hikyuu 2.7.0__py3-none-manylinux2014_aarch64.whl → 2.7.5__py3-none-manylinux2014_aarch64.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- hikyuu/__init__.py +28 -8
- hikyuu/__init__.pyi +26 -14
- hikyuu/analysis/__init__.pyi +7 -1
- hikyuu/analysis/analysis.pyi +8 -2
- hikyuu/core.pyi +9 -3
- hikyuu/cpp/core310.pyi +172 -68
- hikyuu/cpp/core310.so +0 -0
- hikyuu/cpp/core311.pyi +172 -68
- hikyuu/cpp/core311.so +0 -0
- hikyuu/cpp/core312.pyi +172 -68
- hikyuu/cpp/core312.so +0 -0
- hikyuu/cpp/core313.pyi +172 -68
- hikyuu/cpp/core313.so +0 -0
- hikyuu/cpp/i18n/zh_CN/hikyuu.mo +0 -0
- hikyuu/cpp/i18n/zh_CN/hikyuu_plugin.mo +0 -0
- hikyuu/cpp/libboost_atomic.so +0 -0
- hikyuu/cpp/libboost_atomic.so.1.90.0 +0 -0
- hikyuu/cpp/{libboost_charconv-mt.so → libboost_charconv.so} +0 -0
- hikyuu/cpp/{libboost_charconv-mt.so.1.88.0 → libboost_charconv.so.1.90.0} +0 -0
- hikyuu/cpp/libboost_chrono.so +0 -0
- hikyuu/cpp/libboost_chrono.so.1.90.0 +0 -0
- hikyuu/cpp/libboost_container.so +0 -0
- hikyuu/cpp/libboost_container.so.1.90.0 +0 -0
- hikyuu/cpp/libboost_date_time.so +0 -0
- hikyuu/cpp/libboost_date_time.so.1.90.0 +0 -0
- hikyuu/cpp/libboost_locale.so +0 -0
- hikyuu/cpp/libboost_locale.so.1.90.0 +0 -0
- hikyuu/cpp/libboost_random.so +0 -0
- hikyuu/cpp/libboost_random.so.1.90.0 +0 -0
- hikyuu/cpp/libboost_serialization.so +0 -0
- hikyuu/cpp/libboost_serialization.so.1.90.0 +0 -0
- hikyuu/cpp/libboost_thread.so +0 -0
- hikyuu/cpp/libboost_thread.so.1.90.0 +0 -0
- hikyuu/cpp/libboost_wserialization.so +0 -0
- hikyuu/cpp/libboost_wserialization.so.1.90.0 +0 -0
- hikyuu/cpp/libhikyuu.so +0 -0
- hikyuu/cpp/libmimalloc.so +0 -0
- hikyuu/cpp/libmimalloc.so.3 +0 -0
- hikyuu/cpp/libmimalloc.so.3.1 +0 -0
- hikyuu/cpp/libsqlite3.so +0 -0
- hikyuu/data/clickhouse_upgrade/0001.sql +2 -0
- hikyuu/data/clickhouse_upgrade/0002.sql +9 -0
- hikyuu/data/common_clickhouse.py +1 -3
- hikyuu/data/common_mysql.py +1 -1
- hikyuu/data/download_block.py +1 -1
- hikyuu/data/em_block_to_mysql.py +16 -4
- hikyuu/data/em_block_to_sqlite.py +16 -4
- hikyuu/data/hku_config_template.py +31 -4
- hikyuu/data/mysql_upgrade/0029.sql +2 -0
- hikyuu/data/mysql_upgrade/0030.sql +3 -0
- hikyuu/data/pytdx_to_clickhouse.py +86 -32
- hikyuu/data/pytdx_to_h5.py +73 -28
- hikyuu/data/pytdx_to_mysql.py +65 -21
- hikyuu/data/pytdx_weight_to_clickhouse.py +2 -0
- hikyuu/data/pytdx_weight_to_mysql.py +2 -0
- hikyuu/data/pytdx_weight_to_sqlite.py +2 -0
- hikyuu/data/sqlite_upgrade/0029.sql +4 -0
- hikyuu/data/sqlite_upgrade/0030.sql +5 -0
- hikyuu/data/tdx_to_clickhouse.py +2 -2
- hikyuu/data/tdx_to_h5.py +11 -11
- hikyuu/data/tdx_to_mysql.py +2 -2
- hikyuu/draw/__init__.pyi +1 -1
- hikyuu/draw/drawplot/__init__.pyi +1 -1
- hikyuu/draw/drawplot/bokeh_draw.pyi +17 -9
- hikyuu/draw/drawplot/echarts_draw.pyi +17 -9
- hikyuu/draw/drawplot/matplotlib_draw.py +23 -9
- hikyuu/draw/drawplot/matplotlib_draw.pyi +17 -9
- hikyuu/examples/notebook/001-overview.ipynb +112 -78
- hikyuu/examples/notebook/004-IndicatorOverview.ipynb +52 -65
- hikyuu/examples/notebook/006-TradeManager.ipynb +402 -291
- hikyuu/examples/notebook/008-Pickle.ipynb +25 -17
- hikyuu/examples/notebook/009-RealData.ipynb +36 -38
- hikyuu/examples/notebook/Demo/Demo2.ipynb +146 -116
- hikyuu/extend.pyi +10 -4
- hikyuu/gui/HikyuuTDX.py +42 -3
- hikyuu/gui/data/MainWindow.py +189 -129
- hikyuu/gui/data/UseTdxImportToH5Thread.py +4 -2
- hikyuu/gui/start_qmt.py +1 -1
- hikyuu/hub.pyi +6 -6
- hikyuu/include/hikyuu/Block.h +9 -9
- hikyuu/include/hikyuu/HistoryFinanceInfo.h +3 -3
- hikyuu/include/hikyuu/KData.h +51 -28
- hikyuu/include/hikyuu/KDataImp.h +12 -7
- hikyuu/include/hikyuu/KDataPrivatedBufferImp.h +13 -7
- hikyuu/include/hikyuu/KDataSharedBufferImp.h +8 -6
- hikyuu/include/hikyuu/KQuery.h +11 -11
- hikyuu/include/hikyuu/KRecord.h +1 -1
- hikyuu/include/hikyuu/MarketInfo.h +10 -10
- hikyuu/include/hikyuu/Stock.h +30 -30
- hikyuu/include/hikyuu/StockManager.h +28 -12
- hikyuu/include/hikyuu/StockTypeInfo.h +9 -9
- hikyuu/include/hikyuu/StockWeight.h +9 -9
- hikyuu/include/hikyuu/StrategyContext.h +4 -4
- hikyuu/include/hikyuu/TimeLineRecord.h +1 -1
- hikyuu/include/hikyuu/TransRecord.h +1 -1
- hikyuu/include/hikyuu/data_driver/BaseInfoDriver.h +2 -1
- hikyuu/include/hikyuu/data_driver/BlockInfoDriver.h +6 -0
- hikyuu/include/hikyuu/data_driver/KDataDriver.h +6 -7
- hikyuu/include/hikyuu/data_driver/kdata/mysql/MySQLKDataDriver.h +5 -1
- hikyuu/include/hikyuu/data_driver/kdata/sqlite/SQLiteKDataDriver.h +1 -1
- hikyuu/include/hikyuu/global/sysinfo.h +24 -5
- hikyuu/include/hikyuu/indicator/IndParam.h +1 -1
- hikyuu/include/hikyuu/indicator/Indicator.h +56 -27
- hikyuu/include/hikyuu/indicator/Indicator2InImp.h +0 -4
- hikyuu/include/hikyuu/indicator/IndicatorImp.h +147 -74
- hikyuu/include/hikyuu/indicator/crt/CONTEXT.h +11 -1
- hikyuu/include/hikyuu/indicator/crt/IC.h +19 -14
- hikyuu/include/hikyuu/indicator/crt/ICIR.h +4 -7
- hikyuu/include/hikyuu/indicator/imp/IAbs.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IAcos.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IAd.h +0 -2
- hikyuu/include/hikyuu/indicator/imp/IAdvance.h +3 -0
- hikyuu/include/hikyuu/indicator/imp/IAma.h +3 -0
- hikyuu/include/hikyuu/indicator/imp/IAsin.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IAtan.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IAtr.h +2 -3
- hikyuu/include/hikyuu/indicator/imp/IBackset.h +2 -4
- hikyuu/include/hikyuu/indicator/imp/IBlockSetNum.h +3 -0
- hikyuu/include/hikyuu/indicator/imp/ICeil.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IContext.h +0 -3
- hikyuu/include/hikyuu/indicator/imp/ICorr.h +3 -0
- hikyuu/include/hikyuu/indicator/imp/ICos.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/ICost.h +0 -2
- hikyuu/include/hikyuu/indicator/imp/ICount.h +2 -1
- hikyuu/include/hikyuu/indicator/imp/ICval.h +1 -4
- hikyuu/include/hikyuu/indicator/imp/ICycle.h +0 -2
- hikyuu/include/hikyuu/indicator/imp/IDecline.h +3 -0
- hikyuu/include/hikyuu/indicator/imp/IDevsq.h +4 -1
- hikyuu/include/hikyuu/indicator/imp/IDiff.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IDma.h +2 -0
- hikyuu/include/hikyuu/indicator/imp/IDropna.h +0 -4
- hikyuu/include/hikyuu/indicator/imp/IEma.h +3 -1
- hikyuu/include/hikyuu/indicator/imp/IEvery.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/IExist.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/IExp.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IFilter.h +4 -5
- hikyuu/include/hikyuu/indicator/imp/IFinance.h +1 -2
- hikyuu/include/hikyuu/indicator/imp/IFloor.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IHhvbars.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/IHighLine.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/IHsl.h +0 -2
- hikyuu/include/hikyuu/indicator/imp/IIc.h +3 -6
- hikyuu/include/hikyuu/indicator/imp/IInBlock.h +1 -2
- hikyuu/include/hikyuu/indicator/imp/IIntpart.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IIsInf.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IIsInfa.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IIsLastBar.h +0 -1
- hikyuu/include/hikyuu/indicator/imp/IIsNa.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IJumpDown.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IJumpUp.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IKData.h +1 -2
- hikyuu/include/hikyuu/indicator/imp/ILiuTongPan.h +0 -2
- hikyuu/include/hikyuu/indicator/imp/ILn.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/ILog.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/ILowLine.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/ILowLineBars.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/IMa.h +6 -1
- hikyuu/include/hikyuu/indicator/imp/IMacd.h +2 -0
- hikyuu/include/hikyuu/indicator/imp/INot.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IPow.h +3 -1
- hikyuu/include/hikyuu/indicator/imp/IQuantileTrunc.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IRecover.h +3 -0
- hikyuu/include/hikyuu/indicator/imp/IRef.h +3 -1
- hikyuu/include/hikyuu/indicator/imp/IResult.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IReverse.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IRoc.h +6 -1
