""" 该代码用于更新日 K 数据 """ 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 import time def get_market_data(market: Market) -> List[str]: """ 从Futu API获取指定市场的股票代码列表 Args: market (Market): 市场枚举值，如 Market.SH, Market.SZ Returns: List[str]: 股票代码列表 """ 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: # 提取code列并转换为列表 codes = data['code'].astype(str).tolist() logging.info(f"获取到 {market} 市场 {len(codes)} 个股票代码") return codes else: logging.error(f"获取股票代码失败: {data}") return [] except Exception as e: logging.error(f"获取股票代码时发生异常: {str(e)}") return [] finally: quote_ctx.close() def preprocess_quote_data(df: pd.DataFrame) -> List[Dict]: """ 预处理行情数据，转换为适合数据库存储的格式 Args: df (pd.DataFrame): 原始行情数据DataFrame Returns: List[Dict]: 处理后的数据列表 """ processed_data = [] for _, row in df.iterrows(): try: # 提取市场标识 market = row['code'].split('.')[0] if '.' in row['code'] else 'UNKNOWN' # 转换时间格式 trade_time = datetime.strptime(row['time_key'], '%Y-%m-%d %H:%M:%S') item = { 'stock_code': row['code'], 'stock_name': row['name'], 'trade_date': trade_time, 'open_price': float(row['open']), 'close_price': float(row['close']), 'high_price': float(row['high']), 'low_price': float(row['low']), 'pe_ratio': float(row['pe_ratio']) if pd.notna(row['pe_ratio']) else None, 'turnover_rate': float(row['turnover_rate']) if pd.notna(row['turnover_rate']) else None, 'volume': int(row['volume']) if pd.notna(row['volume']) else None, 'turnover': float(row['turnover']) if pd.notna(row['turnover']) else None, 'change_rate': float(row['change_rate']) if pd.notna(row['change_rate']) else None, 'last_close': float(row['last_close']) if pd.notna(row['last_close']) else None, 'market': market } processed_data.append(item) except Exception as e: logging.warning(f"处理行情数据时跳过异常行 {row.get('code', '未知')}: {str(e)}") continue return processed_data def save_quotes_to_db(db_config: dict, quote_data: pd.DataFrame, table_name: str = 'stock_quotes') -> bool: """ 将行情数据保存到数据库 Args: db_config (dict): 数据库配置 quote_data (pd.DataFrame): 行情数据DataFrame table_name (str): 目标表名(默认为'stock_quotes') Returns: bool: 是否成功保存 """ # 预处理数据 processed_data = preprocess_quote_data(quote_data) if not processed_data: logging.error("没有有效数据需要保存") return False # 动态生成SQL插入语句 insert_sql = f""" INSERT INTO {table_name} ( stock_code, stock_name, trade_date, open_price, close_price, high_price, low_price, pe_ratio, turnover_rate, volume, turnover, change_rate, last_close, market ) VALUES ( %(stock_code)s, %(stock_name)s, %(trade_date)s, %(open_price)s, %(close_price)s, %(high_price)s, %(low_price)s, %(pe_ratio)s, %(turnover_rate)s, %(volume)s, %(turnover)s, %(change_rate)s, %(last_close)s, %(market)s ) ON DUPLICATE KEY UPDATE stock_name = VALUES(stock_name), open_price = VALUES(open_price), close_price = VALUES(close_price), high_price = VALUES(high_price), low_price = VALUES(low_price), pe_ratio = VALUES(pe_ratio), turnover_rate = VALUES(turnover_rate), volume = VALUES(volume), turnover = VALUES(turnover), change_rate = VALUES(change_rate), last_close = VALUES(last_close) """ try: with MySQLHelper(**db_config) as db: # 检查表是否存在，不存在则创建 if not db.table_exists(table_name): create_table_sql = f""" CREATE TABLE IF NOT EXISTS {table_name} ( id INT AUTO_INCREMENT PRIMARY KEY, stock_code VARCHAR(20) NOT NULL COMMENT '股票代码', stock_name VARCHAR(50) COMMENT '股票名称', trade_date DATETIME NOT NULL COMMENT '交易日期时间', open_price DECIMAL(10, 3) COMMENT '开盘价', close_price DECIMAL(10, 3) COMMENT '收盘价', high_price DECIMAL(10, 3) COMMENT '最高价', low_price DECIMAL(10, 3) COMMENT '最低价', pe_ratio DECIMAL(10, 3) COMMENT '市盈率', turnover_rate DECIMAL(10, 6) COMMENT '换手率(%)', volume BIGINT COMMENT '成交量(股)', turnover DECIMAL(20, 2) COMMENT '成交额(元)', change_rate DECIMAL(10, 6) COMMENT '涨跌幅(%)', last_close DECIMAL(10, 3) COMMENT '昨收价', market VARCHAR(10) COMMENT '市场标识', create_time TIMESTAMP DEFAULT CURRENT_TIMESTAMP COMMENT '创建时间', UNIQUE KEY uk_code_date (stock_code, trade_date), KEY idx_trade_date (trade_date), KEY idx_stock_code (stock_code) ) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='股票行情数据表' """ db.execute_update(create_table_sql) logging.info(f"创建了新表: {table_name}") affected_rows = db.execute_many(insert_sql, processed_data) logging.info(f"成功插入/更新 {affected_rows} 条行情记录到表 {table_name}") return True except Exception as e: logging.error(f"保存行情数据到表 {table_name} 失败: {str(e)}") return False def read_missing_codes_basic(file_path='missing_tables.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__": # 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() ] ) # 数据库配置 db_config = { 'host': 'localhost', 'user': 'root', 'password': 'bzskmysql', 'database': 'klinedata_1d_hk' } # market_data = get_market_data(Market.HK) # 获取香港市场数据,后面需要改成按照筛选来获取 market_data = read_missing_codes_basic() nCount = 0 # 记录账号获取多少只股票的数据 for code in market_data: # nCount = nCount + 1 # if nCount < 450: # continue quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # ret, data, page_req_key = quote_ctx.request_history_kline(code, start='2024-09-01', end='2025-08-20', max_count=100, session=Session.ALL) # 每页5个，请求第一页 session 字段紧美股有用 ret, data, page_req_key = quote_ctx.request_history_kline(code, start='2024-10-01', end='2025-08-20', max_count=100) # 每页5个，请求第一页 # 保存数据到自定义表 custom_table_name = 'hk_' + code[3:] # 自定义表名 if ret == RET_OK: success = save_quotes_to_db(db_config, data, table_name=custom_table_name) else: print('error:', data) while page_req_key != None: # 请求后面的所有结果 # print('*************************************') ret, data, page_req_key = quote_ctx.request_history_kline(code, start='2024-10-01', end='2025-08-20', max_count=100, page_req_key=page_req_key) # 请求翻页后的数据 if ret == RET_OK: success = save_quotes_to_db(db_config, data, table_name=custom_table_name) else: print('error:', data) time.sleep(1) # if nCount == 2000: # break quote_ctx.close() # 结束后记得关闭当条连接，防止连接条数用尽