mns-scheduler 1.1.8.4__py3-none-any.whl → 1.4.3.2__py3-none-any.whl

mns_scheduler/finance/xue_qiu/sync_xue_qiu_fiance_data.py

@@ -0,0 +1,161 @@
+import sys
+import os
+
+file_path = os.path.abspath(__file__)
+end = file_path.index('mns') + 16
+project_path = file_path[0:end]
+sys.path.append(project_path)
+
+from mns_common.db.MongodbUtil import MongodbUtil
+import mns_common.constant.extra_income_db_name as extra_income_db_name
+import mns_scheduler.finance.xue_qiu.down_load_xueqiu_report_api as down_load_xueqiu_report_api
+import mns_common.component.common_service_fun_api as common_service_fun_api
+import pandas as pd
+from loguru import logger
+import time
+import mns_common.utils.data_frame_util as data_frame_util
+import mns_common.component.cookie.cookie_info_service as cookie_info_service
+from datetime import datetime
+import mns_common.component.em.em_stock_info_api as em_stock_info_api
+
+mongodb_util_27017 = MongodbUtil('27017')
+
+
+# report_type income 利润表
+# cash_flow 现金流量
+# balance 资产负债
+# 同步所有股票 报表
+def sync_all_stocks_report():
+    em_a_stock_info_df = em_stock_info_api.get_a_stock_info()
+    em_a_stock_info_df = common_service_fun_api.add_pre_prefix(em_a_stock_info_df)
+    # 或等效写法 df['A'].str[0:6]
+
+    fail_list = []
+
+    xue_qiu_cookie = cookie_info_service.get_xue_qiu_cookie()
+    report_type_list = ['income', 'balance', 'cash_flow']
+    for stock_one in em_a_stock_info_df.itertuples():
+        fail_list = save_one_symbol_data(stock_one, report_type_list, xue_qiu_cookie, True, fail_list, '', False)
+
+    handle_number = 0
+    # 处理失败的
+    while len(fail_list) > 0:
+        fail_df = em_a_stock_info_df.loc[em_a_stock_info_df['symbol'].isin(fail_list)]
+        for fail_one in fail_df.itertuples():
+            fail_list = save_one_symbol_data(fail_one, report_type_list, xue_qiu_cookie, True, fail_list, '', False)
+        handle_number = handle_number + 1
+        if handle_number > 10:
+            break
+
+
+def save_one_symbol_data(stock_one, report_type_list, xue_qiu_cookie, save_tag, fail_list, report_name, check_exist):
+    try:
+        symbol_prefix = stock_one.symbol_prefix
+        name = stock_one.name
+        symbol = stock_one.symbol
+        for report_type in report_type_list:
+            if report_type == 'income':
+                col_name = extra_income_db_name.XUE_QIU_LRB_INCOME
+            elif report_type == 'balance':
+                col_name = extra_income_db_name.XUE_QIU_ASSET_DEBT
+            elif report_type == 'cash_flow':
+                col_name = extra_income_db_name.XUE_QIU_CASH_FLOW
+            if check_exist:
+                query_exist = {'symbol': symbol, 'report_name': report_name}
+                # 存在数据 不在同步
+                if mongodb_util_27017.exist_data_query(col_name, query_exist):
+                    continue
+
+            index_create = [('symbol', 1), ('report_date', 1)]
+            mongodb_util_27017.create_index(col_name, index_create)
+
+            index_create_01 = [('symbol', 1), ('sync_time', 1)]
+            mongodb_util_27017.create_index(col_name, index_create_01)
+
+            if check_exist:
+                # 季度同步只同步一条数据
+                result_df = down_load_xueqiu_report_api.get_xue_qiu_report(symbol_prefix, report_type, xue_qiu_cookie,
+                                                                           1,
+                                                                           'all')
+            else:
+                result_df = down_load_xueqiu_report_api.get_xue_qiu_report(symbol_prefix, report_type, xue_qiu_cookie,
