mns-scheduler 1.0.7.6__py3-none-any.whl → 1.0.7.9__py3-none-any.whl

mns_scheduler/zt/today_high_chg_pool_sync_api.py

@@ -1,481 +0,0 @@
-import sys
-import os
-
-file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 17
-project_path = file_path[0:end]
-sys.path.append(project_path)
-
-import sys
-import os
-
-file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 17
-project_path = file_path[0:end]
-sys.path.append(project_path)
-
-import pandas as pd
-from loguru import logger
-import mns_common.component.common_service_fun_api as common_service_fun_api
-import mns_common.component.trade_date.trade_date_common_service_api as trade_date_common_service_api
-import mns_common.api.em.east_money_stock_api as east_money_stock_api
-import mns_common.utils.date_handle_util as date_handle_util
-import mns_common.component.company.company_common_service_api as company_common_service_api
-import mns_common.component.data.data_init_api as data_init_api
-from mns_common.db.MongodbUtil import MongodbUtil
-import mns_common.utils.data_frame_util as data_frame_util
-import mns_common.component.zt.zt_common_service_api as zt_common_service_api
-
-mongodb_util = MongodbUtil('27017')
-mongodb_util_27019 = MongodbUtil('27019')
-
-save_zt_name = 'realtime_quotes_now_zt_new'
-choose_field = ["_id",
-                "symbol",
-                "name",
-                "industry",
-                "now_price",
-                "chg",
-                "quantity_ratio",
-                "amount_level",
-                "disk_ratio",
-                "real_disk_diff_amount_exchange",
-                'max_real_main_inflow_multiple',
-                'sum_main_inflow_disk',
-                "real_main_inflow_multiple",
-                "real_super_main_inflow_multiple",
-                "super_main_inflow_multiple",
-                "main_inflow_multiple",
-                "disk_diff_amount_exchange",
-                "large_inflow_multiple",
-                "today_main_net_inflow",
-                "today_main_net_inflow_ratio",
-                "super_large_order_net_inflow",
-                "super_large_order_net_inflow_ratio",
-                "large_order_net_inflow",
-                "large_order_net_inflow_ratio",
-                "reference_main_inflow",
-                "disk_diff_amount",
-                "mv_circulation_ratio",
-                "real_exchange",
-                "exchange",
-                'real_exchange',
-                "total_mv",
-                "flow_mv",
-                "volume",
-                "high",
-                "low",
-                "open",
-                "yesterday_price",
-                "amount",
-                "total_mv_sp",
-                "flow_mv_sp",
-                "outer_disk",
-                "inner_disk",
-                "classification",
-                "number",
-                "str_day",
-                "str_now_date"
-                ]
-
-
-def create_index():
-    mongodb_util.create_index(save_zt_name,
-                              [("symbol", 1), ("number", 1)])
-
-    mongodb_util.create_index(save_zt_name,
-                              [("symbol", 1)])
-
-    mongodb_util.create_index(save_zt_name,
-                              [("number", 1)])
-
-    mongodb_util.create_index(save_zt_name,
-                              [("str_day", 1)])
-
-    mongodb_util.create_index(save_zt_name,
-                              [("str_now_date", 1)])
-    mongodb_util.create_index(save_zt_name,
-                              [("symbol", 1), ("str_now_date", 1)])
-    mongodb_util.create_index(save_zt_name,
-                              [("str_day", 1), ("str_now_date", 1)])
-
-    mongodb_util.create_index(save_zt_name,
-                              [("symbol", 1), ("str_day", 1)])
-
-
-def get_mongodb_util(str_day):
-    tag = mongodb_util.exist_data_query('trade_date_list', query={'_id': str_day, "tag": True})
-    if tag:
-        return mongodb_util_27019
-    else:
-        return mongodb_util
-
-
-# 同步一天高涨幅列表
-def save_stock_high_chg_pool(str_day):
-    real_time_quotes_now_init = east_money_stock_api.get_real_time_quotes_all_stocks()
-
-    sync_date = date_handle_util.add_date_day(date_handle_util.no_slash_date(str_day), 0)
