478 lines
17 KiB
Python
478 lines
17 KiB
Python
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"""
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香港证券交易所下载的过票数据，导入数据库
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包含所有的港股主板股票：
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正在交易的、停牌的、人民币交易的
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后续-> 优化日志输出
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"""
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import pandas as pd
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import os
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import sys
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import csv
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import chardet # 用于检测文件编码
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from pathlib import Path
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from datetime import datetime
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import re
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# 获取当前文件的目录
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current_dir = os.path.dirname(os.path.abspath(__file__))
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# 获取项目根目录（假设base文件夹在项目根目录下）
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project_root = os.path.dirname(current_dir)
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# 将项目根目录添加到Python路径
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sys.path.append(project_root)
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from base.LogHelper import LogHelper
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from base.MySQLHelper import MySQLHelper
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logger = LogHelper(logger_name = 'HK_Import').setup()
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class StockDataImporter:
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"""股票数据导入工具（支持CSV）"""
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COLUMN_MAPPING = {
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'股票代码': 'stock_code',
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'股票': 'stock_name',
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'证券简称': 'short_name',
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'更新时间': 'updated_at'
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}
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def __init__(self, data_dir: Path, db_config: dict):
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self.data_dir = data_dir
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self.db_config = db_config
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self.df = None
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self.csv_file = None
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self.encoding = 'utf-8' # 默认编码
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self.delimiter = ',' # 默认分隔符
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def find_csv_file(self) -> Path:
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"""在data文件夹中查找CSV文件"""
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# 查找所有CSV文件
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csv_files = list(self.data_dir.glob("香港股票列表.csv"))
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if not csv_files:
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logger.error(f"在 {self.data_dir} 中没有找到CSV文件")
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return None
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# 如果有多个文件，选择最新的
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if len(csv_files) > 1:
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csv_files.sort(key=os.path.getmtime, reverse=True)
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logger.info(f"找到多个CSV文件，选择最新的: {csv_files[0].name}")
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return csv_files[0]
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def validate_file(self, file_path: Path) -> bool:
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"""验证CSV文件是否有效"""
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try:
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if not file_path.exists():
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logger.error(f"CSV文件不存在: {file_path}")
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return False
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file_size = file_path.stat().st_size
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if file_size == 0:
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logger.error(f"CSV文件为空: {file_path}")
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return False
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return True
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except Exception as e:
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logger.error(f"文件验证失败: {e}")
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return False
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def detect_file_encoding(self, file_path: Path) -> str:
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"""检测文件编码"""
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try:
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# 读取文件开头部分进行编码检测
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with open(file_path, 'rb') as f:
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raw_data = f.read(10000) # 读取前10KB
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# 使用chardet检测编码
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result = chardet.detect(raw_data)
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encoding = result['encoding']
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confidence = result['confidence']
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# 常见编码替代
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encoding_map = {
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'GB2312': 'GBK',
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'gb2312': 'GBK',
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'ISO-8859-1': 'latin1',
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'ascii': 'utf-8'
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}
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# 应用映射
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encoding = encoding_map.get(encoding, encoding)
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logger.info(f"检测到编码: {encoding} (置信度: {confidence:.2f})")
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return encoding or 'utf-8'
