'day':
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# index_list = ('week', 'month', 'year')
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index_list = ('week', 'month', 'quarter', 'halfyear', 'year')
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base_table = get_table(connect, market, code, 'day')
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else:
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index_list = ('min15', 'min30', 'min60', 'hour2')
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# index_list = ('min15', )
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base_table = get_table(connect, market, code, 'min5')
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base_lastdate = get_lastdatetime(connect, base_table)
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if base_lastdate is None:
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return
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for index_type in index_list:
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hku_debug("{}{} update {} index".format(market, code, index_type))
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index_table = get_table(connect, market, code, index_type)
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index_last_date = get_lastdatetime(connect, index_table)
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# 获取当前日期大于等于索引表最大日期的基础表日期列表
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cur = connect.cursor()
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if index_last_date is None:
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cur.execute(
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'select date, open, high, low, close, amount, count from {} order by date asc '.format(base_table)
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)
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else:
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start_date, _ = getNewDate(index_type, index_last_date)
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cur.execute(
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'select date, open, high, low, close, amount, count from {} where date>={}'.format(
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base_table, start_date
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)
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)
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base_list = [x for x in cur]
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cur.close()
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last_start_date = 199012010000
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last_end_date = 199012010000
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update_buffer = []
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insert_buffer = []
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# for current_base in base_list:
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length_base_all = len(base_list)
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for x in range(length_base_all):
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current_date = base_list[x][0]
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if current_date <= last_end_date:
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continue
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last_start_date, last_end_date = getNewDate(index_type, current_date)
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# cur = connect.cursor()
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# cur.execute(
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# 'select date, open, high, low, close, amount, count from {} \
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# where date>={} and date<={} order by date asc'.format(
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# base_table, last_start_date, last_end_date
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# )
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# )
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# base_record_list = [r for r in cur]
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# cur.close()
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base_record_list = []
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start_ix = x
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ix_date = current_date
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while start_ix < length_base_all and \
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ix_date >= last_start_date and ix_date <= last_end_date:
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base_record_list.append(base_list[start_ix])
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ix_date = base_list[start_ix][0]
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start_ix += 1
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if not base_record_list:
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continue
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length = len(base_record_list)
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open_price = base_record_list[0][1]
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high_price = base_record_list[0][2]
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low_price = base_record_list[0][3]
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close_price = base_record_list[length - 1][4]
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amount = base_record_list[0][5]
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count = base_record_list[0][6]
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for i in range(1, length):
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if base_record_list[i][2] > high_price:
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high_price = base_record_list[i][2]
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if base_record_list[i][3] < low_price:
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low_price = base_record_list[i][3]
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amount += base_record_list[i][5]
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count += base_record_list[i][6]
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if last_end_date == index_last_date:
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update_buffer.append((open_price, high_price, low_price, close_price, amount, count, last_end_date))
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else:
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insert_buffer.append((last_end_date, open_price, high_price, low_price, close_price, amount, count))
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if update_buffer:
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cur = connect.cursor()
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cur.executemany(
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"update {} set open=%s, high=%s, low=%s, close=%s, amount=%s, count=%s \
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where date=%s".format(index_table), update_buffer
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)
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connect.commit()
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cur.close()
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if insert_buffer:
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cur = connect.cursor()
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cur.executemany(
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"insert into {} (date, open, high, low, close, amount, count) \
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values (%s, %s, %s, %s, %s, %s, %s)".format(index_table), insert_buffer
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)
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connect.commit()
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cur.close()
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if __name__ == '__main__':
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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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cnx = mysql.connector.connect(user=usr, password=pwd, host=host, port=port)
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update_extern_data(cnx, 'SH', '000001', 'day')
|
||
cnx.close()
|