78 lines
2.2 KiB
Python
78 lines
2.2 KiB
Python
"""
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Script Name:
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Description: 从富途获取历史K线。通过不同变量，可以获取不复权、前复权、后复权等数据。
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参考地址: https://openapi.futunn.com/futu-api-doc/quote/get-market-snapshot.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 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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import config
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# 设置日志
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config.setup_logging()
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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(**config.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 hs300"
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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 = "./result/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() |