modify scripts
This commit is contained in:
147
src/sqlalchemy/alembic.ini
Normal file
147
src/sqlalchemy/alembic.ini
Normal file
@ -0,0 +1,147 @@
|
||||
# A generic, single database configuration.
|
||||
|
||||
[alembic]
|
||||
# path to migration scripts.
|
||||
# this is typically a path given in POSIX (e.g. forward slashes)
|
||||
# format, relative to the token %(here)s which refers to the location of this
|
||||
# ini file
|
||||
script_location = %(here)s
|
||||
|
||||
# template used to generate migration file names; The default value is %%(rev)s_%%(slug)s
|
||||
# Uncomment the line below if you want the files to be prepended with date and time
|
||||
# see https://alembic.sqlalchemy.org/en/latest/tutorial.html#editing-the-ini-file
|
||||
# for all available tokens
|
||||
# file_template = %%(year)d_%%(month).2d_%%(day).2d_%%(hour).2d%%(minute).2d-%%(rev)s_%%(slug)s
|
||||
|
||||
# sys.path path, will be prepended to sys.path if present.
|
||||
# defaults to the current working directory. for multiple paths, the path separator
|
||||
# is defined by "path_separator" below.
|
||||
prepend_sys_path = .
|
||||
|
||||
|
||||
# timezone to use when rendering the date within the migration file
|
||||
# as well as the filename.
|
||||
# If specified, requires the python>=3.9 or backports.zoneinfo library and tzdata library.
|
||||
# Any required deps can installed by adding `alembic[tz]` to the pip requirements
|
||||
# string value is passed to ZoneInfo()
|
||||
# leave blank for localtime
|
||||
# timezone =
|
||||
|
||||
# max length of characters to apply to the "slug" field
|
||||
# truncate_slug_length = 40
|
||||
|
||||
# set to 'true' to run the environment during
|
||||
# the 'revision' command, regardless of autogenerate
|
||||
# revision_environment = false
|
||||
|
||||
# set to 'true' to allow .pyc and .pyo files without
|
||||
# a source .py file to be detected as revisions in the
|
||||
# versions/ directory
|
||||
# sourceless = false
|
||||
|
||||
# version location specification; This defaults
|
||||
# to <script_location>/versions. When using multiple version
|
||||
# directories, initial revisions must be specified with --version-path.
|
||||
# The path separator used here should be the separator specified by "path_separator"
|
||||
# below.
|
||||
# version_locations = %(here)s/bar:%(here)s/bat:%(here)s/alembic/versions
|
||||
|
||||
# path_separator; This indicates what character is used to split lists of file
|
||||
# paths, including version_locations and prepend_sys_path within configparser
|
||||
# files such as alembic.ini.
|
||||
# The default rendered in new alembic.ini files is "os", which uses os.pathsep
|
||||
# to provide os-dependent path splitting.
|
||||
#
|
||||
# Note that in order to support legacy alembic.ini files, this default does NOT
|
||||
# take place if path_separator is not present in alembic.ini. If this
|
||||
# option is omitted entirely, fallback logic is as follows:
|
||||
#
|
||||
# 1. Parsing of the version_locations option falls back to using the legacy
|
||||
# "version_path_separator" key, which if absent then falls back to the legacy
|
||||
# behavior of splitting on spaces and/or commas.
|
||||
# 2. Parsing of the prepend_sys_path option falls back to the legacy
|
||||
# behavior of splitting on spaces, commas, or colons.
|
||||
#
|
||||
# Valid values for path_separator are:
|
||||
#
|
||||
# path_separator = :
|
||||
# path_separator = ;
|
||||
# path_separator = space
|
||||
# path_separator = newline
|
||||
#
|
||||
# Use os.pathsep. Default configuration used for new projects.
|
||||
path_separator = os
|
||||
|
||||
# set to 'true' to search source files recursively
|
||||
# in each "version_locations" directory
|
||||
# new in Alembic version 1.10
|
||||
# recursive_version_locations = false
|
||||
|
||||
# the output encoding used when revision files
|
||||
# are written from script.py.mako
|
||||
# output_encoding = utf-8
|
||||
|
||||
# database URL. This is consumed by the user-maintained env.py script only.
|
||||
# other means of configuring database URLs may be customized within the env.py
|
||||
# file.
|
||||
sqlalchemy.url = driver://user:pass@localhost/dbname
|
||||
|
||||
|
||||
[post_write_hooks]
|
||||
# post_write_hooks defines scripts or Python functions that are run
|
||||
# on newly generated revision scripts. See the documentation for further
|
||||
# detail and examples
|
||||
|
||||
# format using "black" - use the console_scripts runner, against the "black" entrypoint
|
||||
# hooks = black
|
||||
# black.type = console_scripts
|
||||
# black.entrypoint = black
|
||||
# black.options = -l 79 REVISION_SCRIPT_FILENAME
|
||||
|
||||
# lint with attempts to fix using "ruff" - use the module runner, against the "ruff" module
|
||||
# hooks = ruff
|
||||
# ruff.type = module
|
||||
# ruff.module = ruff
|
||||
# ruff.options = check --fix REVISION_SCRIPT_FILENAME
|
||||
|
||||
# Alternatively, use the exec runner to execute a binary found on your PATH
|
||||
# hooks = ruff
|
||||
# ruff.type = exec
|
||||
# ruff.executable = ruff
|
||||
# ruff.options = check --fix REVISION_SCRIPT_FILENAME
|
||||
|
||||
# Logging configuration. This is also consumed by the user-maintained
|
||||
# env.py script only.
|
||||
[loggers]
|
||||
keys = root,sqlalchemy,alembic
|
||||
|
||||
[handlers]
|
||||
keys = console
|
||||
|
||||
[formatters]
|
||||
keys = generic
|
||||
|
||||
[logger_root]
|
||||
level = WARNING
|
||||
handlers = console
|
||||
qualname =
|
||||
|
||||
[logger_sqlalchemy]
|
||||
level = WARNING
|
||||
handlers =
|
||||
qualname = sqlalchemy.engine
|
||||
|
||||
[logger_alembic]
|
||||
level = INFO
|
||||
handlers =
|
||||
qualname = alembic
|
||||
|
||||
[handler_console]
|
||||
class = StreamHandler
|
||||
args = (sys.stderr,)
|
||||
level = NOTSET
|
||||
formatter = generic
|
||||
|
||||
[formatter_generic]
|
||||
format = %(levelname)-5.5s [%(name)s] %(message)s
|
||||
datefmt = %H:%M:%S
|
||||
12
src/sqlalchemy/config.py
Normal file
12
src/sqlalchemy/config.py
Normal file
@ -0,0 +1,12 @@
|
||||
import os
|
||||
from pathlib import Path
|
||||
|
||||
# MySQL 配置
|
||||
db_config = {
|
||||
'host': 'testdb',
|
||||
'user': 'root',
|
||||
'password': 'mysqlpw',
|
||||
'database': 'stockdb'
|
||||
}
|
||||
|
||||
global_db_url = f"mysql+pymysql://{db_config['user']}:{db_config['password']}@{db_config['host']}:3306/{db_config['database']}?charset=utf8mb4"
|
||||
1
src/sqlalchemy/migrations/stockdb/README
Normal file
1
src/sqlalchemy/migrations/stockdb/README
Normal file
@ -0,0 +1 @@
|
||||
Generic single-database configuration.
|
||||
147
src/sqlalchemy/migrations/stockdb/alembic.ini
Normal file
147
src/sqlalchemy/migrations/stockdb/alembic.ini
Normal file
@ -0,0 +1,147 @@
|
||||
# A generic, single database configuration.
|
||||
|
||||
[alembic]
|
||||
# path to migration scripts.
|
||||
# this is typically a path given in POSIX (e.g. forward slashes)
|
||||
# format, relative to the token %(here)s which refers to the location of this
|
||||
# ini file
|
||||
script_location = %(here)s
|
||||
|
||||
# template used to generate migration file names; The default value is %%(rev)s_%%(slug)s
|
||||
# Uncomment the line below if you want the files to be prepended with date and time
|
||||
# see https://alembic.sqlalchemy.org/en/latest/tutorial.html#editing-the-ini-file
|
||||
# for all available tokens
|
||||
# file_template = %%(year)d_%%(month).2d_%%(day).2d_%%(hour).2d%%(minute).2d-%%(rev)s_%%(slug)s
|
||||
|
||||
# sys.path path, will be prepended to sys.path if present.
|
||||
# defaults to the current working directory. for multiple paths, the path separator
|
||||
# is defined by "path_separator" below.
|
||||
prepend_sys_path = .
