mns-scheduler 1.1.8.4__py3-none-any.whl → 1.4.5.7__py3-none-any.whl

mns_scheduler/zt/zt_pool/em_zt_pool_sync_api.py

@@ -8,7 +8,6 @@ sys.path.append(project_path)
 import pandas as pd
 import mns_common.api.akshare.stock_zt_pool_api as stock_zt_pool_api
 import mns_common.utils.date_handle_util as date_handle_util
-import mns_common.component.concept.ths_concept_common_service_api as ths_concept_common_service_api
 from mns_common.db.MongodbUtil import MongodbUtil
 import mns_common.component.company.company_common_service_api as company_common_service_api
 from loguru import logger
@@ -17,8 +16,13 @@ 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.ths.zt.ths_stock_zt_pool_v2_api as ths_stock_zt_pool_v2_api
 import mns_common.component.zt.zt_common_service_api as zt_common_service_api
-import mns_common.api.em.east_money_stock_api as east_money_stock_api
+import mns_common.component.em.em_real_time_quotes_api as em_real_time_quotes_api
 from datetime import datetime
+import mns_common.constant.db_name_constant as db_name_constant
+import mns_common.component.deal.deal_service_api as deal_service_api
+import mns_common.component.company.company_common_service_new_api as company_common_service_new_api
+import mns_common.component.main_line.main_line_zt_reason_service as main_line_zt_reason_service
+from mns_common.utils.async_fun import async_fun
 
 '''
 东方财富涨停池
@@ -28,7 +32,7 @@ mongodb_util = MongodbUtil('27017')
 
 ZT_FIELD = ['_id', 'symbol', 'name', 'now_price', 'chg', 'first_closure_time',
             'last_closure_time', 'connected_boards_numbers',
-            'zt_reason', 'closure_funds',
+            'zt_reason', 'zt_analysis', 'closure_funds',
             # 'closure_funds_per_amount', 'closure_funds_per_flow_mv',
             'frying_plates_numbers',
             # 'statistics_detail', 'zt_type', 'market_code',
@@ -39,63 +43,56 @@ ZT_FIELD = ['_id', 'symbol', 'name', 'now_price', 'chg', 'first_closure_time',
             'third_sw_industry', 'ths_concept_name',
             'ths_concept_code', 'ths_concept_sync_day', 'em_industry',
             'mv_circulation_ratio', 'ths_concept_list_info', 'kpl_plate_name',
-            'kpl_plate_list_info', 'company_type', 'diff_days', 'symbol', 'amount',
+            'kpl_plate_list_info', 'company_type', 'diff_days', 'amount',
             'list_date',
             'exchange', 'flow_mv', 'total_mv',
             'classification', 'flow_mv_sp', 'total_mv_sp', 'flow_mv_level',
-            'amount_level', 'new_stock', 'list_date_01', 'index', 'str_day']
+            'amount_level', 'new_stock', 'list_date_01', 'index', 'str_day', 'main_line', 'sub_main_line']
 
 
 def save_zt_info(str_day):
     if bool(1 - trade_date_common_service_api.is_trade_day(str_day)):
-        return None
+        return pd.DataFrame()
 
     stock_em_zt_pool_df_data = stock_zt_pool_api.stock_em_zt_pool_df(
         date_handle_util.no_slash_date(str_day))
 
     # fix 涨停池没有的股票
-    stock_em_zt_pool_df_data = sync_miss_zt_data(stock_em_zt_pool_df_data, str_day)
+    stock_em_zt_pool_df_data = handle_miss_zt_data(stock_em_zt_pool_df_data.copy(), str_day)
 
-    stock_em_zt_pool_df_data = common_service_fun_api.total_mv_classification(stock_em_zt_pool_df_data)
+    try:
+        # 同花顺问财涨停池
+        ths_zt_pool_df_data = ths_stock_zt_pool_v2_api.get_ths_stock_zt_reason_with_cache(str_day)
+    except BaseException as e:
+        logger.error("使用问财同步ths涨停数据异常:{}", e)
+        ths_zt_pool_df_data = pd.DataFrame()
 
