modify dirs

src/static/get_futu_rehb.py

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+"""
+Script Name: 
+Description: 从富途获取复权因子数据。
+    参考地址: https://openapi.futunn.com/futu-api-doc/quote/get-rehab.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 logging
+import pymysql
+import time
+from futu import *
+import pandas as pd
+import config
+
+# 设置日志
+config.setup_logging()
+
+# 连接 MySQL 数据库
+def get_mysql_connection():
+    return pymysql.connect(**config.db_config)
+
+# 获取股票代码列表
+def get_stock_codes(table_name):
+    connection = get_mysql_connection()
+    with connection.cursor(pymysql.cursors.DictCursor) as cursor:
+        cursor.execute(f"SELECT code, code_name FROM {table_name} ")
+        result = cursor.fetchall()
+    connection.close()
+    return result
+
+# 插入或更新复权信息
+def insert_or_update_rehab_data(connection, rehab_data, code, name):
+    try:
+        with connection.cursor() as cursor:
+            sql = """
+            INSERT INTO futu_rehab (code, name, ex_div_date, forward_adj_factorA, forward_adj_factorB, backward_adj_factorA, backward_adj_factorB)
+            VALUES (%s, %s, %s, %s, %s, %s, %s)
+            ON DUPLICATE KEY UPDATE
+            forward_adj_factorA = VALUES(forward_adj_factorA),
+            forward_adj_factorB = VALUES(forward_adj_factorB),
+            backward_adj_factorA = VALUES(backward_adj_factorA),
+            backward_adj_factorB = VALUES(backward_adj_factorB)
+            """
+            for row in rehab_data.itertuples(index=False):
+                cursor.execute(sql, (code, name, row.ex_div_date, row.forward_adj_factorA, row.forward_adj_factorB, row.backward_adj_factorA, row.backward_adj_factorB))
+            connection.commit()
+    except pymysql.MySQLError as e:
+        logging.error(f"Error occurred while inserting or updating rehab data: {e}", exc_info=True)
+
+# 从 Futu API 获取复权信息
+def get_rehab_data(code):
+    quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
+    ret, data = quote_ctx.get_rehab(code)
+
+    quote_ctx.close()
+    if ret == RET_OK:
+        return data
+    else:
+        logging.error(f"Failed to get rehab data for {code}: {data}")
+        return None
+
+# 主函数
+def process_stock_data(table_name, prefix=''):
+    stocks = get_stock_codes(table_name)
+    connection = get_mysql_connection()
+
+    for stock in stocks:
+        code = stock['code']
+        name = stock['code_name']
+        
+        # 拼接 'US.' 前缀对于 sp500 表中的股票
+        full_code = f"{prefix}{code}" if prefix else code
+        
+        logging.info(f"Processing {full_code} ({name})")
+        
+        # 获取复权数据
+        rehab_data = get_rehab_data(full_code)
+        if rehab_data is not None:
+            # 插入或更新复权数据
+            insert_or_update_rehab_data(connection, rehab_data, full_code, name)
+            logging.info(f"Inserted/Updated rehab data for {full_code} ({name})")
+
+        time.sleep(3)
+    
+    connection.close()
+
+if __name__ == "__main__":
+    # 处理 hs300 表数据，不需要加 'US.' 前缀
+    process_stock_data("hs300")
+    
+    # 处理 sp500 表数据，加 'US.' 前缀
+    process_stock_data("sp500", prefix='US.')