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except Exception as e:
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logger.error(f"编码检测失败: {e}, 使用默认UTF-8")
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return 'utf-8'
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def detect_csv_delimiter(self, file_path: Path) -> str:
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"""自动检测CSV分隔符"""
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try:
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# 使用检测到的编码打开文件
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with open(file_path, 'r', encoding=self.encoding) as f:
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# 读取前5行
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lines = [f.readline() for _ in range(5) if f.readline()]
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# 尝试常见分隔符
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delimiters = [',', '\t', ';', '|']
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delimiter_counts = {}
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for delim in delimiters:
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count = 0
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for line in lines:
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count += line.count(delim)
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delimiter_counts[delim] = count
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# 选择出现次数最多的分隔符
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best_delim = max(delimiter_counts, key=delimiter_counts.get)
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# 如果没有任何分隔符，则使用逗号
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if delimiter_counts[best_delim] == 0:
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logger.warning(f"无法检测到有效的分隔符，使用默认逗号分隔符")
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return ','
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logger.info(f"检测到分隔符: {repr(best_delim)}")
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return best_delim
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except Exception as e:
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logger.error(f"检测分隔符失败: {e}, 使用默认逗号分隔符")
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return ','
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def read_csv_data(self, file_path: Path) -> bool:
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"""从CSV文件读取数据"""
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try:
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# 1. 检测文件编码
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self.encoding = self.detect_file_encoding(file_path)
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# 2. 检测分隔符
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self.delimiter = self.detect_csv_delimiter(file_path)
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# 3. 读取CSV文件
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logger.info(f"使用编码 '{self.encoding}' 和分隔符 '{self.delimiter}' 读取文件")
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self.df = pd.read_csv(
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file_path,
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delimiter=self.delimiter,
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dtype=str,
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encoding=self.encoding,
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on_bad_lines='warn',
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quoting=csv.QUOTE_MINIMAL,
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engine='python' # 更健壮的引擎
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)
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# 检查是否读取到数据
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if self.df.empty:
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logger.error("CSV文件没有包含有效数据")
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return False
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# 重命名列
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self.df = self.df.rename(columns=self.COLUMN_MAPPING)
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# 移除可能存在的空行
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self.df = self.df.dropna(how='all')
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logger.info(f"成功读取CSV数据，共 {len(self.df)} 条记录")
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return True
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except UnicodeDecodeError:
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# 尝试其他编码
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encodings_to_try = ['GBK', 'latin1', 'ISO-8859-1', 'utf-16']
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for enc in encodings_to_try:
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try:
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logger.warning(f"尝试使用 {enc} 编码读取文件")
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self.df = pd.read_csv(
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file_path,
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delimiter=self.delimiter,
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dtype=str,
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encoding=enc
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)
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self.encoding = enc
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logger.info(f"成功使用 {enc} 编码读取文件")
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return True
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except:
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continue
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logger.error("所有编码尝试均失败")
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return False
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except PermissionError:
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logger.error(f"文件被占用，请关闭后重试: {file_path}")
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return False
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except Exception as e:
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logger.error(f"读取CSV文件失败: {e}")
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return False
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# 定义一个函数来处理单个 stock_code
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def format_stock_code(name, code):
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# 将代码转换为字符串
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code_str = str(code)