-    stock_em_zt_pool_df_data = common_service_fun_api.classify_symbol(stock_em_zt_pool_df_data)
+    stock_em_zt_pool_df_data = handle_ths_em_diff_data(ths_zt_pool_df_data, stock_em_zt_pool_df_data)
+    # 更新涨停分析和原因数据
+    update_zt_reason_analysis(stock_em_zt_pool_df_data, str_day)
 
-    stock_em_zt_pool_df_data = common_service_fun_api.symbol_amount_simple(stock_em_zt_pool_df_data)
+    stock_em_zt_pool_df_data = common_service_fun_api.total_mv_classification(stock_em_zt_pool_df_data.copy())
 
-    stock_em_zt_pool_df_data = company_common_service_api.amendment_industry(stock_em_zt_pool_df_data)
+    stock_em_zt_pool_df_data = common_service_fun_api.classify_symbol(stock_em_zt_pool_df_data.copy())
 
-    # 上个交易交易日涨停股票
-    last_trade_day_zt_df = zt_common_service_api.get_last_trade_day_zt(str_day)
+    stock_em_zt_pool_df_data = common_service_fun_api.symbol_amount_simple(stock_em_zt_pool_df_data.copy())
 
-    try:
-        # 同花顺问财涨停池
-        ths_zt_pool_df_data = ths_stock_zt_pool_v2_api.get_ths_stock_zt_reason_with_cache(str_day)
-
-        # del stock_em_zt_pool_df_data['ths_concept_name']
-        # del stock_em_zt_pool_df_data['ths_concept_code']
-
-        for stock_one in stock_em_zt_pool_df_data.itertuples():
-            try:
-                stock_em_zt_pool_df_data = ths_concept_common_service_api.set_last_ths_concept(stock_one.symbol,
-                                                                                               stock_em_zt_pool_df_data,
-                                                                                               str_day)
-                # 设置连板数目
-                stock_em_zt_pool_df_data = set_connected_boards_numbers(stock_em_zt_pool_df_data,
-                                                                        stock_one.symbol, last_trade_day_zt_df)
-
-                ths_zt_pool_one_df = ths_zt_pool_df_data.loc[ths_zt_pool_df_data['symbol'] == stock_one.symbol]
-                if data_frame_util.is_empty(ths_zt_pool_one_df):
-                    stock_em_zt_pool_df_data['zt_reason'] = '0'
-                    continue
-                stock_em_zt_pool_df_data.loc[stock_em_zt_pool_df_data['symbol'] == stock_one.symbol, 'zt_reason'] = \
-                    list(ths_zt_pool_one_df['zt_reason'])[0]
-            except BaseException as e:
-                stock_em_zt_pool_df_data['zt_reason'] = '0'
-                logger.error("出现异常:{}", e)
-    except BaseException as e:
-        stock_em_zt_pool_df_data['zt_reason'] = '0'
-        logger.error("出现异常:{}", e)
+    stock_em_zt_pool_df_data = company_common_service_api.amendment_industry(stock_em_zt_pool_df_data.copy())
 
+    # 上个交易交易日涨停股票
+    last_trade_day_zt_df = zt_common_service_api.get_last_trade_day_zt(str_day)
+    # 设置连板
+    stock_em_zt_pool_df_data = set_connected_boards_numbers(stock_em_zt_pool_df_data.copy(),
+                                                            last_trade_day_zt_df.copy())
+
+    # 添加主线信息
+    stock_em_zt_pool_df_data = main_line_zt_reason_service.merge_main_line_info(str_day,
+                                                                                stock_em_zt_pool_df_data.copy())
+    # 添加涨停原因和分析信息
+    stock_em_zt_pool_df_data = main_line_zt_reason_service.merge_zt_reason_info(str_day,
+                                                                                stock_em_zt_pool_df_data.copy())
+
+    stock_em_zt_pool_df_data['first_closure_time'] = stock_em_zt_pool_df_data['first_closure_time'].str.strip()
     stock_em_zt_pool_df_data['list_date'] = stock_em_zt_pool_df_data['list_date'].apply(
         lambda x: pd.to_numeric(x, errors="coerce"))
 
@@ -116,54 +113,80 @@ def save_zt_info(str_day):
     stock_em_zt_pool_df_data = stock_em_zt_pool_df_data.sort_values(by=['first_closure_time'])
 
