106 lines
4.1 KiB
Python
106 lines
4.1 KiB
Python
import pymysql
|
||
import time
|
||
import logging
|
||
from futu import *
|
||
from datetime import datetime, timedelta
|
||
import config
|
||
|
||
config.setup_logging("./log/get_hs300_his_kline.log")
|
||
|
||
# 连接 MySQL
|
||
connection = pymysql.connect(**config.db_config)
|
||
|
||
# 复权类型，不复权
|
||
# selected_autype = AuType.NONE
|
||
# selected_table = "hs300_his_kline_none"
|
||
|
||
# 复权类型，后复权
|
||
selected_autype = AuType.HFQ
|
||
selected_table = "hs300_his_kline_hfq"
|
||
|
||
# 复权类型，默认为 AuType.QFQ ，即前复权
|
||
# selected_autype = AuType.QFQ
|
||
# selected_table = "hs300_qfq_his"
|
||
|
||
# 获取当前日期
|
||
end_date = datetime.now().strftime('%Y-%m-%d')
|
||
# 计算 start_date 为当前日期减去10年，再加一天
|
||
start_date = (datetime.now() - timedelta(days=365*10-1)).strftime('%Y-%m-%d')
|
||
|
||
# 定义插入数据的函数
|
||
def insert_data(connection, data):
|
||
try:
|
||
with connection.cursor() as cursor:
|
||
for index, row in data.iterrows():
|
||
sql = f"""
|
||
INSERT INTO {selected_table} (code, name, time_key, open, close, high, low, pe_ratio, turnover_rate, volume, turnover, change_rate, last_close)
|
||
VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
|
||
ON DUPLICATE KEY UPDATE
|
||
name = VALUES(name),
|
||
open = VALUES(open),
|
||
close = VALUES(close),
|
||
high = VALUES(high),
|
||
low = VALUES(low),
|
||
pe_ratio = VALUES(pe_ratio),
|
||
turnover_rate = VALUES(turnover_rate),
|
||
volume = VALUES(volume),
|
||
turnover = VALUES(turnover),
|
||
change_rate = VALUES(change_rate),
|
||
last_close = VALUES(last_close)
|
||
"""
|
||
cursor.execute(sql, (
|
||
row['code'], row['name'], row['time_key'], row['open'], row['close'],
|
||
row['high'], row['low'], row['pe_ratio'], row['turnover_rate'],
|
||
row['volume'], row['turnover'], row['change_rate'], row['last_close']
|
||
))
|
||
connection.commit()
|
||
except pymysql.MySQLError as e:
|
||
logging.error(f"Error occurred while inserting data: {e}")
|
||
print(f"Error occurred while inserting data: {e}")
|
||
|
||
# 获取 hs300 表中的所有股票代码
|
||
def get_hs300_codes():
|
||
with connection.cursor() as cursor:
|
||
cursor.execute("SELECT code FROM hs300 ")
|
||
return cursor.fetchall()
|
||
|
||
# 初始化 futu 行情连接
|
||
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
|
||
|
||
try:
|
||
hs300_codes = get_hs300_codes()
|
||
for code_row in hs300_codes:
|
||
code = code_row[0] # 从数据库行中提取 code
|
||
|
||
# 获取历史 K 线数据，设置分页请求
|
||
ret, data, page_req_key = quote_ctx.request_history_kline(code, autype=selected_autype, start=start_date, end=end_date, max_count=500)
|
||
if ret == RET_OK:
|
||
logging.info(f"成功获取 {code} 的第一页数据，共 {len(data)} 行")
|
||
print(f"成功获取 {code} 的第一页数据，共 {len(data)} 行")
|
||
|
||
# 插入第一页数据
|
||
insert_data(connection, data)
|
||
else:
|
||
logging.error(f"获取 {code} 的数据失败: {data}")
|
||
print(f"获取 {code} 的数据失败: {data}")
|
||
|
||
# 分页拉取
|
||
while page_req_key is not None:
|
||
time.sleep(1) # 休眠 5 秒
|
||
ret, data, page_req_key = quote_ctx.request_history_kline(code, autype=selected_autype, start=start_date, end=end_date, max_count=500, page_req_key=page_req_key)
|
||
if ret == RET_OK:
|
||
logging.info(f"成功获取 {code} 的分页数据，共 {len(data)} 行")
|
||
print(f"成功获取 {code} 的分页数据，共 {len(data)} 行")
|
||
|
||
# 插入分页数据
|
||
insert_data(connection, data)
|
||
else:
|
||
logging.error(f"分页数据获取失败: {data}")
|
||
print(f"分页数据获取失败: {data}")
|
||
|
||
# 每次获取完一个股票的数据后，休眠 5 秒
|
||
time.sleep(2)
|
||
|
||
finally:
|
||
quote_ctx.close() # 关闭 futu 连接
|
||
connection.close() # 关闭 MySQL 连接 |