- hikyuu/include/hikyuu/indicator/imp/IRocp.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/IRocr.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/IRocr100.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/IRound.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IRoundDown.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IRoundUp.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/ISaftyLoss.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/ISign.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/ISin.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/ISlope.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/ISma.h +2 -0
- hikyuu/include/hikyuu/indicator/imp/ISpearman.h +3 -0
- hikyuu/include/hikyuu/indicator/imp/ISqrt.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/IStdev.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/IStdp.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/ISum.h +6 -1
- hikyuu/include/hikyuu/indicator/imp/ITan.h +1 -0
- hikyuu/include/hikyuu/indicator/imp/ITime.h +1 -2
- hikyuu/include/hikyuu/indicator/imp/ITimeLine.h +0 -2
- hikyuu/include/hikyuu/indicator/imp/ITr.h +1 -2
- hikyuu/include/hikyuu/indicator/imp/IVar.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/IVarp.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/IVigor.h +0 -2
- hikyuu/include/hikyuu/indicator/imp/IWma.h +5 -1
- hikyuu/include/hikyuu/indicator/imp/IZongGuBen.h +1 -2
- hikyuu/include/hikyuu/indicator_talib/imp/TaAdosc.h +0 -2
- hikyuu/include/hikyuu/indicator_talib/imp/TaSar.h +0 -2
- hikyuu/include/hikyuu/indicator_talib/imp/TaSarext.h +0 -4
- hikyuu/include/hikyuu/indicator_talib/imp/TaStoch.h +0 -3
- hikyuu/include/hikyuu/indicator_talib/imp/TaStochf.h +0 -2
- hikyuu/include/hikyuu/indicator_talib/imp/TaUltosc.h +0 -2
- hikyuu/include/hikyuu/indicator_talib/imp/ta_defines.h +2 -4
- hikyuu/include/hikyuu/indicator_talib/imp/ta_imp.h +70 -90
- hikyuu/include/hikyuu/plugin/KDataToClickHouseImporter.h +40 -0
- hikyuu/include/hikyuu/plugin/KDataToMySQLImporter.h +40 -0
- hikyuu/include/hikyuu/plugin/checkdata.h +20 -0
- hikyuu/include/hikyuu/plugin/extind.h +3 -0
- hikyuu/include/hikyuu/plugin/hkuextra.h +4 -0
- hikyuu/include/hikyuu/plugin/interface/CheckDataPluginInterface.h +25 -0
- hikyuu/include/hikyuu/plugin/interface/HkuExtraPluginInterface.h +4 -0
- hikyuu/include/hikyuu/plugin/interface/ImportKDataToClickHousePluginInterface.h +44 -0
- hikyuu/include/hikyuu/plugin/interface/ImportKDataToMySQLPluginInterface.h +42 -0
- hikyuu/include/hikyuu/plugin/interface/plugins.h +6 -0
- hikyuu/include/hikyuu/python/convert_any.h +9 -6
- hikyuu/include/hikyuu/python/pybind_utils.h +22 -5
- hikyuu/include/hikyuu/strategy/Strategy.h +1 -1
- hikyuu/include/hikyuu/trade_manage/TradeCostBase.h +5 -3
- hikyuu/include/hikyuu/trade_manage/TradeManagerBase.h +9 -3
- hikyuu/include/hikyuu/trade_manage/TradeRecord.h +2 -1
- hikyuu/include/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h +8 -4
- hikyuu/include/hikyuu/trade_sys/allocatefunds/build_in.h +1 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/crt/AF_FixedAmount.h +26 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/imp/FixAmountFunds.h +18 -0
- hikyuu/include/hikyuu/trade_sys/condition/ConditionBase.h +5 -3
- hikyuu/include/hikyuu/trade_sys/environment/EnvironmentBase.h +6 -3
- hikyuu/include/hikyuu/trade_sys/moneymanager/MoneyManagerBase.h +5 -3
- hikyuu/include/hikyuu/trade_sys/multifactor/MultiFactorBase.h +23 -20
- hikyuu/include/hikyuu/trade_sys/multifactor/NormalizeBase.h +6 -4
- hikyuu/include/hikyuu/trade_sys/multifactor/ScoresFilterBase.h +5 -3
- hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_EqualWeight.h +3 -3
- hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_ICIRWeight.h +4 -4
- hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_ICWeight.h +4 -4
- hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_Weight.h +4 -4
- hikyuu/include/hikyuu/trade_sys/portfolio/Portfolio.h +16 -13
- hikyuu/include/hikyuu/trade_sys/profitgoal/ProfitGoalBase.h +13 -13
- hikyuu/include/hikyuu/trade_sys/selector/SelectorBase.h +12 -3
- hikyuu/include/hikyuu/trade_sys/selector/crt/SE_MultiFactor.h +1 -1
- hikyuu/include/hikyuu/trade_sys/selector/crt/SE_MultiFactor2.h +1 -1
- hikyuu/include/hikyuu/trade_sys/selector/imp/MultiFactorSelector.h +1 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/MultiFactorSelector2.h +1 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/optimal/OptimalSelectorBase.h +0 -2
- hikyuu/include/hikyuu/trade_sys/selector/imp/optimal/PerformanceOptimalSelector.h +0 -4
- hikyuu/include/hikyuu/trade_sys/signal/SignalBase.h +5 -3
- hikyuu/include/hikyuu/trade_sys/slippage/SlippageBase.h +5 -3
- hikyuu/include/hikyuu/trade_sys/stoploss/StoplossBase.h +5 -3
- hikyuu/include/hikyuu/trade_sys/system/System.h +6 -4
- hikyuu/include/hikyuu/utilities/Log.h +6 -7
- hikyuu/include/hikyuu/utilities/LruCache.h +299 -0
- hikyuu/include/hikyuu/utilities/Parameter.h +17 -0
- hikyuu/include/hikyuu/utilities/arithmetic.h +2 -2
- hikyuu/include/hikyuu/utilities/config.h +28 -0
- hikyuu/include/hikyuu/utilities/omp_macro.h +25 -0
- hikyuu/include/hikyuu/utilities/plugin/PluginBase.h +17 -2
- hikyuu/include/hikyuu/utilities/plugin/PluginManager.h +46 -22
- hikyuu/include/hikyuu/utilities/thread/GlobalStealThreadPool.h +71 -19
- hikyuu/include/hikyuu/utilities/thread/GlobalThreadPool.h +1 -5
- hikyuu/include/hikyuu/utilities/thread/MQStealThreadPool.h +286 -0
- hikyuu/include/hikyuu/utilities/thread/MQThreadPool.h +1 -0
- hikyuu/include/hikyuu/utilities/thread/StealThreadPool.h +297 -0
- hikyuu/include/hikyuu/utilities/thread/ThreadPool.h +1 -4
- hikyuu/include/hikyuu/utilities/thread/WorkStealQueue.h +9 -8
- hikyuu/include/hikyuu/utilities/thread/algorithm.h +350 -14
- hikyuu/include/hikyuu/version.h +4 -4
- hikyuu/plugin/libbacktest.so +0 -0
- hikyuu/plugin/libcheckdata.so +0 -0
- hikyuu/plugin/libclickhousedriver.so +0 -0
- hikyuu/plugin/libdataserver.so +0 -0
- hikyuu/plugin/libdataserver_parquet.so +0 -0
- hikyuu/plugin/libdevice.so +0 -0
- hikyuu/plugin/libextind.so +0 -0
- hikyuu/plugin/libhkuextra.so +0 -0
- hikyuu/plugin/libimport2ch.so +0 -0
- hikyuu/plugin/libimport2hdf5.so +0 -0
- hikyuu/plugin/libimport2mysql.so +0 -0
- hikyuu/plugin/libtmreport.so +0 -0
- hikyuu/test/Indicator.py +1 -2
- hikyuu/trade_manage/__init__.pyi +14 -8
- hikyuu/trade_manage/trade.pyi +14 -8
- hikyuu/trade_sys/trade_sys.py +54 -5
- hikyuu/util/__init__.pyi +2 -2
- hikyuu/util/singleton.pyi +1 -1
- {hikyuu-2.7.0.dist-info → hikyuu-2.7.5.dist-info}/METADATA +10 -4
- {hikyuu-2.7.0.dist-info → hikyuu-2.7.5.dist-info}/RECORD +282 -252
- hikyuu/cpp/libboost_chrono-mt.so +0 -0
- hikyuu/cpp/libboost_chrono-mt.so.1.88.0 +0 -0
- hikyuu/cpp/libboost_date_time-mt.so +0 -0
- hikyuu/cpp/libboost_date_time-mt.so.1.88.0 +0 -0
- hikyuu/cpp/libboost_serialization-mt.so +0 -0
- hikyuu/cpp/libboost_serialization-mt.so.1.88.0 +0 -0
- hikyuu/cpp/libboost_system-mt.so +0 -0
- hikyuu/cpp/libboost_system-mt.so.1.88.0 +0 -0
- hikyuu/cpp/libboost_thread-mt.so +0 -0
- hikyuu/cpp/libboost_thread-mt.so.1.88.0 +0 -0
- hikyuu/cpp/libboost_wserialization-mt.so +0 -0
- hikyuu/cpp/libboost_wserialization-mt.so.1.88.0 +0 -0
- hikyuu/data/pytdx_to_taos.py +0 -736
- {hikyuu-2.7.0.dist-info → hikyuu-2.7.5.dist-info}/WHEEL +0 -0
- {hikyuu-2.7.0.dist-info → hikyuu-2.7.5.dist-info}/entry_points.txt +0 -0
- {hikyuu-2.7.0.dist-info → hikyuu-2.7.5.dist-info}/top_level.txt +0 -0
hikyuu/data/pytdx_to_taos.py
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#
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# Create on: 2025-06-13
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# Author: fasiondog
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import sys
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8
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import math
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9
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import datetime
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10
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from pytdx.hq import TDXParams
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11
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from hikyuu.util.mylog import hku_error, hku_debug
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from hikyuu import Datetime, UTCOffset, Days