+                                                                           200,
+                                                                           'all')
+
+            now_date = datetime.now()
+            sync_time = now_date.strftime('%Y-%m-%d %H:%M:%S')
+
+            if data_frame_util.is_empty(result_df):
+                logger.error("财务信息为空,代码:{}:{}", symbol, name)
+                continue
+            else:
+                # 季度同步check
+                if check_exist:
+                    result_df = result_df.loc[result_df['report_name'] == report_name]
+                    if data_frame_util.is_empty(result_df):
+                        continue
+
+            result_df['sync_time'] = sync_time
+            time.sleep(0.5)
+            # 1. 将毫秒时间戳转为 datetime
+            result_df['report_date'] = pd.to_datetime(result_df['report_date'], unit='ms')
+
+            # 2. 格式化为 '%Y-%m-%d' 字符串
+            result_df['report_date'] = result_df['report_date'].dt.strftime('%Y-%m-%d')
+
+            result_df['_id'] = symbol + '_' + result_df['report_date']
+            result_df['symbol'] = symbol
+
+            # 1. 将毫秒时间戳转为 datetime
+            result_df['ctime'] = pd.to_datetime(result_df['ctime'], unit='ms')
+
+            # 2. 格式化为 '%Y-%m-%d' 字符串
+            result_df['ctime'] = result_df['ctime'].dt.strftime('%Y-%m-%d')
+            result_df.loc[result_df['report_name'].str.contains('年报'), 'period'] = 4
+            result_df.loc[result_df['report_name'].str.contains('一季报'), 'period'] = 1
+            result_df.loc[result_df['report_name'].str.contains('中报'), 'period'] = 2
+            result_df.loc[result_df['report_name'].str.contains('三季报'), 'period'] = 3
+            result_df['year'] = result_df['report_name'].str[:4]
+            if save_tag:
+                mongodb_util_27017.save_mongo(result_df, col_name)
+            else:
+                mongodb_util_27017.insert_mongo(result_df, col_name)
+
+            if symbol in fail_list:
+                fail_list.remove(symbol)
+        logger.info("同步财务数据完成:{}:{}", symbol, name, report_name)
+    except BaseException as e:
+        logger.error("同步错误:{},异常信息:{}", symbol, e)
+        fail_list.append(symbol)
+    return fail_list
+
+
+def sync_xue_qiu_very_period_report(report_name, symbol):
+    em_a_stock_info_df = em_stock_info_api.get_a_stock_info()
+    if symbol is not None:
+        em_a_stock_info_df = em_a_stock_info_df.loc[em_a_stock_info_df['symbol'] == symbol]
+    em_a_stock_info_df = common_service_fun_api.add_pre_prefix(em_a_stock_info_df)
+    # 或等效写法 df['A'].str[0:6]
+
+    fail_list = []
+
+    xue_qiu_cookie = cookie_info_service.get_xue_qiu_cookie()
+    report_type_list = ['income', 'balance', 'cash_flow']
+    for stock_one in em_a_stock_info_df.itertuples():
+        fail_list = save_one_symbol_data(stock_one, report_type_list, xue_qiu_cookie, False, fail_list, report_name,
+                                         True)
+
+    handle_number = 0
+    # 处理失败的
+    while len(fail_list) > 0:
+        fail_df = em_a_stock_info_df.loc[em_a_stock_info_df['symbol'].isin(fail_list)]
+        for fail_one in fail_df.itertuples():
+            fail_list = save_one_symbol_data(fail_one, report_type_list, xue_qiu_cookie, False, fail_list, report_name,
+                                             True)
+        handle_number = handle_number + 1
+        if handle_number > 10:
+            break
+
+
+if __name__ == '__main__':
+    sync_all_stocks_report()

