hikyuu 2.6.8__py3-none-manylinux2014_aarch64.whl

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/pytdx_weight_to_mysql.py

@@ -0,0 +1,196 @@
+# 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
+from hikyuu.util import *
+from .common_pytdx import to_pytdx_market
+
+
+@hku_catch(trace=True)
+def pytdx_import_weight_to_mysql(pytdx_api, connect, market):
+    """从 pytdx 导入权息数据"""
+    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 and valid=1" % (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, suogu 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] = 10000 * xdxr['songzhuangu']
+                        update_last_db_weight = True
+                    if xdxr['peigu'] is not None:
+                        new_last_db_weight[4] = 10000 * xdxr['peigu']
+                        update_last_db_weight = True
+                    if xdxr['peigujia'] is not None:
+                        new_last_db_weight[5] = 1000 * xdxr['peigujia']
+                        update_last_db_weight = True
+                    if xdxr['fenhong'] is not None:
+                        new_last_db_weight[6] = 1000 * xdxr['fenhong']
+                        update_last_db_weight = True
+                    if xdxr['houzongguben'] is not None:
+                        new_last_db_weight[8] = 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] = xdxr['panhouliutong']
+                        update_last_db_weight = True
+                        last_free_count = new_last_db_weight[9]
+                    if xdxr['suogu'] is not None:
+                        # etf 扩缩股
+                        new_last_db_weight[10] = xdxr['suogu']
+                        update_last_db_weight = True
+                    continue
+                if date not in records:
+                    records[date] = [
+                        stockid,
+                        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][2] = 10000 * xdxr['songzhuangu']
+                    if xdxr['peigu'] is not None:
+                        records[date][3] = 10000 * xdxr['peigu']
+                    if xdxr['peigujia'] is not None:
+                        records[date][4] = 1000 * xdxr['peigujia']
+                    if xdxr['fenhong'] is not None:
+                        records[date][5] = 1000 * xdxr['fenhong']
+                    if xdxr['houzongguben'] is not None:
+                        records[date][7] = xdxr['houzongguben']
+                    if xdxr['panhouliutong'] is not None:
+                        records[date][8] = xdxr['panhouliutong']
+                    if xdxr['suogu'] is not None:
+                        records[date][9] = 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(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, suogu=%s \
+                    where id=%s" % (x[3], x[4], x[5], x[6], x[8], x[9], x[10], 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, suogu) \
+                VALUES (%s,%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))

hikyuu/data/pytdx_weight_to_sqlite.py

@@ -0,0 +1,192 @@
+# 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 and valid=1" % (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, suogu 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['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]
+                    if xdxr['suogu'] is not None:
+                        # etf 扩股
+                        new_last_db_weight[10] = xdxr['suogu']
+                        update_last_db_weight = True
+                    continue
+                if date not in records:
+                    records[date] = [
+                        stockid,
+                        date,
+                        int(10000 * xdxr['songzhuangu']) if xdxr['songzhuangu'] is not None else 0,  # 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
+                        xdxr["suogu"] if xdxr["suogu"] is not None else 0
+                    ]
+                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['suogu'] is not None:
+                        records[date][9] = xdxr['suogu']
+                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, suogu=%s \
+                    where id=%s" % (x[3], x[4], x[5], x[6], x[8], x[9], x[10], 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, suogu) \
+                             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))

hikyuu/data/sqlite_mem.py

@@ -0,0 +1,84 @@
+# -*- coding: utf8 -*-
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2010-2019 fasiondog/hikyuu
+#
+
+import os
+import sys
+import sqlite3
+
+from hikyuu import Datetime
+from hikyuu.util import *
+
+
+def dbcommit(func):
+    def wrapfunc(*args, **kwargs):
+        result = None
+        x = args[0]
+        try:
+            hku_check(x.cursor is None, "You cannot nest using database cursors!")
+            x.cursor = x._get_cursor()
+            result = func(*args, **kwargs)
+            x._cnx.commit()
+        except Exception as e:
+            hku_error("{} [{}.{}]".format(e, func.__module__, func.__name__))
+            result = None
+
+        if x.cursor is not None:
+            x.cursor.close()
+            x.cursor = None
+        return result
+
+    return wrapfunc
+
+
+class SqliteMemDriver:
+    def __init__(self):
+        self._cnx = sqlite3.connect("file:hikyuu_mem?mode=memory&cache=shared")
+        self.cursor = None
+        self._create_table()
+
+    def __del__(self):
+        self.close()
+
+    def close(self):
+        if self._cnx:
+            self._cnx.close()
+            self._cnx = None
+
+    def _get_cursor(self):
+        return self._cnx.cursor()
+
+    @dbcommit
+    def _create_table(self):
+        filename = os.path.dirname(__file__) + '/sqlite_mem_sql/createdb.sql'
+        with open(filename, 'r', encoding='utf8') as f:
+            self.cursor.executescript(f.read())
+
+    @dbcommit
+    def insert_bars(self, market, bars, ktype):
+        """批量插入一批Bar, 如果 bar['market'] 和 指定的 market 不一致，将被忽略
+
+        :param str market: 市场简称
+        :param bar: 可通过键值方式取值，必须包含以下key：market, code, datetime, open, high
+                    low, close, amount, volume, bid1,bid1_amount .. bid5, ask1, ask1_amount...
+        """
+        kline = [
+            (
+                bar['code'], Datetime(bar['datetime']).start_of_day().number if ktype == 'day' else
+                Datetime(bar['datetime']).number, bar['open'], bar['high'], bar['low'],
+                bar['close'], bar['amount'], bar['volume'], bar['bid1'], bar['bid1_amount'],
+                bar['bid2'], bar['bid2_amount'], bar['bid3'], bar['bid3_amount'], bar['bid4'],
+                bar['bid4_amount'], bar['bid5'], bar['bid5_amount'], bar['ask1'],
+                bar['ask1_amount'], bar['ask2'], bar['ask2_amount'], bar['ask3'],
+                bar['ask3_amount'], bar['ask4'], bar['ask4_amount'], bar['ask5'], bar['ask5_amount']
+            ) for bar in bars if market.lower() == bar['market'].lower()
+        ]
+        sql = 'INSERT OR REPLACE INTO {}_{}(code, datetime, open, high, low, close, amount, \
+               volume, bid1, bid1_amount, bid2, bid2_amount, bid3, bid3_amount, bid4, bid4_amount, \
+               bid5, bid5_amount, ask1, ask1_amount, ask2, ask2_amount, ask3, ask3_amount, \
+               ask4, ask4_amount, ask5, ask5_amount) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,\
+               ?,?,?,?,?,?,?,?,?,?)'.format(market, ktype)
+        self.cursor.executemany(sql, kline)

hikyuu/data/sqlite_mem_sql/__init__.py

@@ -0,0 +1 @@
+__version__ = "0.0.1"