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from hikyuu.data.common import *
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from hikyuu.data.common_pytdx import to_pytdx_market, pytdx_get_day_trans
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from hikyuu.data.common_taos import (
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create_database,
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get_marketid,
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get_codepre_list,
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get_stock_list,
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get_table,
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get_lastdatetime,
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get_last_krecord,
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update_extern_data,
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)
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def ProgressBar(cur, total):
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percent = "{:.0%}".format(cur / total)
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sys.stdout.write("\r")
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sys.stdout.write("[%-50s] %s" % ("=" * int(math.floor(cur * 50 / total)), percent))
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sys.stdout.flush()
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@hku_catch(ret=0, trace=True)
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def import_index_name(connect):
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"""
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导入所有指数代码表
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40
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:param connect: taos 连接对象
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:return: 指数个数
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"""
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index_list = get_index_code_name_list()
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if not index_list:
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return 0
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cur = connect.cursor()
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cur.execute(
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"select cast(stockid as bigint), market, code from hku_base.n_stock where type={}".format(
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STOCKTYPE.INDEX
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)
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)
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a = [v for v in cur]
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oldStockDict = {}
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for oldstock in a:
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oldstockid = oldstock[0]
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oldcode = f"{oldstock[1]}{oldstock[2]}"
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oldStockDict[oldcode] = oldstockid
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today = datetime.date.today()
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today = today.year * 10000 + today.month * 100 + today.day
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now_id = int(datetime.datetime.now().timestamp() * 1000)
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count = 0
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for index in index_list:
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market_code = index["market_code"].upper()
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stockid = oldStockDict[market_code] if market_code in oldStockDict else now_id + count
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# print(stockid)
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69
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70
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market = market_code[:2].upper()
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sql = (
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"insert into hku_base.n_stock (stockid, market, code, name, type, valid, startDate, endDate) \
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values (%s, '%s', '%s', '%s', %s, %s, %s, %s)"
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% (
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stockid,
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market,
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index["market_code"][2:],
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index["name"], # .encode('utf8').decode('utf8', 'ignore'),
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STOCKTYPE.INDEX,
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1,
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today,
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99999999,
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)
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)
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count += 1
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cur.execute(sql)
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cur.close()
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return len(index_list)
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91
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@hku_catch(ret=0, trace=True)
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def import_stock_name(connect, api, market, quotations=None):
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"""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
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94
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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
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95
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:param connect: sqlite3实例
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:param api: pytdx接口,必须在函数外进行连接
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:param market: 'SH' | 'SZ'
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:param quotations: 待导入的行情类别,空为导入全部 'stock' | 'fund' | 'bond' | None
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100
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"""
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101
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cur = connect.cursor()
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102
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103
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deSet = set() # 记录退市证券
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if market == MARKET.SH:
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df = ak.stock_info_sh_delist()
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l = df[['公司代码', '公司简称']].to_dict(orient='records') if not df .empty else []
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for stock in l:
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code = str(stock['公司代码'])
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deSet.add(code)
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elif market == MARKET.SZ:
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for t in ['暂停上市公司', '终止上市公司']:
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df = ak.stock_info_sz_delist(t)
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l = df[['证券代码', '证券简称']].to_dict(orient='records') if not df.empty else []
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114
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for stock in l:
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code = str(stock['证券代码'])
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deSet.add(code)
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118
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newStockDict = {}
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119
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stk_list = get_stk_code_name_list(market)
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120
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if not stk_list:
