当天数据
Posted iceredtea
tags:
篇首语：本文由小常识网(cha138.com)小编为大家整理，主要介绍了当天数据相关的知识，希望对你有一定的参考价值。
# -*- coding: utf-8 -*- import pandas as pd import tushare as ts import lxml from redis import Redis import hashlib import pymysql import time ‘‘‘ 公司基本信息获取 ‘‘‘ # =============================================================股票列表:stock_basic============================================================= def stockBasic(**kwargs): # 定义计数器 success, fail, count = 0, 0, 0 # 创建空列表 code_list = [] # 创建MySQL操作游标 cursor = conn_mysql.cursor() stock_basic = pro.stock_basic(list_status=‘L‘, fields=‘ts_code,name,area,exchange,list_date‘) for index, row in stock_basic.iterrows(): stk_code = row[‘ts_code‘] # 股票代码 stk_name = row[‘name‘] # 股票名称 city = row[‘area‘] # 所属城市 exchange = row[‘exchange‘] # 所属交易所 list_date = row[‘list_date‘] # 上市日期 code_list.append(stk_code) # 将解析到的stk_code生成一个唯一的标识进行redis存储 source = stk_code stk_code_id = hashlib.sha256(source.encode()).hexdigest() # 将解析内容的唯一表示存储到redis的stk_code中 ex = conn_redis.sadd(‘stk_code‘, stk_code_id) # 获取没有爬取的内容 if ex == 1: try: sql = ‘‘‘insert into stock_basic_data(stk_code,stk_name,city,exchange,list_date) values(‘%s‘,‘%s‘,‘%s‘,‘%s‘,‘%s‘)‘‘‘ % (stk_code,stk_name,city,exchange,list_date) cursor.execute(sql) conn_mysql.commit() # 统计入库成功数量 success += 1 except: conn_mysql.rollback() # 统计入库失败数量 fail += 1 # 统计请求数据量 count +=1 # 关闭MySQL操作游标 cursor.close() print(‘stockBasic程序执行完毕，新入库数据：%d条‘ % success) print(‘stockBasic程序执行完毕，入库失败数据：%d条‘ % fail) print(‘stockBasic程序执行完毕，本次共请求数据：%d条‘ % count) return code_list def stockBk(): pass def stockConcept(): pass ‘‘‘ 每日基础交易数据 ‘‘‘ # =============================================================每日指标:daily_basic============================================================= def dailyBasic(**kwargs): ‘‘‘ 交易日每日15点～17点之间更新 ‘‘‘ # 定义计数器 success, fail, count = 0, 0, 0 # 创建MySQL操作游标 cursor = conn_mysql.cursor() for offset in range(0, 12000, 1000): daily_basic = pro.daily_basic(trade_date=cur_date,fields=‘ts_code,trade_date,turnover_rate_f,volume_ratio,pe_ttm,pb,ps_ttm,dv_ttm,total_share,float_share,total_mv,circ_mv‘,offset=offset, limit=1000) for index, row in daily_basic.iterrows(): stk_code = row[‘ts_code‘] # 股票代码 trade_date = row[‘trade_date‘] # 交易日期 turnover_rate_f = row[‘turnover_rate_f‘] # 实际换手率 volume_ratio = row[‘volume_ratio‘] # 量比 pe_ttm = row[‘pe_ttm‘] # 动态市盈率，总市值/净利润 pb = row[‘pb‘] # 市净率，总市值/净资产 ps_ttm = row[‘ps_ttm‘] # 动态市销率 dv_ttm = row[‘dv_ttm‘] # 动态股息率，原始单位：% total_share = row[‘total_share‘] # 总股本，单位：万股 float_share = row[‘float_share‘] # 流通股本，单位：万股 total_mv = row[‘total_mv‘] # 总市值，万元 circ_mv = row[‘circ_mv‘] # 流通市值，万元 try: sql = ‘‘‘insert into daily_basic_data(ts_code,trade_date,turnover_rate_f,volume_ratio,pe_ttm,pb,ps_ttm,dv_ttm,total_share,float_share,total_mv,circ_mv) values(‘%s‘,‘%s‘,‘%s‘,‘%s‘,‘%s‘,‘%s‘,‘%s‘,‘%s‘,‘%s‘,‘%s‘,‘%s‘,‘%s‘)‘‘‘ % (ts_code, trade_date, turnover_rate_f, volume_ratio, pe_ttm, pb, ps_ttm, dv_ttm, total_share,float_share, total_mv, circ_mv) cursor.execute(sql) conn_mysql.commit() # 统计入库成功数量 success += 1 except: conn_mysql.rollback() # 统计入库失败数量 fail += 1 # 统计请求数据量 count += 1 # 关闭MySQL操作游标 cursor.close() print(‘dailyData程序执行完毕，新入库数据：%d条‘ % success) print(‘dailyData程序执行完毕，入库失败数据：%d条‘ % fail) print(‘dailyData程序执行完毕，本次共请求数据：%d条‘ % count) # =============================================================个股资金流向：moneyflow============================================================= def