沪深港通资金数据hsgt_data
20191224 nan nan 0.0
20190628 nan nan 0.0
# -*- coding: utf-8 -*-
import pandas as pd
import tushare as ts
import lxml
from redis import Redis
import hashlib
import pymysql
import time
# =============================================================两市成交总额=============================================================
def tradeTotalamount(conn_mysql,conn_redis,cur_date):
# 定义计数器
success, fail, count = 0, 0, 0
# 定义两市总成交额
total_amount = 0
# 创建MySQL操作游标
cursor = conn_mysql.cursor()
try:
sql = '''insert into hs_total_amount_data(trade_date,total_amount) values('%s','%s')''' % (trade_date,total_amount)
cursor.execute(sql)
conn_mysql.commit()
# 统计入库成功数量
success += 1
except:
print(trade_date,total_amount)
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('沪深总成交额数据计算完毕,新入库数据:%d条' % success)
print('沪深总成交额数据计算完毕,入库失败数据:%d条' % fail)
print('沪深总成交额数据计算完毕,本次共请求数据:%d条' % count)
# =============================================================沪深港通资金流向:moneyflow_hsgt=============================================================
def moneyflowHsgt(conn_mysql,conn_redis,cur_date):
'''
每次最多返回300条记录,总量不限制
'''
# 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, 300):
# 获取当天数据
# hsgt = pro.moneyflow_hsgt(trade_date=cur_date, fields='trade_date,hgt,sgt,north_money', offset=offset,limit=1000)
# 获取历史数据
hsgt = pro.moneyflow_hsgt(start_date='20190526',end_date='20191225',fields='trade_date,hgt,sgt,north_money', offset=offset,limit=1000)
for index, row in hsgt.iterrows():
trade_date = row['trade_date'] # 交易日期
hgt = row['hgt'] * 100 # 沪股通(百万元)
sgt = row['sgt'] * 100 # 深股通(百万元)
north_money = row['north_money'] * 100 # 北向资金(百万元)
try:
sql = '''insert into hsgt_data(trade_date,hgt,sgt,north_money) values('%s','%s','%s','%s')''' % (trade_date, hgt, sgt, north_money)
cursor.execute(sql)
conn_mysql.commit()
# 统计入库成功数量
success += 1
except:
print(trade_date, hgt, sgt, north_money)
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('沪深港通资金数据获取完毕,新入库数据:%d条' % success)
print('沪深港通资金数据获取完毕,入库失败数据:%d条' % fail)
print('沪深港通资金数据获取完毕,本次共请求数据:%d条' % count)
# ================================================================主函数================================================================
if __name__ == '__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)
moneyflowHsgt(conn_mysql,conn_redis,cur_date)
tradeTotalamount(conn_mysql, conn_redis, cur_date)
conn_mysql.close()
的点点滴滴
# -*- 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
# =============================================================前十大流通股东:top10_floatholders=============================================================
def topFlowholder(**kwargs):
'''
注:一次取100行记录
'''
# 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, 40000, 100):
top10_flow_holder = pro.top10_floatholders(period_date='20190930', fields='ts_code,end_date,holder_name,hold_amount', offset=offset, limit=100)
for index, row in top10_flow_holder.iterrows():
stk_code = row['ts_code'] # 股票代码
period_date = row['end_date'] # 报告期
holder_name = row['holder_name'] # 股东名称
hold_amount = round(row['hold_amount']/10000,2) # 持有数量(股)
# 将解析到的stk_code生成一个唯一的标识进行redis存储
source = stk_code + period_date
stk_flow_holder_id = hashlib.sha256(source.encode()).hexdigest()
# 将解析内容的唯一表示存储到redis的stk_flow_holder中
ex = conn_redis.sadd('stk_flow_holder', stk_flow_holder_id)
# 获取没有爬取的内容
if ex == 1:
try:
sql = '''insert into top10_flow_holder_data(ts_code,end_date,holder_name,hold_amount) values('%s','%s','%s','%s')''' % (ts_code, end_date, holder_name, hold_amount)
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
time.sleep(1.5)
# 关闭MySQL操作游标
cursor.close()
print('topFlowholder程序执行完毕,新入库数据:%d条' % success)
print('topFlowholder程序执行完毕,入库失败数据:%d条' % fail)
print('topFlowholder程序执行完毕,本次共请求数据:%d条' % count)
# =============================================================股东人数stk_holdernumber=============================================================
def stkHoldernumber(**kwargs):
'''
单次最大3000,总量不限制,每分钟调取100次
'''
# 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, 30000, 1000):
holder_number = pro.stk_holdernumber(start_date='20190101',end_date='20191231' fields='ts_code,end_date,holder_num', offset=offset, limit=1000)
for index, row in holder_number.iterrows():
stk_code = row['ts_code'] # 股票代码
end_date = row['end_date'] # 截止日期
holder_num = row['holder_num'] # 股东户数
# 将解析到的stk_code生成一个唯一的标识进行redis存储
source = stk_code + end_date
stk_flow_holder_id = hashlib.sha256(source.encode()).hexdigest()
# 将解析内容的唯一表示存储到redis的holder_number中
ex = conn_redis.sadd('holder_number', holder_number_id)
# 获取没有爬取的内容
if ex == 1:
try:
sql = '''insert into holder_number(ts_code,end_date,holder_num) values('%s','%s','%s')''' % (ts_code,end_date,holder_num)
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
time.sleep(1.5)
# 关闭MySQL操作游标
cursor.close()
print('stkHoldernumber程序执行完毕,新入库数据:%d条' % success)
print('stkHoldernumber程序执行完毕,入库失败数据:%d条' % fail)
print('stkHoldernumber程序执行完毕,本次共请求数据:%d条' % count)
'''
每日基础交易数据
'''
# =============================================================日线行情:daily=============================================================
def dailyData(**kwargs):
'''
本接口是未复权行情,停牌期间不提供数据,每分钟内最多调取200次,每次4000条数据,交易日当天15点~16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 = pro.daily(trade_date=cur_date, fields='ts_code,trade_date,open,high,low,close,pre_close,pct_chg,amount', offset=offset,limit=1000)
for index, row in daily.iterrows():
stk_code = row['ts_code'] # 股票代码
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 = row['pct_chg'] # 涨跌幅,未复权
amount = row['amount']/10 # 成交额,原始单位为:千元
if open<=close:
is_positive line = '阳线' # 开盘价小于等于收盘价,阳线
else:
is_positive line = '阴线' # 开盘价大于收盘价,阴线
try:
sql = '''insert into daily_trade_data(ts_code,trade_date,open,high,low,close,pre_close,pct_chg,amount,is_positive_line) values('%s','%s','%s','%s','%s','%s','%s','%s','%s','%s')''' % (ts_code,trade_date,open,high,low,close,pre_close,pct_chg,amount,is_positive_line)
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)
# =============================================================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()
来源:https://www.cnblogs.com/Iceredtea/p/12099967.html