hikyuu 2.6.5__py3-none-win_amd64.whl → 2.6.7__py3-none-win_amd64.whl

hikyuu/data/pytdx_to_mysql.py

@@ -349,19 +349,19 @@ def import_one_stock_data(
                 continue
 
             if last_krecord is not None and bar_datetime == last_datetime:
-                if abs(last_krecord[1] - bar["open"]) / last_krecord[1] > 0.02:
+                if abs(last_krecord[1] - bar["open"]) / last_krecord[1] > 0.01:
                     hku_error(
                         f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord open: {last_krecord[1]}, bar: {bar['open']}")
                     return 0
-                if abs(last_krecord[2] - bar["high"]) / last_krecord[2] > 0.02:
+                if abs(last_krecord[2] - bar["high"]) / last_krecord[2] > 0.01:
                     hku_error(
                         f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord high: {last_krecord[2]}, bar: {bar['high']}")
                     return 0
-                if abs(last_krecord[3] - bar["low"]) / last_krecord[3] > 0.02:
+                if abs(last_krecord[3] - bar["low"]) / last_krecord[3] > 0.01:
                     hku_error(
                         f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord low: {last_krecord[3]}, bar: {bar['low']}")
                     return 0
-                if abs(last_krecord[4] - bar["close"]) / last_krecord[4] > 0.02:
+                if abs(last_krecord[4] - bar["close"]) / last_krecord[4] > 0.01:
                     hku_error(
                         f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord close: {last_krecord[4]}, bar: {bar['close']}")
                     return 0

hikyuu/data/pytdx_weight_to_clickhouse.py

@@ -0,0 +1,191 @@
+# 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.util import *
+from hikyuu.data.common_pytdx import to_pytdx_market
+
+
+@hku_catch(trace=True)
+def pytdx_import_weight_to_clickhouse(pytdx_api, connect, market):
+    """从 pytdx 导入权息数据"""
+    pytdx_market = to_pytdx_market(market)
+
+    total_count = 0
+    update_count = 0
+    stock_list = connect.query(f"select code from `hku_base`.`stock` where market='{market}' and valid=1")
+    stockid_list = stock_list.result_rows
+
+    for stockrecord in stockid_list:
+        code = stockrecord[0]
+
+        # 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
+        sql = f"select date, countAsGift, countForSell, priceForSell, bonus, countOfIncreasement, totalCount, freeCount, suogu from `hku_base`.`stkweight` where market='{market}' and code='{code}' order by date desc limit 1"
+        tmp = connect.query(sql)
+        a = tmp.result_rows
+        last_db_weight = None
+        if a:
+            a = list(a[0])
+            last_db_weight = a
+            db_last_date = a[0]
+            last_total_count, last_free_count = a[6:8]
+        else:
+            last_db_weight = None
+            db_last_date, last_total_count, last_free_count = (0, 0, 0)
+
+        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[1] = 10000 * xdxr['songzhuangu']
+                        update_last_db_weight = True
+                    if xdxr['peigu'] is not None:
+                        new_last_db_weight[2] = 10000 * xdxr['peigu']
+                        update_last_db_weight = True
+                    if xdxr['peigujia'] is not None:
+                        new_last_db_weight[3] = 1000 * xdxr['peigujia']
+                        update_last_db_weight = True
+                    if xdxr['fenhong'] is not None:
+                        new_last_db_weight[4] = 1000 * xdxr['fenhong']
+                        update_last_db_weight = True
+                    if xdxr['houzongguben'] is not None:
+                        new_last_db_weight[6] = xdxr['houzongguben']
+                        update_last_db_weight = True
+                        last_total_count = new_last_db_weight[6]
+                    if xdxr['panhouliutong'] is not None:
+                        new_last_db_weight[7] = xdxr['panhouliutong']
+                        update_last_db_weight = True
+                        last_free_count = new_last_db_weight[7]
+                    if xdxr['suogu'] is not None:
+                        # etf 扩缩股
+                        new_last_db_weight[8] = xdxr['suogu']
+                        update_last_db_weight = True
+                    continue
+                if date not in records:
+                    records[date] = [
+                        date,
+                        10000 * xdxr['songzhuangu'] if xdxr['songzhuangu'] is not None else 0,  # countAsGift
