-
Notifications
You must be signed in to change notification settings - Fork 556
/
pytdx_weight_to_sqlite.py
193 lines (175 loc) · 8.51 KB
/
pytdx_weight_to_sqlite.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
# 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
from hikyuu.data.common_pytdx import to_pytdx_market
def pytdx_import_weight_to_sqlite(pytdx_api, connect, market):
"""导入钱龙格式的权息数据"""
cur = connect.cursor()
marketid = cur.execute("select marketid from Market where market='%s'" % market)
marketid = [id[0] for id in marketid]
marketid = marketid[0]
pytdx_market = to_pytdx_market(market)
total_count = 0
stockid_list = cur.execute("select stockid, code from Stock where marketid=%s" % (marketid))
stockid_list = [x for x in stockid_list]
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()
a = cur.execute(
"select id, stockid, date, countAsGift, countForSell, priceForSell, \
bonus, countOfIncreasement, totalCount, \
freeCount from stkweight where stockid=%s \
order by date desc limit 1" % stockid
)
a = [x for x in a]
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['suogu'] is not None:
# etf 扩股
new_last_db_weight[3] += int(100000 * (xdxr['suogu']-1))
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:
songzhuangu = int(10000 * xdxr['songzhuangu']) if xdxr['songzhuangu'] is not None else 0
songzhuangu += int(100000 * (xdxr['suogu']-1)) if xdxr['suogu'] is not None else 0
records[date] = [
stockid,
date,
songzhuangu, # countForGift
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['suogu'] is not None:
records[date][2] += int(100000 * (xdxr['suogu']-1))
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 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 StkWeight(stockid, date, countAsGift, \
countForSell, priceForSell, bonus, countOfIncreasement, totalCount, freeCount) \
VALUES (?,?,?,?,?,?,?,?,?)", [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_sqlite3 import create_database
starttime = time.time()
dest_dir = "d:\\stock"
tdx_server = '119.147.212.81'
tdx_port = 7709
quotations = ['stock', 'fund']
connect = sqlite3.connect(dest_dir + "\\stock.db")
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_sqlite(api, connect, 'SH')))
api.disconnect()
connect.close()
endtime = time.time()
print("\nTotal time:")
print("%.2fs" % (endtime - starttime))
print("%.2fm" % ((endtime - starttime) / 60))