136 lines
4.9 KiB
Python
136 lines
4.9 KiB
Python
"""
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Script Name:
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Description: 从yahoo获取美股股票的历史K线, 通过 auto_adjust 参数来控制是否获取前复权数据。默认为true, 如果设置为false, 那么结果中会自动带 adj Close.
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参考地址: https://github.com/ranaroussi/yfinance
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https://aroussi.com/post/python-yahoo-finance
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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 yfinance as yf
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import pymysql
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import logging
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import time
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import sys
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import os
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from datetime import datetime
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import config # 引入 config.py 中的配置
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# 股票代码集合，如果属于这些股票，则使用 "max" 时间段
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special_stock_codes = ('ABNB', 'CARR', 'CEG', 'GEHC', 'GEV', 'HUBB', 'KVUE', 'OTIS', 'PLTR', 'SOLV', 'VLTO')
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# K线调整选项，决定是否使用前复权价格
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kline_adjust = True
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# 根据 kline_adjust 决定使用的表名
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table_name = 'sp500_qfq_his_202410' if kline_adjust else 'sp500_his_kline_none'
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# 使用 config.py 中的日志配置
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filename = os.path.splitext(os.path.basename(__file__))[0]
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config.setup_logging(f"./log/{filename}.log")
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logger = logging.getLogger()
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# MySQL数据库连接
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def connect_to_db():
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try:
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#return pymysql.connect(**config.db_config)
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return pymysql.connect(
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**config.db_config,
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cursorclass=pymysql.cursors.DictCursor # 确保使用字典形式的游标
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)
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except pymysql.MySQLError as e:
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logger.error(f"Error connecting to the database: {e}", exc_info=True)
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return None
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# 从MySQL读取sp500表中的股票代码和名称
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def fetch_sp500_codes():
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db = connect_to_db()
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if db is None:
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logger.error("Failed to connect to database.")
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return []
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try:
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with db.cursor() as cursor:
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cursor.execute("SELECT code_inner, code_name FROM sp500")
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codes = cursor.fetchall()
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return codes
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finally:
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db.close()
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# 插入数据到指定表名
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def insert_stock_data_to_db(data, code, name):
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try:
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db = connect_to_db()
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if db is None:
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return
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with db.cursor() as cursor:
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insert_query = f"""
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INSERT INTO {table_name} (time_key, open, high, low, close, adj_close, volume, dividends, stock_splits, code, name)
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VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
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ON DUPLICATE KEY UPDATE
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open = VALUES(open),
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high = VALUES(high),
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low = VALUES(low),
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close = VALUES(close),
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adj_close = VALUES(adj_close),
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volume = VALUES(volume),
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dividends = VALUES(dividends),
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stock_splits = VALUES(stock_splits)
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"""
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# auto_adjust=True: Date,Open,High,Low,Close,Volume,Dividends,Stock Splits
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# auto_adjust=False: Date,Open,High,Low,Close,Adj Close,Volume,Dividends,Stock Splits
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for index, row in data.iterrows():
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time_key = index.strftime('%Y-%m-%d %H:%M:%S')
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# 判断 row['Adj Close'] 是否存在，若不存在则使用 0
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adj_close = row['Adj Close'] if 'Adj Close' in row else 0
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values = (time_key, row['Open'], row['High'], row['Low'], row['Close'], adj_close, row['Volume'], row['Dividends'], row['Stock Splits'], code, name)
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cursor.execute(insert_query, values)
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db.commit()
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except pymysql.MySQLError as e:
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logger.error(f"Error occurred while inserting data: {e}", exc_info=True)
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finally:
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if db:
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db.close()
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# 拉取股票的历史数据
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def fetch_and_store_stock_data():
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codes = fetch_sp500_codes()
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for row in codes:
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code_inner = row['code_inner']
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code_name = row['code_name']
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logger.info(f"Fetching data for {code_name} ({code_inner})...")
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# 判断使用的时间段，特殊股票使用 max，其他使用 10y
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period = "max" if code_inner in special_stock_codes else "10y"
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try:
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stock = yf.Ticker(code_inner)
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# 拉取股票历史数据，使用 kline_adjust 决定 auto_adjust 是否为 True
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hist_data = stock.history(period=period, auto_adjust=kline_adjust)
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if not hist_data.empty:
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logger.info(f"Inserting data for {code_name} ({code_inner}) into {table_name}...")
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insert_stock_data_to_db(hist_data, code_inner, code_name)
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else:
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logger.warning(f"No data found for {code_name} ({code_inner})")
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# 每次请求完后休眠3秒
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time.sleep(3)
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except Exception as e:
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logger.error(f"Error fetching data for {code_name} ({code_inner}): {e}", exc_info=True)
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if __name__ == "__main__":
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fetch_and_store_stock_data() |