#!/usr/local/bin/python # -*- coding: utf-8 -*- # apk add py-mysqldb or import platform import datetime import time import sys import os import MySQLdb from sqlalchemy import create_engine from sqlalchemy.types import NVARCHAR from sqlalchemy import inspect import pandas as pd import traceback import akshare as ak # 使用环境变量获得数据库。兼容开发模式可docker模式。 MYSQL_HOST = os.environ.get('MYSQL_HOST') if (os.environ.get('MYSQL_HOST') != None) else "mysqldb" MYSQL_USER = os.environ.get('MYSQL_USER') if (os.environ.get('MYSQL_USER') != None) else "root" MYSQL_PWD = os.environ.get('MYSQL_PWD') if (os.environ.get('MYSQL_PWD') != None) else "mysqldb" MYSQL_DB = os.environ.get('MYSQL_DB') if (os.environ.get('MYSQL_DB') != None) else "stock_data" MYSQL_PORT = os.environ.get('MYSQL_PORT') if (os.environ.get('MYSQL_PORT') != None) else "3306" print("MYSQL_HOST :", MYSQL_HOST, ",MYSQL_USER :", MYSQL_USER, ",MYSQL_DB :", MYSQL_DB) MYSQL_CONN_URL = "mysql+mysqldb://" + MYSQL_USER + ":" + MYSQL_PWD + "@" + MYSQL_HOST + ":" + MYSQL_PORT + "/" + MYSQL_DB + "?charset=utf8mb4" print("MYSQL_CONN_URL :", MYSQL_CONN_URL) __version__ = "2.0.0" # 每次发布时候更新。 # https://docs.sqlalchemy.org/en/20/errors.html#error-e3q8 # def engine(): engine = create_engine(MYSQL_CONN_URL, pool_size=10, max_overflow=20) #encoding='utf8', convert_unicode=True) return engine def engine_to_db(to_db): MYSQL_CONN_URL_NEW = "mysql+mysqldb://" + MYSQL_USER + ":" + MYSQL_PWD + "@" + MYSQL_HOST + ":" + MYSQL_PORT + "/" + to_db + "?charset=utf8mb4" engine = create_engine(MYSQL_CONN_URL_NEW, pool_size=10, max_overflow=20) #encoding='utf8', convert_unicode=True) return engine # 通过数据库链接 engine。 def conn(): try: db = MySQLdb.connect(MYSQL_HOST, MYSQL_USER, MYSQL_PWD, MYSQL_DB, charset="utf8") # db.autocommit = True except Exception as e: print("conn error :", e) db.autocommit(on=True) return db.cursor() # 定义通用方法函数，插入数据库表，并创建数据库主键，保证重跑数据的时候索引唯一。 def insert_db(data, table_name, write_index, primary_keys): # 插入默认的数据库。 insert_other_db(MYSQL_DB, data, table_name, write_index, primary_keys) # 增加一个插入到其他数据库的方法。 def insert_other_db(to_db, data, table_name, write_index, primary_keys): # 定义engine engine_mysql = engine_to_db(to_db) # 使用 http://docs.sqlalchemy.org/en/latest/core/reflection.html # 使用检查检查数据库表是否有主键。 insp = inspect(engine_mysql) col_name_list = data.columns.tolist() # 如果有索引，把索引增加到varchar上面。 if write_index: # 插入到第一个位置： col_name_list.insert(0, data.index.name) print(col_name_list) data.to_sql(name=table_name, con=engine_mysql, schema=to_db, if_exists='append', dtype={col_name: NVARCHAR(length=255) for col_name in col_name_list}, index=write_index) # print(insp.get_pk_constraint(table_name)) # print() # print(type(insp)) # 判断是否存在主键 if insp.get_pk_constraint(table_name)['constrained_columns'] == []: with engine_mysql.connect() as con: # 执行数据库插入数据。 try: con.execute('ALTER TABLE `%s` ADD PRIMARY KEY (%s);' % (table_name, primary_keys)) except Exception as e: print("################## ADD PRIMARY KEY ERROR :", e) # 插入数据。 def insert(sql, params=()): with conn() as db: print("insert sql:" + sql) try: db.execute(sql, params) except Exception as e: print("error :", e) # 查询数据 def select(sql, params=()): with conn() as db: print("select sql:" + sql) try: db.execute(sql, params) except Exception as e: print("error :", e) result = db.fetchall() return result # 计算数量 def select_count(sql, params=()): with conn() as db: print("select sql:" + sql) try: db.execute(sql, params) except Exception as e: print("error :", e) result = db.fetchall() # 只有一个数组中的第一个数据 if len(result) == 1: return int(result[0][0]) else: return 0 # 通用函数。获得日期参数。 