mns_scheduler/hk/__init__.py

@@ -2,6 +2,6 @@ import sys
 import os
 
 file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 16
+end = file_path.index('mns') + 17
 project_path = file_path[0:end]
 sys.path.append(project_path)

mns_scheduler/hk/hk_company_info_sync_service_api.py

@@ -2,10 +2,10 @@ import sys
 import os
 
 file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 16
+end = file_path.index('mns') + 17
 project_path = file_path[0:end]
 sys.path.append(project_path)
-import mns_common.api.em.east_money_stock_hk_api as east_money_stock_hk_api
+import mns_common.component.em.em_stock_info_api as em_stock_info_api
 import akshare as ak
 import mns_common.constant.db_name_constant as db_name_constant
 from mns_common.db.MongodbUtil import MongodbUtil
@@ -48,8 +48,7 @@ def get_ths_cookie():
 
 # https://quote.eastmoney.com/center/gridlist.html#hk_stocks
 def sync_hk_company_info():
-    cookie = get_em_cookie()
-    hk_real_time_df = east_money_stock_hk_api.hk_real_time_quotes(cookie)
+    hk_real_time_df = em_stock_info_api.get_hk_stock_info()
 
     hk_real_time_df = hk_real_time_df[[
         "symbol",
@@ -100,4 +99,5 @@ def sync_hk_company_info():
 
 
 if __name__ == '__main__':
+    get_hk_ggt_component()
     sync_hk_company_info()

mns_scheduler/hk/hk_industry_info_sync_service_api.py

@@ -2,16 +2,15 @@ import sys
 import os
 
 file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 16
+end = file_path.index('mns') + 17
 project_path = file_path[0:end]
 sys.path.append(project_path)
 
-import mns_common.api.em.east_money_stock_hk_api as east_money_stock_hk_api
+import mns_common.component.em.em_stock_info_api as em_stock_info_api
 import akshare as ak
 import mns_common.constant.db_name_constant as db_name_constant
 from mns_common.db.MongodbUtil import MongodbUtil
 from functools import lru_cache
-import mns_common.component.common_service_fun_api as common_service_fun_api
 import mns_common.component.zt.zt_common_service_api as zt_common_service_api
 
 mongodb_util = MongodbUtil('27017')
@@ -39,8 +38,7 @@ def get_em_cookie():
 
 
 def sync_hk_company_industry():
-    cookie = get_em_cookie()
-    hk_real_time_df = east_money_stock_hk_api.hk_real_time_quotes(cookie)
+    hk_real_time_df = em_stock_info_api.get_hk_stock_info()
 
     hk_real_time_df = hk_real_time_df[[
         "symbol",

mns_scheduler/industry/__init__.py

@@ -0,0 +1,7 @@
+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)

mns_scheduler/industry/ths/__init__.py

@@ -0,0 +1,7 @@
+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)

mns_scheduler/industry/ths/ths_industry_index_service.py

@@ -0,0 +1,58 @@
+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 mns_common.api.ths.concept.app.ths_concept_index_app as ths_concept_index_app
+from datetime import datetime
+import mns_common.component.trade_date.trade_date_common_service_api as trade_date_common_service_api
+import mns_common.utils.date_handle_util as date_handle_util
+import mns_common.utils.data_frame_util as data_frame_util
+import pandas as pd
+import mns_common.component.common_service_fun_api as common_service_fun_api
+
+
+# 通过api 获取ths行业和指数
+def get_ths_index_by_api(query_type):
+    now_date = datetime.now()
+    hour = now_date.hour
+    minute = now_date.minute
+    now_str_day = now_date.strftime('%Y-%m-%d')
+
+    is_trade_day = trade_date_common_service_api.is_trade_day(now_str_day)
+
+    if bool(1 - is_trade_day):
+        last_trade_day = trade_date_common_service_api.get_before_trade_date(now_str_day, 1)
+        begin_time = date_handle_util.no_slash_date(last_trade_day) + '093000'
+        end_time = date_handle_util.no_slash_date(last_trade_day) + '150000'
+    else:
+        if hour < 9 or (hour == 9 and minute <= 25):
+            last_trade_day = trade_date_common_service_api.get_before_trade_date(now_str_day, 2)
+            begin_time = date_handle_util.no_slash_date(last_trade_day) + '093000'
+            end_time = date_handle_util.no_slash_date(last_trade_day) + '150000'
+        else:
+            begin_time = date_handle_util.no_slash_date(now_str_day) + '093000'
+            if hour == 9:
+                hour = '0' + str(hour)
+                end_time = date_handle_util.no_slash_date(now_str_day) + str(hour) + str(minute) + '00'
+            elif (hour == 11 and minute >= 30) or (hour == 12):
+                end_time = date_handle_util.no_slash_date(now_str_day) + '113000'
+            elif hour >= 15:
+                end_time = date_handle_util.no_slash_date(now_str_day) + '150000'
+            else:
+                end_time = date_handle_util.no_slash_date(now_str_day) + str(hour) + str(minute) + '00'
+
+    df = ths_concept_index_app.get_ths_concept_his_info(begin_time, end_time, 500, query_type)
+    if data_frame_util.is_empty(df):
+        return pd.DataFrame()
+    df['turnover'] = round(df['turnover'] / common_service_fun_api.HUNDRED_MILLION, 1)
+    df['net_inflow_of_main_force'] = round(df['net_inflow_of_main_force'] / common_service_fun_api.TEN_THOUSAND, 1)
+    df.fillna('', inplace=True)
+    return df
+
+
+if __name__ == '__main__':
+    df_industry = get_ths_index_by_api(1)
+    print(df_industry)