+                        10000 * xdxr['peigu'] if xdxr['peigu'] is not None else 0,  # countForSell
+                        1000 * xdxr['peigujia'] if xdxr['peigujia'] is not None else 0,  # priceForSell
+                        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
+                        xdxr['houzongguben'] if xdxr['houzongguben'] is not None else last_total_count,  # totalCount
+                        xdxr['panhouliutong'] if xdxr['panhouliutong'] is not None else last_free_count,  # freeCount
+                        xdxr["suogu"] if xdxr["suogu"] is not None else 0
+                    ]
+                else:
+                    if xdxr['songzhuangu'] is not None:
+                        records[date][1] = 10000 * xdxr['songzhuangu']
+                    if xdxr['peigu'] is not None:
+                        records[date][2] = 10000 * xdxr['peigu']
+                    if xdxr['peigujia'] is not None:
+                        records[date][3] = 1000 * xdxr['peigujia']
+                    if xdxr['fenhong'] is not None:
+                        records[date][4] = 1000 * xdxr['fenhong']
+                    if xdxr['houzongguben'] is not None:
+                        records[date][6] = xdxr['houzongguben']
+                    if xdxr['panhouliutong'] is not None:
+                        records[date][7] = xdxr['panhouliutong']
+                    if xdxr['suogu'] is not None:
+                        records[date][8] = xdxr['suogu']
+                if xdxr['houzongguben'] is not None:
+                    last_total_count = xdxr['houzongguben']
+                if xdxr['panhouliutong'] is not None:
+                    last_free_count = xdxr['panhouliutong']
+            except Exception as e:
+                print(e)
+                print("{}{} xdxr: {} last_db_weigth:{}".format(market, code, xdxr, new_last_db_weight))
+                raise e
+
+        if update_last_db_weight and new_last_db_weight != last_db_weight:
+            v = new_last_db_weight
+            sql = f"delete from hku_base.stkweight where market='{market}' and code='{code}' and date={v[0]}"
+            connect.command(sql)
+            records[v[0]] = v
+            update_count += 1
+
+        if records:
+            insert_records = []
+            for v in records.values():
+                tmp = [market, code]
+                tmp.extend(v)
+                insert_records.append(tmp)
+            ic = connect.create_insert_context(table='stkweight', database='hku_base',
+                                               column_names=['market', 'code', 'date', 'countAsGift', 'countForSell',
+                                                             'priceForSell', 'bonus', 'countOfIncreasement', 'totalCount', 'freeCount', 'suogu'],
+                                               data=insert_records)
+            connect.insert(context=ic)
+            total_count += len(records)
+
+    total_count = total_count - update_count
+    return total_count if total_count > 0 else 0
+
+
+if __name__ == '__main__':
+    import os
+    from configparser import ConfigParser
+    dev_config = ConfigParser()
+    dev_config.read(os.path.expanduser("~") + '/workspace/dev.ini')
+    db = 'clickhouse54-http'
+    user = dev_config.get(db, 'user')
+    password = dev_config.get(db, 'pwd')
+    host = dev_config.get(db, 'host')
+    port = dev_config.getint(db, 'port')
+
+    import clickhouse_connect
+    client = clickhouse_connect.get_client(
+        host=host, username=user, password=password)
+
+    # sql = "select date, countAsGift, countForSell, priceForSell, bonus, countOfIncreasement, totalCount, freeCount, suogu from `hku_base`.`stkweight` where market='SH' and code='000001' order by date desc limit 1"
+    # result = client.query(sql)
+    # print(result.result_rows)
+    # client.close()
+
+    tdx_server = '180.101.48.170'
+    tdx_port = 7709
+    quotations = ['stock', 'fund']
+
+    from pytdx.hq import TdxHq_API, TDXParams
+    api = TdxHq_API()
+    api.connect(tdx_server, tdx_port)
+
+    import time
+    starttime = time.time()
+    print("开始导入")
+    print("导入数量: {}".format(pytdx_import_weight_to_clickhouse(api, client, 'SH')))
+
+    api.disconnect()
+    client.close()
+
+    endtime = time.time()
+    print("\nTotal time:")
+    print("%.2fs" % (endtime - starttime))
+    print("%.2fm" % ((endtime - starttime) / 60))

hikyuu/data/tdx_to_clickhouse.py

@@ -0,0 +1,448 @@
+# 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.