|
||||
|
||||
|
||||
# timezone to use when rendering the date within the migration file
|
||||
# as well as the filename.
|
||||
# If specified, requires the python>=3.9 or backports.zoneinfo library and tzdata library.
|
||||
# Any required deps can installed by adding `alembic[tz]` to the pip requirements
|
||||
# string value is passed to ZoneInfo()
|
||||
# leave blank for localtime
|
||||
# timezone =
|
||||
|
||||
# max length of characters to apply to the "slug" field
|
||||
# truncate_slug_length = 40
|
||||
|
||||
# set to 'true' to run the environment during
|
||||
# the 'revision' command, regardless of autogenerate
|
||||
# revision_environment = false
|
||||
|
||||
# set to 'true' to allow .pyc and .pyo files without
|
||||
# a source .py file to be detected as revisions in the
|
||||
# versions/ directory
|
||||
# sourceless = false
|
||||
|
||||
# version location specification; This defaults
|
||||
# to <script_location>/versions. When using multiple version
|
||||
# directories, initial revisions must be specified with --version-path.
|
||||
# The path separator used here should be the separator specified by "path_separator"
|
||||
# below.
|
||||
# version_locations = %(here)s/bar:%(here)s/bat:%(here)s/alembic/versions
|
||||
|
||||
# path_separator; This indicates what character is used to split lists of file
|
||||
# paths, including version_locations and prepend_sys_path within configparser
|
||||
# files such as alembic.ini.
|
||||
# The default rendered in new alembic.ini files is "os", which uses os.pathsep
|
||||
# to provide os-dependent path splitting.
|
||||
#
|
||||
# Note that in order to support legacy alembic.ini files, this default does NOT
|
||||
# take place if path_separator is not present in alembic.ini. If this
|
||||
# option is omitted entirely, fallback logic is as follows:
|
||||
#
|
||||
# 1. Parsing of the version_locations option falls back to using the legacy
|
||||
# "version_path_separator" key, which if absent then falls back to the legacy
|
||||
# behavior of splitting on spaces and/or commas.
|
||||
# 2. Parsing of the prepend_sys_path option falls back to the legacy
|
||||
# behavior of splitting on spaces, commas, or colons.
|
||||
#
|
||||
# Valid values for path_separator are:
|
||||
#
|
||||
# path_separator = :
|
||||
# path_separator = ;
|
||||
# path_separator = space
|
||||
# path_separator = newline
|
||||
#
|
||||
# Use os.pathsep. Default configuration used for new projects.
|
||||
path_separator = os
|
||||
|
||||
# set to 'true' to search source files recursively
|
||||
# in each "version_locations" directory
|
||||
# new in Alembic version 1.10
|
||||
# recursive_version_locations = false
|
||||
|
||||
# the output encoding used when revision files
|
||||
# are written from script.py.mako
|
||||
# output_encoding = utf-8
|
||||
|
||||
# database URL. This is consumed by the user-maintained env.py script only.
|
||||
# other means of configuring database URLs may be customized within the env.py
|
||||
# file.
|
||||
sqlalchemy.url = driver://user:pass@localhost/dbname
|
||||
|
||||
|
||||
[post_write_hooks]
|
||||
# post_write_hooks defines scripts or Python functions that are run
|
||||
# on newly generated revision scripts. See the documentation for further
|
||||
# detail and examples
|
||||
|
||||
# format using "black" - use the console_scripts runner, against the "black" entrypoint
|
||||
# hooks = black
|
||||
# black.type = console_scripts
|
||||
# black.entrypoint = black
|
||||
# black.options = -l 79 REVISION_SCRIPT_FILENAME
|
||||
|
||||
# lint with attempts to fix using "ruff" - use the module runner, against the "ruff" module
|
||||
# hooks = ruff
|
||||
# ruff.type = module
|
||||
# ruff.module = ruff
|
||||
# ruff.options = check --fix REVISION_SCRIPT_FILENAME
|
||||
|
||||
# Alternatively, use the exec runner to execute a binary found on your PATH
|
||||
# hooks = ruff
|
||||
# ruff.type = exec
|
||||
# ruff.executable = ruff
|
||||
# ruff.options = check --fix REVISION_SCRIPT_FILENAME
|
||||
|
||||
# Logging configuration. This is also consumed by the user-maintained
|
||||
# env.py script only.
|
||||
[loggers]
|
||||
keys = root,sqlalchemy,alembic
|
||||
|
||||
[handlers]
|
||||
keys = console
|
||||
|
||||
[formatters]
|
||||
keys = generic
|
||||
|
||||
[logger_root]
|
||||
level = WARNING
|
||||
handlers = console
|
||||
qualname =
|
||||
|
||||
[logger_sqlalchemy]
|
||||
level = WARNING
|
||||
handlers =
|
||||
qualname = sqlalchemy.engine
|
||||
|
||||
[logger_alembic]
|
||||
level = INFO
|
||||
handlers =
|
||||
qualname = alembic
|
||||
|
||||
[handler_console]
|
||||
class = StreamHandler
|
||||
args = (sys.stderr,)
|
||||
level = NOTSET
|
||||
formatter = generic
|
||||
|
||||
[formatter_generic]
|
||||
format = %(levelname)-5.5s [%(name)s] %(message)s
|
||||
datefmt = %H:%M:%S
|
||||
99
src/sqlalchemy/migrations/stockdb/env.py
Normal file
99
src/sqlalchemy/migrations/stockdb/env.py
Normal file
@ -0,0 +1,99 @@
|
||||
from logging.config import fileConfig
|
||||
|
||||
from sqlalchemy import engine_from_config
|
||||
from sqlalchemy import pool
|
||||
|
||||
from alembic import context
|
||||
|
||||
# this is the Alembic Config object, which provides
|
||||
# access to the values within the .ini file in use.
|
||||
config = context.config
|
||||
|
||||
# Interpret the config file for Python logging.
|
||||
# This line sets up loggers basically.
|
||||
if config.config_file_name is not None:
|
||||
fileConfig(config.config_file_name)
|
||||
|
||||
# add your model's MetaData object here
|
||||
# for 'autogenerate' support
|
||||
# from myapp import mymodel
|
||||
# target_metadata = mymodel.Base.metadata
|
||||
target_metadata = None
|
||||
|
||||
# other values from the config, defined by the needs of env.py,
|
||||
# can be acquired:
|
||||
# my_important_option = config.get_main_option("my_important_option")
|
||||
# ... etc.
|
||||
|
||||
|
||||
def run_migrations_offline() -> None:
|
||||
"""Run migrations in 'offline' mode.
|
||||
|
||||
This configures the context with just a URL
|
||||
and not an Engine, though an Engine is acceptable
|
||||
here as well. By skipping the Engine creation
|
||||
we don't even need a DBAPI to be available.
|
||||
|
||||
Calls to context.execute() here emit the given string to the
|
||||
script output.
|
||||
|
||||
"""
|
||||
url = config.get_main_option("sqlalchemy.url")
|
||||
context.configure(
|
||||
url=url,
|
||||
target_metadata=target_metadata,
|
||||
literal_binds=True,
|
||||
dialect_opts={"paramstyle": "named"},
|
||||
)
|
||||
|
||||
with context.begin_transaction():
|
||||
context.run_migrations()
|
||||
|
||||
|
||||
''' 修改点
|
||||
from models.modelclass_b import Base
|
||||
target_metadata = Base.metadata
|
||||
|
||||
def run_migrations_online():
|
||||
url = "sqlite:///../databases/db_b.db"
|
||||
connectable = create_engine(url)
|
||||
# 保持其他代码不变
|
||||
'''
|
||||
|
||||
import os
|
||||
from alembic import context
|
||||
from sqlalchemy import create_engine
|
||||
from logging.config import fileConfig
|
||||
from models.stockdb import Base
|
||||
target_metadata = Base.metadata
|
||||
from config import db_config
|
||||
|
||||
def run_migrations_online() -> None:
|
||||
"""Run migrations in 'online' mode.
|
||||
|
||||
In this scenario we need to create an Engine
|
||||
and associate a connection with the context.
|
||||
|
||||
connectable = engine_from_config(
|
||||
config.get_section(config.config_ini_section, {}),
|
||||
prefix="sqlalchemy.",
|
||||
poolclass=pool.NullPool,
|
||||
)
|
||||
"""
|
||||
|
||||
url = f"mysql+pymysql://{db_config['user']}:{db_config['password']}@{db_config['host']}:3306/{db_config['database']}?charset=utf8mb4"
|
||||
connectable = create_engine(url)
|
||||
|
||||
with connectable.connect() as connection:
|
||||
context.configure(
|
||||
connection=connection, target_metadata=target_metadata
|
||||
)
|
||||
|
||||
with context.begin_transaction():
|
||||
context.run_migrations()
|
||||
|
||||
|
||||
if context.is_offline_mode():
|
||||
run_migrations_offline()
|
||||
else:
|
||||
run_migrations_online()
|
||||
28
src/sqlalchemy/migrations/stockdb/script.py.mako
Normal file
28
src/sqlalchemy/migrations/stockdb/script.py.mako
Normal file
@ -0,0 +1,28 @@
|
||||
"""${message}
|
||||
|
||||
Revision ID: ${up_revision}
|
||||
Revises: ${down_revision | comma,n}
|
||||
Create Date: ${create_date}
|
||||
|
||||
"""
|
||||
from typing import Sequence, Union
|
||||
|
||||
from alembic import op
|
||||
import sqlalchemy as sa
|
||||
${imports if imports else ""}
|
||||
|
||||
# revision identifiers, used by Alembic.
|
||||
revision: str = ${repr(up_revision)}
|
||||
down_revision: Union[str, Sequence[str], None] = ${repr(down_revision)}
|
||||
branch_labels: Union[str, Sequence[str], None] = ${repr(branch_labels)}
|
||||
depends_on: Union[str, Sequence[str], None] = ${repr(depends_on)}
|
||||
|
||||
|
||||
def upgrade() -> None:
|
||||
"""Upgrade schema."""
|
||||
${upgrades if upgrades else "pass"}
|
||||
|
||||
|
||||
def downgrade() -> None:
|
||||
"""Downgrade schema."""
|
||||
${downgrades if downgrades else "pass"}
|
||||
@ -0,0 +1,79 @@
|
||||
"""Auto update from stockdb
|
||||
|
||||
Revision ID: 0a39f1baab38
|
||||
Revises: df56ac7669f2
|
||||
Create Date: 2025-07-31 16:05:20.579725
|
||||
|
||||
"""
|
||||
from typing import Sequence, Union
|
||||
|
||||
from alembic import op
|
||||
import sqlalchemy as sa
|
||||
|
||||
|
||||
# revision identifiers, used by Alembic.
|
||||
revision: str = '0a39f1baab38'
|
||||
down_revision: Union[str, Sequence[str], None] = 'df56ac7669f2'
|
||||
branch_labels: Union[str, Sequence[str], None] = None
|
||||
depends_on: Union[str, Sequence[str], None] = None
|
||||
|
||||
|
||||
def upgrade() -> None:
|
||||
"""Upgrade schema."""