mns_scheduler/industry/ths/ths_industry_sync_service.py

@@ -0,0 +1,68 @@
+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 mns_scheduler.industry.ths.ths_industry_index_service as ths_industry_index_service
+from mns_common.db.MongodbUtil import MongodbUtil
+import time
+from datetime import datetime
+from loguru import logger
+import mns_common.utils.data_frame_util as data_frame_util
+import mns_common.api.ths.concept.app.ths_concept_detail_app as ths_concept_detail_app
+
+mongodb_util = MongodbUtil('27017')
+import mns_common.constant.db_name_constant as db_name_constant
+
+
+# 同步同花顺行业指数
+def sync_ths_industry_index():
+    ths_industry_index_df = ths_industry_index_service.get_ths_index_by_api(1)
+    if data_frame_util.is_empty(ths_industry_index_df):
+        return None
+    ths_industry_index_df['_id'] = ths_industry_index_df['block_code']
+    ths_industry_index_df = ths_industry_index_df[[
+        '_id',
+        'turnover',
+        'block_market',
+        'block_code',
+        'block_name',
+        'net_inflow_of_main_force',
+        'chg'
+    ]]
+    now_date = datetime.now()
+    str_now_date = now_date.strftime('%Y-%m-%d %H:%M:%S')
+    ths_industry_index_df['str_now_date'] = str_now_date
+    mongodb_util.save_mongo(ths_industry_index_df, db_name_constant.THS_INDUSTRY_LIST)
+
+
+def sync_ths_industry_detail():
+    ths_industry_list_df = mongodb_util.find_all_data(db_name_constant.THS_INDUSTRY_LIST)
+    for industry_one in ths_industry_list_df.itertuples():
+        try:
+            time.sleep(1)
+            now_date = datetime.now()
+            str_now_date = now_date.strftime('%Y-%m-%d %H:%M:%S')
+
+            ths_industry_symbol_detail_df = ths_concept_detail_app.get_ths_concept_detail_by_app(
+                industry_one.block_code)
+            ths_industry_symbol_detail_df = ths_industry_symbol_detail_df.rename(
+                columns={"concept_code": 'ths_industry_code',
+                         "concept_name": 'ths_industry_name',
+                         })
+            if data_frame_util.is_empty(ths_industry_symbol_detail_df):
+                continue
+            ths_industry_symbol_detail_df['str_now_date'] = str_now_date
+            ths_industry_symbol_detail_df['_id'] = ths_industry_symbol_detail_df['symbol']
+            mongodb_util.save_mongo(ths_industry_symbol_detail_df, db_name_constant.THS_STOCK_INDUSTRY_DETAIL)
+            logger.info("同步ths行业股票详情:{}", industry_one.block_name)
+
+        except BaseException as e:
+            logger.error("同步ths行业股票详情异常:{}", e)
+
+
+if __name__ == '__main__':
+    sync_ths_industry_index()
+    sync_ths_industry_detail()

