101 lines
3.2 KiB
Python
101 lines
3.2 KiB
Python
"""
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Script Name:
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Description: 从富途获取复权因子数据。
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参考地址: https://openapi.futunn.com/futu-api-doc/quote/get-rehab.html
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Author: [Your Name]
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Created Date: YYYY-MM-DD
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Last Modified: YYYY-MM-DD
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Version: 1.0
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Modification History:
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- YYYY-MM-DD [Your Name]:
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- YYYY-MM-DD [Your Name]:
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- YYYY-MM-DD [Your Name]:
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"""
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import logging
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import pymysql
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import time
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from futu import *
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import pandas as pd
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import config
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# 设置日志
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config.setup_logging()
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# 连接 MySQL 数据库
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def get_mysql_connection():
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return pymysql.connect(**config.db_config)
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# 获取股票代码列表
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def get_stock_codes(table_name):
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connection = get_mysql_connection()
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with connection.cursor(pymysql.cursors.DictCursor) as cursor:
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cursor.execute(f"SELECT code, code_name FROM {table_name} ")
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result = cursor.fetchall()
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connection.close()
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return result
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# 插入或更新复权信息
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def insert_or_update_rehab_data(connection, rehab_data, code, name):
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try:
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with connection.cursor() as cursor:
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sql = """
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INSERT INTO futu_rehab (code, name, ex_div_date, forward_adj_factorA, forward_adj_factorB, backward_adj_factorA, backward_adj_factorB)
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VALUES (%s, %s, %s, %s, %s, %s, %s)
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ON DUPLICATE KEY UPDATE
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forward_adj_factorA = VALUES(forward_adj_factorA),
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forward_adj_factorB = VALUES(forward_adj_factorB),
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backward_adj_factorA = VALUES(backward_adj_factorA),
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backward_adj_factorB = VALUES(backward_adj_factorB)
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"""
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for row in rehab_data.itertuples(index=False):
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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))
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connection.commit()
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except pymysql.MySQLError as e:
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logging.error(f"Error occurred while inserting or updating rehab data: {e}", exc_info=True)
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# 从 Futu API 获取复权信息
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def get_rehab_data(code):
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quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
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ret, data = quote_ctx.get_rehab(code)
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quote_ctx.close()
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if ret == RET_OK:
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return data
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else:
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logging.error(f"Failed to get rehab data for {code}: {data}")
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return None
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# 主函数
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def process_stock_data(table_name, prefix=''):
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stocks = get_stock_codes(table_name)
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connection = get_mysql_connection()
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for stock in stocks:
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code = stock['code']
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name = stock['code_name']
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# 拼接 'US.' 前缀对于 sp500 表中的股票
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full_code = f"{prefix}{code}" if prefix else code
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logging.info(f"Processing {full_code} ({name})")
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# 获取复权数据
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rehab_data = get_rehab_data(full_code)
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if rehab_data is not None:
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# 插入或更新复权数据
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insert_or_update_rehab_data(connection, rehab_data, full_code, name)
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logging.info(f"Inserted/Updated rehab data for {full_code} ({name})")
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time.sleep(3)
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connection.close()
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if __name__ == "__main__":
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# 处理 hs300 表数据，不需要加 'US.' 前缀
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process_stock_data("hs300")
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# 处理 sp500 表数据，加 'US.' 前缀
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process_stock_data("sp500", prefix='US.') |