-    str_now_day = sync_date.strftime('%Y-%m-%d')
-
-    realtime_quotes_db_name = 'realtime_quotes_now_' + str_now_day
-    number = get_today_realtime_quotes_max_number(realtime_quotes_db_name, str_day)
-
-    query = {"number": number, "chg": {'$gte': 9.7}}
-
-    real_time_quotes_now = mongodb_util.find_query_data(realtime_quotes_db_name, query)
-    if real_time_quotes_now.shape[0] == 0:
-        return
-    real_time_quotes_now = common_service_fun_api.total_mv_classification(
-        real_time_quotes_now.copy())
-    real_time_quotes_now = real_time_quotes_now.sort_values(by=['chg'], ascending=False)
-    real_time_quotes_now = common_service_fun_api.exclude_new_stock(real_time_quotes_now)
-
-    # todo fix industry
-    industry_group_df = company_common_service_api.get_company_info_industry()
-    industry_group_df = industry_group_df.set_index(['_id'], drop=True)
-    real_time_quotes_now.drop(columns=['industry'], inplace=True)
-    real_time_quotes_now = real_time_quotes_now.set_index(['symbol'], drop=False)
-    real_time_quotes_now = pd.merge(real_time_quotes_now, industry_group_df, how='outer',
-                                    left_index=True, right_index=True)
-    real_time_quotes_now = real_time_quotes_now.dropna(inplace=False)
-
-    zt_symbol_info = zt_common_service_api.get_last_trade_day_zt(str_day)
-
-    zt_symbol_connected_boards_numbers_list = zt_symbol_info.loc[
-        zt_symbol_info['symbol'].isin(real_time_quotes_now['symbol'])]
-
-    real_time_quotes_now['connected_boards_numbers'] = 1
-    if zt_symbol_connected_boards_numbers_list is not None and zt_symbol_connected_boards_numbers_list.shape[0] != 0:
-        for yesterday_zt in zt_symbol_connected_boards_numbers_list.itertuples():
-            real_time_quotes_now.loc[
-                real_time_quotes_now["symbol"] == yesterday_zt.symbol, ['connected_boards_numbers']] \
-                = 1 + yesterday_zt.connected_boards_numbers
-
-    for stock_one in real_time_quotes_now.itertuples():
-        try:
-
-            symbol = stock_one.symbol
-
-            classification = common_service_fun_api.classify_symbol_one(symbol)
-
-            chg = float(stock_one.chg)
-            if classification == 'X' and chg > 30:
-                continue
-            elif classification != 'X' and chg > 21:
-                continue
-            real_time_quotes_now_one = real_time_quotes_now_init.loc[
-                real_time_quotes_now_init['symbol'] == symbol]
-            list_date = list(real_time_quotes_now_one['list_date'])[0]
-            list_date = str(list_date)
-            list_date = list_date.replace(".0", "")
-            list_date = date_handle_util.lash_date(list_date)
-
-            list_date_time = date_handle_util.str_to_date(list_date, "%Y-%m-%d")
-            str_now_day_time = date_handle_util.str_to_date(str_now_day, "%Y-%m-%d")
-
-            list_to_now_days = date_handle_util.days_diff(str_now_day_time, list_date_time)
-
-            last_trade_day = trade_date_common_service_api.get_last_trade_day(str_day)
-
-            last_day_high_chg = mongodb_util.exist_data_query('stock_hfq_daily',
-                                                              query={"symbol": symbol, "date": last_trade_day,
-                                                                     "chg": {'$gte': 9}})
-
-            open = stock_one.open
-            high = stock_one.high
-            close = stock_one.now_price
-            yi_zhi_ban = False
-            if open == high and open == close:
-                yi_zhi_ban = True
-
-            stock_high_chg_pool = {
-                '_id': symbol + '_' + str_now_day,
-                'symbol': symbol,
-                'name': stock_one.name,
-                'industry': stock_one.industry,
-                'str_day': str_now_day,
-                'classification': classification,
-                'chg': stock_one.chg,
-                "connected_boards_numbers": stock_one.connected_boards_numbers,
-                "open": stock_one.open,
-                "close": stock_one.now_price,
-                "high": stock_one.high,
-                "low": stock_one.low,
-                "volume": stock_one.volume,
