234 lines
8.8 KiB
Python
234 lines
8.8 KiB
Python
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from futu import *
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import time
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import logging
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from typing import List, Dict
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from MySQLHelper import MySQLHelper # 假设您已有MySQLHelper类
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# 配置日志
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logging.basicConfig(
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level=logging.INFO,
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format='%(asctime)s - %(levelname)s - %(message)s',
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handlers=[
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logging.FileHandler('Debug.log', encoding='utf-8'), # 关键在这里
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logging.StreamHandler()
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]
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)
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class FutuDirectDataImporter:
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def __init__(self, db_config: Dict):
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self.db_config = db_config
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self.table_name = "conditionalselection"
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self.quote_ctx = None
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def connect_to_futu(self) -> bool:
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"""连接Futu API"""
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try:
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self.quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
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return True
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except Exception as e:
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logging.error(f"连接Futu API失败: {str(e)}")
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return False
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def disconnect(self):
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"""断开连接"""
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if self.quote_ctx:
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self.quote_ctx.close()
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def prepare_db_structure(self) -> bool:
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"""准备数据库表结构"""
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create_table_sql = f"""
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CREATE TABLE IF NOT EXISTS `{self.table_name}` (
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`stock_code` varchar(255) NOT NULL,
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`stock_name` varchar(255) DEFAULT NULL,
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`cur_price` float DEFAULT NULL,
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`price` float DEFAULT NULL,
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`high_price_to_highest_52weeks_ratio` float DEFAULT NULL,
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`low_price_to_lowest_52weeks_ratio` float DEFAULT NULL,
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`volume` float DEFAULT NULL,
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`turnover` float DEFAULT NULL,
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`turnover_rate` float DEFAULT NULL,
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`change_rate` float DEFAULT NULL,
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`amplitude` float DEFAULT NULL,
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`pe_ttm` float DEFAULT NULL,
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`pb_rate` float DEFAULT NULL,
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`market_val` float DEFAULT NULL,
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`total_share` float DEFAULT NULL,
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`float_share` float DEFAULT NULL,
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`float_market_val` float DEFAULT NULL,
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`basic_eps` float DEFAULT NULL,
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`diluted_eps` float DEFAULT NULL,
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UNIQUE KEY `idx_stock_code` (`stock_code`)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
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"""
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try:
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with MySQLHelper(**self.db_config) as db:
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db.execute_update(create_table_sql)
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logging.info("数据库表准备就绪")
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return True
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except Exception as e:
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logging.error(f"准备数据库表失败: {str(e)}")
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return False
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def process_filter_result(self, ret_list: List) -> List[Dict]:
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"""处理筛选结果并转换为数据库格式"""
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processed_data = []
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for item in ret_list:
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try:
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data = {
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'stock_code': item.stock_code,
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'stock_name': item.stock_name,
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'float_share': item.float_share
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}
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# data = {
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# 'stock_code': item.stock_code,
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# 'stock_name': item.stock_name,
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# 'cur_price': item.cur_price,
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# 'price': item.cur_price,
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# 'high_price_to_highest_52weeks_ratio': item.high_price_to_highest_52weeks_ratio,
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# 'low_price_to_lowest_52weeks_ratio': item.low_price_to_lowest_52weeks_ratio,
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# 'volume': item.volume,
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# 'turnover': item.turnover,
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# 'turnover_rate': item.turnover_rate,
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# 'change_rate': item.change_rate,
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# 'amplitude': item.amplitude,
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# 'pe_ttm': item.pe_ttm,
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# 'pb_rate': item.pb,
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# 'market_val': item.market_val,
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# 'total_share': item.total_shares,
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# 'float_share': item.float_shares,
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# 'float_market_val': item.float_market_val,
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# 'basic_eps': item.basic_eps,
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# 'diluted_eps': item.diluted_eps
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# }
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# # 计算衍生字段
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# if data['cur_price'] and data['high_price_to_highest_52weeks_ratio']:
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# data['cur_price_to_highest_52weeks_ratio'] = (
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# data['cur_price'] / data['high_price_to_highest_52weeks_ratio']
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# )