     # 重置索引，并将排序结果保存到新的"index"列中
-
     stock_em_zt_pool_df_data['str_day'] = str_day
     stock_em_zt_pool_df_data['_id'] = stock_em_zt_pool_df_data['symbol'] + "_" + str_day
+    stock_em_zt_pool_df_data.drop_duplicates('symbol', keep='last', inplace=True)
 
-    stock_em_zt_pool_df_data = stock_em_zt_pool_df_data[ZT_FIELD]
-    exist_zt_pool_today = mongodb_util.find_query_data('stock_zt_pool', {'str_day': str_day})
-    if data_frame_util.is_empty(exist_zt_pool_today):
-        mongodb_util.save_mongo(stock_em_zt_pool_df_data, 'stock_zt_pool')
+    query_today_zt = {'str_day': str_day}
+    stock_exist_zt_pool_df = mongodb_util.find_query_data(db_name_constant.STOCK_ZT_POOL, query_today_zt)
+    if data_frame_util.is_empty(stock_exist_zt_pool_df):
+        today_new_zt_pool_df = stock_em_zt_pool_df_data.copy()
     else:
-        exist_zt_pool_today_not_nan = exist_zt_pool_today.loc[exist_zt_pool_today['zt_reason'] != '0']
+        today_new_zt_pool_df = stock_em_zt_pool_df_data.loc[
+            ~stock_em_zt_pool_df_data['symbol'].isin(stock_exist_zt_pool_df['symbol'])]
 
-        stock_em_zt_pool_df_data = stock_em_zt_pool_df_data.loc[:, ~stock_em_zt_pool_df_data.columns.duplicated()]
-        stock_em_zt_pool_df_data_new = stock_em_zt_pool_df_data.loc[~(
-            stock_em_zt_pool_df_data['symbol'].isin(exist_zt_pool_today_not_nan['symbol']))]
-        if data_frame_util.is_not_empty(stock_em_zt_pool_df_data_new):
-            mongodb_util.save_mongo(stock_em_zt_pool_df_data_new, 'stock_zt_pool')
+    mongodb_util.save_mongo(today_new_zt_pool_df, db_name_constant.STOCK_ZT_POOL)
+    stock_em_zt_pool_df_data = pd.concat([stock_exist_zt_pool_df, today_new_zt_pool_df])
+    # 保存连板股票主线
+    save_last_trade_day_main_line(str_day, stock_em_zt_pool_df_data)
+
+    stock_em_zt_pool_df_data.fillna('', inplace=True)
+    stock_em_zt_pool_df_data = stock_em_zt_pool_df_data[ZT_FIELD]
     return stock_em_zt_pool_df_data
 
 
 # 设置连板数目
-def set_connected_boards_numbers(stock_em_zt_pool_df_data, symbol, last_trade_day_zt_df):
-    connected_boards_df = last_trade_day_zt_df.loc[
+def set_connected_boards_numbers(stock_em_zt_pool_df_data, last_trade_day_zt_df):
+    if data_frame_util.is_empty(stock_em_zt_pool_df_data):
+        return stock_em_zt_pool_df_data
+    if data_frame_util.is_empty(last_trade_day_zt_df):
+        return stock_em_zt_pool_df_data
+    # 连板股票
+    connected_boards_df_copy = last_trade_day_zt_df.loc[
         last_trade_day_zt_df['symbol'].isin(stock_em_zt_pool_df_data['symbol'])]
 
+    connected_boards_df = connected_boards_df_copy.copy()
+    #
     connected_boards_df['connected_boards_numbers'] = connected_boards_df['connected_boards_numbers'] + 1
 
-    connected_boards_df_one = connected_boards_df.loc[connected_boards_df['symbol'] == symbol]
-    if data_frame_util.is_not_empty(connected_boards_df_one):
-        connected_boards_df_one.loc[connected_boards_df_one['symbol'] == symbol, 'connected_boards_numbers'] = \
-            list(connected_boards_df_one['connected_boards_numbers'])[0]
-
+    symbol_mapping_connected_boards_numbers = dict(
+        zip(connected_boards_df['symbol'], connected_boards_df['connected_boards_numbers']))
+    # 使用map进行替换，不匹配的保持原值
+    stock_em_zt_pool_df_data['connected_boards_numbers'] = stock_em_zt_pool_df_data['symbol'].map(
+        symbol_mapping_connected_boards_numbers).fillna(1)
     return stock_em_zt_pool_df_data
 
