mns-scheduler 1.3.1.7__py3-none-any.whl → 1.3.1.8__py3-none-any.whl

mns_scheduler/extraIncome/hk/hk_stock_qfq_daily_k_line.py

@@ -1,102 +0,0 @@
-import os
-import sys
-
-file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 17
-project_path = file_path[0:end]
-sys.path.append(project_path)
-
-from mns_common.db.MongodbUtil import MongodbUtil
-from mns_common.db.v2.MongodbUtilV2 import MongodbUtilV2
-import mns_common.constant.extra_income_db_name as extra_income_db_name
-import mns_common.constant.db_name_constant as db_name_constant
-import akshare as ak
-from loguru import logger
-import mns_scheduler.baidu.baidu_yun_pan_handle_service as baidu_yun_pan_handle_service
-import mns_scheduler.hk.hk_company_info_sync_service_api as hk_company_info_sync_service_api
-
-mongodb_util_27017 = MongodbUtil('27017')
-mongodbUtilV2_27019 = MongodbUtilV2('27019', extra_income_db_name.EXTRA_INCOME)
-
-
-def hk_stock_daily_qfq_sync():
-    hk_stock_path = '/港股/qfq/'
-    hk_stock_exist_df = baidu_yun_pan_handle_service.get_file_folder(hk_stock_path)
-    hk_stock_exist_df['symbol'] = hk_stock_exist_df['name'].astype(str).str[:5]
-
-    hk_stock_info_df = mongodb_util_27017.find_all_data(db_name_constant.EM_HK_STOCK_INFO)
-
-
-    hk_stock_info_df = hk_stock_info_df.sort_values(by=['amount'], ascending=False)
-    del hk_stock_info_df['_id']
-    # 上传港股列表
-    baidu_yun_pan_handle_service.upload_to_baidu('港股列表', hk_stock_path, hk_stock_info_df)
-    hk_ggt_component_df = hk_company_info_sync_service_api.get_hk_ggt_component()
-    # 上传港股通列表
-    hk_stock_info_ggt_df = hk_stock_info_df.loc[hk_stock_info_df['symbol'].isin(hk_ggt_component_df['symbol'])]
-    baidu_yun_pan_handle_service.upload_to_baidu('港股通列表', hk_stock_path, hk_stock_info_ggt_df)
-    hk_stock_info_df = hk_stock_info_df.loc[~(hk_stock_info_df['symbol'].isin(hk_stock_exist_df['symbol']))]
-    fail_list = []
-
-    for hk_stock_one in hk_stock_info_df.itertuples():
-        symbol = hk_stock_one.symbol
-        name = hk_stock_one.name
-        try:
-            save_one_symbol(symbol, hk_stock_path)
-
-        except BaseException as e:
-            logger.error("同步出现异常:{},{},{}", e, symbol, name)
-            fail_list.append(symbol)
-    # 处理失败的
-    for symbol_fail in fail_list:
-        try:
-            save_one_symbol(symbol_fail, hk_stock_path)
-        except BaseException as e:
-            logger.error("同步出现异常:{},{},{}", e, symbol, name)
-
-
-def save_one_symbol(symbol, hk_stock_path):
-    hk_stock_k_line_df = hk_stock_k_line_api(symbol, k_line_period='daily', start_date='18000101',
-                                             end_date='22220101', fq='qfq')
-
-    hk_stock_k_line_df["date"] = hk_stock_k_line_df["date"].astype(str)
-
-    hk_stock_k_line_df['_id'] = hk_stock_k_line_df['date'] + '_' + symbol
-    hk_stock_k_line_df['symbol'] = symbol
-
-    query = {'symbol': symbol}
-    if mongodbUtilV2_27019.remove_data(query, extra_income_db_name.HK_STOCK_DAILY_QFQ_K_LINE).acknowledged > 0:
-        mongodbUtilV2_27019.insert_mongo(hk_stock_k_line_df, extra_income_db_name.HK_STOCK_DAILY_QFQ_K_LINE)
-        del hk_stock_k_line_df['_id']
-        del hk_stock_k_line_df['symbol']
-        # 上传列表
-        baidu_yun_pan_handle_service.upload_to_baidu(symbol, hk_stock_path, hk_stock_k_line_df)
-
-
-def hk_stock_k_line_api(symbol='00001', k_line_period='daily', start_date='18000101',
-                        end_date='22220101', fq='qfq'):
-    stock_hk_hist_df = ak.stock_hk_hist(symbol=symbol,
-                                        period=k_line_period,
-                                        start_date=start_date,
-                                        end_date=end_date,
-                                        adjust=fq)
-    stock_hk_hist_df = stock_hk_hist_df.rename(columns={
-        "日期": "date",
-        "涨跌额": "change_price",
-        "涨跌幅": "chg",
-        "开盘": "open",
-        "最高": "high",
-        "最低": "low",
-        "收盘": "close",
-        "成交量": "volume",
-        "成交额": "amount",
-        "振幅": "pct_chg",
-        "换手率": "exchange"
-    })
-
-    return stock_hk_hist_df
-
-
-if __name__ == '__main__':
-    # us_stock_k_line_api()
-    hk_stock_daily_qfq_sync()