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# 检查是否为纯数字
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if re.match(r'^\d+$', code_str):
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# 如果是纯数字，转换为5位数字，不足补0
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formatted_code = f"HK.{int(code_str):05d}"
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return formatted_code
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else:
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# 如果不是纯数字，保持
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return code_str
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def clean_stock_data(self) -> bool:
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"""清洗股票数据"""
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try:
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# 处理股票代码：清理空行
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self.df = self.df.dropna(subset=['stock_code'])
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self.df = self.df[~self.df['stock_code'].astype(str).str.contains('停牌')]
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self.df['stock_code'] = self.df['stock_code'].apply(self.format_stock_code)
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# # 格式化上市日期
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# self.df['listing_date'] = pd.to_datetime(
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# self.df['listing_date'],
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# format='%Y%m%d',
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# errors='coerce'
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# ).dt.strftime('%Y-%m-%d')
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# # 检查日期转换是否成功
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# date_na_count = self.df['listing_date'].isna().sum()
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# if date_na_count > 0:
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# logger.warning(f"发现 {date_na_count} 条记录的上市日期格式不正确")
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# # 提取交易所信息
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# self.df['exchange'] = self.df['a_stock_code'].apply(
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# lambda x: 'SH' if str(x).startswith('60') else 'SZ' if str(x).startswith(('00', '30')) else 'OTHER'
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# )
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# # 验证A股代码格式
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# invalid_codes = self.df[~self.df['a_stock_code'].astype(str).str.match(r'^\d{6}$')]
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# if not invalid_codes.empty:
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# logger.warning(f"发现 {len(invalid_codes)} 条无效的A股代码")
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# logger.debug(f"无效代码示例: {invalid_codes['a_stock_code'].head().tolist()}")
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logger.info("数据清洗完成")
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return True
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except Exception as e:
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logger.error(f"数据清洗失败: {e}")
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return False
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def create_stocks_table(self, db: MySQLHelper) -> bool:
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"""创建股票信息表"""
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create_table_sql = """
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CREATE TABLE IF NOT EXISTS stocks_hk (
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stock_code VARCHAR(128) PRIMARY KEY COMMENT '股票代码',
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stock_name VARCHAR(128) COMMENT '股票名称',
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updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP COMMENT '更新时间'
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='港股主板股票列表';
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"""
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try:
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db.execute_update(create_table_sql)
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logger.info("股票信息打开成功")
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return True
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except Exception as e:
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logger.error(f"创建表失败: {e}")
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return False
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def insert_data_to_db(self, db: MySQLHelper) -> bool:
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"""将数据插入数据库"""
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if self.df is None or self.df.empty:
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logger.error("没有有效数据可插入")
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return False
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# 准备SQL语句（支持重复记录更新）
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insert_sql = """
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INSERT INTO stocks_hk (
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stock_code, stock_name
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) VALUES (
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%s, %s
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)
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ON DUPLICATE KEY UPDATE
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stock_name = VALUES(stock_name)
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"""
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# 准备参数列表
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params_list = []
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for _, row in self.df.iterrows():
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if pd.notna(row['stock_code']):
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params_list.append((
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row['stock_code'],
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row['stock_name'],
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))
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# 批量执行插入
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try:
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total_rows = len(params_list)
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if total_rows == 0:
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logger.error("没有有效数据可插入")