 
-def sync_miss_zt_data(stock_em_zt_pool_df_data, str_day):
+def handle_miss_zt_data(stock_em_zt_pool_df_data, str_day):
     now_date = datetime.now()
     now_day = now_date.strftime('%Y-%m-%d')
     if now_day == str_day:
-        real_time_quotes_all_stocks_df = east_money_stock_api.get_real_time_quotes_all_stocks()
+        real_time_quotes_all_stocks_df = em_real_time_quotes_api.get_real_time_quotes_now(None, None)
+        if data_frame_util.is_empty(real_time_quotes_all_stocks_df):
+            return stock_em_zt_pool_df_data
         real_time_quotes_all_stocks_df = real_time_quotes_all_stocks_df.loc[
             (real_time_quotes_all_stocks_df['wei_bi'] == 100) & (real_time_quotes_all_stocks_df['chg'] >= 9)]
-        miss_zt_data_df = real_time_quotes_all_stocks_df.loc[~(
+        miss_zt_data_df_copy = real_time_quotes_all_stocks_df.loc[~(
             real_time_quotes_all_stocks_df['symbol'].isin(stock_em_zt_pool_df_data['symbol']))]
+        miss_zt_data_df = miss_zt_data_df_copy.copy()
         if data_frame_util.is_not_empty(miss_zt_data_df):
             miss_zt_data_df['buy_1_num'] = miss_zt_data_df['buy_1_num'].astype(float)
             miss_zt_data_df['now_price'] = miss_zt_data_df['now_price'].astype(float)
             miss_zt_data_df['closure_funds'] = round(miss_zt_data_df['buy_1_num'] * 100 * miss_zt_data_df['now_price'],
                                                      2)
+
+            company_info_industry_df = company_common_service_api.get_company_info_name()
+            company_info_industry_df = company_info_industry_df.loc[
+                company_info_industry_df['_id'].isin(miss_zt_data_df['symbol'])]
+
+            company_info_industry_df = company_info_industry_df[['_id', 'industry', 'name']]
+
+            company_info_industry_df = company_info_industry_df.set_index(['_id'], drop=True)
+            miss_zt_data_df = miss_zt_data_df.set_index(['symbol'], drop=False)
+
+            miss_zt_data_df = pd.merge(miss_zt_data_df, company_info_industry_df, how='outer',
+                                       left_index=True, right_index=True)
+
             miss_zt_data_df = miss_zt_data_df[[
                 'symbol',
                 'name',
@@ -186,27 +209,181 @@ def sync_miss_zt_data(stock_em_zt_pool_df_data, str_day):
 