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# if data['cur_price'] and data['low_price_to_lowest_52weeks_ratio']:
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# data['cur_price_to_lowest_52weeks_ratio'] = (
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# data['cur_price'] / data['low_price_to_lowest_52weeks_ratio']
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# )
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processed_data.append(data)
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except Exception as e:
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logging.error(f"处理股票 {getattr(item, 'stock_code', '未知')} 数据失败: {str(e)}")
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return processed_data
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def save_batch_to_database(self, data_batch: List[Dict]) -> int:
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"""批量保存数据到数据库"""
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if not data_batch:
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return 0
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# 准备SQL
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columns = [
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'stock_code', 'stock_name', 'cur_price', 'price',
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'high_price_to_highest_52weeks_ratio', 'low_price_to_lowest_52weeks_ratio',
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'volume', 'turnover', 'turnover_rate', 'change_rate', 'amplitude',
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'pe_ttm', 'pb_rate', 'market_val', 'total_share', 'float_share',
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'float_market_val', 'basic_eps', 'diluted_eps',
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'cur_price_to_highest_52weeks_ratio', 'cur_price_to_lowest_52weeks_ratio'
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]
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placeholders = ', '.join(['%s'] * len(columns))
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columns_str = ', '.join([f'`{col}`' for col in columns])
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updates = ', '.join([f'`{col}`=VALUES(`{col}`)' for col in columns if col != 'stock_code'])
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sql = f"""
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INSERT INTO `{self.table_name}` ({columns_str})
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VALUES ({placeholders})
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ON DUPLICATE KEY UPDATE {updates}
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"""
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try:
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with MySQLHelper(**self.db_config) as db:
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# 准备参数列表
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params = []
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for item in data_batch:
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params.append(tuple(item.get(col) for col in columns))
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affected_rows = db.execute_many(sql, params)
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logging.info(f"批量保存了 {len(data_batch)} 条记录，影响 {affected_rows} 行")
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return affected_rows
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except Exception as e:
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logging.error(f"批量保存失败: {str(e)}")
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return 0
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def run_direct_import(self):
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"""运行直接导入流程"""
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if not self.connect_to_futu():
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return False
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if not self.prepare_db_structure():
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self.disconnect()
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return False
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simple_filter = SimpleFilter()
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simple_filter.filter_min = 0
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simple_filter.filter_max = 100000000000000
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simple_filter.stock_field = StockField.FLOAT_SHARE
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simple_filter.is_no_filter = False
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# simple_filter1 = SimpleFilter()
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# simple_filter1.filter_min = 0
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# simple_filter1.filter_max = 100000000000000000000
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# simple_filter1.stock_field = StockField.CUR_PRICE
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# simple_filter1.is_no_filter = False
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nBegin = 0
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last_page = False
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total_imported = 0
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try:
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while not last_page:
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ret, ls = self.quote_ctx.get_stock_filter(
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market=Market.HK,
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filter_list=[simple_filter],
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begin=nBegin
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)
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if ret == RET_OK:
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last_page, all_count, ret_list = ls
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logging.info(f'获取股票列表进度: {nBegin}/{all_count}')
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# 处理并保存当前批次数据
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processed_data = self.process_filter_result(ret_list)
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if processed_data:
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affected_rows = self.save_batch_to_database(processed_data)
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total_imported += affected_rows
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nBegin += len(ret_list)
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else:
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logging.error(f'获取股票列表错误: {ls}')
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break
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time.sleep(3) # 避免触发限频
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logging.info(f"导入完成! 共导入 {total_imported} 条记录")
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return total_imported > 0
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except Exception as e:
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logging.error(f"导入过程中发生错误: {str(e)}")
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return False
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finally:
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self.disconnect()
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# 使用示例
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if __name__ == "__main__":
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# 数据库配置
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db_config = {
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'host': 'localhost',
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'user': 'root',
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'password': 'bzskmysql',
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'database': 'fullmarketdata_hk'
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}
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# 创建导入器并运行
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importer = FutuDirectDataImporter(db_config)
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importer.run_direct_import()
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