mns_scheduler/extraIncome/us/__init__.py

@@ -1,7 +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)

mns_scheduler/extraIncome/us/daily/__init__.py

@@ -1,7 +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)

mns_scheduler/extraIncome/us/daily/us_stock_qfq_daily_k_line.py

@@ -1,103 +0,0 @@
-import os
-import sys
-
-file_path = os.path.abspath(__file__)
-end = file_path.index('mns') + 17
-project_path = file_path[0:end]
-sys.path.append(project_path)
-
-from mns_common.db.MongodbUtil import MongodbUtil
-from mns_common.db.v2.MongodbUtilV2 import MongodbUtilV2
-import mns_common.constant.extra_income_db_name as extra_income_db_name
-import mns_common.constant.db_name_constant as db_name_constant
-import akshare as ak
-from loguru import logger
-import mns_scheduler.baidu.baidu_yun_pan_handle_service as baidu_yun_pan_handle_service
-
-mongodb_util_27017 = MongodbUtil('27017')
-mongodbUtilV2_27019 = MongodbUtilV2('27019', extra_income_db_name.EXTRA_INCOME)
-
-
-def us_stock_daily_qfq_sync():
-    us_stock_path = '/美股/qfq/'
-
-    us_stock_exist_df = baidu_yun_pan_handle_service.get_file_folder(us_stock_path)
-    us_stock_exist_df['name'] = us_stock_exist_df['name'].str.replace(r'\.csv$', '', regex=True)
-
-    em_us_stock_info_df = mongodb_util_27017.find_all_data(db_name_constant.EM_US_STOCK_INFO)
-
-    # 将列 A 转为字符串，并提取前三位
-    em_us_stock_info_df["simple_symbol"] = em_us_stock_info_df["simple_symbol"].astype(str).str[:3]
-    em_us_stock_info_df = em_us_stock_info_df.sort_values(by=['amount'], ascending=False)
-    # 上传列表
-    baidu_yun_pan_handle_service.upload_to_baidu('美股列表', us_stock_path, em_us_stock_info_df)
-
-    em_us_stock_info_df = em_us_stock_info_df.loc[~em_us_stock_info_df['symbol'].isin(us_stock_exist_df['name'])]
-
-    fail_list = []
-    for us_stock_one in em_us_stock_info_df.itertuples():
-        symbol = us_stock_one.symbol
-        name = us_stock_one.name
-        try:
-            save_one_symbol(us_stock_one, us_stock_path, symbol)
-        except BaseException as e:
-            logger.error("同步出现异常:{},{},{}", e, symbol, name)
-            fail_list.append(symbol)
-    fail_stock_df = em_us_stock_info_df.loc[em_us_stock_info_df['symbol'].isin(fail_list)]
-
-    for us_stock_fail_one in fail_stock_df.itertuples():
-        symbol = us_stock_fail_one.symbol
-        name = us_stock_fail_one.name
-        try:
-            save_one_symbol(us_stock_fail_one, us_stock_path, symbol)
-        except BaseException as e:
-            logger.error("同步出现异常:{},{},{}", e, symbol, name)
-            fail_list.append(symbol)
-
-
-def save_one_symbol(us_stock_one, us_stock_path, symbol):
-    simple_symbol = us_stock_one.simple_symbol
-    code = simple_symbol + '.' + symbol
-
-    us_stock_k_line_df = us_stock_k_line_api(code, k_line_period='daily', start_date='18000101',
-                                             end_date='22220101', fq='qfq')
-    us_stock_k_line_df['_id'] = us_stock_k_line_df['date'] + '_' + symbol
-    us_stock_k_line_df['symbol'] = symbol
-
-    query = {'symbol': symbol}
-    if mongodbUtilV2_27019.remove_data(query, extra_income_db_name.US_STOCK_DAILY_QFQ_K_LINE).acknowledged > 0:
-        mongodbUtilV2_27019.insert_mongo(us_stock_k_line_df, extra_income_db_name.US_STOCK_DAILY_QFQ_K_LINE)
-        del us_stock_k_line_df['_id']
-        del us_stock_k_line_df['symbol']
-
-        # 上传列表
-        baidu_yun_pan_handle_service.upload_to_baidu(symbol, us_stock_path, us_stock_k_line_df)
-
-
-def us_stock_k_line_api(symbol='106.GE', k_line_period='daily', start_date='18000101',
-                        end_date='22220101', fq='hfq'):
-    stock_us_hist_df = ak.stock_us_hist(symbol=symbol,
-                                        period=k_line_period,
-                                        start_date=start_date,
-                                        end_date=end_date,
-                                        adjust=fq)
-    stock_us_hist_df = stock_us_hist_df.rename(columns={
-        "日期": "date",
-        "涨跌额": "change_price",
-        "涨跌幅": "chg",
-        "开盘": "open",
-        "最高": "high",
-        "最低": "low",
-        "收盘": "close",
-        "成交量": "volume",
-        "成交额": "amount",
-        "振幅": "pct_chg",
-        "换手率": "exchange"
-    })
-
-    return stock_us_hist_df
-
-
-if __name__ == '__main__':
-    # us_stock_k_line_api()
-    us_stock_daily_qfq_sync()