             stock_em_zt_pool_df_data = pd.concat([miss_zt_data_df, stock_em_zt_pool_df_data])
         return stock_em_zt_pool_df_data
+    else:
+        return stock_em_zt_pool_df_data
+
+
+def handle_ths_em_diff_data(ths_zt_pool_df_data, stock_em_zt_pool_df_data):
+    if data_frame_util.is_empty(ths_zt_pool_df_data):
+        return stock_em_zt_pool_df_data
+    else:
+        diff_ths_zt_df = ths_zt_pool_df_data.loc[
+            ~(ths_zt_pool_df_data['symbol'].isin(stock_em_zt_pool_df_data['symbol']))]
+        if data_frame_util.is_empty(diff_ths_zt_df):
+            return stock_em_zt_pool_df_data
+        else:
+            diff_ths_zt_df = diff_ths_zt_df[[
+                'symbol',
+                'name',
+                'chg',
+                'now_price',
+                # 'amount',
+                # 'flow_mv',
+                # 'total_mv',
+                # 'exchange',
+                'closure_funds',
+                'first_closure_time',
+                'last_closure_time',
+                'frying_plates_numbers',
+                'statistics',
+                'connected_boards_numbers'
+
+            ]]
+
+            company_info_df = query_company_info_with_share()
+            company_info_df['symbol'] = company_info_df['_id']
+            company_info_df = company_info_df.loc[company_info_df['symbol'].isin(list(diff_ths_zt_df['symbol']))]
+
+            company_info_df = common_service_fun_api.add_after_prefix(company_info_df)
+
+            symbol_prefix_list = list(company_info_df['symbol_prefix'])
+            real_time_quotes_list = deal_service_api.get_qmt_real_time_quotes_detail('qmt',
+                                                                                     symbol_prefix_list)
+
+            real_time_quotes_df = pd.DataFrame(real_time_quotes_list)
+
+            real_time_quotes_df['symbol'] = real_time_quotes_df['symbol'].str.slice(0, 6)
+            company_info_df = company_info_df.set_index(['symbol'], drop=True)
+            real_time_quotes_df = real_time_quotes_df.set_index(['symbol'], drop=False)
+
+            real_time_quotes_df = pd.merge(company_info_df, real_time_quotes_df, how='outer',
+                                           left_index=True, right_index=True)
+
+            real_time_quotes_df['amount'] = round(real_time_quotes_df['amount'], 1)
+
+            real_time_quotes_df['total_mv'] = round(
+                real_time_quotes_df['lastPrice'] * real_time_quotes_df['total_share'], 1)
+            real_time_quotes_df['flow_mv'] = round(real_time_quotes_df['lastPrice'] * real_time_quotes_df['flow_share'],
+                                                   1)
+            real_time_quotes_df['exchange'] = round(
+                real_time_quotes_df['amount'] * 100 / real_time_quotes_df['flow_mv'], 1)
+
+            real_time_quotes_df = real_time_quotes_df[
+                ['symbol', 'amount', 'total_mv', 'flow_mv', 'exchange', 'industry']]
+
+            real_time_quotes_df = real_time_quotes_df.set_index(['symbol'], drop=True)
+            diff_ths_zt_df = diff_ths_zt_df.set_index(['symbol'], drop=False)
+            diff_ths_zt_df = pd.merge(real_time_quotes_df, diff_ths_zt_df, how='outer',
+                                      left_index=True, right_index=True)
+
+            diff_ths_zt_df = diff_ths_zt_df[[
+                'symbol',
+                'name',
+                'chg',
+                'now_price',
+                'amount',
+                'flow_mv',
+                'total_mv',
+                'exchange',
+                'closure_funds',
+                'first_closure_time',
+                'last_closure_time',
+                'frying_plates_numbers',
+                'statistics',
+                'connected_boards_numbers',
+                'industry'
+
+            ]]
+
+            exist_number = stock_em_zt_pool_df_data.shape[0] + 1
+
+            diff_ths_zt_df.index = range(exist_number, exist_number + len(diff_ths_zt_df))
+            diff_ths_zt_df['index'] = diff_ths_zt_df.index
+
+            stock_em_zt_pool_df_data = pd.concat([stock_em_zt_pool_df_data, diff_ths_zt_df])
+            return stock_em_zt_pool_df_data
+
+
+def query_company_info_with_share():
+    query_field = {"_id": 1,
+                   "industry": 1,
+                   "company_type": 1,
+                   "ths_industry_code": 1,
+                   "ths_concept_name": 1,
+                   "ths_concept_code": 1,
+                   "ths_concept_sync_day": 1,
+                   "first_sw_industry": 1,
+                   "second_sw_industry": 1,
+                   "second_industry_code": 1,
+                   "third_sw_industry": 1,
+                   "mv_circulation_ratio": 1,
+                   "list_date": 1,
+                   "diff_days": 1,
+                   'em_industry': 1,
+                   'operate_profit': 1,
+                   'total_operate_income': 1,
+                   "name": 1,
+                   'pb': 1,
+                   'pe_ttm': 1,
+                   'ROE': 1,
+                   'ths_industry_name': 1,
+                   'total_share': 1,
+                   'flow_share': 1
+                   }
+    de_list_company_symbols = company_common_service_new_api.get_de_list_company()
+    query_field_key = str(query_field)
+    query = {"_id": {"$regex": "^[^48]"},
+             'symbol': {"$nin": de_list_company_symbols}, }
+    query_key = str(query)
+    company_info_df = company_common_service_new_api.get_company_info_by_field(query_key, query_field_key)
+
+    return company_info_df
+
+
+# 异步更新涨停分析和数据
+@async_fun
+def update_zt_reason_analysis(stock_em_zt_pool_df_data, str_day):
+    if data_frame_util.is_empty(stock_em_zt_pool_df_data):
+        return
+    now_date = datetime.now()
+    now_str_day = now_date.strftime('%Y-%m-%d')
+    if now_str_day != str_day:
+        return
+
+    stock_em_zt_pool_df_data['str_day'] = str_day
+    main_line_zt_reason_service.update_symbol_list_zt_reason_analysis(stock_em_zt_pool_df_data, True)
+
+
+# 保存连板股票主线
+@async_fun
+def save_last_trade_day_main_line(str_day, stock_em_zt_pool_df_data):
+    last_trade_day = trade_date_common_service_api.get_last_trade_day(str_day)
+    stock_em_zt_pool_connected_df = stock_em_zt_pool_df_data.loc[
+        stock_em_zt_pool_df_data['connected_boards_numbers'] > 1]
+    if data_frame_util.is_empty(stock_em_zt_pool_connected_df):
+        return
+    else:
+        query = {'str_day': last_trade_day, 'symbol': {"$in": list(stock_em_zt_pool_connected_df['symbol'])}}
+        last_trade_day_main_line_detail_df = mongodb_util.find_query_data(db_name_constant.MAIN_LINE_DETAIL, query)
+        if data_frame_util.is_empty(last_trade_day_main_line_detail_df):
+            return
+        else:
+            last_trade_day_main_line_detail_df['_id'] = last_trade_day_main_line_detail_df['symbol'] + '_' + str_day
+            last_trade_day_main_line_detail_df['str_day'] = str_day
+            last_trade_day_main_line_detail_df['connected_boards_numbers'] = last_trade_day_main_line_detail_df[
+                                                                                 'connected_boards_numbers'] + 1
+            now_date = datetime.now()
+            str_now_date = now_date.strftime('%Y-%m-%d %H:%M:%S')
+            last_trade_day_main_line_detail_df['update_time'] = str_now_date
+            today_exist_main_line_df = mongodb_util.find_query_data(db_name_constant.MAIN_LINE_DETAIL,
+                                                                    {'str_day': str_day})
+            if data_frame_util.is_not_empty(today_exist_main_line_df):
+                today_new_main_line_df = last_trade_day_main_line_detail_df.loc[
+                    last_trade_day_main_line_detail_df['symbol'].isin(list(today_exist_main_line_df['symbol']))]
+            else:
+                today_new_main_line_df = last_trade_day_main_line_detail_df.copy()
+            mongodb_util.save_mongo(today_new_main_line_df, db_name_constant.MAIN_LINE_DETAIL)
 