|
||||
# ### commands auto generated by Alembic - please adjust! ###
|
||||
op.create_table('daily_snap',
|
||||
sa.Column('code', sa.String(length=20), nullable=False, comment='股票代码'),
|
||||
sa.Column('curr_date', sa.String(length=20), nullable=False, comment='交易日期'),
|
||||
sa.Column('name', sa.String(length=50), nullable=True, comment='股票名称'),
|
||||
sa.Column('market_id', sa.String(length=50), nullable=True, comment='市场名称'),
|
||||
sa.Column('code_prefix', sa.Integer(), nullable=True, comment='代码前缀'),
|
||||
sa.Column('industry', sa.String(length=50), nullable=True, comment='所处行业'),
|
||||
sa.Column('listing_date', sa.Date(), nullable=True, comment='上市时间'),
|
||||
sa.Column('latest_price', sa.Float(), nullable=True, comment='最新价'),
|
||||
sa.Column('price_change_percent', sa.Float(), nullable=True, comment='涨跌幅(%)'),
|
||||
sa.Column('price_change', sa.Float(), nullable=True, comment='涨跌额'),
|
||||
sa.Column('volume', sa.Float(), nullable=True, comment='成交量'),
|
||||
sa.Column('turnover', sa.Float(), nullable=True, comment='成交额'),
|
||||
sa.Column('amplitude', sa.Float(), nullable=True, comment='振幅(%)'),
|
||||
sa.Column('turnover_rate', sa.Float(), nullable=True, comment='换手率(%)'),
|
||||
sa.Column('pe_dynamic', sa.Float(), nullable=True, comment='市盈率动'),
|
||||
sa.Column('volume_ratio', sa.Float(), nullable=True, comment='量比'),
|
||||
sa.Column('change_5min', sa.Float(), nullable=True, comment='5分钟涨跌(%)'),
|
||||
sa.Column('highest', sa.Float(), nullable=True, comment='最高'),
|
||||
sa.Column('lowest', sa.Float(), nullable=True, comment='最低'),
|
||||
sa.Column('opening', sa.Float(), nullable=True, comment='今开'),
|
||||
sa.Column('previous_close', sa.Float(), nullable=True, comment='昨收'),
|
||||
sa.Column('price_speed', sa.Float(), nullable=True, comment='涨速(%)'),
|
||||
sa.Column('total_market_cap', sa.Float(), nullable=True, comment='总市值'),
|
||||
sa.Column('circulating_market_cap', sa.Float(), nullable=True, comment='流通市值'),
|
||||
sa.Column('pb_ratio', sa.Float(), nullable=True, comment='市净率'),
|
||||
sa.Column('change_60d', sa.Float(), nullable=True, comment='60日涨跌幅(%)'),
|
||||
sa.Column('change_ytd', sa.Float(), nullable=True, comment='年初至今涨跌幅(%)'),
|
||||
sa.Column('weighted_roe', sa.Float(), nullable=True, comment='加权净资产收益率(%)'),
|
||||
sa.Column('total_shares', sa.Float(), nullable=True, comment='总股本'),
|
||||
sa.Column('circulating_shares', sa.Float(), nullable=True, comment='已流通股份'),
|
||||
sa.Column('operating_revenue', sa.Float(), nullable=True, comment='营业收入'),
|
||||
sa.Column('revenue_growth', sa.Float(), nullable=True, comment='营业收入同比增长(%)'),
|
||||
sa.Column('net_profit', sa.Float(), nullable=True, comment='归属净利润'),
|
||||
sa.Column('net_profit_growth', sa.Float(), nullable=True, comment='归属净利润同比增长(%)'),
|
||||
sa.Column('undistributed_profit_per_share', sa.Float(), nullable=True, comment='每股未分配利润'),
|
||||
sa.Column('gross_margin', sa.Float(), nullable=True, comment='毛利率(%)'),
|
||||
sa.Column('asset_liability_ratio', sa.Float(), nullable=True, comment='资产负债率(%)'),
|
||||
sa.Column('reserve_per_share', sa.Float(), nullable=True, comment='每股公积金'),
|
||||
sa.Column('earnings_per_share', sa.Float(), nullable=True, comment='每股收益'),
|
||||
sa.Column('net_asset_per_share', sa.Float(), nullable=True, comment='每股净资产'),
|
||||
sa.Column('pe_static', sa.Float(), nullable=True, comment='市盈率静'),
|
||||
sa.Column('pe_ttm', sa.Float(), nullable=True, comment='市盈率TTM'),
|
||||
sa.Column('report_period', sa.String(length=20), nullable=True, comment='报告期'),
|
||||
sa.Column('created_at', sa.DateTime(), nullable=False, comment='记录创建时间'),
|
||||
sa.PrimaryKeyConstraint('code', 'curr_date'),
|
||||
comment='股票交易数据表'
|
||||
)
|
||||
# ### end Alembic commands ###
|
||||
|
||||
|
||||
def downgrade() -> None:
|
||||
"""Downgrade schema."""
|
||||
# ### commands auto generated by Alembic - please adjust! ###
|
||||
op.drop_table('daily_snap')
|
||||
# ### end Alembic commands ###
|
||||
@ -0,0 +1,38 @@
|
||||
"""Auto update from stockdb
|
||||
|
||||
Revision ID: 838eec3adc23
|
||||
Revises: 0a39f1baab38
|
||||
Create Date: 2025-07-31 16:56:37.635401
|
||||
|
||||
"""
|
||||
from typing import Sequence, Union
|
||||
|
||||
from alembic import op
|
||||
import sqlalchemy as sa
|
||||
|
||||
|
||||
# revision identifiers, used by Alembic.
|
||||
revision: str = '838eec3adc23'
|
||||
down_revision: Union[str, Sequence[str], None] = '0a39f1baab38'
|
||||
branch_labels: Union[str, Sequence[str], None] = None
|
||||
depends_on: Union[str, Sequence[str], None] = None
|
||||
|
||||
|
||||
def upgrade() -> None:
|
||||
"""Upgrade schema."""
|
||||
# ### commands auto generated by Alembic - please adjust! ###
|
||||
op.create_table('futu_trading_days',
|
||||
sa.Column('market', sa.String(length=20), nullable=False, comment='市场标识'),
|
||||
sa.Column('trade_date', sa.Date(), nullable=False, comment='交易日日期'),
|
||||
sa.Column('trade_date_type', sa.String(length=20), nullable=False, comment='交易日类型'),
|
||||
sa.PrimaryKeyConstraint('market', 'trade_date'),
|
||||
comment='富途证券交易日历表'
|
||||
)
|
||||
# ### end Alembic commands ###
|
||||
|
||||
|
||||
def downgrade() -> None:
|
||||
"""Downgrade schema."""
|
||||
# ### commands auto generated by Alembic - please adjust! ###
|
||||
op.drop_table('futu_trading_days')
|
||||
# ### end Alembic commands ###
|
||||
@ -0,0 +1,87 @@
|
||||
"""Auto update from stockdb
|
||||
|
||||
Revision ID: 9680e7b8e29b
|
||||
Revises: 838eec3adc23
|
||||
Create Date: 2025-07-31 17:35:37.108765
|
||||
|
||||
"""
|
||||
from typing import Sequence, Union
|
||||
|
||||
from alembic import op
|
||||
import sqlalchemy as sa
|
||||
|
||||
|
||||
# revision identifiers, used by Alembic.
|
||||
revision: str = '9680e7b8e29b'
|
||||
down_revision: Union[str, Sequence[str], None] = '838eec3adc23'
|
||||
branch_labels: Union[str, Sequence[str], None] = None
|
||||
depends_on: Union[str, Sequence[str], None] = None
|
||||
|
||||
|
||||
def upgrade() -> None:
|
||||
"""Upgrade schema."""
|
||||
# ### commands auto generated by Alembic - please adjust! ###
|
||||
op.create_table('daily_snap',
|
||||
sa.Column('code', sa.String(length=20), nullable=False, comment='股票代码'),
|
||||
sa.Column('curr_date', sa.String(length=20), nullable=False, comment='交易日期'),
|
||||
sa.Column('name', sa.String(length=50), nullable=True, comment='股票名称'),
|
||||
sa.Column('market_id', sa.String(length=50), nullable=True, comment='市场名称'),
|
||||
sa.Column('code_prefix', sa.Integer(), nullable=True, comment='代码前缀'),
|
||||
sa.Column('industry', sa.String(length=50), nullable=True, comment='所处行业'),
|
||||
sa.Column('listing_date', sa.Date(), nullable=True, comment='上市时间'),
|
||||
sa.Column('latest_price', sa.Float(), nullable=True, comment='最新价'),
|
||||
sa.Column('price_change_percent', sa.Float(), nullable=True, comment='涨跌幅(%)'),
|
||||
sa.Column('price_change', sa.Float(), nullable=True, comment='涨跌额'),
|
||||
sa.Column('volume', sa.Float(), nullable=True, comment='成交量'),
|
||||
sa.Column('turnover', sa.Float(), nullable=True, comment='成交额'),
|
||||
sa.Column('amplitude', sa.Float(), nullable=True, comment='振幅(%)'),
|
||||
sa.Column('turnover_rate', sa.Float(), nullable=True, comment='换手率(%)'),
|
||||
sa.Column('pe_dynamic', sa.Float(), nullable=True, comment='市盈率动'),
|
||||
sa.Column('volume_ratio', sa.Float(), nullable=True, comment='量比'),
|
||||
sa.Column('change_5min', sa.Float(), nullable=True, comment='5分钟涨跌(%)'),
|
||||
sa.Column('highest', sa.Float(), nullable=True, comment='最高'),
|
||||
sa.Column('lowest', sa.Float(), nullable=True, comment='最低'),
|
||||
sa.Column('opening', sa.Float(), nullable=True, comment='今开'),
|
||||
sa.Column('previous_close', sa.Float(), nullable=True, comment='昨收'),
|
||||
sa.Column('price_speed', sa.Float(), nullable=True, comment='涨速(%)'),
|
||||
sa.Column('total_market_cap', sa.Float(), nullable=True, comment='总市值'),
|
||||
sa.Column('circulating_market_cap', sa.Float(), nullable=True, comment='流通市值'),
|
||||
sa.Column('pb_ratio', sa.Float(), nullable=True, comment='市净率'),
|
||||
sa.Column('change_60d', sa.Float(), nullable=True, comment='60日涨跌幅(%)'),
|
||||
sa.Column('change_ytd', sa.Float(), nullable=True, comment='年初至今涨跌幅(%)'),
|
||||
sa.Column('weighted_roe', sa.Float(), nullable=True, comment='加权净资产收益率(%)'),
|
||||
sa.Column('total_shares', sa.Float(), nullable=True, comment='总股本'),
|
||||
sa.Column('circulating_shares', sa.Float(), nullable=True, comment='已流通股份'),
|
||||
sa.Column('operating_revenue', sa.Float(), nullable=True, comment='营业收入'),
|
||||
sa.Column('revenue_growth', sa.Float(), nullable=True, comment='营业收入同比增长(%)'),
|
||||
sa.Column('net_profit', sa.Float(), nullable=True, comment='归属净利润'),
|
||||
sa.Column('net_profit_growth', sa.Float(), nullable=True, comment='归属净利润同比增长(%)'),
|
||||
sa.Column('undistributed_profit_per_share', sa.Float(), nullable=True, comment='每股未分配利润'),
|
||||
sa.Column('gross_margin', sa.Float(), nullable=True, comment='毛利率(%)'),
|
||||
sa.Column('asset_liability_ratio', sa.Float(), nullable=True, comment='资产负债率(%)'),
|
||||
sa.Column('reserve_per_share', sa.Float(), nullable=True, comment='每股公积金'),
|
||||
sa.Column('earnings_per_share', sa.Float(), nullable=True, comment='每股收益'),
|
||||
sa.Column('net_asset_per_share', sa.Float(), nullable=True, comment='每股净资产'),
|
||||
sa.Column('pe_static', sa.Float(), nullable=True, comment='市盈率静'),
|
||||
sa.Column('pe_ttm', sa.Float(), nullable=True, comment='市盈率TTM'),
|
||||
sa.Column('report_period', sa.String(length=20), nullable=True, comment='报告期'),
|
||||
sa.Column('created_at', sa.DateTime(), nullable=False, comment='记录创建时间'),
|
||||
sa.PrimaryKeyConstraint('code', 'curr_date'),
|
||||
comment='股票交易数据表'
|
||||
)
|
||||
op.create_table('futu_trading_days',
|
||||
sa.Column('market', sa.String(length=20), nullable=False, comment='市场标识'),
|
||||
sa.Column('trade_date', sa.Date(), nullable=False, comment='交易日日期'),
|
||||
sa.Column('trade_date_type', sa.String(length=20), nullable=False, comment='交易日类型'),
|
||||
sa.PrimaryKeyConstraint('market', 'trade_date'),
|
||||
comment='富途证券交易日历表'
|
||||
)
|
||||
# ### end Alembic commands ###
|
||||
|
||||
|
||||
def downgrade() -> None:
|
||||
"""Downgrade schema."""