mns_scheduler/extraIncome/us/one_minute/__init__.py

@@ -1,7 +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)

mns_scheduler/extraIncome/us/one_minute/api/alpha_vantage_api.py

@@ -1,34 +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)
-from alpha_vantage.timeseries import TimeSeries
-
-# 初始化TimeSeries对象
-ts = TimeSeries(key='PP23H4H1059FTUK7', output_format='pandas')
-
-
-# 开始月份 2000-01
-def sync_one_minute_data(symbol, month):
-    # 获取分钟数据（以苹果公司股票为例，60分钟间隔）
-    data, meta_data = ts.get_intraday(symbol=symbol, interval='1min', outputsize='full', month=month,
-                                      extended_hours='true', adjusted='false')
-
-    data['time'] = data.index
-    data.columns = [
-        "open",
-        "high",
-        "low",
-        "close",
-        "volume",
-        "time",
-    ]
-
-    return data
-
-
-if __name__ == '__main__':
-    sync_one_minute_data('TSLA', '2020-08')

mns_scheduler/extraIncome/us/one_minute/api/em_us_one_minute_api.py

@@ -1,139 +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 pandas as pd
-import requests
-
-
-def stock_hk_hist_min_em(
-        symbol: str = "01611",
-        period: str = "1",
-        adjust: str = "",
-        start_date: str = "1979-09-01 09:32:00",
-        end_date: str = "2222-01-01 09:32:00",
-) -> pd.DataFrame:
-    """
-    东方财富网-行情-港股-每日分时行情
-    https://quote.eastmoney.com/hk/00948.html
-    :param symbol: 股票代码
-    :type symbol: str
-    :param period: choice of {'1', '5', '15', '30', '60'}
-    :type period: str
-    :param adjust: choice of {'', 'qfq', 'hfq'}
-    :type adjust: str
-    :param start_date: 开始日期
-    :type start_date: str
-    :param end_date: 结束日期
-    :type end_date: str
-    :return: 每日分时行情
-    :rtype: pandas.DataFrame
-    """
-    adjust_map = {
-        "": "0",
-        "qfq": "1",
-        "hfq": "2",
-    }
-    if period == "1":
-        url = "https://push2his.eastmoney.com/api/qt/stock/trends2/get"
-        params = {
-            "fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
-            "fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
-            "ut": "fa5fd1943c7b386f172d6893dbfba10b",
-            "iscr": "0",
-            "ndays": "5",
-            "secid": f"116.{symbol}",
-            "_": "1623766962675",
-        }
-        r = requests.get(url, timeout=15, params=params)
-        data_json = r.json()
-        temp_df = pd.DataFrame(
-            [item.split(",") for item in data_json["data"]["trends"]]
-        )
-        temp_df.columns = [
-            "时间",
-            "开盘",
-            "收盘",
-            "最高",
-            "最低",
-            "成交量",
-            "成交额",
-            "最新价",
-        ]
-        temp_df.index = pd.to_datetime(temp_df["时间"])
-        temp_df = temp_df[start_date:end_date]