 
 if __name__ == '__main__':
-    save_zt_info('2024-10-30')
-# from datetime import datetime
-#
-# if __name__ == '__main__':
-#
-#     sync_date = date_handle_util.add_date_day('20240110', 0)
-#
-#     now_date = datetime.now()
-#
-#     str_now_day = sync_date.strftime('%Y-%m-%d')
-#
-#     while now_date > sync_date:
-#         try:
-#             save_zt_info(str_now_day)
-#             sync_date = date_handle_util.add_date_day(date_handle_util.no_slash_date(str_now_day), 1)
-#             print(str_now_day)
-#             str_now_day = sync_date.strftime('%Y-%m-%d')
-#
-#         except BaseException as e:
-#             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')
+    save_zt_info('2025-12-26')

mns_scheduler/zt/zt_pool/ths_zt_pool_sync_api.py

@@ -9,15 +9,13 @@ import mns_common.api.ths.zt.ths_stock_zt_pool_api as ths_stock_zt_pool_api
 from datetime import datetime
 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.company.company_common_service_new_api as company_common_service_new_api
 import mns_common.component.common_service_fun_api as common_service_fun_api
 from loguru import logger
-import mns_common.api.akshare.k_line_api as k_line_api
 import mns_common.utils.date_handle_util as date_handle_util
 from mns_common.db.MongodbUtil import MongodbUtil
 import mns_common.constant.db_name_constant as db_name_constant
-import time
+import mns_scheduler.k_line.common.k_line_common_api as k_line_common_api
 
 mongodb_util = MongodbUtil('27017')
 
