cmesdata 1.2.2__py3-none-any.whl

cmesdata/__init__.py

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+from cmesdata.stock import *

cmesdata/stock.py

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+
+import os
+from datetime import datetime, timedelta
+import pandas as pd
+import traceback
+debug = 0
+if debug == 1:
+    from third.maths import Jsp_API
+else:
+    from cmesdata.third.maths import Jsp_API
+print("国内外历史高频股票期货等数据下载前往“cmes-data.com”网站获取")
+print("--------------------")
+
+import requests
+
+bTest = 0
+
+dat = pd.DataFrame()
+time_close1 = datetime.strptime("11:33:00", '%H:%M:%S')
+time_open1 = datetime.strptime("9:30:00", '%H:%M:%S')
+time_close2 = datetime.strptime("15:03:00", '%H:%M:%S')
+time_open2 = datetime.strptime("13:00:00", '%H:%M:%S')
+
+bLogin = False
+api = Jsp_API()
+str_bg = "cmes-data.com"
+token = ""
+
+def print_info():
+    if debug == 1:
+        traceback.print_exc()
+    print("入参格式错误，或时间超限，请检查！")
+
+
+def get_time():
+    global bLogin
+    strt = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
+    if strt > str_bg:
+        bLogin = False
+    return strt
+
+def login(token_str):
+    global token, str_bg, bLogin
+    token = token_str
+    # 将内容转换为字符串列表
+    if debug == 1:
+        url = f"http://127.0.0.1:5000/api/interface/auth"
+    else:
+        url = f"https://cmes-data.com:8080/api/api/interface/auth"
+    payload = {
+        "token": token ,
+        "type": "a_gu"
+    }
+
+    bLogin = False
+    str_token, str_tokens, str_bg = "", "", ""
+    response = requests.post(url, json=payload)
+    data = response.json()
+    if response.status_code == 200:
+        if data.get('success') == True and 'data' in data:
+            autu_token = data['data'].get('autu_token')
+            str_token = autu_token.split(':')[0]
+            str_tokens = autu_token.split(':')[1]
+            str_bg = data['data'].get('autu_url')
+            api.connect(str_token, int(str_tokens))
+            bLogin = True
+            return 1
+        else:
+            if data.get('error') == None:
+                print("连接失败，请稍后重试")
+            else:
+                print(data.get('error'))
+            return 0
+    else:
+        if data.get('error') == None:
+            print("连接失败，请稍后重试")
+        else:
+            print(data.get('error'))
+        return 0
+
+def Init():
+    if bLogin == False:
+        print("请先使用token登录")
+        return False
+    return bLogin
+    
+def __select_market_code(code):
+    code = str(code)
+    if '.' in code:
+        if code.split('.')[0] == 'SZ':
+            return 0
+        elif code.split('.')[0] == 'SH': 
+            return 1
+        else:
+            return 2
+    else:
+        if code[0] in ['5', '6', '9'] or code[:3] in ["009", "126", "110", "201", "202", "203", "204"]:
+            return 1
+        if code[0] in ['8']:
+            return 2
+        return 0
+
+def __select_code(code):
+    code = str(code)
+    if '.' in code:
+        return code.split('.')[1]
+    else:
+        return code
+
+def get_code(market):
+    list_df = []
+    i = 0
+    if market == 1:
+        i = 1000
+    while 1:
+        df = api.to_df(api.get_security_list(market, i))
+        if len(df) <= 1 :
+            break
+
+        if len(df) > 0:
+            df00 = df[df['code'].str[:2] == '00']
+            df30 = df[df['code'].str[:2] == '30'] #300开头获取不到
+            df60 = df[df['code'].str[:2] == '60']
+            df68 = df[df['code'].str[:2] == '68']
+
+            list_df.append(df00)
+            list_df.append(df30)
+            list_df.append(df60)
+            list_df.append(df68)
+
+        i = i + 1000
+    df = ''
+    if len(list_df) > 0:
+        df = pd.concat(list_df)
+        df = df.drop(['volunit', 'decimal_point'], axis=1)
+        df = df.reset_index(drop=True)
+    return df
+
+def get_history_data(code, start_date, end_date, period, index=False):
+    try:
+        if (not Init()):
+            return pd.DataFrame()
+        periodDic = {'1min' : 8, '5min': 0, '15min': 1, '30min': 2, '60min': 3, 'D': 4, 'W': 5, 'M': 6}
+
+        date1 = datetime.strptime(start_date, "%Y-%m-%d")
+        date2 = datetime.now()
+        # 计算日期差异
+        n = (date2 - date1).days + 1
+
+        date_list = []