-        temp_df.reset_index(drop=True, inplace=True)
-        temp_df["开盘"] = pd.to_numeric(temp_df["开盘"], errors="coerce")
-        temp_df["收盘"] = pd.to_numeric(temp_df["收盘"], errors="coerce")
-        temp_df["最高"] = pd.to_numeric(temp_df["最高"], errors="coerce")
-        temp_df["最低"] = pd.to_numeric(temp_df["最低"], errors="coerce")
-        temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
-        temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
-        temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
-        temp_df["时间"] = pd.to_datetime(temp_df["时间"]).astype(str)
-        return temp_df
-    else:
-        url = "https://push2his.eastmoney.com/api/qt/stock/kline/get"
-        params = {
-            "fields1": "f1,f2,f3,f4,f5,f6",
-            "fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61",
-            "ut": "bd1d9ddb04089700cf9c27f6f7426281",
-            "klt": period,
-            "fqt": adjust_map[adjust],
-            "secid": f"116.{symbol}",
-            "beg": "0",
-            "end": "20500000",
-            "_": "1630930917857",
-        }
-        r = requests.get(url, timeout=15, params=params)
-        data_json = r.json()
-        temp_df = pd.DataFrame(
-            [item.split(",") for item in data_json["data"]["klines"]]
-        )
-        temp_df.columns = [
-            "时间",
-            "开盘",
-            "收盘",
-            "最高",
-            "最低",
-            "成交量",
-            "成交额",
-            "振幅",
-            "涨跌幅",
-            "涨跌额",
-            "换手率",
-        ]
-        temp_df.index = pd.to_datetime(temp_df["时间"])
-        temp_df = temp_df[start_date:end_date]
-        temp_df.reset_index(drop=True, inplace=True)
-        temp_df["开盘"] = pd.to_numeric(temp_df["开盘"], errors="coerce")
-        temp_df["收盘"] = pd.to_numeric(temp_df["收盘"], errors="coerce")
-        temp_df["最高"] = pd.to_numeric(temp_df["最高"], errors="coerce")
-        temp_df["最低"] = pd.to_numeric(temp_df["最低"], errors="coerce")
-        temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
-        temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
-        temp_df["振幅"] = pd.to_numeric(temp_df["振幅"], errors="coerce")
-        temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
-        temp_df["涨跌额"] = pd.to_numeric(temp_df["涨跌额"], errors="coerce")
-        temp_df["换手率"] = pd.to_numeric(temp_df["换手率"], errors="coerce")
-        temp_df["时间"] = pd.to_datetime(temp_df["时间"]).astype(str)
-        temp_df = temp_df[
-            [
-                "时间",
-                "开盘",
-                "收盘",
-                "最高",
-                "最低",
-                "涨跌幅",
-                "涨跌额",
-                "成交量",
-                "成交额",
-                "振幅",
-                "换手率",
-            ]
-        ]
-    return temp_df