-                "amount": stock_one.amount,
-                "flow_mv_level": stock_one.flow_mv_level,
-                "flow_mv_sp": stock_one.flow_mv_sp,
-                "total_mv_sp": stock_one.total_mv_sp,
-                "list_to_now_days": list_to_now_days,
-                "list_date": list_date,
-                "exchange": stock_one.exchange,
-                "last_day_high_chg": last_day_high_chg,
-                "yi_zhi_ban": yi_zhi_ban
-            }
-            mongodb_util.save_mongo(pd.DataFrame([stock_high_chg_pool], index=[0]),
-                                    'stock_high_chg_pool')
-            logger.info("更新高涨幅数据成功{},{}", stock_one.symbol, str_now_day)
-        except Exception as e:
-            logger.error("更新高涨幅数据异常:{},{},{}", stock_one.symbol, str_now_day, e)
-            continue
-
-
-def get_today_realtime_quotes_max_number(realtime_quotes_db_name, str_day):
-    mongo = get_mongodb_util(str_day)
-    query = {"symbol": "000001"}
-    realtime_quotes = mongo.descend_query(query, realtime_quotes_db_name, 'number', 1)
-    if realtime_quotes is None or realtime_quotes.shape[0] == 0:
-        return 1
-    else:
-        return list(realtime_quotes['number'])[0]
-
-
-def get_high_chg_symbol(str_day):
-    realtime_quotes_db_name = 'stock_qfq_daily'
-
-    query = {"date": date_handle_util.no_slash_date(str_day), "chg": {'$gte': 9.7}}
-    # 今日高涨幅的list
-    real_time_quotes_now_high_chg = mongodb_util.find_query_data(realtime_quotes_db_name, query)
-    if real_time_quotes_now_high_chg.shape[0] == 0:
-        return None
-    high_chg_list = list(real_time_quotes_now_high_chg['symbol'])
-    # 今日涨停股
-
-    query_zt = {'str_day': str_day}
-    zt_pool = mongodb_util.find_query_data('stock_zt_pool', query_zt)
-    if zt_pool.shape[0] > 0:
-        zt_pool_list = list(zt_pool['symbol'])
-        high_chg_list.extend(zt_pool_list)
-    high_chg_list = list(set(high_chg_list))
-    return high_chg_list
-
-
-# 保存一天详细涨停数据
-def sync_his_high_one_day(str_day):
-    mongo = get_mongodb_util(str_day)
-
-    realtime_quotes_db_name = 'realtime_quotes_now_' + str_day
-    high_chg_list = get_high_chg_symbol(str_day)
-    if high_chg_list is None or len(high_chg_list) == 0:
-        return
-
-    for symbol in high_chg_list:
-        try:
-            query_all = {"symbol": symbol}
-            real_time_quotes_now_high_chg_all = mongo.find_query_data(realtime_quotes_db_name, query_all)
-            if real_time_quotes_now_high_chg_all.shape[0] == 0:
-                return
-            real_time_quotes_now_high_chg_all = company_common_service_api.amendment_industry_exist_na(
-                real_time_quotes_now_high_chg_all,
-                high_chg_list)
-            real_time_quotes_now_high_chg_all.dropna(subset=['symbol'], axis=0,
-                                                     inplace=True)
-            real_time_quotes_now_high_chg_all = data_init_api.calculate_parameter_factor(
-                real_time_quotes_now_high_chg_all)
-
-            real_time_quotes_now_high_chg_all['amount_level'] = round(
-                (real_time_quotes_now_high_chg_all['amount'] / common_service_fun_api.HUNDRED_MILLION), 2) * 10
-            real_time_quotes_now_high_chg_all['flow_mv_sp'] = round(
-                (real_time_quotes_now_high_chg_all['flow_mv'] / common_service_fun_api.HUNDRED_MILLION), 2)
-            real_time_quotes_now_high_chg_all['total_mv_sp'] = round(
-                (real_time_quotes_now_high_chg_all['total_mv'] / common_service_fun_api.HUNDRED_MILLION), 2)
-
-            save_realtime_quotes_now_zt_data(real_time_quotes_now_high_chg_all, str_day, symbol)
-            logger.info("同步涨停信息:{},{}", str_day, symbol)
-        except BaseException as e:
-            logger.error("发生异常:{}:{},{}", str_day, e, symbol)
-
-
-def save_one_symbol_day(symbol, str_day):
-    mongo = get_mongodb_util(str_day)
-    realtime_quotes_db_name = 'realtime_quotes_now_' + str_day
-    high_chg_list = [symbol]
-    query_all = {"symbol": symbol}
-    real_time_quotes_now_high_chg_all = mongo.find_query_data(realtime_quotes_db_name, query_all)
-    if real_time_quotes_now_high_chg_all.shape[0] == 0:
-        return