+        for i in range(n):
+            if index == False:
+                df_tem = api.to_df(api.get_security_bars(periodDic[period], __select_market_code(code), __select_code(code), i * 800, 800))
+            else:
+                df_tem = api.to_df(api.get_index_bars(periodDic[period], __select_market_code(code), __select_code(code), i * 800, 800))
+            if df_tem.empty:
+                break
+            time_tem = df_tem.iloc[0].loc['datetime']
+            time2 = datetime.strptime(time_tem, "%Y-%m-%d %H:%M")
+
+            date_list.insert(0, df_tem)
+
+            if time2 < date1:
+                break
+
+        data = pd.concat(date_list)
+
+        if data.empty:
+            return data
+
+        end_date = datetime.strptime(end_date, '%Y-%m-%d')
+        new_time = end_date + timedelta(days=1)
+        end_date = new_time.strftime('%Y-%m-%d')
+
+        data = data[(data['datetime'] >= start_date) & (data['datetime'] <= end_date)]
+        data = data[['datetime', 'open', 'high', 'low', 'close', 'vol', 'amount']]
+        data['datetime'] = data['datetime'] + ':00'
+        data = data.reset_index(drop=True)
+        data.loc[data['vol'] < 0.1, 'vol'] = 0
+        data.loc[data['amount'] < 0.1, 'amount'] = 0
+        data.columns = ['时间', '开盘价', '最高价', '最低价', '收盘价', '成交量', '成交额']
+        return data
+    except:
+        print_info()
+        return pd.DataFrame()
+
+def get_index_data(code, start_date, end_date, period):
+    return get_history_data(code, start_date, end_date, period, index=True)
+
+def get_real_hq(all_stock):
+    if len(all_stock) > 80 or not Init():
+        return pd.DataFrame()
+
+    list_all = []
+    for c in all_stock:
+        list_all.append((__select_market_code(c), __select_code(c)))
+    stocks = api.get_security_quotes(list_all)
+    if stocks == None:
+        print("传入参数中有代码错误或停盘的股票，请剔除")
+        return pd.DataFrame()
+    combined_df = pd.DataFrame(stocks)
+    combined_df = combined_df.drop(
+        ['market', 'active1', 'reversed_bytes0', 'reversed_bytes1',
+         'cur_vol', 'reversed_bytes2', 'reversed_bytes3', 'reversed_bytes4', 'reversed_bytes5',
+         'reversed_bytes6', 'reversed_bytes7', 'reversed_bytes8', 'reversed_bytes9',
+         'active2'], axis=1)
+
+    time_str = get_time()
+    combined_df['servertime'] = time_str
+
+    if time_str < time_open1 or time_str > time_close2 or (time_str > time_close1 and time_str < time_open2):
+        return pd.DataFrame()
+    combined_df.columns = ['代码', '价格','昨收价','开盘价','最高价','最低价', '时间', '成交量', '成交额', '总卖', '总买', '买一价', '卖一价', '买一量',
+                           '卖一量',
+                           '买二价', '卖二价', '买二量', '卖二量', '买三价', '卖三价', '买三量', '卖三量', '买四价',
+                           '卖四价', '买四量', '卖四量', '买五价', '卖五价', '买五量', '卖五量', ]
+    return combined_df
+
+def get_real_kzz(all_stock):
+    df = get_real_hq(all_stock)
+    if df.empty:
+        return df
+
+    df['价格'] = df['价格'] * 0.01
+    df['昨收价'] = df['昨收价'] * 0.01
+    df['开盘价'] = df['开盘价'] * 0.01
+    df['最高价'] = df['最高价'] * 0.01
+    df['最低价'] = df['最低价'] * 0.01
+    df['买一价'] = df['买一价'] * 0.01
+    df['买二价'] = df['买二价'] * 0.01
+    df['买三价'] = df['买三价'] * 0.01
+    df['买四价'] = df['买四价'] * 0.01
+    df['买五价'] = df['买五价'] * 0.01
+    df['卖一价'] = df['卖一价'] * 0.01
+    df['卖二价'] = df['卖二价'] * 0.01
+    df['卖三价'] = df['卖三价'] * 0.01
+    df['卖四价'] = df['卖四价'] * 0.01
+    df['卖五价'] = df['卖五价'] * 0.01
+    return df
+
+def get_tick(code, date):
+    if not Init():
+        return pd.DataFrame()
+    date = datetime.strptime(date, '%Y-%m-%d')
+    date = int(date.strftime("%Y%m%d"))
+    df1 = api.to_df(api.get_history_transaction_data(__select_market_code(code), __select_code(code), 0, 5000, date))
+    df2 = api.to_df(api.get_history_transaction_data(__select_market_code(code), __select_code(code), 2000, 5000, date))
+    df3 = api.to_df(api.get_history_transaction_data(__select_market_code(code), __select_code(code), 4000, 5000, date))
+    df = pd.concat([df3, df2, df1], ignore_index=True)
+    df.columns = ['时间', '价格', '成交量', '买卖方向']
+
+    return df
+
+
+#--------------------------
+
+
+
+###########
+
+
+
+
+
+
+

cmesdata/third/__init__.py

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+#更多国内外历史行情数据访问网址：cmes-data.com
+
+