mns_scheduler/extraIncome/us/one_minute/api/stock_etf_info_api.py

@@ -1,68 +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 csv
-import requests
-import pandas as pd
-import mns_common.component.em.em_stock_info_api as em_stock_info_api
-from functools import lru_cache
-
-
-@lru_cache()
-def get_us_stock_info():
-    em_us_stock_info_df = em_stock_info_api.get_us_stock_info()
-    em_us_stock_info_df['symbol'] = em_us_stock_info_df['symbol'].str.replace('_', '-')
-    em_us_stock_info_df = em_us_stock_info_df.loc[em_us_stock_info_df['total_mv'] != 0]
-
-    alpha_us_stock_info = get_us_stock_list()
-    alpha_us_stock_info = alpha_us_stock_info.loc[alpha_us_stock_info['assetType'] == 'Stock']
-
-    em_us_stock_info_df = em_us_stock_info_df.loc[
-        em_us_stock_info_df['symbol'].isin(alpha_us_stock_info['symbol'])]
-    em_us_stock_info_df = em_us_stock_info_df.sort_values(by=['flow_mv'], ascending=False)
-    return em_us_stock_info_df
-
-
-@lru_cache()
-def get_us_etf_info():
-    em_us_stock_info_df = em_stock_info_api.get_us_stock_info()
-    em_us_stock_info_df['symbol'] = em_us_stock_info_df['symbol'].str.replace('_', '-')
-    em_us_stock_info_df = em_us_stock_info_df.loc[em_us_stock_info_df['total_mv'] != 0]
-
-    alpha_us_stock_info = get_us_stock_list()
-    alpha_us_stock_info = alpha_us_stock_info.loc[alpha_us_stock_info['assetType'] == 'ETF']
-
-    em_us_stock_info_df = em_us_stock_info_df.loc[
-        em_us_stock_info_df['symbol'].isin(alpha_us_stock_info['symbol'])]
-    em_us_stock_info_df = em_us_stock_info_df.sort_values(by=['flow_mv'], ascending=False)
-    return em_us_stock_info_df
-
-
-@lru_cache()
-def get_us_stock_list():
-    # replace the "demo" apikey below with your own key from https://www.alphavantage.co/support/#api-key
-    CSV_URL = 'https://www.alphavantage.co/query?function=LISTING_STATUS&apikey=demo'
-    with requests.Session() as s:
-        download = s.get(CSV_URL)
-        decoded_content = download.content.decode('utf-8')
-        cr = csv.reader(decoded_content.splitlines(), delimiter=',')
-        my_list = list(cr)
-        # 提取列名（第1行）
-        columns = my_list[0]
-        # 提取数据（第2行及以后）
-        values = my_list[1:]
-
-        # 转换为 DataFrame
-        df = pd.DataFrame(values, columns=columns)
-        df = df.rename(columns={'ipoDate': 'list_date'})
-        return df
-
-
-if __name__ == '__main__':
-    get_us_stock_info()
-    get_us_etf_info()

mns_scheduler/extraIncome/us/one_minute/api/y_finance_api.py

@@ -1,63 +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)
-
-proxy = 'http://127.0.0.1:7890'
-
-os.environ['HTTP_PROXY'] = proxy
-os.environ['HTTPS_PROXY'] = proxy
-
-import yfinance as yf
-
-
-#
-# “history”函数包含许多参数，了解它们对于正确解释您收到的数据非常重要：
-#
-# period：如前所述，特别有用的是值“max”。以下是有效值：1d、5d、1mo、3mo、6mo、1y、2y、5y、10y、ytd、max。
-# 间隔：定义每个条形的大小。条形越小，限制越严格，只能检索 7 天的 1 分钟数据。以下是有效值：1m,2m,5m,15m,30m,60m,90m,1h,1d,5d,1wk,1mo,3mo
-# start：开始日期。服务器需要格式为 YYYY-MM-DD 的字符串。
-# end：结束日期。服务器需要格式为 YYYY-MM-DD 的字符串。
-# repost：定义是否包含与正常交易时间不对应的数据。默认值为 False
-# auto_adjust：是否根据股票分割和股息支付调整价格。默认值是true。
-# 雅虎财经获取基本数据方法
-def get_us_one_minute(symbol, start_time, end_time):
-    # start_time = '2025-05-01'
-    # end_time = '2025-05-09'
-    start_time = '2025-05-09'
-    end_time = '2025-05-11'
-    yf_ticker = yf.Ticker(symbol)
-    df = yf_ticker.history(period='5d',
-                           interval='1m',
-                           start=start_time,
-                           end=end_time,
-                           prepost=False,
-                           auto_adjust=False)
-    df = df[[
-        "Open",
-        "High",
-        "Low",
-        "Close",
-        "Volume",
-    ]]
-    df['time'] = df.index
-    df.columns = [
-        "open",
-        "high",
-        "low",
-        "close",
-        "volume",
-        "time",
-    ]
-    df['time'] = df['time'].dt.strftime('%Y-%m-%d %H:%M:%S')
-    # df['str_day'] = df['time'].str.slice(0, 10)
-    # df['minute'] = df['time'].str.slice(11, 19)
-    return df
-
-
-if __name__ == '__main__':
-    df=get_us_one_minute('B', '2025-05-01', '2025-05-10')
-    print(df)

mns_scheduler/extraIncome/us/one_minute/etf/__init__.py

@@ -1,7 +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)

mns_scheduler/extraIncome/us/one_minute/stock/__init__.py

@@ -1,7 +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)

mns_scheduler/extraIncome/us/one_minute/stock/down_load/__init__.py

@@ -1,7 +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)

mns_scheduler/extraIncome/us/one_minute/stock/down_load/etf/__init__.py

@@ -1,11 +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 akshare as ak
-
-us_stock_current_df = ak.stock_us_spot()
-print(us_stock_current_df)