+
+import os.path
+import struct
+import datetime
+import math
+import sys
+
+import mysql.connector
+import tables as tb
+
+from io import SEEK_END, SEEK_SET
+
+from hikyuu import Datetime
+from hikyuu.data.common import get_stktype_list, MARKET
+from hikyuu.data.common_clickhouse import (
+    create_database, get_codepre_list, get_table, get_lastdatetime, update_extern_data
+)
+
+
+def ProgressBar(cur, total):
+    percent = '{:.0%}'.format(cur / total)
+    sys.stdout.write('\r')
+    sys.stdout.write("[%-50s] %s" % ('=' * int(math.floor(cur * 50 / total)), percent))
+    sys.stdout.flush()
+
+
+def tdx_import_stock_name_from_file(connect, filename, market, quotations=None):
+    """更新每只股票的名称、当前是否有效性、起始日期及结束日期
+        如果导入的代码表中不存在对应的代码，则认为该股已失效
+
+        :param connect: mysql实例
+        :param filename: 代码表文件名
+        :param market: 'SH' | 'SZ'
+        :param quotations: 待导入的行情类别列表，空为导入全部 'stock' | 'fund' | 'bond' | None
+    """
+    newStockDict = {}
+    with open(filename, 'rb') as f:
+        data = f.read(50)
+        data = f.read(314)
+        while data:
+            a = struct.unpack('6s 17s 8s 283s', data)
+            stockcode = a[0].decode()
+            try:
+                stockname = a[2].decode(encoding='gbk').encode('utf8')
+            except:
+                print(stockname)
+                data = f.read(314)
+                continue
+            pos = stockname.find(0x00)
+            if pos >= 0:
+                stockname = stockname[:pos]
+            newStockDict[stockcode] = stockname.decode(encoding='utf8').strip()
+            data = f.read(314)
+
+    stktype_list = get_stktype_list(quotations)
+    sql = f"select code, name, type, valid, startDate, endDate from hku_base.stock where market='{market}' and type in {stktype_list}"
+    a = connect.query(sql)
+    a = a.result_rows
+    oldStockDict = {}
+    buf = {}
+    for oldstock in a:
+        oldcode, oldname, oldtype, oldvalid, oldstartDate, oldendDate = oldstock[0], oldstock[1], oldstock[2], int(
+            oldstock[3], oldstock[4], oldstock[5])
+        oldmarketcode = f'{market}{oldcode}'
+        oldStockDict[oldcode] = oldmarketcode
+
+        # 新的代码表中无此股票，则置为无效
+        if (oldvalid == 1) and (oldcode not in newStockDict):
+            connect.command(f"delete from hku_base.stock where market='{market}' and code='{oldcode}'")
+            buf.append((market, oldcode, oldname, oldtype,  0, today, 99999999))
+
+        # 股票名称发生变化，更新股票名称;如果原无效，则置为有效
+        if oldcode in newStockDict:
+            if oldname != newStockDict[oldcode]:
+                connect.command(f"delete from hku_base.stock where market='{market}' and code='{oldcode}'")
+                buf.append((market, oldcode, newStockDict[oldcode], oldtype,
+                           oldtype, oldvalid, oldstartDate, oldendDate))
+            if oldvalid == 0:
+                connect.command(f"delete from hku_base.stock where market='{market}' and code='{oldcode}'")
+                buf.append((market, oldcode, oldname, oldtype, 1, oldstartDate, 99999999))
+
+    # 处理新出现的股票
+    codepre_list = get_codepre_list(connect, market, quotations)
+
+    today = datetime.date.today()
+    today = today.year * 10000 + today.month * 100 + today.day
+    count = 0
+    for code in newStockDict:
+        if code not in oldStockDict:
+            for codepre in codepre_list:
+                length = len(codepre[0])
+                if code[:length] == codepre[0]:
+                    count += 1
+                    buf.append((market, code, newStockDict[code], codepre[1], 1, today, 99999999))
+                    break
+
+    # print('%s新增股票数：%i' % (market.upper(), count))
+    if len(buf) > 0:
+        ic = connect.create_insert_context(table='stock', database='hku_base',
+                                           column_names=['market', 'code', 'name',
+                                                         'type', 'valid', 'startDate', 'endDate'],
+                                           data=buf)
