308 lines
11 KiB
Python
308 lines
11 KiB
Python
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"""
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全市场数据更新
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- 每日更新一次全市场数据
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- 重点关注：新发、停盘、退市
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"""
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from futu import *
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from pymysql import Error
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from MySQLHelper import MySQLHelper # MySQLHelper类保存为单独文件
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from datetime import datetime
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import logging
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from typing import Optional, List, Dict, Union, Tuple
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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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# 安全转换函数
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def safe_float(v) -> Optional[float]:
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"""安全转换为float，处理N/A和空值"""
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try:
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return float(v) if pd.notna(v) and str(v).upper() != 'N/A' else None
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except (ValueError, TypeError):
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return None
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def safe_int(v) -> Optional[int]:
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"""安全转换为int，处理N/A和空值"""
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try:
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return int(v) if pd.notna(v) and str(v).upper() != 'N/A' else None
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except (ValueError, TypeError):
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return None
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def safe_parse_date(date_str, date_format='%Y-%m-%d'):
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"""
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安全解析日期字符串
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:param date_str: 日期字符串
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:param date_format: 日期格式
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:return: 解析后的datetime对象或None
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"""
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if not date_str or pd.isna(date_str) or str(date_str).strip() == '':
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return None
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try:
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return datetime.strptime(str(date_str), date_format)
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except ValueError:
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logging.warning(f"无法解析日期字符串: {date_str}")
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return None
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def get_market_data(market: Market) -> Optional[List[Dict]]:
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"""
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获取指定市场股票基础数据
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Args:
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market (Market): 市场枚举值，如 Market.SH, Market.SZ 等
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Returns:
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Optional[List[Dict]]: 处理后的数据集或None(获取失败时)
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"""
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quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
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try:
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ret, data = quote_ctx.get_stock_basicinfo(market, SecurityType.STOCK)
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if ret == RET_OK:
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logging.info(f"成功获取 {market} 市场 {len(data)} 条股票数据")
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processed_data = []
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for _, row in data.iterrows():
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try:
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item = {
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'code': str(row['code']),
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'name': str(row['name']),
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'lot_size': safe_int(row['lot_size']),
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'stock_type': str(row['stock_type']),
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'stock_child_type': str(row['stock_child_type']),
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'stock_owner': str(row['stock_owner']) if pd.notna(row['stock_owner']) else None,
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'option_type': str(row['option_type']) if pd.notna(row['option_type']) else None,
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'strike_time': str(row['strike_time']) if pd.notna(row['strike_time']) else None,
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'strike_price': safe_float(row['strike_price']),
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'suspension': safe_int(row['suspension']),
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'listing_date': safe_parse_date(row['listing_date']),
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'stock_id': safe_int(row['stock_id']),
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'delisting': safe_int(row['delisting']),
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'index_option_type': str(row['index_option_type']) if pd.notna(row['index_option_type']) else None,
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'main_contract': safe_int(row['main_contract']),
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'last_trade_time': safe_parse_date(row['last_trade_time']),
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'exchange_type': safe_int(row['exchange_type']),
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# 'market': market.name # 添加市场标识
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}
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processed_data.append(item)
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except Exception as e:
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logging.warning(f"处理股票数据时跳过异常数据 {row.get('code', '未知')}: {str(e)}")
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continue
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return processed_data
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else:
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logging.error(f"获取 {market} 市场数据失败: {data}")
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return None
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except Exception as e:
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logging.error(f"获取 {market} 市场数据时发生异常: {str(e)}")
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return None
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finally:
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quote_ctx.close()
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def update_market_data(db_config: dict, markets: List[Market], truncate_table: bool = False) -> bool:
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"""
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更新全市场数据到数据库
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Args:
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db_config (dict): 数据库配置
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markets (List[Market]): 要更新的市场列表
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truncate_table (bool): 是否在插入前清空表
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Returns:
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bool: 操作是否成功
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"""
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# 设置默认值
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db_config.setdefault('port', 3306)
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db_config.setdefault('charset', 'utf8mb4')
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try:
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all_data = []
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# 获取所有指定市场的数据
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for market in markets:
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market_data = get_market_data(market)
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if market_data:
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all_data.extend(market_data)
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if not all_data:
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logging.error("未获取到任何有效数据，终止更新")
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return False
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# 数据验证
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validated_data = validate_market_data(all_data)
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if not validated_data:
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logging.error("没有通过验证的有效数据，终止更新")
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return False
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logging.info(f"准备插入 {len(validated_data)} 条已验证数据")
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with MySQLHelper(**db_config) as db:
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try:
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if truncate_table:
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db.execute_update("TRUNCATE TABLE staticdata_hk")
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logging.info("已清空数据表")
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insert_sql = """
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INSERT INTO staticdata_hk (
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code, name, lot_size, stock_type, stock_child_type, stock_owner,
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option_type, strike_time, strike_price, suspension, listing_date,
