120 lines
3.9 KiB
Python
120 lines
3.9 KiB
Python
from datetime import timedelta
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from DB.model.StockDailyFreq import get_stock_daily_freq
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from DB.sqlite_db_main import SqliteDbMain, config
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from utils.tdxUtil import TdxUtil
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from utils.comm import *
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from fp.基本信息入库 import StockInfoMain
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class StockDailyFreqMain:
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def __init__(self):
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self.code_res = StockInfoMain().get_stock_basic()
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self.db_main = SqliteDbMain(config.stock_daily_freq_db)
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def __filter_stock(self, code, name):
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if 'ST' in name:
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return False
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if code.startswith('30'):
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return False
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if code.startswith('68'):
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return False
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return True
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def init_data(self):
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"""
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全量入库操作
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:return:
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"""
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# Print the results
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for result in self.code_res:
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tdx_util = TdxUtil("")
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s_type = tdx_util.get_security_type(code=result.ts_code)
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if s_type in tdx_util.SECURITY_TYPE and self.__filter_stock(result.ts_code, result.name):
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# 设置开始和结束时间
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start_time = f"{(datetime.now() - timedelta(days=365 * 3)).strftime('%Y-%m-%d')} 09:30:00"
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end_time = f"{datetime.now().strftime('%Y-%m-%d')} 15:00:00"
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print(
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f"{result.id}，{result.ts_code} --> start_time={trade_date} 09:30:00 --->> end_time={trade_date} 15:00:00")
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i = 0
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df = None
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while True:
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try:
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if i > 6:
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break
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df = xcsc_pro.stk_mins(ts_code=result.ts_code, freq='30min',
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start_time=start_time,
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end_time=end_time)[::-1]
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except Exception as e:
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i += 1
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# 捕获超时异常
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print("请求超时，等待2分钟后重试...")
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time.sleep(120) # 休眠2分钟
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print(f"{result.ts_code}，{result.name} 获取 stk_mins _ 30 数据完毕！")
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# 创建表
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table_name = str(result.ts_code).split(".")[0] + "_daily_freq_30"
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new_table_class = get_stock_daily_freq(table_name=table_name)
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self.db_main.create_table(new_table_class)
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entries = []
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for index, row in df.iterrows():
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min_time = row['trade_time']
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# 将字符串解析为日期时间对象
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trade_time = datetime.strptime(min_time, '%Y-%m-%d %H:%M:%S').strftime('%Y-%m-%d')
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entry = new_table_class(
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trade_date=trade_time,
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time=min_time,
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open=row['open'],
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close=row['close'],
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high=row['high'],
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low=row['low'],
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vol=row['vol'],
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amount=row['amount'],
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)
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print(entry.to_dict())
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entries.append(entry)
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self.db_main.insert_all_entry(entries)
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def task_data(self, trade_date=datetime.now().strftime('%Y%m%d')):
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print(len(self.code_res))
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for result in self.code_res:
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tdx_util = TdxUtil("")
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s_type = tdx_util.get_security_type(code=result.ts_code)
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if s_type in tdx_util.SECURITY_TYPE and self.__filter_stock(result.ts_code, result.name):
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print(
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f"{result.id}，{result.ts_code} --> start_time={trade_date} 09:30:00 --->> end_time={trade_date} 15:00:00")
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df = xcsc_pro.stk_mins(ts_code=result.ts_code, freq='30min',
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start_time=f"{trade_date} 09:30:00",
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end_time=f"{trade_date} 15:00:00")
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print(f"{result.ts_code},{result.name} 获取 stk_mins _ 30 数据完毕！")
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for index, row in df.iterrows():
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table_name = str(result.ts_code).split(".")[0] + "_daily_freq_30"
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new_table_class = get_stock_daily_freq(table_name=table_name)
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entry = new_table_class(
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trade_date=trade_date,
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time=row['trade_time'],
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open=row['open'],
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close=row['close'],
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high=row['high'],
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low=row['low'],
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vol=row['vol'],
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amount=row['amount'],
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)
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print(entry.to_dict())
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self.db_main.insert_entry(entry)
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if __name__ == '__main__':
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current_date = datetime.now()
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if if_run(current_date):
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trade_date = current_date.strftime('%Y-%m-%d')
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print(trade_date)
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main = StockDailyFreqMain()
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# main.init_data()
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main.task_data(trade_date)
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# df = xcsc_pro.stk_mins(ts_code='600095.SH', start_time='2022-08-24 09:30:00', end_time='2023-08-24 15:00:00',
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# freq='30min')
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# print(df)
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