+        connect.insert(context=ic)
+    return count
+
+
+def to_clickhouse_ktype(ktype):
+    n_ktype = ktype.upper()
+    if n_ktype == 'DAY':
+        return n_ktype
+    if n_ktype == '1MIN':
+        return 'MIN'
+    if n_ktype == '5MIN':
+        return 'MIN5'
+
+
+def update_stock_info(connect, market, code):
+    sql = f"select toUInt32(min(date)), toUInt32(max(date)) from hku_data.day_k where market='{market}' and code='{code}'"
+    a = connect.query(sql)
+    a = a.result_rows
+    if a:
+        sql = f"select valid, startDate, endDate from hku_base.stock where market='{market}' and code='{code}'"
+        b = connect.query(sql)
+        b = b.result_rows
+        if b:
+            valid, startDate, endDate = b[0]
+            ticks = 1000000
+            now_start = Datetime.from_timestamp_utc(a[0][0]*ticks).ymd
+            now_end = Datetime.from_timestamp_utc(a[0][1]*ticks).ymd
+            if valid == 1 and now_start != startDate:
+                sql = f"alter table hku_base.stock update startDate={now_start}, endDate=99999999 where market='{market}' and code='{code}'"
+                connect.command(sql)
+            elif valid == 0 and now_end != endDate:
+                sql = f"alter table hku_base.stock update startDate={now_start}, endDate={now_end} where market='{market}' and code='{code}'"
+                connect.command(sql)
+
+            if ((code == "000001" and market == MARKET.SH)
+                or (code == "399001" and market == MARKET.SZ)
+                    or (code == "830799" and market == MARKET.BJ)):
+                sql = f"alter table hku_base.market update lastDate={now_end} where market='{market}'"
+                connect.command(sql)
+
+
+def tdx_import_day_data_from_file(connect, filename, ktype, market, stock_record):
+    """从通达信盘后数据导入日K线
+
+    :param connect : 数据库连接实例
+    :param filename: 通达信日线数据文件名
+    :param ktype  :  'DAY' | '1MIN' | '5MIN'
+    :param stock_record: 股票的相关数据 (stockid, marketid, code, valid, type)
+    :return: 导入的记录数
+    """
+    add_record_count = 0
+    if not os.path.exists(filename):
+        return add_record_count
+
+    # market, code, name, type, valid, startDate, endDate
+    code, stktype = stock_record[1], stock_record[3]
+
+    table = get_table(connect, market, code, ktype)
+    lastdatetime = get_lastdatetime(connect, table)
+    if lastdatetime is not None:
+        lastdatetime = lastdatetime.ymd
+
+    buf = []
+    with open(filename, 'rb') as src_file:
+        data = src_file.read(32)
+        while data:
+            record = struct.unpack('iiiiifii', data)
+            if lastdatetime and record[0] <= lastdatetime:
+                data = src_file.read(32)
+                continue
+
+            if record[2] >= record[1] >= record[3] > 0 \
+                    and record[2] >= record[4] >= record[3] > 0 \
+                    and record[5] >= 0 \
+                    and record[6] >= 0:
+                buf.append(
+                    (
+                        market, code,
+                        record[0] * 10000, record[1] * 0.01, record[2] * 0.01, record[3] * 0.01,
+                        record[4] * 0.01, round(record[5] * 0.001),
+                        record[6] if stktype == 2 else round(record[6] * 0.01)
+                    )
+                )
+                add_record_count += 1
+            data = src_file.read(32)
+
+    if len(buf) > 0:
+        ic = connect.create_insert_context(table=table[0], data=buf)
+        connect.insert(context=ic)
+    return add_record_count
+
+
+def tdx_import_min_data_from_file(connect, filename, ktype, market, stock_record):
+    """从通达信盘后数据导入1分钟或5分钟K线
+
+    :param connect : sqlite3连接实例
+    :param filename: 通达信K线数据文件名
+    :param ktype: 'DAY' | '1MIN' | '5MIN'
+    :param stock_record: 股票的相关数据 (stockid, marketid, code, valid, type)
+    :return: 导入的记录数
+    """
+    add_record_count = 0
+    if not os.path.exists(filename):
+        return add_record_count