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hku_error("获取 {} 股票代码表失败", market)
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122
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return 0
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123
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124
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if not quotations or "fund" in [v.lower() for v in quotations]:
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125
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stk_list.extend(get_fund_code_name_list(market))
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126
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for stock in stk_list:
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code = str(stock["code"])
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128
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if code not in deSet:
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newStockDict[code] = stock["name"]
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130
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131
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marketid = get_marketid(connect, market)
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132
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133
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stktype_list = get_stktype_list(quotations)
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134
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stktype_list = list(stktype_list)
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135
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stktype_list.remove(STOCKTYPE.INDEX) # 移除指数类型
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136
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stktype_list = tuple(stktype_list)
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137
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cur.execute(
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138
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"select cast(stockid as bigint), market, code, name, type, valid, startDate, endDate from hku_base.n_stock where market='{}' and type in {}".format(
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139
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market.upper(), stktype_list
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140
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)
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141
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)
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142
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a = [v for v in cur]
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143
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oldStockDict = {}
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144
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for oldstock in a:
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145
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oldstockid, oldmarket, oldcode, oldname, oldtype, oldvalid, oldstartDate, oldendDate = oldstock
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146
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oldStockDict[oldcode] = oldstockid
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147
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-
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148
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# 新的代码表中无此股票,则置为无效
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149
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if (oldvalid == 1) and ((oldcode not in newStockDict) or oldcode in deSet):
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150
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cur.execute(
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151
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f"insert into hku_base.n_stock (stockid, market, code, name, type, valid, startDate, endDate) values ({oldstockid}, '{oldmarket}', '{oldcode}', '{oldname}', {oldtype}, 0, {oldstartDate}, {oldendDate})"
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152
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)
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153
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-
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154
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# 股票名称发生变化,更新股票名称;如果原无效,则置为有效
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155
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if oldcode in newStockDict:
|
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156
|
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if oldname != newStockDict[oldcode]:
|
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157
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cur.execute(
|
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158
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f"insert into hku_base.n_stock (stockid, market, code, name, type, valid, startDate, endDate) values ({oldstockid}, '{oldmarket}', '{oldcode}', '{newStockDict[oldcode]}', {oldtype}, {oldvalid}, {oldstartDate}, {oldendDate})")
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|
159
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if oldvalid == 0:
|
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160
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cur.execute(
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161
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f"insert into hku_base.n_stock (stockid, market, code, name, type, valid, startDate, endDate) values ({oldstockid}, '{oldmarket}', '{oldcode}', '{oldname}', {oldtype}, 1, {oldstartDate}, 99999999)")
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162
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-
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163
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# 处理新出现的股票
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164
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codepre_list = get_codepre_list(connect, marketid, quotations)
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165
|
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|
|
166
|
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today = datetime.date.today()
|
|
167
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today = today.year * 10000 + today.month * 100 + today.day
|
|
168
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now_id = int(datetime.datetime.now().timestamp() * 1000)
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|
169
|
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count = 0
|
|
170
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for code in newStockDict:
|
|
171
|
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if code not in oldStockDict:
|
|
172
|
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for codepre in codepre_list:
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173
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length = len(codepre[0])
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|
174
|
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if code[:length] == codepre[0]:
|
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175
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# print(market, code, newStockDict[code], codepre)
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|
176
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sql = (
|
|
177
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"insert into `hku_base`.`n_stock` (stockid, market, code, name, type, valid, startDate, endDate) \
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|
178
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values (%s, '%s', '%s', '%s', %s, %s, %s, %s)"
|
|
179
|
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% (
|
|
180
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now_id + count,
|
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181
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market,
|
