198 lines
7.0 KiB
Python
198 lines
7.0 KiB
Python
"""
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该代码用于更新日 K 数据
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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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import time
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import akshare as ak
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def get_market_data(market: Market) -> List[str]:
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"""
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从Futu API获取指定市场的股票代码列表
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Args:
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market (Market): 市场枚举值，如 Market.SH, Market.SZ
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Returns:
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List[str]: 股票代码列表
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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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# 提取code列并转换为列表
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codes = data['code'].astype(str).tolist()
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logging.info(f"获取到 {market} 市场 {len(codes)} 个股票代码")
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return codes
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else:
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logging.error(f"获取股票代码失败: {data}")
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return []
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except Exception as e:
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logging.error(f"获取股票代码时发生异常: {str(e)}")
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return []
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finally:
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quote_ctx.close()
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def preprocess_quote_data(df: pd.DataFrame) -> List[Dict]:
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"""
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预处理行情数据，转换为适合数据库存储的格式
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Args:
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df (pd.DataFrame): 原始行情数据DataFrame
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Returns:
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List[Dict]: 处理后的数据列表
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"""
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processed_data = []
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for _, row in df.iterrows():
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try:
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# 提取市场标识
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# market = row['code'].split('.')[0] if '.' in row['code'] else 'UNKNOWN'
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# 转换时间格式
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# trade_time = datetime.strptime(row['date'], '%Y-%m-%d %H:%M:%S')
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item = {
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'trade_date': str(row['date']),
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'open_price': float(row['open']),
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'close_price': float(row['close']),
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'high_price': float(row['high']),
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'low_price': float(row['low']),
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'volume': int(row['volume']) if pd.notna(row['volume']) else None,
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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"处理行情数据时跳过异常行 {row.get('code', '未知')}: {str(e)}")
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continue
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return processed_data
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def save_quotes_to_db(db_config: dict, quote_data: pd.DataFrame, table_name: str = 'stock_quotes') -> bool:
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"""
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将行情数据保存到数据库
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Args:
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db_config (dict): 数据库配置
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quote_data (pd.DataFrame): 行情数据DataFrame
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table_name (str): 目标表名(默认为'stock_quotes')
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Returns:
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bool: 是否成功保存
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"""
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# 预处理数据
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processed_data = preprocess_quote_data(quote_data)
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if not processed_data:
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logging.error("没有有效数据需要保存")
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return False
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# 动态生成SQL插入语句
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insert_sql = f"""
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INSERT INTO {table_name} (
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trade_date, open_price, close_price, high_price, low_price, volume
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) VALUES (
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%(trade_date)s, %(open_price)s, %(close_price)s, %(high_price)s, %(low_price)s, %(volume)s
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)
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ON DUPLICATE KEY UPDATE
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open_price = VALUES(open_price),
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close_price = VALUES(close_price),
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high_price = VALUES(high_price),
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low_price = VALUES(low_price),
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volume = VALUES(volume)
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"""
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try:
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with MySQLHelper(**db_config) as db:
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# 检查表是否存在，不存在则创建
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if not db.table_exists(table_name):
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create_table_sql = f"""
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CREATE TABLE IF NOT EXISTS {table_name} (
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id INT AUTO_INCREMENT PRIMARY KEY,
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trade_date DATETIME NOT NULL COMMENT '交易日期时间',
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open_price DECIMAL(10, 3) COMMENT '开盘价',
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close_price DECIMAL(10, 3) COMMENT '收盘价',
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high_price DECIMAL(10, 3) COMMENT '最高价',
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low_price DECIMAL(10, 3) COMMENT '最低价',
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volume BIGINT COMMENT '成交量(股)',
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create_time TIMESTAMP DEFAULT CURRENT_TIMESTAMP COMMENT '创建时间',
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UNIQUE KEY idx_trade_date (trade_date)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='股票行情数据表'
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"""
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db.execute_update(create_table_sql)
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logging.info(f"创建了新表: {table_name}")
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affected_rows = db.execute_many(insert_sql, processed_data)
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logging.info(f"成功插入/更新 {affected_rows} 条行情记录到表 {table_name}")
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return True
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except Exception as e:
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logging.error(f"保存行情数据到表 {table_name} 失败: {str(e)}")
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return False
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def read_missing_codes_basic(file_path='data\missing_tables_小航富途.txt'):
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"""基础读取方法 - 按行读取所有内容"""
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try:
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with open(file_path, 'r', encoding='utf-8') as f:
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lines = f.readlines()
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# 去除每行末尾的换行符，并过滤空行
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codes = [line.strip() for line in lines if line.strip()]
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return codes
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except FileNotFoundError:
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print(f"文件 {file_path} 不存在")
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return []
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except Exception as e:
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print(f"读取文件失败: {str(e)}")
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return []
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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 FROM conditionalselection"
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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']]
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except Exception as e:
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logging.error(f"获取股票代码失败: {str(e)}")
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return []
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if __name__ == "__main__":
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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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# 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': 'klinedata_1d_hk_akshare'
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}
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# 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
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# # 小航富途
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# market_data_hang = read_missing_codes_basic()
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#
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# market_data = list(set(market_data_all) - set(market_data_hang))
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nCount = 0 # 记录账号获取多少只股票的数据
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market_data_all = get_stock_codes()
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for code in market_data_all:
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stock_hk_index_daily_sina_df = ak.stock_hk_index_daily_sina(symbol=code[3:])
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custom_table_name = 'hk_' + code[3:] # 自定义表名
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success = save_quotes_to_db(db_config, stock_hk_index_daily_sina_df, table_name=custom_table_name)
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time.sleep(5)
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