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pytdx_weight_to_mysql.py
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pytdx_weight_to_mysql.py
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# coding:utf-8
#
# The MIT License (MIT)
#
# Copyright (c) 2010-2019 fasiondog/hikyuu
#
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:
#
# The above copyright notice and this permission notice shall be included in all
# copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
# SOFTWARE.
from pytdx.hq import TDXParams
import mysql.connector
def to_pytdx_market(market):
"""转换为pytdx的market"""
pytdx_market = {'SH': TDXParams.MARKET_SH, 'SZ': TDXParams.MARKET_SZ}
return pytdx_market[market.upper()]
def pytdx_import_weight_to_mysql(pytdx_api, connect, market):
"""导入钱龙格式的权息数据"""
cur = connect.cursor()
cur.execute("select marketid from `hku_base`.`Market` where market='%s'" % market)
marketid = [id[0] for id in cur.fetchall()]
marketid = marketid[0]
pytdx_market = to_pytdx_market(market)
total_count = 0
cur.execute("select stockid, code from `hku_base`.`Stock` where marketid=%s" % (marketid))
stockid_list = [x for x in cur.fetchall()]
cur.close()
for stockrecord in stockid_list:
stockid, code = stockrecord
#print("{}{}".format(market, code))
# 获取当前数据库中最后的一条权息记录的总股本和流通股本
cur = connect.cursor()
cur.execute(
"select id, stockid, date, countAsGift, countForSell, priceForSell, \
bonus, countOfIncreasement, totalCount, \
freeCount from `hku_base`.`stkweight` where stockid=%s \
order by date desc limit 1" % stockid
)
a = [x for x in cur.fetchall()]
last_db_weight = None
if a:
a = list(a[0])
last_db_weight = a
db_last_date = a[2]
last_total_count, last_free_count = a[8:10]
else:
last_db_weight = None
db_last_date, last_total_count, last_free_count = (0, 0, 0)
cur.close()
xdxr_list = pytdx_api.get_xdxr_info(pytdx_market, code)
update_last_db_weight = False
new_last_db_weight = last_db_weight
records = {}
for xdxr in xdxr_list:
try:
date = xdxr['year'] * 10000 + xdxr['month'] * 100 + xdxr['day']
if date < db_last_date:
continue
if date == db_last_date and new_last_db_weight is not None:
if xdxr['songzhuangu'] is not None:
new_last_db_weight[3] = int(10000 * xdxr['songzhuangu'])
update_last_db_weight = True
if xdxr['peigu'] is not None:
new_last_db_weight[4] = int(10000 * xdxr['peigu'])
update_last_db_weight = True
if xdxr['peigujia'] is not None:
new_last_db_weight[5] = int(1000 * xdxr['peigujia'])
update_last_db_weight = True
if xdxr['fenhong'] is not None:
new_last_db_weight[6] = int(1000 * xdxr['fenhong'])
update_last_db_weight = True
if xdxr['houzongguben'] is not None:
new_last_db_weight[8] = round(xdxr['houzongguben'])
update_last_db_weight = True
last_total_count = new_last_db_weight[8]
if xdxr['panhouliutong'] is not None:
new_last_db_weight[9] = round(xdxr['panhouliutong'])
update_last_db_weight = True
last_free_count = new_last_db_weight[9]
continue
if date not in records:
records[date] = [
stockid,
date,
int(10000 * xdxr['songzhuangu'])
if xdxr['songzhuangu'] is not None else 0, #countAsGift
int(10000 *
xdxr['peigu']) if xdxr['peigu'] is not None else 0, #countForSell
int(1000 *
xdxr['peigujia']) if xdxr['peigujia'] is not None else 0, #priceForSell
int(1000 * xdxr['fenhong']) if xdxr['fenhong'] is not None else 0, #bonus
0, #countOfIncreasement, pytdx 不区分送股和转增股，统一记在送股
round(xdxr['houzongguben'])
if xdxr['houzongguben'] is not None else last_total_count, #totalCount
round(xdxr['panhouliutong'])
if xdxr['panhouliutong'] is not None else last_free_count #freeCount
]
else:
if xdxr['songzhuangu'] is not None:
records[date][2] = int(10000 * xdxr['songzhuangu'])
if xdxr['peigu'] is not None:
records[date][3] = int(10000 * xdxr['peigu'])
if xdxr['peigujia'] is not None:
records[date][4] = int(1000 * xdxr['peigujia'])
if xdxr['fenhong'] is not None:
records[date][5] = int(1000 * xdxr['fenhong'])
if xdxr['houzongguben'] is not None:
records[date][7] = round(xdxr['houzongguben'])
if xdxr['panhouliutong'] is not None:
records[date][8] = round(xdxr['panhouliutong'])
if xdxr['houzongguben'] is not None:
last_total_count = round(xdxr['houzongguben'])
if xdxr['panhouliutong'] is not None:
last_free_count = round(xdxr['panhouliutong'])
except Exception as e:
print(e)
print(
"{} {}{} xdxr: {} last_db_weigth:{}".format(
stockid, market, code, xdxr, new_last_db_weight
)
)
raise e
if update_last_db_weight:
cur = connect.cursor()
x = new_last_db_weight
cur.execute(
"UPDATE `hku_base`.`StkWeight` SET countAsGift=%s, countForSell=%s, priceForSell=%s, \
bonus=%s, totalCount=%s, freeCount=%s \
where id=%s" % (x[3], x[4], x[5], x[6], x[8], x[9], x[0])
)
connect.commit()
cur.close()
if records:
cur = connect.cursor()
cur.executemany(
"INSERT INTO `hku_base`.`StkWeight` (stockid, date, countAsGift, \
countForSell, priceForSell, bonus, countOfIncreasement, totalCount, freeCount) \
VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s)", [x for x in records.values()]
)
connect.commit()
cur.close()
total_count += len(records)
return total_count
if __name__ == '__main__':
import os
import time
import sqlite3
from hikyuu.data.common_mysql import create_database
starttime = time.time()
host = '127.0.0.1'
port = 3306
usr = 'root'
pwd = ''
tdx_server = '119.147.212.81'
tdx_port = 7709
quotations = ['stock', 'fund']
connect = mysql.connector.connect(user=usr, password=pwd, host=host, port=port)
create_database(connect)
from pytdx.hq import TdxHq_API, TDXParams
api = TdxHq_API()
api.connect(tdx_server, tdx_port)
print("导入数量: {}".format(pytdx_import_weight_to_mysql(api, connect, 'SH')))
api.disconnect()
connect.close()
endtime = time.time()
print("\nTotal time:")
print("%.2fs" % (endtime - starttime))
print("%.2fm" % ((endtime - starttime) / 60))