|
||||
# ### commands auto generated by Alembic - please adjust! ###
|
||||
op.drop_table('futu_trading_days')
|
||||
op.drop_table('daily_snap')
|
||||
# ### end Alembic commands ###
|
||||
@ -0,0 +1,32 @@
|
||||
"""Auto update from stockdb
|
||||
|
||||
Revision ID: df56ac7669f2
|
||||
Revises:
|
||||
Create Date: 2025-07-31 16:04:32.216988
|
||||
|
||||
"""
|
||||
from typing import Sequence, Union
|
||||
|
||||
from alembic import op
|
||||
import sqlalchemy as sa
|
||||
|
||||
|
||||
# revision identifiers, used by Alembic.
|
||||
revision: str = 'df56ac7669f2'
|
||||
down_revision: Union[str, Sequence[str], None] = None
|
||||
branch_labels: Union[str, Sequence[str], None] = None
|
||||
depends_on: Union[str, Sequence[str], None] = None
|
||||
|
||||
|
||||
def upgrade() -> None:
|
||||
"""Upgrade schema."""
|
||||
# ### commands auto generated by Alembic - please adjust! ###
|
||||
op.add_column('daily_snap', sa.Column('market_id', sa.String(length=50), nullable=True, comment='市场名称'))
|
||||
# ### end Alembic commands ###
|
||||
|
||||
|
||||
def downgrade() -> None:
|
||||
"""Downgrade schema."""
|
||||
# ### commands auto generated by Alembic - please adjust! ###
|
||||
op.drop_column('daily_snap', 'market_id')
|
||||
# ### end Alembic commands ###
|
||||
23
src/sqlalchemy/models/base.py
Normal file
23
src/sqlalchemy/models/base.py
Normal file
@ -0,0 +1,23 @@
|
||||
from sqlalchemy import Column, Integer, DateTime
|
||||
from sqlalchemy.ext.declarative import declarative_base
|
||||
from datetime import datetime
|
||||
|
||||
# 所有模型的基类
|
||||
Base = declarative_base()
|
||||
|
||||
class BaseModel(Base):
|
||||
__abstract__ = True # 抽象类,不生成实际表
|
||||
|
||||
# 通用字段
|
||||
id = Column(Integer, primary_key=True, autoincrement=True, comment="主键ID")
|
||||
created_at = Column(DateTime, default=datetime.now, comment="创建时间")
|
||||
updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")
|
||||
|
||||
# 通用方法:将模型实例转为字典(方便JSON序列化)
|
||||
def to_dict(self, exclude=None):
|
||||
exclude = exclude or []
|
||||
return {
|
||||
c.name: getattr(self, c.name)
|
||||
for c in self.__table__.columns
|
||||
if c.name not in exclude
|
||||
}
|
||||
448
src/sqlalchemy/models/stockdb.py
Normal file
448
src/sqlalchemy/models/stockdb.py
Normal file
@ -0,0 +1,448 @@
|
||||
from sqlalchemy import BigInteger, Date, DateTime, Double, Float, Integer, String, text, Numeric
|
||||
from sqlalchemy.dialects.mysql import TINYINT, VARCHAR
|
||||
from typing import Optional
|
||||
|
||||
from sqlalchemy.orm import DeclarativeBase, Mapped, mapped_column
|
||||
import datetime
|
||||
import decimal
|
||||
|
||||
class Base(DeclarativeBase):
|
||||
pass
|
||||
|
||||
|
||||
class FutuMarketSnapshot(Base):
|
||||
__tablename__ = 'futu_market_snapshot'
|
||||
|
||||
code: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("''"), comment='股票代码')
|
||||
name: Mapped[str] = mapped_column(String(255), server_default=text("''"), comment='股票名称')
|
||||
update_time: Mapped[datetime.datetime] = mapped_column(DateTime, primary_key=True, comment='当前价更新时间')
|
||||
last_price: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='最新价格')
|
||||
open_price: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='今日开盘价')
|
||||
high_price: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='最高价格')
|
||||
low_price: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='最低价格')
|
||||
prev_close_price: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='昨收盘价格')
|
||||
volume: Mapped[int] = mapped_column(BigInteger, server_default=text("'0'"), comment='成交数量')
|
||||
turnover: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='成交金额')
|
||||
turnover_rate: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='换手率')
|
||||
suspension: Mapped[int] = mapped_column(TINYINT(1), server_default=text("'0'"), comment='是否停牌')
|
||||
listing_date: Mapped[datetime.date] = mapped_column(Date, server_default=text("'1970-01-01'"), comment='上市日期')
|
||||
equity_valid: Mapped[int] = mapped_column(TINYINT(1), server_default=text("'0'"), comment='是否正股')
|
||||
issued_shares: Mapped[int] = mapped_column(BigInteger, server_default=text("'0'"), comment='总股本')
|
||||
total_market_val: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='总市值')
|
||||
net_asset: Mapped[int] = mapped_column(BigInteger, server_default=text("'0'"), comment='资产净值')
|
||||
net_profit: Mapped[int] = mapped_column(BigInteger, server_default=text("'0'"), comment='净利润')
|
||||
earning_per_share: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='每股盈利')
|
||||
outstanding_shares: Mapped[int] = mapped_column(BigInteger, server_default=text("'0'"), comment='流通股本')
|
||||
net_asset_per_share: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='每股净资产')
|
||||
circular_market_val: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='流通市值')
|
||||
ey_ratio: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='收益率')
|
||||
pe_ratio: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='市盈率')
|
||||
pb_ratio: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='市净率')
|
||||
pe_ttm_ratio: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='市盈率 TTM')
|
||||
dividend_ttm: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='股息 TTM')
|
||||
dividend_ratio_ttm: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='股息率 TTM')
|
||||
dividend_lfy: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='股息 LFY')
|
||||
dividend_lfy_ratio: Mapped[float] = mapped_column(Float, server_default=text("'0'"), comment='股息率 LFY')
|
||||
|
||||
|
||||
class FutuPlatList(Base):
|
||||
__tablename__ = 'futu_plat_list'
|
||||
|
||||
up_date: Mapped[datetime.date] = mapped_column(Date, primary_key=True)
|
||||
market: Mapped[str] = mapped_column(String(50))
|
||||
plat: Mapped[str] = mapped_column(String(50), primary_key=True, server_default=text("'INDUSTRY'"))
|
||||
code: Mapped[str] = mapped_column(String(50), primary_key=True)
|
||||
plate_id: Mapped[str] = mapped_column(String(50))
|
||||
plate_name: Mapped[str] = mapped_column(String(255))
|
||||
|
||||
|
||||
class FutuRehab(Base):
|
||||
__tablename__ = 'futu_rehab'
|
||||
|
||||
code: Mapped[str] = mapped_column(String(100), primary_key=True)
|
||||
name: Mapped[str] = mapped_column(String(100))
|
||||
ex_div_date: Mapped[datetime.date] = mapped_column(Date, primary_key=True)
|
||||
forward_adj_factorA: Mapped[float] = mapped_column(Float)
|
||||
forward_adj_factorB: Mapped[float] = mapped_column(Float)
|
||||
backward_adj_factorA: Mapped[float] = mapped_column(Float)
|
||||
backward_adj_factorB: Mapped[float] = mapped_column(Float)
|
||||
|
||||
|
||||
class Hs300(Base):
|
||||
__tablename__ = 'hs300'
|
||||
|
||||
up_date: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("''"))
|
||||
index_code: Mapped[str] = mapped_column(String(100), server_default=text("'000300'"))
|
||||
index_name: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
index_name_eng: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
code_inner: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("''"))
|
||||
code_name: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
code_name_eng: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
exchange: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
exchange_eng: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
code: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
|
||||
|
||||
class Hs3003yearsYieldStats2410(Base):
|
||||
__tablename__ = 'hs300_3years_yield_stats_2410'
|
||||
|
||||
code: Mapped[str] = mapped_column(String(100), primary_key=True)
|
||||
name: Mapped[str] = mapped_column(String(100))
|
||||
year_diff: Mapped[int] = mapped_column(Integer, primary_key=True)
|
||||
max_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
max_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
max_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
min_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
min_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
min_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
avg_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
median_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
win_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_max_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_max_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_max_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_min_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_min_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_min_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_avg_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_median_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
max_deficit_days: Mapped[int] = mapped_column(Integer)
|
||||
max_deficit_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
max_deficit_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_yield_variance: Mapped[float] = mapped_column(Float)
|
||||
|
||||
|
||||
class Hs3005yearsYieldStats2410(Base):
|
||||
__tablename__ = 'hs300_5years_yield_stats_2410'
|
||||
|
||||
code: Mapped[str] = mapped_column(String(100), primary_key=True)
|
||||
name: Mapped[str] = mapped_column(String(100))
|
||||
year_diff: Mapped[int] = mapped_column(Integer, primary_key=True)
|
||||
max_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
max_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
max_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
min_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
min_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
min_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
avg_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
median_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