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182
|
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code,
|
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183
|
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newStockDict[code],
|
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184
|
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codepre[1],
|
|
185
|
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1,
|
|
186
|
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today,
|
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187
|
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99999999,
|
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188
|
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)
|
|
189
|
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)
|
|
190
|
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cur.execute(sql)
|
|
191
|
-
count += 1
|
|
192
|
-
break
|
|
193
|
-
|
|
194
|
-
# print('%s新增股票数:%i' % (market.upper(), count))
|
|
195
|
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cur.close()
|
|
196
|
-
return count
|
|
197
|
-
|
|
198
|
-
|
|
199
|
-
def guess_day_n_step(last_datetime):
|
|
200
|
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last_date = int(last_datetime // 10000)
|
|
201
|
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today = datetime.date.today()
|
|
202
|
-
|
|
203
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last_y = last_date // 10000
|
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204
|
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n = int((today.year - last_y + 1) * 250 // 800)
|
|
205
|
-
|
|
206
|
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step = 800
|
|
207
|
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if n < 1:
|
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208
|
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last_m = last_date // 100 - last_y * 100
|
|
209
|
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last_d = last_date - (last_y * 10000 + last_m * 100)
|
|
210
|
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step = (today - datetime.date(last_y, last_m, last_d)).days + 1
|
|
211
|
-
if step > 800:
|
|
212
|
-
n = 1
|
|
213
|
-
step = 800
|
|
214
|
-
|
|
215
|
-
return (n, step)
|
|
216
|
-
|
|
217
|
-
|
|
218
|
-
def guess_1min_n_step(last_datetime):
|
|
219
|
-
last_date = int(last_datetime // 10000)
|
|
220
|
-
today = datetime.date.today()
|
|
221
|
-
|
|
222
|
-
last_y = last_date // 10000
|
|
223
|
-
last_m = last_date // 100 - last_y * 100
|
|
224
|
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last_d = last_date - (last_y * 10000 + last_m * 100)
|
|
225
|
-
|
|
226
|
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n = int(((today - datetime.date(last_y, last_m, last_d)).days * 240 + 1) // 800)
|
|
227
|
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step = 800
|
|
228
|
-
if n < 1:
|
|
229
|
-
step = (today - datetime.date(last_y, last_m, last_d)).days * 240 + 1
|
|
230
|
-
elif n > 99:
|
|
231
|
-
n = 99
|
|
232
|
-
|
|
233
|
-
return (n, step)
|
|
234
|
-
|
|
235
|
-
|
|
236
|
-
def guess_5min_n_step(last_datetime):
|
|
237
|
-
last_date = int(last_datetime // 10000)
|
|
238
|
-
today = datetime.date.today()
|
|
239
|
-
|
|
240
|
-
last_y = last_date // 10000
|
|
241
|
-
last_m = last_date // 100 - last_y * 100
|
|
242
|
-
last_d = last_date - (last_y * 10000 + last_m * 100)
|
|
243
|
-
|
|
244
|
-
n = int(((today - datetime.date(last_y, last_m, last_d)).days * 48 + 1) // 800)
|
|
245
|
-
step = 800
|
|
246
|
-
if n < 1:
|
|
247
|
-
step = (today - datetime.date(last_y, last_m, last_d)).days * 48 + 1
|
|
248
|
-
elif n > 99:
|
|
249
|
-
n = 99
|
|
250
|
-
|
|
251
|
-
return (n, step)
|
|
252
|
-
|
|
253
|
-
|
|
254
|
-
def import_one_stock_data(
|
|
255
|
-
connect, api, market, ktype, stock_record, startDate=199012191500
|
|
256
|
-
):
|
|
257
|
-
market = market.upper()
|
|
258
|
-
pytdx_market = to_pytdx_market(market)
|
|
259
|
-
|
|
260
|
-
# stockid, market, code, name, type, valid, startDate, endDate
|
|
261
|
-
stockid, market, code, name, stktype, valid, stk_startDate, stk_endDate = stock_record
|
|
262
|
-
hku_debug("{}{}".format(market, code))
|
|
263
|
-
table = get_table(connect, market, code, ktype)
|
|
264
|
-
|
|
265
|
-
last_krecord = get_last_krecord(connect, table)
|
|
266
|
-
last_datetime = startDate if last_krecord is None else last_krecord[0].ymdhm
|
|
267
|
-
|
|
268
|
-
today = datetime.date.today()
|
|
269
|
-
if ktype == "DAY":
|
|
270
|
-
nktype = "day"
|
|
271
|
-
n, step = guess_day_n_step(last_datetime)
|
|
272
|
-
pytdx_kline_type = TDXParams.KLINE_TYPE_RI_K
|
|
273
|
-
today_datetime = (today.year * 10000 + today.month * 100 + today.day) * 10000
|
|
274
|
-
|
|
275
|
-
elif ktype == "1MIN":
|
|
276
|
-
nktype = "min"
|
|
277
|
-
n, step = guess_1min_n_step(last_datetime)
|
|
278
|
-
pytdx_kline_type = TDXParams.KLINE_TYPE_1MIN
|
|
279
|
-
today_datetime = (
|
|
280
|
-
today.year * 10000 + today.month * 100 + today.day
|
|
281
|
-
) * 10000 + 1500
|
|
282
|
-
|
|
283
|
-
elif ktype == "5MIN":
|
|
284
|
-
nktype = "min5"
|
|
285
|
-
n, step = guess_5min_n_step(last_datetime)
|
|
286
|
-
pytdx_kline_type = TDXParams.KLINE_TYPE_5MIN
|
|
287
|
-
today_datetime = (
|
|
288
|
-
today.year * 10000 + today.month * 100 + today.day
|
|
289
|
-
) * 10000 + 1500
|
|
290
|
-
else:
|
|
291
|
-
return 0
|
|
292
|
-
|
|
293
|
-
if today_datetime <= last_datetime:
|
|
294
|
-
return 0
|
|
295
|
-
|
|
296
|
-
get_bars = (
|
|
297
|
-
api.get_index_bars if stktype == STOCKTYPE.INDEX else api.get_security_bars
|
|
298
|
-
)
|
|
299
|
-
|
|
300
|
-
if last_krecord is not None:
|
|
301
|
-
if ktype == 'DAY':
|
|
302
|
-
days = (Datetime.today() - last_krecord[0]).days
|
|
303
|
-
num = days + 1
|
|
304
|
-
elif ktype == '1MIN':
|
|
305
|
-
days = (Datetime.today() - last_krecord[0].start_of_day()).days
|
|
306
|
-
num = days*240+1
|
|
307
|
-
elif ktype == '5MIN':
|
|
308
|
-
days = (Datetime.today() - last_krecord[0].start_of_day()).days
|
|
309
|
-
num = days*48+1
|
|
310
|
-
if num >= 1:
|
|
311
|
-
bars = get_bars(pytdx_kline_type, pytdx_market, code, 0, num)
|
|
312
|
-
if not bars:
|
|
313
|
-
return 0
|
|
314
|
-
bar = bars[-1]
|
|
315
|
-
if ktype == 'DAY':
|
|
316
|
-
bardate = Datetime(bar["year"], bar["month"], bar["day"])
|
|
317
|
-
else:
|
|
318
|
-
bardate = Datetime(bar["year"], bar["month"], bar["day"], bar['hour'], bar['minute'])
|
|
319
|
-
if last_krecord[0] == bardate:
|
|
320
|
-
if abs(last_krecord[1] - bar["open"]) / last_krecord[1] > 0.02:
|
|
321
|
-
hku_error(
|
|
322
|
-
f"fetch data from tdx error! {bardate} {ktype} {market}{code} last_krecord: {last_krecord[1]}, bar: {bar['open']}")
|
|
323
|
-
return 0
|
|
324
|
-
if abs(last_krecord[2] - bar["high"]) / last_krecord[2] > 0.02:
|
|
325
|
-
hku_error(
|
|
326
|
-
f"fetch data from tdx error! {bardate} {ktype} {market}{code} last_krecord: {last_krecord[2]}, bar: {bar['high']}")
|
|
327
|
-
return 0
|
|
328
|
-
if abs(last_krecord[3] - bar["low"]) / last_krecord[3] > 0.02:
|
|
329
|
-
hku_error(
|
|
330
|
-
f"fetch data from tdx error! {bardate} {ktype} {market}{code} last_krecord: {last_krecord[3]}, bar: {bar['low']}")
|
|
331
|
-
return 0
|
|
332
|
-
if abs(last_krecord[4] - bar["close"]) / last_krecord[4] > 0.02:
|
|
333
|
-
hku_error(
|
|
334
|
-
f"fetch data from tdx error! {bardate} {ktype} {market}{code} last_krecord: {last_krecord[4]}, bar: {bar['close']}")
|
|
335
|
-
return 0
|
|
336
|
-
if ktype == 'DAY' and last_krecord[5] != 0.0 and abs(last_krecord[5] - bar["amount"]*0.001) / last_krecord[5] > 0.1:
|
|
337
|
-
hku_error(
|
|
338
|
-
f"fetch data from tdx error! {bardate} {ktype} {market}{code} last_krecord: {last_krecord[5]}, bar: {bar['amount']*0.001}")
|
|
339
|
-
return 0
|
|
340
|
-
if ktype == 'DAY' and last_krecord[5] != 0.0 and abs(last_krecord[6] - bar["vol"]) / last_krecord[6] > 0.1:
|
|
341
|
-
hku_error(
|
|
342
|
-
f"fetch data from tdx error! {bardate} {ktype} {market}{code} last_krecord: {last_krecord[6]}, bar: {bar['vol']}")
|
|
343
|
-
return 0
|
|
344
|
-
|
|
345
|
-
buf = []
|
|
346
|
-
while n >= 0:
|
|
347
|
-
bar_list = get_bars(pytdx_kline_type, pytdx_market, code, n * 800, step)
|
|
348
|
-
n -= 1
|
|
349
|
-
if bar_list is None:
