62 lines
1.8 KiB
Python
62 lines
1.8 KiB
Python
import pymysql
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import pandas as pd
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from futu import *
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import logging
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from config import db_config # 引用config.py中的数据库配置
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# 设置日志
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logging.basicConfig(level=logging.INFO, format='%(asctime)s %(levelname)s - %(message)s')
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logger = logging.getLogger()
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# 数据库连接函数
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def connect_to_db():
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return pymysql.connect(**db_config)
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# 从sp300表中获取所有股票代码
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def fetch_sp300_codes(connection):
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query = "SELECT code FROM sp300"
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return pd.read_sql(query, connection)
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# 获取市场快照并保存到 CSV 文件
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def get_market_snapshot_and_save_to_csv(stock_codes, output_file):
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quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
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ret, data = quote_ctx.get_market_snapshot(stock_codes)
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if ret == RET_OK:
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logger.info(f"Successfully fetched market snapshot for {len(stock_codes)} codes.")
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# 将数据写入CSV文件
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data.to_csv(output_file, index=False)
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logger.info(f"Snapshot data saved to {output_file}")
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else:
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logger.error(f"Error fetching market snapshot: {data}")
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quote_ctx.close()
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# 主函数
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def main():
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try:
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# 连接数据库
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connection = connect_to_db()
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# 从 sp300 表中获取所有的股票代码
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sp300_codes_df = fetch_sp300_codes(connection)
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# 提取股票代码列表
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stock_codes = sp300_codes_df['code'].tolist()
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if not stock_codes:
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logger.warning("No stock codes found in sp300 table.")
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return
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# 获取市场快照并保存到 CSV 文件
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output_file = "market_snapshot.csv"
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get_market_snapshot_and_save_to_csv(stock_codes, output_file)
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except Exception as e:
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logger.error(f"An error occurred: {e}")
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finally:
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if connection:
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connection.close()
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if __name__ == "__main__":
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main() |