moneyFlow(cur_date): ‘‘‘ 单次最大提取4000行记录，总量不限制 ‘‘‘ for offset in range(0, 12000, 1000): money_flow = pro.moneyflow(trade_date=cur_date, fields=‘ts_code,trade_date,buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount‘, offset=offset, limit=1000) for index, row in money_flow.iterrows(): stk_code = row[‘ts_code‘] # 股票代码 trade_date = row[‘trade_date‘] # 交易日期 buy_lg_amount = row[‘buy_lg_amount‘] # 大单买入金额（万元）20万～100万 sell_lg_amount = row[‘sell_lg_amount‘] # 大单卖出金额（万元）20万～100万 buy_elg_amount = row[‘buy_elg_amount‘] # 特大单买入金额（万元）成交额>=100万 sell_elg_amount = row[‘sell_elg_amount‘] # 特大单卖出金额（万元）成交额>=100万 net_mf_amount = row[‘pct_chg‘] # 净流入额（万元） # =============================================================指数日线行情index_daily============================================================= def indexDaily(cur_date): for offset in range(0, 12000, 1000): idx_data = pro.index_daily(trade_date, fields=‘ts_code,trade_date,close,open,high,low,pre_close,pct_chg,amount‘, offset=offset, limit=1000) for index, row in idx_data.iterrows(): idx_code = row[‘ts_code‘] # 指数代码 trade_date = row[‘trade_date‘] # 交易日期 open = row[‘open‘] # 开盘价 high = row[‘high‘] # 最高价 low = row[‘low‘] # 最低价 close = row[‘close‘] # 收盘价 pre_close = row[‘pre_close‘] # 昨收价 pct_chg = round(row[‘pct_chg‘],2) # 涨跌幅，单位% amount = round(row[‘amount‘]/10,2) # 成交额（千元） ‘‘‘ 每日特色交易数据 ‘‘‘ # ============================================================每日涨跌停统计:limit_list============================================================= def limitData(cur_date): ‘‘‘ 单次最大1000，总量不限制 ‘‘‘ for offset in range(0, 12000, 500): limit_data = pro.limit_list(trade_date=cur_date, fields=‘ts_code,trade_date,fc_ratio,fd_amount,first_time,last_time,open_times,strth,limit‘, offset=offset, limit=1000) for index, row in limit_data.iterrows(): stk_code = row[‘ts_code‘] # 股票代码 trade_date = row[‘trade_date‘] # 交易日期 fc_ratio = row[‘fc_ratio‘] # 封单金额/日成交金额 fd_amount = row[‘fd_amount‘] # 封单金额 first_time = row[‘close‘] # 首次涨停时间 last_time = row[‘last_time‘] # 最后封板时间 open_times = row[‘open_times‘] # 打开次数 strth = row[‘strth‘] # 涨跌停强度 limit = row[‘limit‘] # D跌停U涨停 # =============================================================龙虎榜机构明细:top_inst============================================================= def topInst(cur_date): ‘‘‘ 单次最大10000 ‘‘‘ for offset in range(0, 12000, 1000): top_detail = pro.top_inst(trade_date=cur_date, fields=‘ts_code,trade_date,exalter,buy,sell,net_buy‘, offset=offset, limit=1000) for index, row in top_detail.iterrows(): stk_code = row[‘ts_code‘] # 股票代码 trade_date = row[‘trade_date‘] # 交易日期 exalter = row[‘exalter‘] # 营业部名称 buy = row[‘low‘] # 买入额（万） sell = row[‘sell‘] # 卖出额（万） net_buy = row[‘net_buy‘] # 净成交额（万） # ================================================================主函数================================================================ def main(): # 初始化tushare.pro接口 pro = ts.pro_api(‘ac16b470869c5d82db5033ae9288f77b282d2b5519507d6d2c72fdd7‘) # 获取当天日期 cur_date = time.strftime("%Y%m%d", time.localtime()) # 创建MySQL连接对象 conn_mysql = pymysql.connect(user=‘root‘, password=‘123456‘, database=‘stock‘, charset=‘utf8‘) # 创建Redis链接对象 conn_redis = Redis(host=‘127.0.0.1‘, port=6379) code_list = stockBasic(conn_mysql,conn_redis) conn_mysql.close() if __name__ == ‘__main__‘: main()
以上是关于当天数据的主要内容，如果未能解决你的问题，请参考以下文章
python 用于数据探索的Python代码片段（例如，在数据科学项目中）