236 lines
7.7 KiB
Python
236 lines
7.7 KiB
Python
from futu import *
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from base.MySQLHelper import MySQLHelper # MySQLHelper类保存为单独文件
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from base.LogHelper import LogHelper
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from datetime import datetime
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from typing import Optional, List, Dict
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from ConditionalSelection import FutuStockFilter
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from tqdm import tqdm
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import pandas as pd
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import time
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import csv
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import pandas as pd
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def get_monthly_avg_data(db_config: dict, table_name: str) -> Optional[List[Dict]]:
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"""
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从数据库读取月度均值数据
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Args:
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db_config: 数据库配置
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table_name: 源数据表名
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Returns:
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List[Dict]: 查询结果数据集，失败返回None
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"""
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try:
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with MySQLHelper(**db_config) as db:
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# 获取表结构信息
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columns = db.execute_query(f"""
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SELECT COLUMN_NAME
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FROM INFORMATION_SCHEMA.COLUMNS
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WHERE TABLE_SCHEMA = %s AND TABLE_NAME = %s
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ORDER BY ORDINAL_POSITION
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""", (db_config['database'], table_name))
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if not columns:
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logger.error(f"表 {table_name} 不存在或没有列")
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return None
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# 获取列名列表(排除id和update_time)
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field_names = [col['COLUMN_NAME'] for col in columns
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if col['COLUMN_NAME'] not in ('id', 'update_time')]
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# 查询数据
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data = db.execute_query(f"""
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SELECT {', '.join(field_names)}
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FROM {table_name}
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ORDER BY stock_code
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""")
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if not data:
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logger.error(f"表 {table_name} 中没有数据")
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return None
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return data
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except Exception as e:
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logger.error(f"从数据库读取月度均值数据失败: {str(e)}")
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return None
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def get_float_share_data(db_config: dict, table_name: str) -> Optional[List[Dict]]:
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"""
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从conditionalselection表读取流通股本数据
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Args:
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db_config: 数据库配置
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table_name: 源数据表名
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Returns:
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List[Dict]: 查询结果数据集，失败返回None
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"""
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try:
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with MySQLHelper(**db_config) as db:
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# 查询流通股本数据
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data = db.execute_query(f"""
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SELECT stock_code, stock_name, float_share
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FROM {table_name}
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ORDER BY stock_code
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""")
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if not data:
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logger.error(f"表 {table_name} 中没有流通股本数据")
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return None
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return data
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except Exception as e:
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logger.error(f"从数据库读取流通股本数据失败: {str(e)}")
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return None
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def export_to_csv(data: List[Dict], output_file: str, mode: str = 'a') -> bool:
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"""
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将数据导出到CSV文件，支持追加模式
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Args:
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data: 要导出的数据集
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output_file: 输出的CSV文件路径
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mode: 写入模式，'w'为覆盖写入，'a'为追加写入
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Returns:
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bool: 是否导出成功
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"""
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if not data:
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logger.warning("没有数据可导出")
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return False
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try:
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# 获取字段名(使用第一个数据的键)
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field_names = list(data[0].keys())
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# 字段名到中文的映射
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header_map = {
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'stock_code': '股票代码',
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'stock_name': '股票名称',
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'circular_market_val': '流通市值'
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}
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# 检查文件是否存在，决定是否需要写入表头
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file_exists = os.path.isfile(output_file)
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with open(output_file, mode=mode, newline='', encoding='utf-8-sig') as csvfile:
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writer = csv.DictWriter(csvfile, fieldnames=field_names)
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# # 如果是新文件或覆盖模式，写入表头
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# if not file_exists or mode == 'w':
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# # 写入中文表头
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# writer.writerow({col: header_map.get(col, col) for col in field_names})
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# 写入数据
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writer.writerows(data)
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logger.info(f"成功{'追加' if mode == 'a' and file_exists else '写入'} {len(data)} 条记录到CSV文件: {output_file}")
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return True
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except Exception as e:
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logger.error(f"导出到CSV失败: {str(e)}")
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return False
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def export_data(db_config: dict,
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monthly_table: str,
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csv_file: str = None) -> bool:
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"""
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导出合并后的数据到CSV和/或Excel
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Args:
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db_config: 数据库配置
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monthly_table: 月度均价表名
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float_share_table: 流通股本表名
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csv_file: CSV输出路径(可选)
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excel_file: Excel输出路径(可选)
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Returns:
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bool: 是否至少有一种格式导出成功
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"""
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# 从数据库获取数据
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monthly_data = get_monthly_avg_data(db_config, monthly_table)
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if not monthly_data:
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logger.error("无法获取月度均价数据")
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return False
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# 导出结果
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filePath = 'data/' + csv_file
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csv_success = True
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if csv_file:
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csv_success = export_to_csv(monthly_data, filePath)
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return csv_success
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def get_stock_codes() -> List[str]:
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"""从conditionalselection表获取所有股票代码"""
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try:
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with MySQLHelper(**db_config) as db:
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sql = f"SELECT DISTINCT stock_code,stock_name FROM stock_filter"
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results = db.execute_query(sql)
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return [row['stock_code'] for row in results if row['stock_code']and row['stock_name'][-1] != 'R']
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except Exception as e:
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logger.error(f"获取股票代码失败: {str(e)}")
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return []
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def get_kdata_codes(tablename: str = "hk_00001") -> List[str]:
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"""从conditionalselection表获取所有股票代码"""
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try:
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with MySQLHelper(**db_config) as db:
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sql = """
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SELECT DISTINCT close_price
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FROM {}
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WHERE trade_date BETWEEN %s AND %s
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AND close_price IS NOT NULL
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""".format(tablename)
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result = db.execute_query(sql, ('2025-08-01', '2025-08-31'))
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return [row['close_price'] for row in result if row['close_price']]
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except Exception as e:
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logger.error(f"获取股票代码失败: {str(e)}")
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return []
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def get_floatshare_codes(tablename: str = "hk_00001") -> List[str]:
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"""从conditionalselection表获取所有股票代码"""
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try:
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with MySQLHelper(**db_config) as db:
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sql = """
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SELECT DISTINCT float_share
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FROM {}
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WHERE trade_date BETWEEN %s AND %s
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AND float_share IS NOT NULL
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""".format(tablename)
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result = db.execute_query(sql, ('2025-08-01', '2025-08-31'))
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return [row['float_share'] for row in result if row['float_share']]
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except Exception as e:
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logger.error(f"获取股票代码失败: {str(e)}")
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return []
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from sqlalchemy import create_engine
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if __name__ == "__main__":
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# # 应用配置
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logger = LogHelper(logger_name = 'export').setup()
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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': 'hk_kline_1d'
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}
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market_data_all = get_stock_codes()
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for code in tqdm(market_data_all, desc="读取股票数据", unit="支"):
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custom_table_name = 'hk_' + code[3:] # 自定义表名
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datas = get_kdata_codes(custom_table_name)
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float_share = get_floatshare_codes(custom_table_name)
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filePath = 'data/kdata_val.csv'
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