-    real_time_quotes_now_high_chg_all = company_common_service_api.amendment_industry_exist_na(
-        real_time_quotes_now_high_chg_all,
-        high_chg_list)
-    real_time_quotes_now_high_chg_all = real_time_quotes_now_high_chg_all.dropna(inplace=False)
-    real_time_quotes_now_high_chg_all = data_init_api.calculate_parameter_factor(
-        real_time_quotes_now_high_chg_all)
-
-    real_time_quotes_now_high_chg_all.loc[:, 'amount_level'] = round(
-        (real_time_quotes_now_high_chg_all.loc[:, 'amount'] / common_service_fun_api.HUNDRED_MILLION), 2) * 10
-    real_time_quotes_now_high_chg_all.loc[:, 'flow_mv_sp'] = round(
-        (real_time_quotes_now_high_chg_all.loc[:, 'flow_mv'] / common_service_fun_api.HUNDRED_MILLION), 2)
-    real_time_quotes_now_high_chg_all.loc[:, 'total_mv_sp'] = round(
-        (real_time_quotes_now_high_chg_all['total_mv'] / common_service_fun_api.HUNDRED_MILLION), 2)
-
-    save_realtime_quotes_now_zt_data(real_time_quotes_now_high_chg_all, str_day, symbol)
-
-
-def save_realtime_quotes_now_zt_data(realtime_quotes_now_zt, str_day, symbol):
-    realtime_quotes_now_zt = common_service_fun_api.classify_symbol(realtime_quotes_now_zt.copy())
-    # create_index()
-    if 'wei_bi' in realtime_quotes_now_zt.columns and bool(1 - ("wei_bi" in choose_field)):
-        choose_field.append("wei_bi")
-    if 'up_speed' in realtime_quotes_now_zt.columns and bool(1 - ("up_speed" in choose_field)):
-        choose_field.append("up_speed")
-    if 'list_date' in realtime_quotes_now_zt.columns and bool(1 - ("list_date" in choose_field)):
-        choose_field.append("list_date")
-    realtime_quotes_now_zt.loc[:, 'str_day'] = str_day
-    realtime_quotes_now_zt = realtime_quotes_now_zt[choose_field]
-    remove_query = {"symbol": symbol, "str_day": str_day}
-    result = mongodb_util.remove_data(remove_query, save_zt_name).acknowledged
-    if result:
-        mongodb_util.insert_mongo(realtime_quotes_now_zt, save_zt_name)
-
-
-def sync_one_day_zt_info(str_day):
-    sync_his_high_one_day(str_day)
-    save_stock_high_chg_pool(str_day)
-
-
-def sync_all_data():
-    create_index()
-    end_date = date_handle_util.add_date_day('20231029', 0)
-
-    sync_date = date_handle_util.add_date_day('20231030', 0)
-
-    str_now_day = sync_date.strftime('%Y-%m-%d')
-    while sync_date > end_date:
-        try:
-            sync_one_day_zt_info(str_now_day)
-            sync_date = date_handle_util.add_date_day(date_handle_util.no_slash_date(str_now_day), -1)
-            str_now_day = sync_date.strftime('%Y-%m-%d')
-            logger.info(str_now_day)
-        except BaseException as e:
-            logger.error("发生异常:{}:{}", str_now_day, e)
-
-
-# fix miss symbol
-def stock_qfq_daily_high_chg_pool(str_day):
-    high_chg_list = get_high_chg_symbol(str_day)
-
-    realtime_quotes_db_name = 'realtime_quotes_now_' + str_day
-    number = get_today_realtime_quotes_max_number(realtime_quotes_db_name, str_day)
-
-    query = {"number": number, "chg": {'$gte': 9.7}}
-    mongodb = get_mongodb_util(str_day)
-    real_time_quotes_now = mongodb.find_query_data(realtime_quotes_db_name, query)
-    if real_time_quotes_now.shape[0] == 0:
-        high_chg_list = high_chg_list
-    else:
-        real_time_quotes_now_symbol_list = real_time_quotes_now['symbol']
-        high_chg_list.extend(real_time_quotes_now_symbol_list)
-        high_chg_list = list(set(high_chg_list))
-
-    if high_chg_list is None:
-        return
-
-    query = {'symbol': {"$in": high_chg_list}, 'date': date_handle_util.no_slash_date(str_day)}
-    stock_qfq_daily_list = mongodb_util.find_query_data('stock_qfq_daily', query)
-
-    real_time_quotes_now_init = east_money_stock_api.get_real_time_quotes_all_stocks()
-
-    stock_qfq_daily_list = stock_qfq_daily_list.sort_values(by=['chg'], ascending=False)
-
-    zt_symbol_info = zt_common_service_api.get_last_trade_day_zt(str_day)
-
-    zt_symbol_connected_boards_numbers_list = zt_symbol_info.loc[
-        zt_symbol_info['symbol'].isin(stock_qfq_daily_list['symbol'])]
-
-    stock_qfq_daily_list['connected_boards_numbers'] = 1
-    if zt_symbol_connected_boards_numbers_list is not None and zt_symbol_connected_boards_numbers_list.shape[0] != 0:
-        for yesterday_zt in zt_symbol_connected_boards_numbers_list.itertuples():
-            stock_qfq_daily_list.loc[
-                stock_qfq_daily_list["symbol"] == yesterday_zt.symbol, ['connected_boards_numbers']] \
-                = 1 + yesterday_zt.connected_boards_numbers
-
-    for stock_one in stock_qfq_daily_list.itertuples():
-        try:
-
-            symbol = stock_one.symbol
-
-            classification = common_service_fun_api.classify_symbol_one(symbol)
-
-            real_time_quotes_now_one = real_time_quotes_now_init.loc[
-                real_time_quotes_now_init['symbol'] == symbol]
-            if data_frame_util.is_empty(real_time_quotes_now_one):
-                list_date = '19890729'
-            else:
-                list_date = list(real_time_quotes_now_one['list_date'])[0]
-                list_date = str(list_date)
-                list_date = list_date.replace(".0", "")
-            list_date = date_handle_util.lash_date(list_date)
-
-            list_date_time = date_handle_util.str_to_date(list_date, "%Y-%m-%d")
-            str_now_day_time = date_handle_util.str_to_date(str_day, "%Y-%m-%d")
-
-            list_to_now_days = date_handle_util.days_diff(str_now_day_time, list_date_time)
-            if list_to_now_days == 0:
-                # 排除当天上市新股
-                continue
-
-            last_trade_day = trade_date_common_service_api.get_last_trade_day(str_day)
-
-            last_day_high_chg = mongodb_util.exist_data_query('stock_hfq_daily',
-                                                              query={"symbol": symbol, "date": last_trade_day,
-                                                                     "chg": {'$gte': 9}})
-
-            open = stock_one.open
-            high = stock_one.high
-            close = stock_one.close
-            yi_zhi_ban = False
-            if open == high and open == close:
-                yi_zhi_ban = True
-
-            stock_high_chg_pool = {
-                '_id': symbol + '_' + str_day,
-                'symbol': symbol,
-                'name': stock_one.name,
-                'industry': stock_one.industry,
-                'str_day': str_day,
-                'classification': classification,
-                'chg': stock_one.chg,
-                "connected_boards_numbers": stock_one.connected_boards_numbers,
-                "open": stock_one.open,
-                "close": stock_one.close,
-                "high": stock_one.high,
-                "low": stock_one.low,
-                "volume": stock_one.volume,
-                "amount": stock_one.amount,
-                # "flow_mv_level": stock_one.flow_mv_level,
-                "flow_mv_sp": stock_one.flow_mv_sp,
-                # "total_mv_sp": stock_one.total_mv_sp,
-                "list_to_now_days": list_to_now_days,
-                "list_date": list_date,
-                "exchange": stock_one.exchange,
-                "last_day_high_chg": last_day_high_chg,
-                "yi_zhi_ban": yi_zhi_ban,
-                "miss_out": True
-            }
-            query_exists = {"symbol": symbol, "str_day": str_day}
-            if mongodb_util.exist_data_query('stock_high_chg_pool', query_exists):
-                continue
-            else:
-                mongodb_util.save_mongo(pd.DataFrame([stock_high_chg_pool], index=[0]),
-                                        'stock_high_chg_pool')
-            logger.info("更新高涨幅数据成功{},{}", stock_one.symbol, str_day)
-        except Exception as e:
-            logger.error("更新高涨幅数据异常:{},{},{}", stock_one.symbol, str_day, e)
-            continue
-
-
-if __name__ == '__main__':
-    sync_one_day_zt_info('2024-05-17')
-
-    # sync_date = date_handle_util.add_date_day('20221022', 0)
-    # now_date = datetime.now()
-    # str_now_day = sync_date.strftime('%Y-%m-%d')
-    # while now_date > sync_date:
-    #     try:
-    #         save_one_symbol_day('000948', str_now_day)
-    #         sync_date = date_handle_util.add_date_day(date_handle_util.no_slash_date(str_now_day), 1)
-    #         str_now_day = sync_date.strftime('%Y-%m-%d')
-    #         print(str_now_day)
-    #     except BaseException as e:
-    #         logger.error("发生异常:{}:{}", str_now_day, e)