|
|
350
|
-
# print(code, "invalid!!")
|
|
351
|
-
continue
|
|
352
|
-
|
|
353
|
-
for bar in bar_list:
|
|
354
|
-
try:
|
|
355
|
-
if ktype == "DAY":
|
|
356
|
-
tmp = datetime.date(bar["year"], bar["month"], bar["day"])
|
|
357
|
-
bar_datetime = (tmp.year * 10000 + tmp.month * 100 + tmp.day) * 10000
|
|
358
|
-
else:
|
|
359
|
-
tmp = datetime.datetime(bar["year"], bar["month"], bar["day"], bar['hour'], bar['minute'])
|
|
360
|
-
bar_datetime = (tmp.year * 10000 + tmp.month * 100 + tmp.day) * \
|
|
361
|
-
10000 + bar["hour"] * 100 + bar["minute"]
|
|
362
|
-
except Exception as e:
|
|
363
|
-
hku_error("Failed translate datetime: {}, from {}! {}".format(bar, api.ip, e))
|
|
364
|
-
continue
|
|
365
|
-
|
|
366
|
-
if last_krecord is not None and bar_datetime == last_datetime:
|
|
367
|
-
if abs(last_krecord[1] - bar["open"]) / last_krecord[1] > 0.02:
|
|
368
|
-
hku_error(
|
|
369
|
-
f"fetch data from tdx error! {bardate} {ktype} {market}{code} last_krecord: {last_krecord[1]}, bar: {bar['open']}")
|
|
370
|
-
return 0
|
|
371
|
-
if abs(last_krecord[2] - bar["high"]) / last_krecord[2] > 0.02:
|
|
372
|
-
hku_error(
|
|
373
|
-
f"fetch data from tdx error! {bardate} {ktype} {market}{code} last_krecord: {last_krecord[2]}, bar: {bar['high']}")
|
|
374
|
-
return 0
|
|
375
|
-
if abs(last_krecord[3] - bar["low"]) / last_krecord[3] > 0.02:
|
|
376
|
-
hku_error(
|
|
377
|
-
f"fetch data from tdx error! {bardate} {ktype} {market}{code} last_krecord: {last_krecord[3]}, bar: {bar['low']}")
|
|
378
|
-
return 0
|
|
379
|
-
if abs(last_krecord[4] - bar["close"]) / last_krecord[4] > 0.02:
|
|
380
|
-
hku_error(
|
|
381
|
-
f"fetch data from tdx error! {bardate} {ktype} {market}{code} last_krecord: {last_krecord[4]}, bar: {bar['close']}")
|
|
382
|
-
return 0
|
|
383
|
-
if ktype == 'DAY' and last_krecord[5] != 0.0 and abs(last_krecord[5] - bar["amount"]*0.001) / last_krecord[5] > 0.1:
|
|
384
|
-
hku_error(
|
|
385
|
-
f"fetch data from tdx error! {bardate} {ktype} {market}{code} last_krecord: {last_krecord[5]}, bar: {bar['amount']*0.001}")
|
|
386
|
-
return 0
|
|
387
|
-
if ktype == 'DAY' and last_krecord[5] != 0.0 and abs(last_krecord[6] - bar["vol"]) / last_krecord[6] > 0.1:
|
|
388
|
-
hku_error(
|
|
389
|
-
f"fetch data from tdx error! {bardate} {ktype} {market}{code} last_krecord: {last_krecord[6]}, bar: {bar['vol']}")
|
|
390
|
-
return 0
|
|
391
|
-
continue
|
|
392
|
-
|
|
393
|
-
if (
|
|
394
|
-
today_datetime >= bar_datetime > last_datetime
|
|
395
|
-
and bar["high"] >= bar["open"] >= bar["low"] > 0
|
|
396
|
-
and bar["high"] >= bar["close"] >= bar["low"] > 0
|
|
397
|
-
and bar["vol"] >= 0
|
|
398
|
-
and bar["amount"] >= 0
|
|
399
|
-
):
|
|
400
|
-
try:
|
|
401
|
-
buf.append(
|
|
402
|
-
(
|
|
403
|
-
bar_datetime,
|
|
404
|
-
bar["open"],
|
|
405
|
-
bar["high"],
|
|
406
|
-
bar["low"],
|
|
407
|
-
bar["close"],
|
|
408
|
-
bar["amount"] * 0.001,
|
|
409
|
-
bar["vol"]
|
|
410
|
-
# bar['vol'] if stktype == 2 else round(bar['vol'] * 0.01)
|
|
411
|
-
)
|
|
412
|
-
)
|
|
413
|
-
except Exception as e:
|
|
414
|
-
hku_error("Can't trans record({}), {}".format(bar, e))
|
|
415
|
-
last_datetime = bar_datetime
|
|
416
|
-
|
|
417
|
-
if len(buf) > 0:
|
|
418
|
-
cur = connect.cursor()
|
|
419
|
-
rawsql = f"INSERT INTO {table} using {nktype}_data.kdata TAGS ('{market.upper()}', '{code}') VALUES "
|
|
420
|
-
sql = rawsql
|
|
421
|
-
for i, r in enumerate(buf):
|
|
422
|
-
sql += f"({(Datetime(r[0])-UTCOffset()).timestamp()}, {r[1]}, {r[2]}, {r[3]}, {r[4]}, {r[5]}, {r[6]})"
|
|
423
|
-
if i > 0 and i % 8000 == 0:
|
|
424
|
-
cur.execute(sql)
|
|
425
|
-
sql = rawsql
|
|
426
|
-
if sql != rawsql:
|
|
427
|
-
cur.execute(sql)
|
|
428
|
-
|
|
429
|
-
if ktype == "DAY":
|
|
430
|
-
# 更新基础信息数据库中股票对应的起止日期及其有效标志
|
|
431
|
-
# stockid, market, code, name, type, valid, startDate, endDate
|
|
432
|
-
cur.execute(f"select FIRST(date) from {table}")
|
|
433
|
-
a = [v for v in cur]
|
|
434
|
-
first_date = Datetime(a[0][0]).ymd
|
|
435
|
-
sql = f"INSERT INTO hku_base.n_stock (stockid, market, code, name, type, valid, startDate, endDate) VALUES ({stockid}, '{market.upper()}', '{code}', '{name}', {stktype}, 1, {first_date}, {stk_endDate})"
|
|
436
|
-
# print(sql)
|
|
437
|
-
cur.execute(sql)
|
|
438
|
-
|
|
439
|
-
# 记录最新更新日期
|
|
440
|
-
if (
|
|
441
|
-
(code == "000001" and market == MARKET.SH)
|
|
442
|
-
or (code == "399001" and market == MARKET.SZ)
|
|
443
|
-
or (code == "830799" and market == MARKET.BJ)
|
|
444
|
-
):
|
|
445
|
-
cur.execute(f"select cast(id as bigint) from hku_base.n_market where market='{market.upper()}'")
|
|
446
|
-
a = [v for v in cur]
|
|
447
|
-
id = a[0][0]
|
|
448
|
-
sql = f"INSERT INTO hku_base.n_market (id, lastdate) VALUES ({id}, {buf[-1][0]//10000})"
|
|
449
|
-
# print(sql)
|
|
450
|
-
cur.execute(sql)
|
|
451
|
-
cur.close()
|
|
452
|
-
|
|
453
|
-
return len(buf)
|
|
454
|
-
|
|
455
|
-
|
|
456
|
-
@hku_catch(trace=True, re_raise=True)
|
|
457
|
-
def import_data(
|
|
458
|
-
connect,
|
|
459
|
-
market,
|
|
460
|
-
ktype,
|
|
461
|
-
quotations,
|
|
462
|
-
api,
|
|