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stock_id, delisting, index_option_type, main_contract, last_trade_time,
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exchange_type
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) VALUES (
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%(code)s, %(name)s, %(lot_size)s, %(stock_type)s, %(stock_child_type)s, %(stock_owner)s,
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%(option_type)s, %(strike_time)s, %(strike_price)s, %(suspension)s, %(listing_date)s,
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%(stock_id)s, %(delisting)s, %(index_option_type)s, %(main_contract)s, %(last_trade_time)s,
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%(exchange_type)s
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)
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"""
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affected_rows = db.execute_many(insert_sql, validated_data)
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logging.info(f"成功插入 {affected_rows} 条记录")
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check_special_cases(db)
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generate_data_quality_report(validated_data)
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return True
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except Error as e:
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logging.error(f"数据库操作失败: {str(e)}")
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return False
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except Exception as e:
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logging.error(f"更新过程中发生未预期异常: {str(e)}")
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return False
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def validate_market_data(dataset: list) -> list:
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"""
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验证市场数据有效性
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Args:
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dataset (list): 原始数据集
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Returns:
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list: 通过验证的数据集
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"""
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validated_data = []
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for item in dataset:
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try:
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# 必要字段检查
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if not item.get('code') or not item.get('name'):
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logging.warning(f"跳过无效数据: 缺少必要字段 code或name")
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continue
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# 数值范围验证
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if item.get('lot_size') is not None and item['lot_size'] < 0:
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logging.warning(f"股票 {item['code']} 的lot_size为负值: {item['lot_size']}")
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item['lot_size'] = None
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validated_data.append(item)
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except Exception as e:
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logging.warning(f"数据验证失败，跳过记录 {item.get('code')}: {str(e)}")
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continue
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return validated_data
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def generate_data_quality_report(dataset: list) -> None:
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"""
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生成数据质量报告
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Args:
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dataset (list): 数据集
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"""
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if not dataset:
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logging.warning("无法生成数据质量报告: 数据集为空")
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return
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total = len(dataset)
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stats = {
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'missing_last_trade': sum(1 for x in dataset if x.get('last_trade_time') is None),
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'missing_listing': sum(1 for x in dataset if x.get('listing_date') is None),
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'missing_strike_price': sum(1 for x in dataset if x.get('strike_price') is None),
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'suspended': sum(1 for x in dataset if x.get('suspension') == 1),
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'delisted': sum(1 for x in dataset if x.get('delisting') == 1)
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}
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logging.info("\n=== 数据质量报告 ===")
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logging.info(f"总记录数: {total}")
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logging.info(f"缺失最后交易时间: {stats['missing_last_trade']} ({stats['missing_last_trade']/total:.1%})")
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logging.info(f"缺失上市日期: {stats['missing_listing']} ({stats['missing_listing']/total:.1%})")
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logging.info(f"缺失执行价格: {stats['missing_strike_price']} ({stats['missing_strike_price']/total:.1%})")
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logging.info(f"停牌股票数: {stats['suspended']} ({stats['suspended']/total:.1%})")
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logging.info(f"退市股票数: {stats['delisted']} ({stats['delisted']/total:.1%})")
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def check_special_cases(db: MySQLHelper):
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"""
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检查重点关注项：新发、停盘、退市股票
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"""
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try:
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# 1. 检查新上市股票（最近30天内上市）
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new_listings = db.execute_query("""
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SELECT code, name, listing_date
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FROM staticdata_hk
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WHERE listing_date >= DATE_SUB(CURDATE(), INTERVAL 30 DAY)
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ORDER BY listing_date DESC
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""")
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if new_listings:
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logging.info("\n=== 新上市股票 ===")
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for stock in new_listings:
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logging.info(f"{stock['code']} {stock['name']} 上市日期: {stock['listing_date']}")
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# 2. 检查停牌股票
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suspended = db.execute_query("""
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SELECT code, name, suspension
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FROM staticdata_hk
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WHERE suspension = 1
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ORDER BY code
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""")
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if suspended:
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logging.info("\n=== 停牌股票 ===")
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for stock in suspended:
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logging.info(f"{stock['code']} {stock['name']}")
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# 3. 检查退市股票
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delisted = db.execute_query("""
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SELECT code, name, delisting
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FROM staticdata_hk
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WHERE delisting = 1
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ORDER BY code
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""")
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if delisted:
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logging.info("\n=== 退市股票 ===")
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for stock in delisted:
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logging.info(f"{stock['code']} {stock['name']}")
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except Error as e:
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logging.error(f"检查重点关注项时出错: {str(e)}")
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if __name__ == "__main__":
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# 配置要更新的市场
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# target_markets = [Market.SH, Market.SZ, Market.HK] # 上证、深证、港股
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target_markets = [Market.HK] # 上证、深证、港股
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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_a'
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}
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logging.info("=== 开始全市场数据更新 ===")
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# 执行更新(首次运行可设置truncate_table=True)
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success = update_market_data(
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db_config=db_config,
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markets=target_markets,
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truncate_table=True
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)
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if success:
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logging.info("市场数据更新成功完成")
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else:
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logging.error("市场数据更新失败")
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