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