463
|
-
dest_dir=None,
|
|
464
|
-
startDate=199012190000,
|
|
465
|
-
progress=ProgressBar,
|
|
466
|
-
):
|
|
467
|
-
"""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。
|
|
468
|
-
|
|
469
|
-
:param connect : sqlit3链接
|
|
470
|
-
:param market : 'SH' | 'SZ'
|
|
471
|
-
:param ktype : 'DAY' | '1MIN' | '5MIN'
|
|
472
|
-
:param quotations: 'stock' | 'fund' | 'bond'
|
|
473
|
-
:param src_dir : 盘后K线数据路径,如上证5分钟线:D:\\Tdx\\vipdoc\\sh\\fzline
|
|
474
|
-
:param dest_dir : HDF5数据文件所在目录
|
|
475
|
-
:param progress : 进度显示函数
|
|
476
|
-
:return: 导入记录数
|
|
477
|
-
"""
|
|
478
|
-
add_record_count = 0
|
|
479
|
-
market = market.upper()
|
|
480
|
-
|
|
481
|
-
# stockid, marketid, code, name, type, valid, startDate, endDate
|
|
482
|
-
stock_list = get_stock_list(connect, market, quotations)
|
|
483
|
-
|
|
484
|
-
total = len(stock_list)
|
|
485
|
-
for i, stock in enumerate(stock_list):
|
|
486
|
-
if stock[5] == 0 or len(stock[2]) != 6:
|
|
487
|
-
if progress:
|
|
488
|
-
progress(i, total)
|
|
489
|
-
continue
|
|
490
|
-
|
|
491
|
-
this_count = import_one_stock_data(
|
|
492
|
-
connect, api, market, ktype, stock, startDate
|
|
493
|
-
)
|
|
494
|
-
add_record_count += this_count
|
|
495
|
-
if this_count > 0:
|
|
496
|
-
if ktype == "DAY":
|
|
497
|
-
update_extern_data(connect, market.upper(), stock[2], "DAY")
|
|
498
|
-
elif ktype == "5MIN":
|
|
499
|
-
update_extern_data(connect, market.upper(), stock[2], "5MIN")
|
|
500
|
-
|
|
501
|
-
if progress:
|
|
502
|
-
progress(i, total)
|
|
503
|
-
|
|
504
|
-
connect.commit()
|
|
505
|
-
return add_record_count
|
|
506
|
-
|
|
507
|
-
|
|
508
|
-
@hku_catch(trace=True)
|
|
509
|
-
def import_on_stock_trans(connect, api, market, stock_record, max_days):
|
|
510
|
-
market = market.upper()
|
|
511
|
-
pytdx_market = to_pytdx_market(market)
|
|
512
|
-
|
|
513
|
-
# stockid, marketid, code, name, type, valid, startDate, endDate
|
|
514
|
-
stockid, marketid, code, name, stktype, valid = stock_record[:6]
|
|
515
|
-
hku_debug("{}{}".format(market, code))
|
|
516
|
-
table = get_table(connect, market, code, 'transdata')
|
|
517
|
-
last_datetime = get_lastdatetime(connect, table)
|
|
518
|
-
|
|
519
|
-
today = Datetime.today()
|
|
520
|
-
if last_datetime is not None:
|
|
521
|
-
# yyyymmddHHMMSS
|
|
522
|
-
last_date = last_datetime.start_of_day()
|
|
523
|
-
need_days = (today - last_date).days
|
|
524
|
-
else:
|
|
525
|
-
need_days = max_days
|
|
526
|
-
|
|
527
|
-
date_list = []
|
|
528
|
-
for i in range(need_days):
|
|
529
|
-
cur_date = today - Days(i)
|
|
530
|
-
if cur_date.day_of_week not in (0, 6):
|
|
531
|
-
date_list.append(cur_date.ymd)
|
|
532
|
-
date_list.reverse()
|
|
533
|
-
|
|
534
|
-
trans_buf = []
|
|
535
|
-
for cur_date in date_list:
|
|
536
|
-
buf = pytdx_get_day_trans(api, pytdx_market, code, cur_date)
|
|
537
|
-
if not buf:
|
|
538
|
-
continue
|
|
539
|
-
|
|
540
|
-
second = 2
|
|
541
|
-
pre_minute = 900
|
|
542
|
-
|
|
543
|
-
for record in buf:
|
|
544
|
-
try:
|
|
545
|
-
minute = int(record["time"][0:2]) * 100 + int(record["time"][3:])
|
|
546
|
-
if minute != pre_minute:
|
|
547
|
-
second = 0 if minute == 1500 else 2
|
|
548
|
-
pre_minute = minute
|
|
549
|
-
else:
|
|
550
|
-
second += 3
|
|
551
|
-
if second > 59:
|
|
552
|
-
continue
|
|
553
|
-
|
|
554
|
-
trans_buf.append(
|
|
555
|
-
(
|
|
556
|
-
cur_date * 1000000 + minute * 100 + second,
|
|
557
|
-
record["price"],
|
|
558
|
-
record["vol"],
|
|
559
|
-
record["buyorsell"],
|
|
560
|
-
)
|
|
561
|
-
)
|
|
562
|
-
except Exception as e:
|
|
563
|
-
hku_error("Failed trans to record! {}", e)
|
|
564
|
-
|
|
565
|
-
if trans_buf:
|
|
566
|
-
cur = connect.cursor()
|
|
567
|
-
rawsql = f"INSERT INTO {table} using transdata_data.transdata TAGS ('{market.upper()}', '{code}') VALUES "
|
|
568
|
-
sql = rawsql
|
|
569
|
-
for i, r in enumerate(trans_buf):
|
|
570
|
-
sql += f"({(Datetime(r[0])-UTCOffset()).timestamp()}, {r[1]}, {r[2]}, {r[3]})"
|
|
571
|
-
if i > 0 and i % 15000 == 0:
|
|
572
|
-
cur.execute(sql)
|
|
573
|
-
sql = rawsql
|
|
574
|
-
if sql != rawsql:
|
|
575
|
-
cur.execute(sql)
|
|
576
|
-
cur.close()
|
|
577
|
-
return len(trans_buf)
|
|
578
|
-
|
|
579
|
-
|
|
580
|
-
def import_trans(
|
|
581
|
-
connect, market, quotations, api, dest_dir=None, max_days=30, progress=ProgressBar
|
|
582
|
-
):
|
|
583
|
-
add_record_count = 0
|
|
584
|
-
market = market.upper()
|
|
585
|
-
|
|
586
|
-
stock_list = get_stock_list(connect, market, quotations)
|
|
587
|
-
total = len(stock_list)
|
|
588
|
-
a_stktype_list = get_a_stktype_list()
|
|
589
|
-
for i, stock in enumerate(stock_list):
|
|
590
|
-
# stockid, marketid, code, name, type, valid, startDate, endDate
|
|
591
|
-
if stock[5] == 0 or len(stock[2]) != 6 or stock[4] not in a_stktype_list:
|
|
592
|
-
if progress:
|
|
593
|
-
progress(i, total)
|
|
594
|
-
continue
|
|
595
|
-
|
|
596
|
-
this_count = import_on_stock_trans(connect, api, market, stock, max_days)
|
|
597
|
-
add_record_count += this_count
|
|
598
|
-
if progress:
|
|
599
|
-
progress(i, total)
|
|
600
|
-
|
|
601
|
-
return add_record_count