@@ -32,56 +30,14 @@ def ths_zt_pool(str_day, real_time_quotes_all_stocks):
     now_date = datetime.now()
     now_day_str_day = now_date.strftime('%Y-%m-%d')
     ths_zt_pool_df = ths_stock_zt_pool_api.get_zt_reason(str_day)
-    if data_frame_util.is_empty(ths_zt_pool_df):
+    ths_zt_pool_df_copy = ths_zt_pool_df.copy()
+
+    if data_frame_util.is_empty(ths_zt_pool_df_copy):
         return pd.DataFrame()
     if str_day == now_day_str_day:
-        ths_zt_pool_df = merge_now_day_zt_info(ths_zt_pool_df, real_time_quotes_all_stocks)
+        ths_zt_pool_df = merge_his_day_zt_info(ths_zt_pool_df_copy, str_day)
     else:
-        ths_zt_pool_df = merge_his_day_zt_info(ths_zt_pool_df, str_day)
-
-    return ths_zt_pool_df
-
-
-def merge_now_day_zt_info(ths_zt_pool_df, real_time_quotes_all_stocks):
-    if real_time_quotes_all_stocks is None:
-        real_time_quotes_all_stocks = east_money_stock_api.get_real_time_quotes_all_stocks()
-    real_time_quotes_all_stocks = real_time_quotes_all_stocks[['symbol', 'amount',
-                                                               'exchange', 'flow_mv', 'total_mv']]
-    real_time_quotes_all_stocks_zt = real_time_quotes_all_stocks.loc[
-        real_time_quotes_all_stocks['symbol'].isin(ths_zt_pool_df['symbol'])]
-
-    query_field = {
-        "ths_concept_name": 1,
-        "ths_concept_code": 1,
-        "ths_concept_sync_day": 1,
-        "company_type": 1,
-        "concept_create_day": 1,
-        "first_sw_industry": 1,
-        "third_sw_industry": 1,
-        "industry": 1,
-        "list_date": 1,
-    }
-    query_field_key = str(query_field)
-    query_key = str({'symbol': {"$in": list(ths_zt_pool_df['symbol'])}})
-    company_df_zt = company_common_service_new_api.get_company_info_by_field(query_key, query_field_key)
-
-    company_df_zt = company_df_zt.set_index(['_id'], drop=True)
-    real_time_quotes_all_stocks_zt = real_time_quotes_all_stocks_zt.set_index(['symbol'], drop=True)
-    ths_zt_pool_df = ths_zt_pool_df.set_index(['symbol'], drop=False)
-
-    ths_zt_pool_df = pd.merge(ths_zt_pool_df, company_df_zt, how='outer',
-                              left_index=True, right_index=True)
-
-    ths_zt_pool_df = pd.merge(ths_zt_pool_df, real_time_quotes_all_stocks_zt, how='outer',
-                              left_index=True, right_index=True)
-    ths_zt_pool_df['amount_level'] = round(ths_zt_pool_df['amount'] / common_service_fun_api.HUNDRED_MILLION, 2)
-    ths_zt_pool_df = common_service_fun_api.classify_symbol(ths_zt_pool_df)
-    ths_zt_pool_df = common_service_fun_api.total_mv_classification(ths_zt_pool_df)
-    ths_zt_pool_df.fillna('', inplace=True)
-    if 'zt_flag' in ths_zt_pool_df.columns:
-        del ths_zt_pool_df['zt_flag']
-    if 'zt_tag' in ths_zt_pool_df.columns:
-        del ths_zt_pool_df['zt_tag']
+        ths_zt_pool_df = merge_his_day_zt_info(ths_zt_pool_df_copy, str_day)
 