def run_with_args(run_fun): tmp_datetime_show = datetime.datetime.now() # 修改成默认是当日执行 + datetime.timedelta() tmp_hour_int = int(tmp_datetime_show.strftime("%H")) if tmp_hour_int < 12 : # 判断如果是每天 中午 12 点之前运行，跑昨天的数据。 tmp_datetime_show = (tmp_datetime_show + datetime.timedelta(days=-1)) tmp_datetime_str = tmp_datetime_show.strftime("%Y-%m-%d %H:%M:%S.%f") print("\n######################### hour_int %d " % tmp_hour_int) str_db = "MYSQL_HOST :" + MYSQL_HOST + ", MYSQL_USER :" + MYSQL_USER + ", MYSQL_DB :" + MYSQL_DB print("\n######################### " + str_db + " ######################### ") print("\n######################### begin run %s %s #########################" % (run_fun, tmp_datetime_str)) start = time.time() # 要支持数据重跑机制，将日期传入。循环次数 if len(sys.argv) == 3: # python xxx.py 2017-07-01 10 tmp_year, tmp_month, tmp_day = sys.argv[1].split("-") loop = int(sys.argv[2]) tmp_datetime = datetime.datetime(int(tmp_year), int(tmp_month), int(tmp_day)) for i in range(0, loop): # 循环插入多次数据，重复跑历史数据使用。 # time.sleep(5) tmp_datetime_new = tmp_datetime + datetime.timedelta(days=i) try: run_fun(tmp_datetime_new) except Exception as e: print("error :", e) traceback.print_exc() elif len(sys.argv) == 2: # python xxx.py 2017-07-01 tmp_year, tmp_month, tmp_day = sys.argv[1].split("-") tmp_datetime = datetime.datetime(int(tmp_year), int(tmp_month), int(tmp_day)) try: run_fun(tmp_datetime) except Exception as e: print("error :", e) traceback.print_exc() else: # tmp_datetime = datetime.datetime.now() + datetime.timedelta(days=-1) try: run_fun(tmp_datetime_show) # 使用当前时间 except Exception as e: print("error :", e) traceback.print_exc() print("######################### finish %s , use time: %s #########################" % ( tmp_datetime_str, time.time() - start)) # 设置基础目录，每次加载使用。 bash_stock_tmp = "/data/cache/hist_data_cache/%s/%s/" if not os.path.exists(bash_stock_tmp): os.makedirs(bash_stock_tmp) # 创建多个文件夹结构。 print("######################### init tmp dir #########################") # 增加读取股票缓存方法。加快处理速度。 def get_hist_data_cache(code, date_start, date_end): cache_dir = bash_stock_tmp % (date_end[0:7], date_end) # 如果没有文件夹创建一个。月文件夹和日文件夹。方便删除。 # print("cache_dir:", cache_dir) if not os.path.exists(cache_dir): os.makedirs(cache_dir) cache_file = cache_dir + "%s^%s.gzip.pickle" % (date_end, code) # 如果缓存存在就直接返回缓存数据。压缩方式。 if os.path.isfile(cache_file): print("######### read from cache #########", cache_file) return pd.read_pickle(cache_file, compression="gzip") else: # https://akshare.akfamily.xyz/data/index/index.html#id4 # 获取历史行情，em #stock = ak.stock_zh_a_hist(symbol= code, start_date=date_start, # end_date=date_end, adjust="") code = gp_type_szsh(code)+ code print("######### get data, write cache #########", code, date_start, date_end) stock = ak.stock_zh_index_daily_em(symbol= code, start_date=date_start.replace("-", ""), end_date=date_end.replace("-", "")) print(stock) if stock is None or stock.empty: return None stock.columns = ['date', 'open', 'close', 'high', 'low', 'volume', 'amount'] # 数据返回的是带 0 列是索引，第一列是 date 日期 # date open close high low volume amount # 0 2024-09-20 9.81 9.90 9.90 9.78 797297 7.851212e+08 stock.set_index('date', inplace=True) #stock = stock.sort_index(0) # 将数据按照日期排序下。 print(stock) stock.to_pickle(cache_file, compression="gzip") return stock # 沪市股票包含上证主板和科创板和B股：沪市主板股票代码是60开头、科创板股票代码是688开头、B股代码900开头。 # 深市股票包含主板、中小板、创业板和B股：深市主板股票代码是000开头、中小板股票代码002开头、创业板300开头、B股代码200开头 # print(gp_type_szsh('002340')) # def gp_type_szsh(gp): if gp.find('60',0,3)==0: gp_type='sh' elif gp.find('688',0,4)==0: gp_type='sh' elif gp.find('900',0,4)==0: gp_type='sh' elif gp.find('00',0,3)==0: gp_type='sz' elif gp.find('300',0,4)==0: gp_type='sz' elif gp.find('200',0,4)==0: gp_type='sz' return gp_type