|
|
602
|
-
|
|
603
|
-
|
|
604
|
-
@hku_catch(trace=True)
|
|
605
|
-
def import_on_stock_time(connect, api, market, stock_record, max_days):
|
|
606
|
-
market = market.upper()
|
|
607
|
-
pytdx_market = to_pytdx_market(market)
|
|
608
|
-
|
|
609
|
-
# stockid, marketid, code, name, type, valid, startDate, endDate
|
|
610
|
-
stockid, marketid, code, name, stktype, valid = stock_record[:6]
|
|
611
|
-
hku_debug("{}{}".format(market, code))
|
|
612
|
-
table = get_table(connect, market, code, 'timeline')
|
|
613
|
-
last_datetime = get_lastdatetime(connect, table)
|
|
614
|
-
|
|
615
|
-
today = Datetime.today()
|
|
616
|
-
if last_datetime is not None:
|
|
617
|
-
# yyyymmddHHMM
|
|
618
|
-
last_date = last_datetime.start_of_day()
|
|
619
|
-
need_days = (today - last_date).days
|
|
620
|
-
else:
|
|
621
|
-
need_days = max_days
|
|
622
|
-
|
|
623
|
-
date_list = []
|
|
624
|
-
for i in range(need_days):
|
|
625
|
-
cur_date = today - Days(i)
|
|
626
|
-
if cur_date.day_of_week() not in (0, 6):
|
|
627
|
-
date_list.append(cur_date.ymd)
|
|
628
|
-
date_list.reverse()
|
|
629
|
-
|
|
630
|
-
time_buf = []
|
|
631
|
-
for cur_date in date_list:
|
|
632
|
-
buf = api.get_history_minute_time_data(pytdx_market, code, cur_date)
|
|
633
|
-
if buf is None or len(buf) != 240:
|
|
634
|
-
# print(cur_date, "获取的分时线长度不为240!", stock_record[1], stock_record[2])
|
|
635
|
-
continue
|
|
636
|
-
this_date = cur_date * 10000
|
|
637
|
-
time = 930
|
|
638
|
-
for record in buf:
|
|
639
|
-
if time == 960:
|
|
640
|
-
time = 1000
|
|
641
|
-
elif time == 1060:
|
|
642
|
-
time = 1100
|
|
643
|
-
elif time == 1130:
|
|
644
|
-
time = 1300
|
|
645
|
-
elif time == 1360:
|
|
646
|
-
time = 1400
|
|
647
|
-
try:
|
|
648
|
-
time_buf.append((this_date + time, record['price'], record['vol']))
|
|
649
|
-
time += 1
|
|
650
|
-
except Exception as e:
|
|
651
|
-
hku_error("Failed trans record {}! {}".format(record, e))
|
|
652
|
-
|
|
653
|
-
if time_buf:
|
|
654
|
-
cur = connect.cursor()
|
|
655
|
-
rawsql = f"INSERT INTO {table} using timeline_data.timeline TAGS ('{market.upper()}', '{code}') VALUES "
|
|
656
|
-
sql = rawsql
|
|
657
|
-
for i, r in enumerate(time_buf):
|
|
658
|
-
sql += f"({(Datetime(r[0])-UTCOffset()).timestamp()}, {r[1]}, {r[2]})"
|
|
659
|
-
if i > 0 and i % 16000 == 0:
|
|
660
|
-
cur.execute(sql)
|
|
661
|
-
sql = rawsql
|
|
662
|
-
if sql != rawsql:
|
|
663
|
-
cur.execute(sql)
|
|
664
|
-
cur.close()
|
|
665
|
-
|
|
666
|
-
return len(time_buf)
|
|
667
|
-
|
|
668
|
-
|
|
669
|
-
def import_time(connect, market, quotations, api, dest_dir=None, max_days=9000, progress=ProgressBar):
|
|
670
|
-
add_record_count = 0
|
|
671
|
-
market = market.upper()
|
|
672
|
-
|
|
673
|
-
stock_list = get_stock_list(connect, market, quotations)
|
|
674
|
-
total = len(stock_list)
|
|
675
|
-
for i, stock in enumerate(stock_list):
|
|
676
|
-
# stockid, marketid, code, name, type, valid, startDate, endDate
|
|
677
|
-
if stock[5] == 0 or len(stock[2]) != 6:
|
|
678
|
-
if progress:
|
|
679
|
-
progress(i, total)
|
|
680
|
-
continue
|
|
681
|
-
|
|
682
|
-
this_count = import_on_stock_time(connect, api, market, stock, max_days)
|
|
683
|
-
add_record_count += this_count
|
|
684
|
-
if progress:
|
|
685
|
-
progress(i, total)
|
|
686
|
-
|
|
687
|
-
return add_record_count
|
|
688
|
-
|
|
689
|
-
|
|
690
|
-
if __name__ == '__main__':
|
|
691
|
-
import os
|
|
692
|
-
from configparser import ConfigParser
|
|
693
|
-
dev_config = ConfigParser()
|
|
694
|
-
dev_config.read(os.path.expanduser("~") + '/workspace/dev.ini')
|
|
695
|
-
db = 'taos54'
|
|
696
|
-
user = dev_config.get(db, 'user')
|
|
697
|
-
password = dev_config.get(db, 'pwd')
|
|
698
|
-
host = dev_config.get(db, 'host')
|
|
699
|
-
port = dev_config.getint(db, 'port')
|
|
700
|
-
|
|
701
|
-
tdx_server = '180.101.48.170'
|
|
702
|
-
tdx_port = 7709
|
|
703
|
-
|
|
704
|
-
from pytdx.hq import TdxHq_API, TDXParams
|
|
705
|
-
|
|
706
|
-
api = TdxHq_API()
|
|
707
|
-
api.connect(tdx_server, tdx_port)
|
|
708
|
-
|
|
709
|
-
from hikyuu.data.common_taos import get_taos
|
|
710
|
-
connect = get_taos().connect(
|
|
711
|
-
user=user, password=password, host=host, port=port)
|
|
712
|
-
|
|
713
|
-
# import_index_name(connect)
|
|
714
|
-
|
|
715
|
-
# import_stock_name(connect, None, MARKET.SH, None)
|
|
716
|
-
|
|
717
|
-
quotations = ["stock", "fund"]
|
|
718
|
-
|
|
719
|
-
stock_list = get_stock_list(connect, "SH", quotations)
|
|
720
|
-
stock_record = None
|
|
721
|
-
for r in stock_list:
|
|
722
|
-
if r[2] == "000001":
|
|
723
|
-
stock_record = r
|
|
724
|
-
break
|
|
725
|
-
print(stock_record)
|
|
726
|
-
|
|
727
|
-
import_one_stock_data(connect, api, "SH", "5MIN", stock_record, startDate=199012191500)
|
|
728
|
-
|
|
729
|
-
# print("\n导入上证日线数据")
|
|
730
|
-
# add_count = import_data(connect, "SH", "DAY", quotations, api, progress=ProgressBar)
|
|
731
|
-
# print("\n导入数量:", add_count)
|
|
732
|
-
|
|
733
|
-
# import_time(connect, "SH", quotations, api, max_days=30)
|
|
734
|
-
|
|
735
|
-
api.disconnect()
|
|
736
|
-
connect.close()
|