win_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_max_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_max_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_max_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_min_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_min_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_min_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_avg_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_median_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
max_deficit_days: Mapped[int] = mapped_column(Integer)
|
||||
max_deficit_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
max_deficit_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_yield_variance: Mapped[float] = mapped_column(Float)
|
||||
|
||||
|
||||
class Hs300AjustKline202410(Base):
|
||||
__tablename__ = 'hs300_ajust_kline_202410'
|
||||
|
||||
code: Mapped[str] = mapped_column(String(100), primary_key=True)
|
||||
name: Mapped[str] = mapped_column(String(100))
|
||||
time_key: Mapped[datetime.datetime] = mapped_column(DateTime, primary_key=True)
|
||||
hfq_open: Mapped[float] = mapped_column(Float)
|
||||
hfq_close: Mapped[float] = mapped_column(Float)
|
||||
qfq_open: Mapped[float] = mapped_column(Float)
|
||||
qfq_close: Mapped[float] = mapped_column(Float)
|
||||
none_open: Mapped[float] = mapped_column(Float)
|
||||
none_close: Mapped[float] = mapped_column(Float)
|
||||
|
||||
|
||||
class Hs300HisKlineHfq(Base):
|
||||
__tablename__ = 'hs300_his_kline_hfq'
|
||||
|
||||
code: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("''"))
|
||||
name: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
time_key: Mapped[datetime.datetime] = mapped_column(DateTime, primary_key=True)
|
||||
open: Mapped[float] = mapped_column(Float)
|
||||
close: Mapped[float] = mapped_column(Float)
|
||||
high: Mapped[float] = mapped_column(Float)
|
||||
low: Mapped[float] = mapped_column(Float)
|
||||
pe_ratio: Mapped[Optional[float]] = mapped_column(Float)
|
||||
turnover_rate: Mapped[Optional[float]] = mapped_column(Float)
|
||||
volume: Mapped[Optional[int]] = mapped_column(BigInteger)
|
||||
turnover: Mapped[Optional[decimal.Decimal]] = mapped_column(Double(asdecimal=True))
|
||||
change_rate: Mapped[Optional[float]] = mapped_column(Float)
|
||||
last_close: Mapped[Optional[float]] = mapped_column(Float)
|
||||
|
||||
|
||||
class Hs300HisKlineNone(Base):
|
||||
__tablename__ = 'hs300_his_kline_none'
|
||||
|
||||
code: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("''"))
|
||||
name: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
time_key: Mapped[datetime.datetime] = mapped_column(DateTime, primary_key=True)
|
||||
open: Mapped[float] = mapped_column(Float)
|
||||
close: Mapped[float] = mapped_column(Float)
|
||||
high: Mapped[float] = mapped_column(Float)
|
||||
low: Mapped[float] = mapped_column(Float)
|
||||
pe_ratio: Mapped[Optional[float]] = mapped_column(Float)
|
||||
turnover_rate: Mapped[Optional[float]] = mapped_column(Float)
|
||||
volume: Mapped[Optional[int]] = mapped_column(BigInteger)
|
||||
turnover: Mapped[Optional[decimal.Decimal]] = mapped_column(Double(asdecimal=True))
|
||||
change_rate: Mapped[Optional[float]] = mapped_column(Float)
|
||||
last_close: Mapped[Optional[float]] = mapped_column(Float)
|
||||
|
||||
|
||||
class Hs300QfqHis(Base):
|
||||
__tablename__ = 'hs300_qfq_his'
|
||||
|
||||
code: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("''"))
|
||||
name: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
time_key: Mapped[datetime.datetime] = mapped_column(DateTime, primary_key=True)
|
||||
open: Mapped[float] = mapped_column(Float)
|
||||
close: Mapped[float] = mapped_column(Float)
|
||||
high: Mapped[float] = mapped_column(Float)
|
||||
low: Mapped[float] = mapped_column(Float)
|
||||
pe_ratio: Mapped[Optional[float]] = mapped_column(Float)
|
||||
turnover_rate: Mapped[Optional[float]] = mapped_column(Float)
|
||||
volume: Mapped[Optional[int]] = mapped_column(BigInteger)
|
||||
turnover: Mapped[Optional[decimal.Decimal]] = mapped_column(Double(asdecimal=True))
|
||||
change_rate: Mapped[Optional[float]] = mapped_column(Float)
|
||||
last_close: Mapped[Optional[float]] = mapped_column(Float)
|
||||
|
||||
|
||||
class IndexHk(Base):
|
||||
__tablename__ = 'index_hk'
|
||||
|
||||
up_date: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("''"))
|
||||
index_code: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("'000300'"))
|
||||
index_name: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
code_inner: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("''"))
|
||||
code_name: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
weight: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
code: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
|
||||
|
||||
class IndexHs(Base):
|
||||
__tablename__ = 'index_hs'
|
||||
|
||||
up_date: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("''"))
|
||||
index_code: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("'000300'"))
|
||||
index_name: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
index_name_eng: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
code_inner: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("''"))
|
||||
code_name: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
code_name_eng: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
exchange: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
exchange_eng: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
code: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
|
||||
|
||||
class IndexUs(Base):
|
||||
__tablename__ = 'index_us'
|
||||
|
||||
up_date: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("''"))
|
||||
index_code: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("'000300'"))
|
||||
index_name: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
code_inner: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("''"))
|
||||
code_name: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
weight: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
code: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
|
||||
|
||||
class Sp500(Base):
|
||||
__tablename__ = 'sp500'
|
||||
|
||||
sp_no: Mapped[int] = mapped_column(Integer, server_default=text("'0'"))
|
||||
code_name: Mapped[str] = mapped_column(VARCHAR(100), server_default=text("''"))
|
||||
code_inner: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("''"))
|
||||
sector: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
code: Mapped[str] = mapped_column(String(100), server_default=text("''"))
|
||||
up_date: Mapped[str] = mapped_column(String(100), primary_key=True, server_default=text("'2024-10-02'"))
|
||||
|
||||
|
||||
class Sp5003yearsYieldStats2410(Base):
|
||||
__tablename__ = 'sp500_3years_yield_stats_2410'
|
||||
|
||||
code: Mapped[str] = mapped_column(String(100), primary_key=True)
|
||||
name: Mapped[str] = mapped_column(String(100))
|
||||
year_diff: Mapped[int] = mapped_column(Integer, primary_key=True)
|
||||
max_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
max_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
max_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
min_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
min_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
min_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
avg_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
median_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
win_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_max_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_max_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_max_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_min_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_min_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_min_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_avg_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_median_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
max_deficit_days: Mapped[int] = mapped_column(Integer)
|
||||
max_deficit_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
max_deficit_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_yield_variance: Mapped[float] = mapped_column(Float)
|
||||
|
||||
|
||||
class Sp5005yearsYieldStats2410(Base):
|
||||
__tablename__ = 'sp500_5years_yield_stats_2410'
|
||||
|
||||
code: Mapped[str] = mapped_column(String(100), primary_key=True)
|
||||
name: Mapped[str] = mapped_column(String(100))
|
||||
year_diff: Mapped[int] = mapped_column(Integer, primary_key=True)
|
||||
max_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
max_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
max_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
min_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
min_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
min_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
avg_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
median_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
win_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_max_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_max_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_max_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_min_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_min_yield_rate_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_min_yield_rate_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_avg_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
annual_median_yield_rate: Mapped[float] = mapped_column(Float)
|
||||
max_deficit_days: Mapped[int] = mapped_column(Integer)
|
||||
max_deficit_start: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
max_deficit_end: Mapped[datetime.datetime] = mapped_column(DateTime)
|
||||
annual_yield_variance: Mapped[float] = mapped_column(Float)