+
+    # market, code, name, type, valid, startDate, endDate
+    code, stktype = stock_record[1], stock_record[3]
+
+    table = get_table(connect, market, code, to_clickhouse_ktype(ktype))
+    lastdatetime = get_lastdatetime(connect, table)
+    if lastdatetime is not None:
+        lastdatetime = lastdatetime.ymdhm
+
+    buf = []
+    with open(filename, 'rb') as src_file:
+
+        def trans_date(yymm, hhmm):
+            tmp_date = yymm >> 11
+            remainder = yymm & 0x7ff
+            year = tmp_date + 2004
+            month = remainder // 100
+            day = remainder % 100
+            hh = hhmm // 60
+            mm = hhmm % 60
+            return year * 100000000 + month * 1000000 + day * 10000 + hh * 100 + mm
+
+        def get_date(pos):
+            src_file.seek(pos * 32, SEEK_SET)
+            data = src_file.read(4)
+            a = struct.unpack('HH', data)
+            return trans_date(a[0], a[1])
+
+        def find_pos():
+            src_file.seek(0, SEEK_END)
+            pos = src_file.tell()
+            total = pos // 32
+            if lastdatetime is None:
+                return total, 0
+
+            low, high = 0, total - 1
+            mid = high // 2
+            while mid <= high:
+                cur_date = get_date(low)
+                if cur_date > lastdatetime:
+                    mid = low
+                    break
+
+                cur_date = get_date(high)
+                if cur_date <= lastdatetime:
+                    mid = high + 1
+                    break
+
+                cur_date = get_date(mid)
+                if cur_date <= lastdatetime:
+                    low = mid + 1
+                else:
+                    high = mid - 1
+
+                mid = (low + high) // 2
+
+            return total, mid
+
+        file_total, pos = find_pos()
+        if pos < file_total:
+            src_file.seek(pos * 32, SEEK_SET)
+
+            data = src_file.read(32)
+            while data:
+                record = struct.unpack('HHfffffii', data)
+                if record[3] >= record[2] >= record[4] > 0\
+                        and record[3] >= record[5] >= record[4] > 0\
+                        and record[5] >= 0 \
+                        and record[6] >= 0:
+                    buf.append(market, code, trans_date(record[0], record[1]), round(record[2], 2),
+                               round(record[3], 2), round(record[4], 2), round(record[5],
+                                                                               2), record[6] * 0.001,
+                               record[7] if stktype == 2 else round(record[7] * 0.01))
+                    add_record_count += 1
+
+                data = src_file.read(32)
+
+    if len(buf) > 0:
+        ic = connect.create_insert_context(table=table[0], data=buf)
+        connect.insert(context=ic)
+    return add_record_count
+
+
+def tdx_import_data(connect, market, ktype, quotations, src_dir, progress=ProgressBar):
+    """导入通达信指定盘后数据路径中的K线数据。注：只导入基础信息数据库中存在的股票。
+
+    :param connect   : sqlit3链接
+    :param market    : 'SH' | 'SZ'
+    :param ktype     : 'DAY' | '1MIN' | '5MIN'
+    :param quotations: 'stock' | 'fund' | 'bond'
+    :param src_dir   : 盘后K线数据路径，如上证5分钟线：D:\\Tdx\\vipdoc\\sh\\fzline
+    :param progress  : 进度显示函数
+    :return: 导入记录数
+    """
+    add_record_count = 0
+    market = market.upper()
+
+    if ktype.upper() == "DAY":
+        suffix = ".day"
+        func_import_from_file = tdx_import_day_data_from_file
+    elif ktype.upper() == "1MIN":
+        suffix = ".lc1"
+        func_import_from_file = tdx_import_min_data_from_file
+    elif ktype.upper() == "5MIN":
+        suffix = ".lc5"
+        func_import_from_file = tdx_import_min_data_from_file
+
+    stktype_list = get_stktype_list(quotations)
+    sql = f"select market, code, name, type, valid, startDate, endDate from hku_base.stock where market='{market}' and type in {stktype_list}"
+    a = connect.query(sql)
+    a = a.result_rows
+