mns_scheduler/irm/__init__.py

@@ -2,6 +2,6 @@ import sys
 import os
 
 file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 16
+end = file_path.index('mns') + 17
 project_path = file_path[0:end]
 sys.path.append(project_path)

mns_scheduler/irm/api/__init__.py

@@ -2,6 +2,6 @@ import sys
 import os
 
 file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 16
+end = file_path.index('mns') + 17
 project_path = file_path[0:end]
 sys.path.append(project_path)

mns_scheduler/irm/api/sh_stock_sns_sse_info_api.py

@@ -2,7 +2,7 @@ import sys
 import os
 
 file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 16
+end = file_path.index('mns') + 17
 project_path = file_path[0:end]
 sys.path.append(project_path)
 # !/usr/bin/env python

mns_scheduler/irm/api/sz_stock_sns_sse_info_api.py

@@ -2,7 +2,7 @@ import sys
 import os
 
 file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 16
+end = file_path.index('mns') + 17
 project_path = file_path[0:end]
 sys.path.append(project_path)
 # !/usr/bin/env python

mns_scheduler/irm/stock_irm_cninfo_service.py

@@ -2,13 +2,13 @@ import sys
 import os
 
 file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 16
+end = file_path.index('mns') + 17
 project_path = file_path[0:end]
 sys.path.append(project_path)
 import akshare as ak
 import mns_common.utils.data_frame_util as data_frame_util
 import pandas as pd
-import mns_common.api.em.east_money_stock_api as east_money_stock_api
+import mns_common.component.em.em_stock_info_api as em_stock_info_api
 import mns_common.component.company.company_common_service_api as company_common_service_api
 from loguru import logger
 from datetime import datetime
@@ -119,18 +119,18 @@ def save_sh_stock_uid():
 
 
 # 同步所有互动问题
-def sync_all_interactive_questions(symbol_list):
+def sync_symbols_interactive_questions(symbol_list):
     # 同步互动易映射
-    save_sh_stock_uid()
-
-    real_time_quotes_all_stocks = east_money_stock_api.get_real_time_quotes_all_stocks()
+    if len(symbol_list) == 0:
+        save_sh_stock_uid()
+    real_time_quotes_all_stocks = em_stock_info_api.get_a_stock_info()
     de_list_company_symbols = company_common_service_api.get_de_list_company()
     real_time_quotes_all_stocks = real_time_quotes_all_stocks.loc[
         ~(real_time_quotes_all_stocks['symbol'].isin(de_list_company_symbols))]
     real_time_quotes_all_stocks = common_service_fun_api.classify_symbol(real_time_quotes_all_stocks)
     real_time_quotes_all_stocks = real_time_quotes_all_stocks.sort_values(by=['chg'], ascending=False)
     fail_symbol_list = []
-    if symbol_list is not None:
+    if len(symbol_list) != 0:
         real_time_quotes_all_stocks = real_time_quotes_all_stocks.loc[
             real_time_quotes_all_stocks['symbol'].isin(symbol_list)]
     for stock_one in real_time_quotes_all_stocks.itertuples():
@@ -149,6 +149,8 @@ def sync_all_interactive_questions(symbol_list):
 
             else:
                 continue
+            if data_frame_util.is_empty(stock_irm_cninfo_df):
+                continue
             stock_irm_cninfo_df['sync_time'] = str_now_date
             stock_irm_cninfo_df['str_day'] = str_day
             stock_irm_cninfo_df.drop_duplicates('_id', keep='last', inplace=True)
@@ -191,6 +193,8 @@ def save_new_data(stock_irm_cninfo_df):
 
 
 if __name__ == '__main__':
+    sync_symbols_interactive_questions([])
+    get_stock_irm_cninfo_sh_api('688778')
     fail_symbol_list_01 = ['000638', '002886', '688778', '688766', '688733', '688778', '688793', '688787']
     # get_stock_irm_cninfo_sh_api('603633')
-    sync_all_interactive_questions(None)
+    # sync_symbols_interactive_questions(None)

mns_scheduler/k_line/clean/daily/__init__.py

@@ -2,6 +2,6 @@ import sys
 import os
 
 file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 16
+end = file_path.index('mns') + 17
 project_path = file_path[0:end]
 sys.path.append(project_path)