|
||||
|
||||
|
||||
class Sp500AjustKline202410(Base):
|
||||
__tablename__ = 'sp500_ajust_kline_202410'
|
||||
|
||||
code: Mapped[str] = mapped_column(String(100), primary_key=True)
|
||||
name: Mapped[str] = mapped_column(String(100))
|
||||
time_key: Mapped[datetime.datetime] = mapped_column(DateTime, primary_key=True)
|
||||
hfq_open: Mapped[float] = mapped_column(Float)
|
||||
hfq_close: Mapped[float] = mapped_column(Float)
|
||||
qfq_open: Mapped[float] = mapped_column(Float)
|
||||
qfq_close: Mapped[float] = mapped_column(Float)
|
||||
none_open: Mapped[float] = mapped_column(Float)
|
||||
none_close: Mapped[float] = mapped_column(Float)
|
||||
|
||||
|
||||
class Sp500HisKlineNone(Base):
|
||||
__tablename__ = 'sp500_his_kline_none'
|
||||
|
||||
code: Mapped[str] = mapped_column(String(100), primary_key=True)
|
||||
name: Mapped[str] = mapped_column(String(100))
|
||||
time_key: Mapped[datetime.datetime] = mapped_column(DateTime, primary_key=True)
|
||||
open: Mapped[float] = mapped_column(Float)
|
||||
high: Mapped[float] = mapped_column(Float)
|
||||
low: Mapped[float] = mapped_column(Float)
|
||||
close: Mapped[float] = mapped_column(Float)
|
||||
volume: Mapped[int] = mapped_column(BigInteger)
|
||||
dividends: Mapped[float] = mapped_column(Float)
|
||||
stock_splits: Mapped[float] = mapped_column(Float)
|
||||
adj_close: Mapped[float] = mapped_column(Float)
|
||||
|
||||
|
||||
class Sp500QfqHis202410(Base):
|
||||
__tablename__ = 'sp500_qfq_his_202410'
|
||||
|
||||
code: Mapped[str] = mapped_column(String(100), primary_key=True)
|
||||
name: Mapped[str] = mapped_column(String(100))
|
||||
time_key: Mapped[datetime.datetime] = mapped_column(DateTime, primary_key=True)
|
||||
open: Mapped[float] = mapped_column(Float)
|
||||
high: Mapped[float] = mapped_column(Float)
|
||||
low: Mapped[float] = mapped_column(Float)
|
||||
close: Mapped[float] = mapped_column(Float)
|
||||
volume: Mapped[int] = mapped_column(BigInteger)
|
||||
dividends: Mapped[float] = mapped_column(Float)
|
||||
stock_splits: Mapped[float] = mapped_column(Float)
|
||||
adj_close: Mapped[float] = mapped_column(Float)
|
||||
|
||||
|
||||
|
||||
class DailySanpModel(Base):
|
||||
"""股票数据模型类(使用mapped_column风格)"""
|
||||
__tablename__ = 'daily_snap'
|
||||
__table_args__ = {"comment": "股票交易数据表"}
|
||||
|
||||
# 联合主键:股票代码+报告期
|
||||
code: Mapped[str] = mapped_column(String(20), primary_key=True, comment='股票代码')
|
||||
curr_date: Mapped[str] = mapped_column(String(20), primary_key=True, comment='交易日期')
|
||||
|
||||
# 基本信息字段
|
||||
name: Mapped[str | None] = mapped_column(String(50), comment='股票名称')
|
||||
market_id: Mapped[str | None] = mapped_column(String(50), comment='市场名称')
|
||||
code_prefix: Mapped[int | None] = mapped_column(Integer, comment='代码前缀')
|
||||
industry: Mapped[str | None] = mapped_column(String(50), comment='所处行业')
|
||||
listing_date: Mapped[datetime.date | None] = mapped_column(Date, comment='上市时间')
|
||||
|
||||
# 交易数据字段
|
||||
latest_price: Mapped[float | None] = mapped_column(Float, comment='最新价')
|
||||
price_change_percent: Mapped[float | None] = mapped_column(Float, comment='涨跌幅(%)')
|
||||
price_change: Mapped[float | None] = mapped_column(Float, comment='涨跌额')
|
||||
volume: Mapped[float | None] = mapped_column(Float, comment='成交量')
|
||||
turnover: Mapped[float | None] = mapped_column(Float, comment='成交额')
|
||||
amplitude: Mapped[float | None] = mapped_column(Float, comment='振幅(%)')
|
||||
turnover_rate: Mapped[float | None] = mapped_column(Float, comment='换手率(%)')
|
||||
pe_dynamic: Mapped[float | None] = mapped_column(Float, comment='市盈率动')
|
||||
volume_ratio: Mapped[float | None] = mapped_column(Float, comment='量比')
|
||||
change_5min: Mapped[float | None] = mapped_column(Float, comment='5分钟涨跌(%)')
|
||||
highest: Mapped[float | None] = mapped_column(Float, comment='最高')
|
||||
lowest: Mapped[float | None] = mapped_column(Float, comment='最低')
|
||||
opening: Mapped[float | None] = mapped_column(Float, comment='今开')
|
||||
previous_close: Mapped[float | None] = mapped_column(Float, comment='昨收')
|
||||
price_speed: Mapped[float | None] = mapped_column(Float, comment='涨速(%)')
|
||||
|
||||
# 市值数据字段
|
||||
total_market_cap: Mapped[float | None] = mapped_column(Float, comment='总市值')
|
||||
circulating_market_cap: Mapped[float | None] = mapped_column(Float, comment='流通市值')
|
||||
pb_ratio: Mapped[float | None] = mapped_column(Float, comment='市净率')
|
||||
change_60d: Mapped[float | None] = mapped_column(Float, comment='60日涨跌幅(%)')
|
||||
change_ytd: Mapped[float | None] = mapped_column(Float, comment='年初至今涨跌幅(%)')
|
||||
|
||||
# 财务数据字段
|
||||
weighted_roe: Mapped[float | None] = mapped_column(Float, comment='加权净资产收益率(%)')
|
||||
total_shares: Mapped[float | None] = mapped_column(Float, comment='总股本')
|
||||
circulating_shares: Mapped[float | None] = mapped_column(Float, comment='已流通股份')
|
||||
operating_revenue: Mapped[float | None] = mapped_column(Float, comment='营业收入')
|
||||
revenue_growth: Mapped[float | None] = mapped_column(Float, comment='营业收入同比增长(%)')
|
||||
net_profit: Mapped[float | None] = mapped_column(Float, comment='归属净利润')
|
||||
net_profit_growth: Mapped[float | None] = mapped_column(Float, comment='归属净利润同比增长(%)')
|
||||
undistributed_profit_per_share: Mapped[float | None] = mapped_column(Float, comment='每股未分配利润')
|
||||
gross_margin: Mapped[float | None] = mapped_column(Float, comment='毛利率(%)')
|
||||
asset_liability_ratio: Mapped[float | None] = mapped_column(Float, comment='资产负债率(%)')
|
||||
reserve_per_share: Mapped[float | None] = mapped_column(Float, comment='每股公积金')
|
||||
earnings_per_share: Mapped[float | None] = mapped_column(Float, comment='每股收益')
|
||||
net_asset_per_share: Mapped[float | None] = mapped_column(Float, comment='每股净资产')
|
||||
pe_static: Mapped[float | None] = mapped_column(Float, comment='市盈率静')
|
||||
pe_ttm: Mapped[float | None] = mapped_column(Float, comment='市盈率TTM')
|
||||
report_period: Mapped[str | None] = mapped_column(String(20), comment='报告期')
|
||||
|
||||
# 记录创建时间
|
||||
created_at: Mapped[datetime.datetime] = mapped_column(DateTime, default=datetime.datetime.now, comment='记录创建时间')
|
||||
|
||||
|
||||
class FutuTradingDayModel(Base):
|
||||
"""富途交易日历模型类"""
|
||||
__tablename__ = "futu_trading_days"
|
||||
__table_args__ = {"comment": "富途证券交易日历表"}
|
||||
|
||||
# 联合主键:market + trade_date
|
||||
market: Mapped[str] = mapped_column(
|
||||
String(20),
|
||||
primary_key=True,
|
||||
comment="市场标识"
|
||||
)
|
||||
trade_date: Mapped[datetime.date] = mapped_column(
|
||||
Date,
|
||||
primary_key=True,
|
||||
comment="交易日日期"
|
||||
)
|
||||
trade_date_type: Mapped[str] = mapped_column(
|
||||
String(20),
|
||||
comment="交易日类型"
|
||||
)
|
||||
13
src/sqlalchemy/readme.txt
Normal file
13
src/sqlalchemy/readme.txt
Normal file
@ -0,0 +1,13 @@
|
||||
|
||||
# 从数据库生成模型类
|
||||
sqlacodegen --outfile=models/stockdb.py "mysql+pymysql://root:mysqlpw@testdb:3306/stockdb?charset=utf8mb4"
|
||||
|
||||
# 初始化
|
||||
mkdir migrations
|
||||
alembic init migrations/stockdb
|
||||
# 修改 alembic.ini 脚本,以及 env.py 导入 models
|
||||
|
||||
# 同步修改到数据库(读取 models/shared.py )
|
||||
./scripts/sync_stockdb.sh
|
||||
|
||||
### 对视图支持不好,主要是视图的字段没有类型,所以在导入导出时会出错,慎用!
|
||||
7
src/sqlalchemy/scripts/sync_stockdb.sh
Executable file
7
src/sqlalchemy/scripts/sync_stockdb.sh
Executable file
@ -0,0 +1,7 @@
|
||||
#!/bin/bash
|
||||
cd $(dirname $0)/..
|
||||
|
||||
alembic -c migrations/stockdb/alembic.ini revision --autogenerate -m "Auto update from stockdb"
|
||||
alembic -c migrations/stockdb/alembic.ini upgrade head
|
||||
|
||||
echo "数据库 stockdb 同步完成"
|
||||
231
src/static/daily_snap_em.py
Normal file
231
src/static/daily_snap_em.py
Normal file
@ -0,0 +1,231 @@
|
||||
"""
|
||||
Script Name:
|
||||
Description: 获取沪深300成分股的最新股价, 并计算年内涨幅, 924以来的涨幅, 市盈率, 股息率等。
|
||||
调用em历史数据接口。
|
||||
|
||||
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 logging
|
||||
import csv
|
||||
import os
|
||||
import re
|
||||
import time
|
||||
import pandas as pd
|
||||
import numpy as np
|
||||
from datetime import datetime
|
||||
import argparse
|
||||
import src.crawling.stock_hist_em as his_em
|
||||
import src.logger.logger as logger
|
||||
from src.config.config import global_stock_data_dir
|
||||
from src.crawler.zixuan.xueqiu_zixuan import XueQiuStockFetcher
|
||||
from src.sqlalchemy.models.stockdb import DailySanpModel, Base
|
||||
from sqlalchemy import create_engine
|
||||
from sqlalchemy.orm import sessionmaker
|
||||
from src.sqlalchemy.config import global_db_url
|
||||
|
||||
# 配置日志
|
||||
logger.setup_logging()
|
||||
|
||||
current_date = datetime.now().strftime("%Y%m%d")
|
||||
current_year = datetime.now().strftime("%Y")
|
||||
|
||||
res_dir = global_stock_data_dir
|
||||
|
||||
# 刷新代码列表,并返回
|
||||
def flush_code_map():
|
||||
code_id_map_em_df = his_em.code_id_map_em()
|
||||
print(code_id_map_em_df)
|
||||
return code_id_map_em_df
|
||||
|
||||
# 获取所有市场的当年股价快照,带重试机制。
|
||||
def fetch_snap_all(max_retries: int = 3) -> pd.DataFrame:
|
||||
# 检查文件是否存在
|
||||
file_name = f'{res_dir}/snapshot_em_{current_date}.csv'
|
||||
if os.path.exists(file_name):
|
||||
try:
|
||||
# 读取本地文件
|
||||
snap_data = pd.read_csv(file_name, encoding='utf-8')
|
||||
logging.info(f"load snapshot data from local: {file_name}\n\n")
|
||||
return snap_data
|
||||
except Exception as e:
|
||||
logging.warning(f"读取本地文件失败: {e},将重新拉取数据\n\n")
|
||||
|
||||
# 拉取数据
|
||||
market_fs = {"cn": "m:0 t:6,m:0 t:80,m:1 t:2,m:1 t:23,m:0 t:81 s:2048",
|
||||
"hk": "m:128 t:3,m:128 t:4,m:128 t:1,m:128 t:2",
|
||||
"us": "m:105,m:106,m:107"}
|
||||
|
||||
result = pd.DataFrame()
|
||||
for market_id, fs in market_fs.items():
|
||||
df = his_em.stock_zh_a_spot_em(fs, fs_desc=market_id)
|
||||
if df.empty:
|
||||
logging.warning(f'{market_id} empty data. please check.')
