add stat files.

This commit is contained in:
2024-10-09 11:46:30 +08:00
parent 50bbcd7ca5
commit d1089007bb
21 changed files with 6499 additions and 412 deletions

View File

@ -0,0 +1,80 @@
"""
Script Name:
Description: 从富途获取历史K线。通过不同变量可以获取不复权、前复权、后复权等数据。
参考地址: https://openapi.futunn.com/futu-api-doc/quote/get-market-snapshot.html
Author: [Your Name]
Created Date: YYYY-MM-DD
Last Modified: YYYY-MM-DD
Version: 1.0
Modification History:
- YYYY-MM-DD [Your Name]:
- YYYY-MM-DD [Your Name]:
- YYYY-MM-DD [Your Name]:
"""
import pymysql
import pandas as pd
from futu import *
import logging
import config
# 设置日志
# 设置日志
filename = os.path.splitext(os.path.basename(__file__))[0]
config.setup_logging(f"./log/{filename}.log")
logger = logging.getLogger()
# 数据库连接函数
def connect_to_db():
return pymysql.connect(**config.db_config)
# 从sp300表中获取所有股票代码
def fetch_sp300_codes(connection):
query = "SELECT code FROM hs300"
return pd.read_sql(query, connection)
# 获取市场快照并保存到 CSV 文件
def get_market_snapshot_and_save_to_csv(stock_codes, output_file):
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_market_snapshot(stock_codes)
if ret == RET_OK:
logger.info(f"Successfully fetched market snapshot for {len(stock_codes)} codes.")
# 将数据写入CSV文件
data.to_csv(output_file, index=False)
logger.info(f"Snapshot data saved to {output_file}")
else:
logger.error(f"Error fetching market snapshot: {data}")
quote_ctx.close()
# 主函数
def main():
try:
# 连接数据库
connection = connect_to_db()
# 从 sp300 表中获取所有的股票代码
sp300_codes_df = fetch_sp300_codes(connection)
# 提取股票代码列表
stock_codes = sp300_codes_df['code'].tolist()
if not stock_codes:
logger.warning("No stock codes found in sp300 table.")
return
# 获取市场快照并保存到 CSV 文件
output_file = "./result/market_snapshot.csv"
get_market_snapshot_and_save_to_csv(stock_codes, output_file)
except Exception as e:
logger.error(f"An error occurred: {e}")
finally:
if connection:
connection.close()
if __name__ == "__main__":
main()