mns_scheduler/k_line/clean/daily/daily_k_line_clean_common_service.py

@@ -2,7 +2,7 @@ import sys
 import os
 
 file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 16
+end = file_path.index('mns') + 17
 project_path = file_path[0:end]
 sys.path.append(project_path)
 import pandas as pd
@@ -85,6 +85,12 @@ def init_day_line_data(k_line_info, stock_qfq_daily):
     k_line_info.loc[:, 'avg_thirty_last'] = 0
     k_line_info.loc[:, 'avg_sixty_last'] = 0
 
+    k_line_info.loc[:, 'slope_five_last'] = 0
+    k_line_info.loc[:, 'slope_ten_last'] = 0
+    k_line_info.loc[:, 'slope_twenty_last'] = 0
+    k_line_info.loc[:, 'slope_thirty_last'] = 0
+    k_line_info.loc[:, 'slope_sixty_last'] = 0
+
     k_line_info.loc[:, 'std_amount_ten'] = 0
     k_line_info.loc[:, 'mean_amount_ten'] = 0
     k_line_info.loc[:, 'std_amount_thirty'] = 0
@@ -200,24 +206,31 @@ def calculate_exchange_and_k_line_avg_param(stock_qfq_daily):
 
     # 收盘价格与均线差值
     stock_qfq_daily['close_difference_five'] = round(
-        100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_five']) / stock_qfq_daily['close'],
+        100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_five']) / stock_qfq_daily['avg_five'],
         2)
 
     stock_qfq_daily['close_difference_ten'] = round(
-        100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_ten']) / stock_qfq_daily['close'],
+        100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_ten']) / stock_qfq_daily['avg_ten'],
         2)
 
     stock_qfq_daily['close_difference_twenty'] = round(
-        100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_twenty']) / stock_qfq_daily['close'],
+        100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_twenty']) / stock_qfq_daily['avg_twenty'],
         2)
 
     stock_qfq_daily['close_difference_thirty'] = round(
-        100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_thirty']) / stock_qfq_daily['close'],
+        100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_thirty']) / stock_qfq_daily['avg_thirty'],
         2)
 
     stock_qfq_daily['close_difference_sixty'] = round(
-        100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_sixty']) / stock_qfq_daily['close'],
+        100 * (stock_qfq_daily['close'] - stock_qfq_daily['avg_sixty']) / stock_qfq_daily['avg_sixty'],
         2)
+    if (('slope_' + 'five' not in stock_qfq_daily.columns)
+            or ('slope_' + 'ten' not in stock_qfq_daily.columns) \
+            or ('slope_' + 'twenty' not in stock_qfq_daily.columns) \
+            or ('slope_' + 'thirty' not in stock_qfq_daily.columns) \
+            or ('slope_' + 'sixty' not in stock_qfq_daily.columns)):
+        # 计算均线斜率
+        stock_qfq_daily = calculate_slope(stock_qfq_daily, windows=['five', 'ten', 'twenty', 'thirty', 'sixty'])
 
     stock_qfq_daily = stock_qfq_daily[[
         "symbol",
@@ -255,6 +268,11 @@ def calculate_exchange_and_k_line_avg_param(stock_qfq_daily):
         "avg_twenty",
         'avg_thirty',
         'avg_sixty',
+        "slope_five",
+        "slope_ten",
+        "slope_twenty",
+        'slope_thirty',
+        'slope_sixty',
         "classification",
         "_id",
         "date"
@@ -265,6 +283,34 @@ def calculate_exchange_and_k_line_avg_param(stock_qfq_daily):
     return stock_qfq_daily
 