|
||||
return pd.DataFrame()
|
||||
else:
|
||||
logging.info(f'get {market_id} stock snapshot. stock count: {len(df)}')
|
||||
# 关键步骤:添加market_id列,值为当前市场标识
|
||||
df['market_id'] = market_id # 新增一列,记录数据所属市场
|
||||
result = pd.concat([result, df], ignore_index=True)
|
||||
|
||||
result.to_csv(file_name, index=False, encoding='utf-8')
|
||||
logging.info(f"get snapshot data and write to file: {file_name}\n\n")
|
||||
|
||||
return result
|
||||
|
||||
|
||||
def load_xueqiu_codes():
|
||||
# 替换为你的实际cookie
|
||||
USER_COOKIES = "u=5682299253; HMACCOUNT=AA6F9D2598CE96D7; xq_is_login=1; snbim_minify=true; _c_WBKFRo=BuebJX5KAbPh1PGBVFDvQTV7x7VF8W2cvWtaC99v; _nb_ioWEgULi=; cookiesu=661740133906455; device_id=fbe0630e603f726742fec4f9a82eb5fb; s=b312165egu; bid=1f3e6ffcb97fd2d9b4ddda47551d4226_m7fv1brw; Hm_lvt_1db88642e346389874251b5a1eded6e3=1751852390; xq_a_token=a0fd17a76966314ab80c960412f08e3fffb3ec0f; xqat=a0fd17a76966314ab80c960412f08e3fffb3ec0f; xq_id_token=eyJ0eXAiOiJKV1QiLCJhbGciOiJSUzI1NiJ9.eyJ1aWQiOjU2ODIyOTkyNTMsImlzcyI6InVjIiwiZXhwIjoxNzU0NzAzMjk5LCJjdG0iOjE3NTIxMTEyOTkyODYsImNpZCI6ImQ5ZDBuNEFadXAifQ.Vbs-LDgB4bCJI2N644DwfeptdcamKsAm2hbXxlPnJ_0fnTJhXp6T-2Gc6b6jmhTjXJIsWta8IuS0rQBB1L-9fKpUliNFHkv4lr7FW2x7QhrZ1D4lrvjihgBxKHq8yQl31uO6lmUOJkoRaS4LM1pmkSL_UOVyw8aUeuVjETFcJR1HFDHwWpHCLM8kY55fk6n1gEgDZnYNh1_FACqlm6LU4Vq14wfQgyF9sfrGzF8rxXX0nns_j-Dq2k8vN3mknh8yUHyzCyq6Sfqn6NeVdR0vPOciylyTtNq5kOUBFb8uJe48aV2uLGww3dYV8HbsgqW4k0zam3r3QDErfSRVIg-Usw; xq_r_token=1b73cbfb47fcbd8e2055ca4a6dc7a08905dacd7d; Hm_lpvt_1db88642e346389874251b5a1eded6e3=1752714700; is_overseas=0; ssxmod_itna=QqfxBD2D9DRQPY5i7YYxiwS4GhDYu0D0dGMD3qiQGglDFqAPKDHKm=lerDUhGr5h044VYmkTtDlxWeDZDG9dDqx0orXU7BB411D+iENYYe2GG+=3X0xOguYo7I=xmAkwKhSSIXNG2A+DnmeDQKDoxGkDivoD0IYwDiiTx0rD0eDPxDYDG4mDDvvQ84DjmEmFfoGImAeQIoDbORhz74DROdDS73A+IoGqW3Da1A3z8RGDmKDIhjozmoDFOL3Yq0k54i3Y=Ocaq0OZ+BGR0gvh849m1xkHYRr/oRCYQD4KDx5qAxOx20Z3isrfDxRvt70KGitCH4N4DGbh5gYH7x+GksdC58CNR3sx=1mt2qxkGd+QmoC5ZGYdixKG52q4iiqPj53js4D; ssxmod_itna2=QqfxBD2D9DRQPY5i7YYxiwS4GhDYu0D0dGMD3qiQGglDFqAPKDHKm=lerDUhGr5h044VYmkwYDioSBbrtN4=Htz/DUihxz=w4aD"
|
||||
|
||||
# 初始化获取器
|
||||
fetcher = XueQiuStockFetcher(
|
||||
cookies=USER_COOKIES,
|
||||
size=1000,
|
||||
retry_count=3
|
||||
)
|
||||
all_codes = []
|
||||
stocks = fetcher.get_stocks_by_group(
|
||||
category=1, # 股票
|
||||
pid=-1 # 全部
|
||||
)
|
||||
if stocks:
|
||||
for item in stocks:
|
||||
code = item['symbol']
|
||||
mkt = item['marketplace']
|
||||
|
||||
if mkt:
|
||||
if mkt.lower() == 'cn':
|
||||
code = format_stock_code(code)
|
||||
elif mkt.lower() == 'hk':
|
||||
code = f"HK.{code}"
|
||||
else:
|
||||
code = f"US.{code}"
|
||||
|
||||
all_codes.append({'code': code, 'code_name': item['name']})
|
||||
|
||||
return all_codes
|
||||
|
||||
|
||||
def insert_stock_data_to_db(dataframe, db_url=global_db_url):
|
||||
"""
|
||||
将pandas DataFrame中的股票数据插入到MySQL数据库
|
||||
|
||||
参数:
|
||||
dataframe: 包含股票数据的pandas DataFrame
|
||||
db_url: 数据库连接字符串,格式如'mysql+mysqldb://user:password@host:port/dbname?charset=utf8mb4'
|
||||
"""
|
||||
# 创建数据库引擎
|
||||
engine = create_engine(db_url)
|
||||
|
||||
# 创建数据表(如果不存在)
|
||||
Base.metadata.create_all(engine)
|
||||
|
||||
# 创建会话
|
||||
Session = sessionmaker(bind=engine)
|
||||
session = Session()
|
||||
|
||||
# 注意:pandas中NaN在数值列用np.nan,字符串列用pd.NA,统一替换为None
|
||||
dataframe = dataframe.replace({np.nan: None, pd.NA: None})
|
||||
try:
|
||||
count_insert = 0
|
||||
count_update = 0
|
||||
# 遍历DataFrame的每一行
|
||||
for _, row in dataframe.iterrows():
|
||||
# 先检查 code 是否存在且有效
|
||||
if not row.get('代码'):
|
||||
logging.warning(f"警告:发现无效的 code 值,跳过该行数据。行数据:{row['名称']}")
|
||||
continue # 跳过无效行
|
||||
|
||||
# 创建股票数据对象
|
||||
stock = DailySanpModel(
|
||||
code=row['代码'],
|
||||
curr_date=current_date, # TODO: 怎么判断当前的数据是哪一天的? 要看当前时间是否已经开盘,还是在盘前,还是前一个交易日的?
|
||||
name=row['名称'],
|
||||
market_id=row['market_id'],
|
||||
code_prefix=row['代码前缀'],
|
||||
industry=row['所处行业'],
|
||||
listing_date=pd.to_datetime(row['上市时间']).date() if row['上市时间'] else None,
|
||||
|
||||
latest_price=row['最新价'],
|
||||
price_change_percent=row['涨跌幅'],
|
||||
price_change=row['涨跌额'],
|
||||
volume=row['成交量'],
|
||||
turnover=row['成交额'],
|
||||
amplitude=row['振幅'],
|
||||
turnover_rate=row['换手率'],
|
||||
pe_dynamic=row['市盈率动'],
|
||||
volume_ratio=row['量比'],
|
||||
change_5min=row['5分钟涨跌'],
|
||||
highest=row['最高'],
|
||||
lowest=row['最低'],
|
||||
opening=row['今开'],
|
||||
previous_close=row['昨收'],
|
||||
price_speed=row['涨速'],
|
||||
|
||||
total_market_cap=row['总市值'],
|
||||
circulating_market_cap=row['流通市值'],
|
||||
pb_ratio=row['市净率'],
|
||||
change_60d=row['60日涨跌幅'],
|
||||
change_ytd=row['年初至今涨跌幅'],
|
||||
|
||||
weighted_roe=row['加权净资产收益率'],
|
||||
total_shares=row['总股本'],
|
||||
circulating_shares=row['已流通股份'],
|
||||
operating_revenue=row['营业收入'],
|
||||
revenue_growth=row['营业收入同比增长'],
|
||||
net_profit=row['归属净利润'],
|
||||
net_profit_growth=row['归属净利润同比增长'],
|
||||
undistributed_profit_per_share=row['每股未分配利润'],
|
||||
gross_margin=row['毛利率'],
|
||||
asset_liability_ratio=row['资产负债率'],
|
||||
reserve_per_share=row['每股公积金'],
|
||||
earnings_per_share=row['每股收益'],
|
||||
net_asset_per_share=row['每股净资产'],
|
||||
pe_static=row['市盈率静'],
|
||||
pe_ttm=row['市盈率TTM'],
|
||||
report_period=row['报告期']
|
||||
)
|
||||
# 2. 执行merge:存在则更新,不存在则插入
|
||||
merged_stock = session.merge(stock)
|
||||
|
||||
# 3. 统计插入/更新数量
|
||||
if merged_stock in session.new: # 新插入
|
||||
count_insert += 1
|
||||
elif merged_stock in session.dirty: # 已更新
|
||||
count_update += 1
|
||||
|
||||
# 提交事务
|
||||
session.commit()
|
||||
logging.info(f"成功插入 {count_insert} 条,更新 {count_update} 条数据")
|
||||
|
||||
except Exception as e:
|
||||
# 发生错误时回滚
|
||||
session.rollback()
|
||||
logging.warning(f"插入数据失败: {str(e)}")
|
||||
finally:
|
||||
# 关闭会话
|
||||
session.close()
|
||||
|
||||
|
||||
def main():
|
||||
# 获取快照数据
|
||||
snap_data = fetch_snap_all()
|
||||
if snap_data.empty:
|
||||
logging.error(f"fetching snapshot data error!")