     return ths_zt_pool_df
 
@@ -142,35 +98,37 @@ def merge_his_day_zt_info(ths_zt_pool_df, str_day):
 def get_bfq_daily_line(ths_zt_pool_df, str_day):
     query_k_line = {'symbol': {"$in": list(ths_zt_pool_df['symbol'])}, 'date': date_handle_util.no_slash_date(str_day)}
     bfq_daily_line_df = mongodb_util.find_query_data('stock_bfq_daily', query_k_line)
-    if data_frame_util.is_not_empty(bfq_daily_line_df):
+    if bfq_daily_line_df.shape[0] >= ths_zt_pool_df.shape[0]:
         bfq_daily_line_df = bfq_daily_line_df[['amount', 'chg', 'close', 'exchange',
                                                'symbol', 'amount_level',
                                                'flow_mv', 'flow_mv_sp'
                                                ]]
         bfq_daily_line_df = bfq_daily_line_df.rename(columns={"close": 'now_price'})
         return bfq_daily_line_df
-
-    bfq_k_line_df = pd.DataFrame()
-    for zt_one in ths_zt_pool_df.itertuples():
-        try:
+    else:
+        bfq_k_line_result_df = pd.DataFrame()
+        for zt_one in ths_zt_pool_df.itertuples():
             symbol = zt_one.symbol
-            bfq_daily_line_df = k_line_api.stock_zh_a_hist(symbol,
-                                                           'daily',
-                                                           date_handle_util.no_slash_date(str_day),
-                                                           date_handle_util.no_slash_date(str_day),
-                                                           '')
-            if data_frame_util.is_empty(bfq_daily_line_df):
-                continue
-            bfq_daily_line_df = bfq_daily_line_df[['amount', 'chg', 'close', 'exchange',
-                                                   'symbol', 'amount_level',
-                                                   'flow_mv', 'flow_mv_sp'
-                                                   ]]
-            bfq_daily_line_df = bfq_daily_line_df.rename(columns={"close": 'now_price'})
-            bfq_k_line_df = pd.concat([bfq_k_line_df, bfq_daily_line_df])
-        except BaseException as e:
-            logger.warning("同步不复权k线异常:{},{}", symbol, e)
-
-    return bfq_k_line_df
+            try:
+
+                bfq_daily_line_df = k_line_common_api.get_k_line_common_adapter(symbol, 'daily', '', str_day)
+
+                if data_frame_util.is_empty(bfq_daily_line_df):
+                    continue
+
+                bfq_daily_line_df_one = bfq_daily_line_df.loc[
+                    bfq_daily_line_df['date'] == date_handle_util.no_slash_date(str_day)]
+
+                bfq_daily_line_df_one = bfq_daily_line_df_one[['amount', 'chg', 'close', 'exchange',
+                                                               'symbol', 'amount_level',
+                                                               'flow_mv', 'flow_mv_sp'
+                                                               ]]
+                bfq_daily_line_df_one = bfq_daily_line_df_one.rename(columns={"close": 'now_price'})
+                bfq_k_line_result_df = pd.concat([bfq_k_line_result_df, bfq_daily_line_df_one])
+            except BaseException as e:
+                logger.warning("同步不复权k线异常:{},{}", symbol, e)
+
+        return bfq_k_line_result_df
 
 
 def save_ths_zt_pool(ths_zt_pool_df, str_day):
@@ -230,21 +188,6 @@ if __name__ == '__main__':
     # trade_date = '2024-08-01'
     # zt_df = ths_zt_pool(trade_date, None)
     # save_ths_zt_pool(zt_df, trade_date)
-    trade_date = '2024-09-30'
-    zt_df = ths_zt_pool(trade_date, None)
-
-    query = {"$and": [{'_id': {"$gte": '2013-07-04'}}, {'_id': {"$lte": '2015-04-30'}}]}
-    # query = {"$and": [{'_id': {"$gte": '2024-07-24'}}, {'_id': {"$lte": '2024-08-01'}}]}
-    trade_date_list = mongodb_util.find_query_data('trade_date_list', query)
-    trade_date_list = trade_date_list.sort_values(by=['trade_date'], ascending=False)
-    for trade_one in trade_date_list.itertuples():
-        try:
-            trade_date = trade_one.trade_date
-            zt_df = ths_zt_pool(trade_date, None)
-
-            # zt_df = mongodb_util.find_query_data(db_name_constant.THS_ZT_POOL, query={"str_day": trade_date})
-            save_ths_zt_pool(zt_df, trade_date)
-            logger.info("同步到日期:{}", trade_date)
-            time.sleep(2)
-        except BaseException as e:
-            logger.warning("同步涨停到日期:{},{}", trade_one.trade_date, e)
+    trade_date = '2025-11-04'
+    ths_zt_pool_df_test = ths_zt_pool(trade_date, None)
+    save_ths_zt_pool(ths_zt_pool_df_test, trade_date)