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return False
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batch_size = 1000 # 每批插入1000条记录
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logger.info(f"开始插入数据，共 {total_rows} 条记录")
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# 分批插入，避免大事务问题
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for i in range(0, total_rows, batch_size):
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batch_params = params_list[i:i+batch_size]
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affected_rows = db.execute_many(insert_sql, batch_params)
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logger.info(f"已处理 {min(i+batch_size, total_rows)}/{total_rows} 条记录")
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logger.info(f"成功插入/更新 {total_rows} 条记录")
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return True
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except Exception as e:
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logger.error(f"插入数据失败: {e}")
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# 记录前5个参数以帮助调试
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if params_list:
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logger.debug(f"前5个参数示例: {params_list[:5]}")
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return False
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def verify_data_in_db(self, db: MySQLHelper, sample_size: int = 5) -> bool:
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"""验证数据库中的数据"""
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try:
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# 检查记录总数
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|
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count_sql = "SELECT COUNT(*) AS total FROM stocks_hk"
|
|||
|
|
result = db.execute_query(count_sql)
|
|||
|
|
db_count = result[0]['total'] if result else 0
|
|||
|
|
logger.info(f"数据库中共有 {db_count} 条记录")
|
|||
|
|
|
|||
|
|
# 随机抽样检查
|
|||
|
|
sample_sql = f"""
|
|||
|
|
SELECT stock_code, stock_name
|
|||
|
|
FROM stocks_hk
|
|||
|
|
ORDER BY RAND()
|
|||
|
|
LIMIT {sample_size}
|
|||
|
|
"""
|
|||
|
|
samples = db.execute_query(sample_sql)
|
|||
|
|
|
|||
|
|
logger.info("\n随机抽样记录:")
|
|||
|
|
for idx, sample in enumerate(samples, 1):
|
|||
|
|
logger.info(f"{idx}. {sample['stock_code']}: {sample['stock_name']}")
|
|||
|
|
|
|||
|
|
return True
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.error(f"数据验证失败: {e}")
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
def run_import(self) -> bool:
|
|||
|
|
"""执行完整的导入流程"""
|
|||
|
|
logger.info(f"开始导入股票数据，数据目录: {self.data_dir}")
|
|||
|
|
start_time = datetime.now()
|
|||
|
|
|
|||
|
|
# 1. 查找CSV文件
|
|||
|
|
csv_file = self.find_csv_file()
|
|||
|
|
if not csv_file:
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
# 2. 验证文件
|
|||
|
|
if not self.validate_file(csv_file):
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
# 3. 读取CSV数据
|
|||
|
|
if not self.read_csv_data(csv_file):
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
# 4. 清洗数据
|
|||
|
|
if not self.clean_stock_data():
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
# 数据统计
|
|||
|
|
# 确保stock_code列是字符串类型，以便进行字符串操作
|
|||
|
|
self.df['stock_code'] = self.df['stock_code'].astype(str)
|
|||
|
|
|
|||
|
|
# 统计stock_code中包含"停牌"的数量
|
|||
|
|
suspended_count = self.df[self.df['stock_code'].str.contains('停牌')].shape[0]
|
|||
|
|
|
|||
|
|
# 统计stock_name中最后一个字符为"R"的数量
|
|||
|
|
# 首先确保stock_name是字符串类型
|
|||
|
|
self.df['stock_name'] = self.df['stock_name'].astype(str)
|
|||
|
|
# 使用str.endswith()方法检查最后一个字符是否为R
|
|||
|
|
r_ending_count = self.df[self.df['stock_name'].str.endswith('R')].shape[0]
|
|||
|
|
|
|||
|
|
logger.info(f"股票代码中包含'停牌'的数量: {suspended_count}")
|
|||
|
|
logger.info(f"股票名称以'R'结尾的数量: {r_ending_count}")
|
|||
|
|
|
|||
|
|
# 如果你想查看具体是哪些记录满足条件
|
|||
|
|
suspended_stocks = self.df[self.df['stock_code'].str.contains('停牌')]
|
|||
|
|
r_ending_stocks = self.df[self.df['stock_name'].str.endswith('R')]
|
|||
|
|
|
|||
|
|
logger.info("\n股票代码中包含'停牌'的记录:")
|
|||
|
|
logger.info(suspended_stocks)
|
|||
|
|
|
|||
|
|
logger.info("\n股票名称以'R'结尾的记录:")
|
|||
|
|
logger.info(r_ending_stocks)
|
|||
|
|
|
|||
|
|
# 显示前5条数据
|
|||
|
|
logger.info("\n前5条股票数据:")
|
|||
|
|
for i, row in self.df.head().iterrows():
|
|||
|
|
logger.info(f"{row['stock_code']}: {row['stock_name']}")
|
|||
|
|
|
|||
|
|
# 5. 连接数据库并导入
|
|||
|
|
try:
|
|||
|
|
with MySQLHelper(**self.db_config) as db:
|
|||
|
|
# 5.1 创建表
|
|||
|
|
if not self.create_stocks_table(db):
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
# 5.2 插入数据
|
|||
|
|
if not self.insert_data_to_db(db):
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
# 5.3 验证数据
|
|||
|
|
if not self.verify_data_in_db(db):
|
|||
|
|
return False
|
|||
|
|
except Exception as e:
|
|||
|
|
logger.error(f"数据库操作异常: {e}")
|
|||
|
|
return False
|
|||
|
|
|
|||
|
|
# 计算执行时间
|
|||
|
|
duration = datetime.now() - start_time
|
|||
|
|
logger.info(f"数据处理成功完成! 总耗时: {duration.total_seconds():.2f}秒")
|
|||
|
|
return True
|
|||
|
|
|
|||
|
|
def read_stock_codes_list(file_path='Reservedcode.txt'):
|
|||
|
|
"""基础读取方法 - 按行读取所有内容"""
|
|||
|
|
try:
|
|||
|
|
with open(file_path, 'r', encoding='utf-8') as f:
|
|||
|
|
lines = f.readlines()
|
|||
|
|
# 去除每行末尾的换行符，并过滤空行
|
|||
|
|
codes = [line.strip() for line in lines if line.strip()]
|
|||
|
|
return codes
|
|||
|
|
except FileNotFoundError:
|
|||
|
|
print(f"文件 {file_path} 不存在")
|
|||
|
|
return []
|
|||
|
|
except Exception as e:
|
|||
|
|
print(f"读取文件失败: {str(e)}")
|
|||
|
|
return []
|
|||
|
|
|
|||
|
|
if __name__ == "__main__":
|
|||
|
|
|
|||
|
|
# 数据库配置
|
|||
|
|
db_config = {
|
|||
|
|
'host': 'localhost',
|
|||
|
|
'user': 'root',
|
|||
|
|
'password': 'bzskmysql',
|
|||
|
|
'database': 'hk_kline_1d'
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
# 获取当前脚本所在目录
|
|||
|
|
current_dir = Path.cwd().parent
|
|||
|
|
|
|||
|
|
# 设置数据目录
|
|||
|
|
DATA_DIR = current_dir /"HKDataManagment" / "data"
|
|||
|
|
|
|||
|
|
# 确保data目录存在
|
|||
|
|
DATA_DIR.mkdir(exist_ok=True, parents=True)
|
|||
|
|
|
|||
|
|
# 安装依赖 (如果chardet未安装)
|
|||
|
|
try:
|
|||
|
|
import chardet
|
|||
|
|
except ImportError:
|
|||
|
|
logger.info("安装chardet库以支持编码检测...")
|
|||
|
|
import subprocess
|
|||
|
|
subprocess.check_call([sys.executable, "-m", "pip", "install", "chardet"])
|
|||
|
|
import chardet
|
|||
|
|
|
|||
|
|
# 创建导入器并执行导入
|
|||
|
|
importer = StockDataImporter(DATA_DIR, db_config)
|
|||
|
|
|
|||
|
|
if importer.run_import():
|
|||
|
|
logger.info("股票数据导入成功!")
|
|||
|
|
else:
|
|||
|
|
logger.error("股票数据导入失败，请检查日志了解详情")
|