 
+def fix_avg_slope_name(k_line_info, stock_qfq_daily):
+    stock_qfq_daily_one = stock_qfq_daily.iloc[0:1]
+    k_line_info['slope_five_last'] = stock_qfq_daily_one['slope_five']
+    k_line_info['slope_ten_last'] = stock_qfq_daily_one['slope_ten']
+    k_line_info['slope_twenty_last'] = stock_qfq_daily_one['slope_twenty']
+    k_line_info['slope_thirty_last'] = stock_qfq_daily_one['slope_thirty']
+    k_line_info['slope_sixty_last'] = stock_qfq_daily_one['slope_sixty']
+    return k_line_info
+
+
+# 计算均线
+def calculate_moving_averages(data, windows=['five', 'ten', 'twenty', 'thirty', 'sixty']):
+    for window in windows:
+        data[f'avg_{window}', window] = data['close'].rolling(window=window).mean()
+    return data
+
+
+# 计算均线斜率
+def calculate_slope(data, windows=['five', 'ten', 'twenty', 'thirty', 'sixty']):
+    for window in windows:
+        if 'slope_' + window in data.columns:
+            continue
+        data[f'slope_{window}'] = data[f'avg_{window}'].diff() / data[f'avg_{window}'].shift(1)
+        data[f'slope_{window}'] = data[f'slope_{window}'] * 100
+        data[f'slope_{window}'] = round(data[f'slope_{window}'], 2)
+    return data
+
+
 # 设置当天k线形态 下一个交易日判断当前交易日k线形态
 def set_k_line_patterns(stock_qfq_daily_one):
     open = list(stock_qfq_daily_one['open'])[0]

mns_scheduler/k_line/clean/daily/daily_k_line_service.py

@@ -2,7 +2,7 @@ import sys
 import os
 
 file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 16
+end = file_path.index('mns') + 17
 project_path = file_path[0:end]
 sys.path.append(project_path)
 from mns_common.db.MongodbUtil import MongodbUtil
@@ -71,6 +71,9 @@ def handle_day_line_sub_new(k_line_info, str_day, symbol, deal_days):
     # 排除最近有三板以上的股票 todo
     # 计算最近热门大涨的股票
     recent_hot_stocks_clean_service.calculate_recent_hot_stocks(stock_qfq_daily, symbol, str_day)
+    # 修改 avg name
+    k_line_info = daily_k_line_clean_common_service.fix_avg_slope_name(k_line_info, stock_qfq_daily)
+
     return k_line_info
 
 
@@ -107,9 +110,11 @@ def handle_day_line_normal(k_line_info, str_day, symbol, deal_days):
     # 排除最近有三板以上的股票 todo
     # 计算最近热门大涨的股票
     recent_hot_stocks_clean_service.calculate_recent_hot_stocks(stock_qfq_daily, symbol, str_day)
-
+    # 修改 avg name
+    k_line_info = daily_k_line_clean_common_service.fix_avg_slope_name(k_line_info, stock_qfq_daily)
     return k_line_info
 
+
 # if __name__ == '__main__':
 #     query1 = {"symbol": '301596', 'date': {"$lte": date_handle_util.no_slash_date('2024-05-31')}}
 #     stock_qfq_daily_301596 = mongodb_util.descend_query(query1, 'stock_qfq_daily', 'date', 15)

mns_scheduler/k_line/clean/k_line_info_clean_impl.py

@@ -16,7 +16,7 @@ mongodb_util = MongodbUtil('27017')
 
 
 # 日线 周线 月线 成交量  筹码信息
-def calculate_k_line_info(str_day, symbol, diff_days):
+def calculate_k_line_info(str_day, symbol, diff_days, stock_qfq_year_df):
     k_line_info = pd.DataFrame([[
         str_day,
         symbol, diff_days]],
@@ -27,7 +27,8 @@ def calculate_k_line_info(str_day, symbol, diff_days):
     # 交易天数
     deal_days = k_line_common_service_api.get_deal_days(str_day, symbol)
     # 处理周线 月线
-    k_line_info = week_month_k_line_service.handle_month_week_line(k_line_info, str_day, symbol, deal_days)
+    k_line_info = week_month_k_line_service.handle_month_week_line(k_line_info, str_day, symbol,
+                                                                   deal_days, stock_qfq_year_df)
     # 处理日线
     k_line_info = daily_k_line_service.handle_day_line(k_line_info, str_day, symbol, deal_days)
     return k_line_info