""" 全市场数据更新 - 每日更新一次全市场数据 - 重点关注：新发、停盘、退市 """ from futu import * from pymysql import Error from MySQLHelper import MySQLHelper # MySQLHelper类保存为单独文件 from datetime import datetime import logging from typing import Optional, List, Dict, Union, Tuple # 配置日志 logging.basicConfig( level=logging.INFO, format='%(asctime)s - %(levelname)s - %(message)s', handlers=[ logging.FileHandler('Debug.log', encoding='utf-8'), # 关键在这里 logging.StreamHandler() ] ) # 安全转换函数 def safe_float(v) -> Optional[float]: """安全转换为float，处理N/A和空值""" try: return float(v) if pd.notna(v) and str(v).upper() != 'N/A' else None except (ValueError, TypeError): return None def safe_int(v) -> Optional[int]: """安全转换为int，处理N/A和空值""" try: return int(v) if pd.notna(v) and str(v).upper() != 'N/A' else None except (ValueError, TypeError): return None def safe_parse_date(date_str, date_format='%Y-%m-%d'): """ 安全解析日期字符串 :param date_str: 日期字符串 :param date_format: 日期格式 :return: 解析后的datetime对象或None """ if not date_str or pd.isna(date_str) or str(date_str).strip() == '': return None try: return datetime.strptime(str(date_str), date_format) except ValueError: logging.warning(f"无法解析日期字符串: {date_str}") return None def get_market_data(market: Market) -> Optional[List[Dict]]: """ 获取指定市场股票基础数据 Args: market (Market): 市场枚举值，如 Market.SH, Market.SZ 等 Returns: Optional[List[Dict]]: 处理后的数据集或None(获取失败时) """ quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) try: ret, data = quote_ctx.get_stock_basicinfo(market, SecurityType.STOCK) if ret == RET_OK: logging.info(f"成功获取 {market} 市场 {len(data)} 条股票数据") processed_data = [] for _, row in data.iterrows(): try: item = { 'code': str(row['code']), 'name': str(row['name']), 'lot_size': safe_int(row['lot_size']), 'stock_type': str(row['stock_type']), 'stock_child_type': str(row['stock_child_type']), 'stock_owner': str(row['stock_owner']) if pd.notna(row['stock_owner']) else None, 'option_type': str(row['option_type']) if pd.notna(row['option_type']) else None, 'strike_time': str(row['strike_time']) if pd.notna(row['strike_time']) else None, 'strike_price': safe_float(row['strike_price']), 'suspension': safe_int(row['suspension']), 'listing_date': safe_parse_date(row['listing_date']), 'stock_id': safe_int(row['stock_id']), 'delisting': safe_int(row['delisting']), 'index_option_type': str(row['index_option_type']) if pd.notna(row['index_option_type']) else None, 'main_contract': safe_int(row['main_contract']), 'last_trade_time': safe_parse_date(row['last_trade_time']), 'exchange_type': safe_int(row['exchange_type']), # 'market': market.name # 添加市场标识 } processed_data.append(item) except Exception as e: logging.warning(f"处理股票数据时跳过异常数据 {row.get('code', '未知')}: {str(e)}") continue return processed_data else: logging.error(f"获取 {market} 市场数据失败: {data}") return None except Exception as e: logging.error(f"获取 {market} 市场数据时发生异常: {str(e)}") return None finally: quote_ctx.close() def update_market_data(db_config: dict, markets: List[Market], truncate_table: bool = False) -> bool: """ 更新全市场数据到数据库 Args: db_config (dict): 数据库配置 markets (List[Market]): 要更新的市场列表 truncate_table (bool): 是否在插入前清空表 Returns: bool: 操作是否成功 """ # 设置默认值 db_config.setdefault('port', 3306) db_config.setdefault('charset', 'utf8mb4') try: all_data = [] # 获取所有指定市场的数据 for market in markets: market_data = get_market_data(market) if market_data: all_data.extend(market_data) if not all_data: logging.error("未获取到任何有效数据，终止更新") return False # 数据验证 validated_data = validate_market_data(all_data) if not validated_data: logging.error("没有通过验证的有效数据，终止更新") return False logging.info(f"准备插入 {len(validated_data)} 条已验证数据") with MySQLHelper(**db_config) as db: try: if truncate_table: db.execute_update("TRUNCATE TABLE staticdata_hk") logging.info("已清空数据表") insert_sql = """ INSERT INTO staticdata_hk ( code, name, lot_size, stock_type, stock_child_type, stock_owner, option_type, strike_time, strike_price, suspension, listing_date, stock_id, delisting, index_option_type, main_contract, last_trade_time, exchange_type ) VALUES ( %(code)s, %(name)s, %(lot_size)s, %(stock_type)s, %(stock_child_type)s, %(stock_owner)s, %(option_type)s, %(strike_time)s, %(strike_price)s, %(suspension)s, %(listing_date)s, %(stock_id)s, %(delisting)s, %(index_option_type)s, %(main_contract)s, %(last_trade_time)s, %(exchange_type)s ) """ affected_rows = db.execute_many(insert_sql, validated_data) logging.info(f"成功插入 {affected_rows} 条记录") check_special_cases(db) generate_data_quality_report(validated_data) return True except Error as e: logging.error(f"数据库操作失败: {str(e)}") return False except Exception as e: logging.error(f"更新过程中发生未预期异常: {str(e)}") return False def validate_market_data(dataset: list) -> list: """ 验证市场数据有效性 Args: dataset (list): 原始数据集 Returns: list: 通过验证的数据集 """ validated_data = [] for item in dataset: try: # 必要字段检查 if not item.get('code') or not item.get('name'): logging.warning(f"跳过无效数据: 缺少必要字段 code或name") continue # 数值范围验证 if item.get('lot_size') is not None and item['lot_size'] < 0: logging.warning(f"股票 {item['code']} 的lot_size为负值: {item['lot_size']}") item['lot_size'] = None validated_data.append(item) except Exception as e: logging.warning(f"数据验证失败，跳过记录 {item.get('code')}: {str(e)}") continue return validated_data def generate_data_quality_report(dataset: list) -> None: """ 生成数据质量报告 Args: dataset (list): 数据集 """ if not dataset: logging.warning("无法生成数据质量报告: 数据集为空") return total = len(dataset) stats = { 'missing_last_trade': sum(1 for x in dataset if x.get('last_trade_time') is None), 'missing_listing': sum(1 for x in dataset if x.get('listing_date') is None), 'missing_strike_price': sum(1 for x in dataset if x.get('strike_price') is None), 'suspended': sum(1 for x in dataset if x.get('suspension') == 1), 'delisted': sum(1 for x in dataset if x.get('delisting') == 1) } logging.info("\n=== 数据质量报告 ===") logging.info(f"总记录数: {total}") logging.info(f"缺失最后交易时间: {stats['missing_last_trade']} ({stats['missing_last_trade']/total:.1%})") logging.info(f"缺失上市日期: {stats['missing_listing']} ({stats['missing_listing']/total:.1%})") logging.info(f"缺失执行价格: {stats['missing_strike_price']} ({stats['missing_strike_price']/total:.1%})") logging.info(f"停牌股票数: {stats['suspended']} ({stats['suspended']/total:.1%})") logging.info(f"退市股票数: {stats['delisted']} ({stats['delisted']/total:.1%})") def check_special_cases(db: MySQLHelper): """ 检查重点关注项：新发、停盘、退市股票 """ try: # 1. 检查新上市股票（最近30天内上市） new_listings = db.execute_query(""" SELECT code, name, listing_date FROM staticdata_hk WHERE listing_date >= DATE_SUB(CURDATE(), INTERVAL 30 DAY) ORDER BY listing_date DESC """) if new_listings: logging.info("\n=== 新上市股票 ===") for stock in new_listings: logging.info(f"{stock['code']} {stock['name']} 上市日期: {stock['listing_date']}") # 2. 检查停牌股票 suspended = db.execute_query(""" SELECT code, name, suspension FROM staticdata_hk WHERE suspension = 1 ORDER BY code """) if suspended: logging.info("\n=== 停牌股票 ===") for stock in suspended: logging.info(f"{stock['code']} {stock['name']}") # 3. 检查退市股票 delisted = db.execute_query(""" SELECT code, name, delisting FROM staticdata_hk WHERE delisting = 1 ORDER BY code """) if delisted: logging.info("\n=== 退市股票 ===") for stock in delisted: logging.info(f"{stock['code']} {stock['name']}") except Error as e: logging.error(f"检查重点关注项时出错: {str(e)}") if __name__ == "__main__": # 配置要更新的市场 # target_markets = [Market.SH, Market.SZ, Market.HK] # 上证、深证、港股 target_markets = [Market.HK] # 上证、深证、港股 # 数据库配置 db_config = { 'host': 'localhost', 'user': 'root', 'password': 'bzskmysql', 'database': 'fullmarketdata_a' } logging.info("=== 开始全市场数据更新 ===") # 执行更新(首次运行可设置truncate_table=True) success = update_market_data( db_config=db_config, markets=target_markets, truncate_table=True ) if success: logging.info("市场数据更新成功完成") else: logging.error("市场数据更新失败")