|
||||
return
|
||||
em_code_map = {row['代码']: row['代码前缀'] for _, row in snap_data.iterrows()}
|
||||
|
||||
insert_stock_data_to_db(dataframe=snap_data)
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
140
src/static/get_futu_trading_days.py
Normal file
140
src/static/get_futu_trading_days.py
Normal file
@ -0,0 +1,140 @@
|
||||
from futu import *
|
||||
from sqlalchemy import create_engine
|
||||
from sqlalchemy.orm import sessionmaker
|
||||
from src.sqlalchemy.models.stockdb import Base, FutuTradingDayModel
|
||||
import datetime
|
||||
import logging
|
||||
import numpy as np
|
||||
import src.logger.logger as logger
|
||||
from src.sqlalchemy.config import global_db_url
|
||||
|
||||
# 配置日志
|
||||
logger.setup_logging()
|
||||
|
||||
def get_current_year():
|
||||
"""获取当前年份"""
|
||||
return datetime.datetime.now().year
|
||||
|
||||
def get_year_date_range(year):
|
||||
"""获取指定年份的年初和年末日期"""
|
||||
start_date = f"{year}-01-01"
|
||||
end_date = f"{year}-12-31"
|
||||
return start_date, end_date
|
||||
|
||||
def init_db(db_url=global_db_url):
|
||||
"""初始化数据库连接和表结构"""
|
||||
engine = create_engine(db_url)
|
||||
# 创建表(如果不存在)
|
||||
Base.metadata.create_all(engine)
|
||||
return sessionmaker(bind=engine)
|
||||
|
||||
def save_trading_days_to_db(session, market, trading_days):
|
||||
"""
|
||||
将交易日历数据保存到数据库
|
||||
存在则更新,不存在则插入
|
||||
"""
|
||||
count_insert = 0
|
||||
count_update = 0
|
||||
|
||||
for day in trading_days:
|
||||
# 转换日期字符串为date对象
|
||||
trade_date = datetime.datetime.strptime(day['time'], '%Y-%m-%d').date()
|
||||
|
||||
# 查询是否已存在
|
||||
existing = session.query(FutuTradingDayModel).filter(
|
||||
FutuTradingDayModel.market == market,
|
||||
FutuTradingDayModel.trade_date == trade_date
|
||||
).first()
|
||||
|
||||
if existing:
|
||||
# 存在则更新类型
|
||||
if existing.trade_date_type != day['trade_date_type']:
|
||||
existing.trade_date_type = day['trade_date_type']
|
||||
count_update += 1
|
||||
else:
|
||||
# 不存在则插入新记录
|
||||
new_day = FutuTradingDayModel(
|
||||
market=market,
|
||||
trade_date=trade_date,
|
||||
trade_date_type=day['trade_date_type']
|
||||
)
|
||||
session.add(new_day)
|
||||
count_insert += 1
|
||||
|
||||
return count_insert, count_update
|
||||
|
||||
def get_futu_trading_days(market, desc, db_url=global_db_url, year=None):
|
||||
"""
|
||||
获取指定市场的交易日历并保存到数据库
|
||||
:param market: 市场类型(如TradeDateMarket.HK)
|
||||
:param db_url: 数据库连接字符串
|
||||
:param year: 年份,默认当前年
|
||||
"""
|
||||
# 确定年份
|
||||
target_year = year or get_current_year()
|
||||
start_date, end_date = get_year_date_range(target_year)
|
||||
logging.info(f"开始获取 {market} 市场 {target_year} 年的交易日历({start_date} 至 {end_date})")
|
||||
|
||||
# 初始化富途连接
|
||||
quote_ctx = None
|
||||
try:
|
||||
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
|
||||
|
||||
# 请求交易日历
|
||||
ret, data = quote_ctx.request_trading_days(
|
||||
market=market,
|
||||
start=start_date,
|
||||
end=end_date
|
||||
)
|
||||
|
||||
if ret != RET_OK:
|
||||
logging.error(f"获取交易日历失败: {data}")
|
||||
return False
|
||||
|
||||
logging.info(f"成功获取 {len(data)} 条交易日数据")
|
||||
|
||||
# 初始化数据库会话
|
||||
Session = init_db(db_url)
|
||||
session = Session()
|
||||
|
||||
try:
|
||||
# 保存到数据库
|
||||
count_insert, count_update = save_trading_days_to_db(
|
||||
session=session,
|
||||
market=desc, # 存储枚举值(如'HK')
|
||||
trading_days=data
|
||||
)
|
||||
session.commit()
|
||||
logging.info(f"数据库操作完成:新增 {count_insert} 条,更新 {count_update} 条")
|
||||
return True
|
||||
|
||||
except Exception as e:
|
||||
session.rollback()
|
||||
logging.error(f"数据库操作失败: {str(e)}")
|
||||
return False
|
||||
finally:
|
||||
session.close()
|
||||
|
||||
except Exception as e:
|
||||
logging.error(f"连接富途API失败: {str(e)}")
|
||||
return False
|
||||
finally:
|
||||
# 确保连接关闭
|
||||
if quote_ctx:
|
||||
quote_ctx.close()
|
||||
|
||||
if __name__ == "__main__":
|
||||
# 示例:获取港股(HK)和美股(US)的当前年交易日历
|
||||
markets = {
|
||||
'CN' : TradeDateMarket.CN, # 港股
|
||||
'HK' : TradeDateMarket.HK, # 港股
|
||||
'US' : TradeDateMarket.US # 美股
|
||||
}
|
||||
|
||||
for desc, market in markets.items():
|
||||
get_futu_trading_days(
|
||||
market=market,
|
||||
desc=desc,
|
||||
# db_url=DB_URL,
|
||||
# year=2024 # 可选:指定年份,默认当前年
|
||||
)
|
||||
122
src/static/trading_day.py
Normal file
122
src/static/trading_day.py
Normal file
@ -0,0 +1,122 @@
|
||||
from datetime import datetime, time, date, timedelta
|
||||
from zoneinfo import ZoneInfo
|
||||
from sqlalchemy.orm import Session
|
||||
from sqlalchemy import create_engine
|
||||
from sqlalchemy.orm import sessionmaker
|
||||
from src.sqlalchemy.models.stockdb import FutuTradingDayModel
|
||||
from src.sqlalchemy.config import global_db_url
|
||||
|
||||
|
||||
# 市场时间配置(东八区 Asia/Shanghai)
|
||||
# 新增盘前开始时间(pre_market_start)作为判断临界点
|
||||
MARKET_HOURS = {
|
||||
# A股(沪深):盘前集合竞价9:15开始,实际交易9:30-15:00
|
||||
"CN": {
|
||||
"pre_market_start": time(9, 15), # 盘前开始时间(集合竞价)
|
||||
"morning_start": time(9, 30),
|
||||
"morning_end": time(11, 30),
|
||||
"afternoon_start": time(13, 0),
|
||||
"afternoon_end": time(15, 0)
|
||||
},
|
||||
# 港股:盘前竞价9:00开始,实际交易9:30-16:00
|
||||
"HK": {
|
||||
"pre_market_start": time(9, 0), # 盘前开始时间
|
||||
"morning_start": time(9, 30),
|
||||
"morning_end": time(12, 0),
|
||||
"afternoon_start": time(13, 0),
|
||||
"afternoon_end": time(16, 0)
|
||||
},
|
||||
# 美股:盘前交易4:00-9:30(纽约时间),对应东八区夏令时16:00-21:30,冬令时17:00-22:30
|
||||
"US": {
|
||||
# 东八区盘前开始时间(夏令时/冬令时)
|
||||
"dst_pre_start": time(16, 0), # 夏令时盘前开始
|
||||
"std_pre_start": time(17, 0), # 冬令时盘前开始
|
||||
# 东八区交易时间(同之前)
|
||||
"dst_start": time(21, 30),
|
||||
"dst_end": time(4, 0),
|
||||
"std_start": time(22, 30),
|
||||
"std_end": time(5, 0)
|
||||
}
|
||||
}
|
||||
|
||||
def get_trading_date(market: str, db_session: Session) -> str:
|
||||
"""
|
||||
根据新逻辑返回交易日期:
|
||||
1. 若当前日期是交易日,且当前时间 >= 盘前开始时间 → 取当前交易日
|
||||
2. 否则(非交易日,或交易日但未到盘前时间) → 取前一交易日
|
||||
|
||||
参数:
|
||||
market: 市场标识(CN=A股, HK=港股, US=美股)
|
||||
db_session: SQLAlchemy数据库会话对象
|
||||
返回:
|
||||
交易日期字符串(YYYY-MM-DD)
|
||||
"""
|
||||
# 1. 获取东八区当前时间和日期
|
||||
tz_sh = ZoneInfo("Asia/Shanghai")
|
||||
now = datetime.now(tz_sh) # 含时区的当前时间
|
||||
current_date: date = now.date() # 东八区当前日期(仅日期)
|
||||
current_time: time = now.time() # 东八区当前时间(仅时间)
|
||||
|
||||
|
||||
# 2. 判断当前日期是否为该市场的交易日
|
||||
def is_trading_day(market: str, date: date, session: Session) -> bool:
|
||||
"""检查指定日期是否为该市场的交易日"""
|
||||
return session.query(FutuTradingDayModel).filter(
|
||||
FutuTradingDayModel.market == market,
|
||||
FutuTradingDayModel.trade_date == date
|
||||
).first() is not None
|
||||
|
||||
|
||||
# 3. 获取该市场的盘前开始时间(东八区)
|
||||
def get_pre_market_start(market: str, now: datetime) -> time:
|
||||
"""根据市场和当前时间(判断夏令时)返回盘前开始时间"""
|
||||
if market == "US":
|
||||
# 美股需根据纽约时区判断夏令时
|
||||
tz_ny = ZoneInfo("America/New_York")
|
||||
now_ny = now.astimezone(tz_ny)
|
||||
is_dst = now_ny.dst() != timedelta(0) # 夏令时判断
|
||||
return MARKET_HOURS["US"]["dst_pre_start"] if is_dst else MARKET_HOURS["US"]["std_pre_start"]
|
||||
else:
|
||||
# A股/港股直接返回配置的盘前时间
|
||||
return MARKET_HOURS[market]["pre_market_start"]
|
||||
|
||||
|
||||
# 4. 核心逻辑判断
|
||||
current_is_trading_day = is_trading_day(market, current_date, db_session)
|
||||
pre_market_start = get_pre_market_start(market, now)
|
||||
is_after_pre_market = current_time >= pre_market_start # 当前时间是否过了盘前开始时间
|
||||
|
||||
|
||||
# 5. 确定查询条件
|
||||
if current_is_trading_day and is_after_pre_market:
|
||||
# 情况1:当前是交易日,且已过盘前时间 → 取当前交易日
|
||||
target_date = current_date
|
||||
else:
|
||||
# 情况2:非交易日,或未到盘前时间 → 取前一交易日
|
||||
# 查询小于当前日期的最大交易日
|
||||
prev_trading_day = db_session.query(FutuTradingDayModel.trade_date).filter(
|
||||
FutuTradingDayModel.market == market,
|
||||
FutuTradingDayModel.trade_date < current_date
|
||||
).order_by(FutuTradingDayModel.trade_date.desc()).first()
|
||||
|
||||
if not prev_trading_day:
|
||||
raise ValueError(f"未查询到{market}市场的前一交易日数据")
|
||||
target_date = prev_trading_day.trade_date
|
||||
|
||||
|
||||
return target_date.strftime("%Y-%m-%d")
|
||||
|
||||
# 示例:获取各市场的目标交易日期
|
||||
|
||||
if __name__ == "__main__":
|
||||
engine = create_engine(global_db_url)
|
||||
Session = sessionmaker(bind=engine)
|
||||
db_session = Session()
|
||||
|
||||
try:
|
||||
# 分别获取三个市场的交易日期
|
||||
print(f"A股目标交易日期:{get_trading_date('CN', db_session)}")
|
||||
print(f"港股目标交易日期:{get_trading_date('HK', db_session)}")
|
||||
print(f"美股目标交易日期:{get_trading_date('US', db_session)}")
|
||||
finally:
|
||||
db_session.close()
|
||||
Reference in New Issue
Block a user