+    total = len(a)
+    for i, stock in enumerate(a):
+        if stock[4] == 0:
+            if progress:
+                progress(i, total)
+            continue
+
+        filename = src_dir + "\\" + market.lower() + stock[1] + suffix
+        this_count = func_import_from_file(connect, filename, ktype, market, stock)
+        add_record_count += this_count
+        if this_count > 0:
+            if ktype == 'DAY':
+                stock[1]
+                update_stock_info(connect, market.upper(), stock[1])
+                update_extern_data(connect, market.upper(), stock[1], "DAY")
+            elif ktype == '5MIN':
+                update_extern_data(connect, market.upper(), stock[1], "5MIN")
+        if progress:
+            progress(i, total)
+
+    if ktype == "DAY":
+        connect.command('OPTIMIZE TABLE hku_data.day_k FINAL')
+    return add_record_count
+
+
+if __name__ == '__main__':
+
+    import time
+    starttime = time.time()
+
+    host = '127.0.0.1'
+    port = 3306
+    usr = 'root'
+    pwd = ''
+
+    src_dir = "D:\\TdxW_HuaTai"
+    quotations = ['stock', 'fund']  # 通达信盘后数据没有债券
+
+    connect = mysql.connector.connect(user=usr, password=pwd, host=host, port=port)
+    create_database(connect)
+
+    add_count = 0
+
+    print("导入股票代码表")
+    add_count = tdx_import_stock_name_from_file(
+        connect, src_dir + "\\T0002\\hq_cache\\shm.tnf", 'SH', quotations
+    )
+    add_count += tdx_import_stock_name_from_file(
+        connect, src_dir + "\\T0002\\hq_cache\\szm.tnf", 'SZ', quotations
+    )
+    print("新增股票数：", add_count)
+
+    print("\n导入上证日线数据")
+    add_count = tdx_import_data(connect, 'SH', 'DAY', quotations, src_dir + "\\vipdoc\\sh\\lday")
+    print("\n导入数量：", add_count)
+
+    print("\n导入深证日线数据")
+    add_count = tdx_import_data(connect, 'SZ', 'DAY', quotations, src_dir + "\\vipdoc\\sz\\lday")
+    print("\n导入数量：", add_count)
+    """
+    print("\n导入上证5分钟数据")
+    add_count = tdx_import_data(connect, 'SH', '5MIN', quotations, src_dir + "\\vipdoc\\sh\\fzline")
+    print("\n导入数量：", add_count)
+
+    print("\n导入深证5分钟数据")
+    add_count = tdx_import_data(connect, 'SZ', '5MIN', quotations, src_dir + "\\vipdoc\\sz\\fzline")
+    print("\n导入数量：", add_count)
+
+    print("\n导入上证1分钟数据")
+    add_count = tdx_import_data(
+        connect, 'SH', '1MIN', quotations, src_dir + "\\vipdoc\\sh\\minline"
+    )
+    print("\n导入数量：", add_count)
+
+    print("\n导入深证1分钟数据")
+    add_count = tdx_import_data(
+        connect, 'SZ', '1MIN', quotations, src_dir + "\\vipdoc\\sz\\minline"
+    )
+    print("\n导入数量：", add_count)
+    """
+    """
+    print("\n导入权息数据")
+    print("正在下载权息数据...")
+    import urllib.request
+    net_file = urllib.request.urlopen(
+        'http://www.qianlong.com.cn/download/history/weight.rar', timeout=60
+    )
+    dest_dir = os.path.expanduser('~/.hikyuu')
+    dest_filename = dest_dir + '/weight.rar'
+    with open(dest_filename, 'wb') as file:
+        file.write(net_file.read())
+
+    print("下载完成，正在解压...")
+    os.system('unrar x -o+ -inul {} {}'.format(dest_filename, dest_dir))
+
+    print("解压完成，正在导入...")
+    add_count = qianlong_import_weight(connect, dest_dir + '/weight', 'SH')
+    add_count += qianlong_import_weight(connect, dest_dir + '/weight', 'SZ')
+    print("导入数量：", add_count)
+    connect.commit()
+    connect.close()
+    """
+
+    endtime = time.time()
+    print("\nTotal time:")
+    print("%.2fs" % (endtime - starttime))
+    print("%.2fm" % ((endtime - starttime) / 60))

hikyuu/data/tdx_to_h5.py

@@ -363,7 +363,7 @@ def tdx_import_data(connect, market, ktype, quotations, src_dir, dest_dir, progr
                 progress(i, total)
             continue
 
-        filename = src_dir + "\\" + market.lower() + stock[2] + suffix
+        filename = os.path.join(src_dir, f"{market.lower()}{stock[2]}{suffix}")
         this_count = func_import_from_file(connect, filename, h5file, market, stock)
         add_record_count += this_count
         if this_count > 0: