137 lines
5.5 KiB
Python
137 lines
5.5 KiB
Python
from datetime import date, datetime, timedelta
|
|
from time import sleep
|
|
|
|
from sqlalchemy import Column, Double, Integer, String, create_engine
|
|
from sqlalchemy.orm import DeclarativeBase, Session
|
|
from tushare import pro_api
|
|
|
|
TUSHARE_API_KEY = '64ebff4fa679167600b905ee45dd88e76f3963c0ff39157f3f085f0e'
|
|
|
|
|
|
class Base(DeclarativeBase):
|
|
pass
|
|
|
|
|
|
class Stock(Base):
|
|
__tablename__ = 'stock'
|
|
|
|
code = Column(String, primary_key=True, comment="代码")
|
|
name = Column(String, comment="名称")
|
|
fullname = Column(String, comment="全名")
|
|
market = Column(String, comment="市场")
|
|
exchange = Column(String, comment="交易所")
|
|
industry = Column(String, comment="行业")
|
|
list_date = Column(String, comment="上市日期")
|
|
|
|
|
|
class Daily(Base):
|
|
__tablename__ = 'daily'
|
|
|
|
code = Column(String, primary_key=True)
|
|
trade_date = Column(String, primary_key=True)
|
|
open = Column(Double)
|
|
close = Column(Double)
|
|
high = Column(Double)
|
|
low = Column(Double)
|
|
previous_close = Column(Double)
|
|
turnover = Column(Double)
|
|
volume = Column(Integer)
|
|
price_change_amount = Column(Double)
|
|
factor = Column(Double)
|
|
|
|
|
|
def main():
|
|
print("开始更新数据")
|
|
|
|
engine = create_engine(f"sqlite:////Users/lanyuanxiaoyao/Documents/leopard_data/leopard.sqlite")
|
|
try:
|
|
Stock.metadata.create_all(engine, checkfirst=True)
|
|
Daily.metadata.create_all(engine, checkfirst=True)
|
|
pro = pro_api(TUSHARE_API_KEY)
|
|
# with engine.connect() as connection:
|
|
# stocks = pro.stock_basic(list_status="L", market="主板", fields="ts_code,name,fullname,market,exchange,industry,list_date")
|
|
# for row in stocks.itertuples():
|
|
# stmt = insert(Stock).values(
|
|
# code=row.ts_code,
|
|
# name=row.name,
|
|
# fullname=row.fullname,
|
|
# market=row.market,
|
|
# exchange=row.exchange,
|
|
# industry=row.industry,
|
|
# list_date=row.list_date,
|
|
# )
|
|
# stmt = stmt.on_conflict_do_update(
|
|
# index_elements=["code"],
|
|
# set_={
|
|
# "name": stmt.excluded.name,
|
|
# "fullname": stmt.excluded.fullname,
|
|
# "market": stmt.excluded.market,
|
|
# "exchange": stmt.excluded.exchange,
|
|
# "industry": stmt.excluded.industry,
|
|
# "list_date": stmt.excluded.list_date,
|
|
# },
|
|
# )
|
|
# print(stmt)
|
|
# connection.execute(stmt)
|
|
# connection.commit()
|
|
#
|
|
# print("清理行情数据")
|
|
# connection.execute(text("delete from daily where code not in (select distinct code from stock)"))
|
|
# connection.commit()
|
|
#
|
|
# print("清理财务数据")
|
|
# connection.execute(text("delete from finance_indicator where code not in (select distinct code from stock)"))
|
|
# connection.commit()
|
|
|
|
with Session(engine) as session:
|
|
stock_codes = [row[0] for row in session.query(Stock.code).all()]
|
|
|
|
latest_date = session.query(Daily.trade_date).order_by(Daily.trade_date.desc()).first()
|
|
if latest_date is None:
|
|
latest_date = '1990-12-19'
|
|
else:
|
|
latest_date = latest_date.trade_date
|
|
latest_date = datetime.strptime(latest_date, '%Y-%m-%d').date()
|
|
current_date = date.today() - timedelta(days=1)
|
|
delta = (current_date - latest_date).days
|
|
print(f"最新数据日期：{latest_date}，当前日期：{current_date}，待更新天数：{delta}")
|
|
if delta > 0:
|
|
update_dates = []
|
|
for i in range(delta):
|
|
latest_date = latest_date + timedelta(days=1)
|
|
update_dates.append(latest_date.strftime('%Y%m%d'))
|
|
for target_date in update_dates:
|
|
print(f"正在采集：{target_date}")
|
|
dailies = pro.daily(trade_date=target_date)
|
|
dailies.set_index("ts_code", inplace=True)
|
|
factors = pro.adj_factor(trade_date=target_date)
|
|
factors.set_index("ts_code", inplace=True)
|
|
results = dailies.join(factors, lsuffix="_daily", rsuffix="_factor", how="left")
|
|
rows = []
|
|
for row in results.itertuples():
|
|
if row.Index in stock_codes:
|
|
rows.append(
|
|
Daily(
|
|
code=row.Index,
|
|
trade_date=datetime.strptime(target_date, '%Y%m%d').strftime("%Y-%m-%d"),
|
|
open=row.open,
|
|
close=row.close,
|
|
high=row.high,
|
|
low=row.low,
|
|
previous_close=row.pre_close,
|
|
turnover=row.amount,
|
|
volume=row.vol,
|
|
price_change_amount=row.pct_chg,
|
|
factor=row.adj_factor,
|
|
)
|
|
)
|
|
session.add_all(rows)
|
|
session.commit()
|
|
sleep(1)
|
|
finally:
|
|
engine.dispose()
|
|
|
|
|
|
if __name__ == '__main__':
|
|
main()
|